fix build (jenkins): Upgrade pip via 'python -m pip'

For some reason 'pip install --upgrade pip' works on my laptop, but fails on
the Jenkins box.

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

@@ -3,7 +3,6 @@ namespace mbts.spark {
    using bts.api;
    using bts.api.analytics;
    using bts.collections;
-   using bts.reactive;
    using bts.utils;
 
    using mbts;
@@ -18,6 +17,7 @@ namespace mbts.spark {
    using Spark.Core;
    using Spark.Core.Collections;
    using Spark.Core.Disposables;
+   using Spark.Core.Reactive;
    using Spark.ViewModel.Commands;
 
    using System;

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

@@ -0,0 +1,120 @@
+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/SingleVolSurfaceGateway.cs

@@ -4,6 +4,7 @@
    using bts.api.analytics;
 
    using mbts.analytics;
+   using mbts.ui;
 
    using Spark.Core.Protobuf;
 
@@ -13,6 +14,7 @@
    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
@@ -24,7 +26,6 @@
       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>();
@@ -35,10 +36,10 @@
                                        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)
@@ -54,8 +55,10 @@
       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(String.Format("SingleVolSurfaceGateway._on_vss count:{0} vs_count:{1}",
-            all_vss.Count(), this_vs_vss.Count()));
+         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()}");
          if (this_vs_vss.Count() == 0) {
             return;
          }
@@ -83,22 +86,39 @@
       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. " +
+                     $"Permission can be obtained via the grid context menu item 'Acquire ownership from {vs_manager}'";
+                  BTSMessageBox.Show(msg, "Vol Save Error", BTSMessageBoxButtons.OK);
+                  return;
+               }
                _sanitize_input(ref vs_input);
                vs_input = VolSurfaceDataFunctions.unset_driver_overrides(vs_input);
-               vs_input.saver_login = _user;
-               VolSurfaceUtilityFunctions.save_volsurface(vs_input, _analytics_service, _user);
+               VolSurfaceUtilityFunctions.save_volsurface(vs_input, _analytics_service, current_user);
                _timer.stop();
                Log.Gen.info(String.Format(
                   "SingleVolSurfaceGateway._on_bb_data Time to commit volsurface {0} {1} msecs",
                   _volsurface_id, _timer.lastIntervalTime));
                var archived_theos = _get_theos();
-               if (archived_theos != null)
+               if (archived_theos != null) {
+                  _timer.start();
                   _analytics_service.archive_theos(archived_theos);
+                  _timer.stop();
+                  Log.Gen.info($"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

@@ -36,7 +36,11 @@ 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(_vs_id, a_syms, _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)),
             new SingleVolSurfaceMarketImpliedVolSource(_vs_id, _bb),
             // new SingleVolSurfaceTheoSource(_vs_id, _bb),
             // TODO: suspending heatmaps for now (12/24/21)
@@ -44,6 +48,7 @@ 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/SingleVolSurfaceRequestCalculator.cs

@@ -18,10 +18,16 @@ 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;
@@ -30,18 +36,22 @@ namespace mbts.spark {
       /// data
       private VolSurfaceOutput _last_output;
 
-      public SingleVolSurfaceRequestCalculator(int vs_id, IEnumerable<string> symbols,
+      public SingleVolSurfaceRequestCalculator(RequestType request_type,
+                                               int vs_id, IEnumerable<string> symbols,
                                                ThreadedBlackboard threaded_bb) {
-         bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator cons vs_id: {vs_id}");
+         bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator cons vs_id: {vs_id} request_type: {request_type}");
+         _request_type = request_type;
          _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);
@@ -51,11 +61,21 @@ namespace mbts.spark {
       }
 
       private void _on_bb_data(object tag, object data) {
-         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);
-
+         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;
+               }
+         }
       }
 
       private void _recompute_and_publish(bool is_new_request) {
@@ -80,7 +100,7 @@ namespace mbts.spark {
                                                               nonvol_data.driver_price_map,
                                                               vs_standard_time, true);
                IDictionary<VolSurfaceExpiration, VolCurveAction> action_map =
-                  _post_process_action(effective_req, aux_data_map);
+                  _post_process_action(_bb, _vs_id, effective_req, aux_data_map);
                _last_output = GeneralVolSurfaceCalculator.compute(effective_req.volsurface_input,
                                                                   nonvol_data.contracts,
                                                                   aux_data_map,
@@ -89,16 +109,49 @@ namespace mbts.spark {
                                                                   effective_req.cascade_up,
                                                                   effective_req.cascade_down);
                _timer.stop();
-               bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator._recompute_and_publish time: " +
-                                $"{_timer.lastIntervalTime}");
+               bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator._recompute_and_publish vs_id: {_vs_id} " +
+                                $"time: {_timer.lastIntervalTime}");
                _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 IDictionary<VolSurfaceExpiration, VolCurveAction> _post_process_action(
+      private static IDictionary<VolSurfaceExpiration, VolCurveAction> _post_process_action(
+         ThreadedBlackboard bb, int vs_id,
          VolSurfaceCalculationRequest req,
          IDictionary<VolSurfaceExpiration, VolSurfaceExpirationAuxiliaryData> aux_data_map) {
          IDictionary<VolSurfaceExpiration, VolCurveAction> rv = req.action_map;
@@ -109,7 +162,7 @@ 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(req.volsurface_input, req.action_map, aux_data_map,
+                  _fill_in_implied_vols(bb, vs_id, 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,
@@ -119,7 +172,8 @@ namespace mbts.spark {
          return rv;
       }
 
-      private IDictionary<VolSurfaceExpiration, VolCurveMarketImpliedVolData> _fill_in_implied_vols(
+      private static IDictionary<VolSurfaceExpiration, VolCurveMarketImpliedVolData> _fill_in_implied_vols(
+            ThreadedBlackboard bb, int vs_id,
             VolSurfaceInput vs_inp,
             IDictionary<VolSurfaceExpiration, VolCurveAction> action_map,
             IDictionary<VolSurfaceExpiration, VolSurfaceExpirationAuxiliaryData> aux_data_map,
@@ -140,15 +194,15 @@ 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/VolSurfaceBlackboardManager.cs

@@ -270,6 +270,7 @@ 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/InterpTheosServerPublisher.cs

@@ -5,6 +5,7 @@ using bts.api;
 using bts.collections;
 using System.Linq;
 using bts.api.orderman;
+using bts.api.analytics;
 using bts;
 
 namespace mbts.spark {
@@ -23,6 +24,8 @@ namespace mbts.spark {
          _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;
       }
 
@@ -55,6 +58,27 @@ namespace mbts.spark {
          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 =
@@ -64,6 +88,11 @@ namespace mbts.spark {
          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($"InterpTheosServerPublisher._publish_data all_theos.Count == 0");
+            return;
+         }
          IDictionary<UInt32, DriverMD> driver_map = _get_drivers(all_drivers, sc_data);
          IEnumerable<Tuple<SecurityImmutable, TheoPoint>> theo_map = _get_theos(all_theos, sc_data);
          // assemble it together and send it to the server
@@ -86,6 +115,7 @@ namespace mbts.spark {
             ptp.Vega = is_call ? tp.cvega : tp.pvega;
             ptp.Theta = is_call ? tp.c_theta : tp.p_theta;
             ptp.Rho = Double.NaN;
+            ptp.Vol = tp.vol;
             ptp_list.Add(ptp);
          }
          bts.api.orderman.PrecomputedTheos server_theos = new PrecomputedTheos();
@@ -96,7 +126,7 @@ namespace mbts.spark {
          _order_service.set_precomputed_theos(server_theos);
          _timer.stop();
          var pub_time = _timer.lastIntervalTime;
-         bts.Log.Gen.info($"InterpTheosServerPublisher._publish_data " +
+         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}");
       }

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

@@ -26,13 +26,13 @@ namespace mbts.spark {
          _refresh = new(_is_dirty.refresh);
          _committed_value.Changed += on_committed_changed;
          _candidate_value.Changed += on_candidate_changed;
-         _is_dirty.Changed += (o, n) => {
-            Log.assert(o != n);
-            // TODO: John, this was logged too many times
-            // Log.Ui.info(
-            //    $"VolSurface '{expiration}.{column}' is_dirty changed to {n}. " +
-            //    $"commited: {committed_value}; candidate: {candidate_value}");
-         };
+         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();

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

@@ -29,6 +29,7 @@ namespace mbts.spark.VolSurface {
 
    class VolSurfaceGridVM : DisposableViewModelBase {
       readonly VolSurfaceVM _parent;
+      readonly UserTuple _user;
       readonly ObservableCollection<VolSurfaceDisplayGridExpiration> _expirations = new();
       readonly DeferrableAction _invalidate_rows;
       readonly ColumnsModel _columns_model;
@@ -41,10 +42,12 @@ namespace mbts.spark.VolSurface {
          VolSurfaceVM vm,
          VolSurfaceDisplayModel model,
          ISet<string> hidden_columns,
-         ISet<VolSurfaceExpiration> hidden_expirations) {
+         ISet<VolSurfaceExpiration> hidden_expirations,
+         UserTuple user) {
          Log.notnull(hidden_columns);
          Log.notnull(hidden_expirations);
          _parent = vm;
+         _user = user;
          this.model = model;
          _columns_model = new(create_exp_column_view());
          _hidden_columns = hidden_columns;
@@ -83,7 +86,7 @@ namespace mbts.spark.VolSurface {
             _columns_model);
 
          VolSurfaceRowVM row_factory(VolSurfaceDisplayGridExpiration exp) =>
-            new(this, exp);
+            new(this, exp, _user);
 
          IDisposable connect_row(VolSurfaceRowVM row) {
             row.request_calculate += request_recalc;

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

@@ -1,5 +1,6 @@
 #nullable enable
 namespace mbts.spark {
+   using bts;
    using bts.collections;
 
    using mbts.spark.VolSurface;
@@ -9,6 +10,7 @@ namespace mbts.spark {
    using mbts.ui.utility;
 
    using Spark.Core.Disposables;
+   using Spark.Core.Reactive;
 
    using System;
    using System.Collections.Generic;
@@ -22,6 +24,10 @@ 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;
@@ -34,21 +40,29 @@ 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) {
+      public VolSurfaceRowContextMenuVM(VolSurfaceGridVM parent, VolSurfaceRowVM row, UserTuple user) {
          _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);
 
-         _dispose = Disposable.Create(
+         _resources.AddRange(
             _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(
@@ -164,6 +178,34 @@ 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

@@ -1,5 +1,7 @@
 #nullable enable
 namespace mbts.spark.VolSurface {
+   using bts;
+
    using mbts.ui;
    using mbts.ui.controls;
    using mbts.ui.shell;
@@ -16,14 +18,16 @@ namespace mbts.spark.VolSurface {
       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) {
+      public VolSurfaceRowVM(VolSurfaceGridVM parent, VolSurfaceDisplayGridExpiration exp, UserTuple user) {
          _parent = parent;
          _exp = exp;
+         _user = user;
          _request_calculate = new(() => request_calculate?.Invoke());
          _dispose = Disposable.Create(() => {
             _cells.Values.DisposeAll();
@@ -49,7 +53,7 @@ namespace mbts.spark.VolSurface {
       }
 
       public VolSurfaceRowContextMenuVM context_menu =>
-         _context_menu ??= new(_parent, this);
+         _context_menu ??= new(_parent, this, _user);
 
       public VolSurfaceCellVM get_cell(VolSurfaceDisplayGridColumn column) =>
          _cells.GetOrAdd(column.unique_col_name, _ => _create_cell(column)).vm;

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

@@ -0,0 +1,89 @@
+#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/VolSurfaceSettingsEditorVM.cs

@@ -40,6 +40,7 @@ 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);
@@ -105,6 +106,7 @@ 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);
          }
 
@@ -233,23 +235,7 @@ namespace mbts.spark {
          }
       }
 
-      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 VolSurfaceAutoFitSettingsVM auto_fit_vm { get; } = new();
 
       public bool auto_decay_vol_time {
          get => _core_settings.time_settings.time_mode == VolSurfaceEnums.VolSurfaceTimeMode.AutoDecay;

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

@@ -1,5 +1,6 @@
 #nullable enable
 namespace mbts.spark {
+   using bts;
    using bts.api;
    using bts.collections;
 
@@ -27,6 +28,7 @@ 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;
@@ -38,10 +40,16 @@ namespace mbts.spark {
       bool _ignore_implied_vol_settings;
 
       public VolSurfaceVM(
-         VolSurfaceDisplayModel model, int id, IBus bus, VolSurfaceWindowSettings startup_data) {
+         VolSurfaceDisplayModel model,
+         int id,
+         IBus bus,
+         VolSurfaceWindowSettings startup_data,
+         UserTuple user
+      ) {
          _model = model;
          _vs_id = id;
          _bus = bus;
+         _user = user;
          macro_actions = new VolSurfaceMacroActionsVM(_model);
          globals = new VolSurfaceGlobalParameterVM(_model);
 
@@ -49,7 +57,7 @@ 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);
+            this, _model, _grid_settings.hidden_cols(), hidden_exps_set, _user);
          grid.on_selection_changed += _on_grid_selection_changed;
          _model.publish_grid_settings(_grid_settings);
 

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

@@ -4,13 +4,11 @@ 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)]
@@ -87,5 +85,7 @@ 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

@@ -75,6 +75,7 @@ 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

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

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

@@ -4,11 +4,9 @@ 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;
@@ -22,19 +20,44 @@ 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;
-      /// 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;
+
+      [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;
    }
 }

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

@@ -475,6 +475,7 @@ 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);
@@ -595,7 +596,7 @@ 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/Daemons/MDDaemon.cs

@@ -135,7 +135,10 @@ namespace bts {
                var meta = _security_metadata.get(smd.security);
                if (meta.HasValue) {
                   exch_secs[smd.id] = new(
-                     smd.security, smd.md, meta.Value.PriceDisplay, meta.Value.QuantityDisplay);
+                     smd.security,
+                     smd.md,
+                     meta.Value.HasPriceDisplay ? meta.Value.PriceDisplay : null,
+                     meta.Value.HasQuantityDisplay ? meta.Value.QuantityDisplay : null);
                }
             }
             _bus.post(SparkTags.ServerSecuritiesTag, exch_secs);

src/client/spark/Modules/Analytics/AnalyticsShellModule.cs

@@ -56,7 +56,7 @@ namespace mbts.spark {
                r => new ReportImmutable?(r),
                r => r?.Id ?? throw new ArgumentNullException(nameof(r)));
          _window_factories = new() {
-            new VolSurfaceWindowFactory(this, bus),
+            new VolSurfaceWindowFactory(this, bus, user.Value),
             new AnalyticsExpirationParametersWindowFactory(this, bus),
             new SlideReportWindowFactory(this, bus, reports_demuxer.subscribe),
             new ComboReportWindowFactory(this, bus, reports_demuxer.subscribe),

src/client/spark/Modules/Analytics/VolSurface/View/VolSurfaceSettingsEditor.xaml

@@ -793,70 +793,106 @@
               Grid.Row="5"
               Grid.Column="1"
               Grid.ColumnSpan="4"
+              DataContext="{Binding auto_fit_vm}"
               Header="Auto Fit"
               Margin="0,5,0,0"
-              Padding="5"
-              IsEnabled="False">
+              Padding="5">
               <Grid>
                 <Grid.RowDefinitions>
                   <RowDefinition Height="Auto" />
                   <RowDefinition Height="Auto" />
                   <RowDefinition Height="Auto" />
+                  <RowDefinition Height="Auto" />
                 </Grid.RowDefinitions>
                 <Grid.ColumnDefinitions>
+                  <ColumnDefinition Width="Auto" />
                   <ColumnDefinition Width="Auto" />
                   <ColumnDefinition Width="*" />
                 </Grid.ColumnDefinitions>
-                <CheckBox
-                  Grid.ColumnSpan="2" Content="Enabled" IsChecked="{Binding enable_auto_fit}" />
-
-                <TextBlock Grid.Row="1" Text="Region" Margin="16,5,0,0">
-                  <TextBlock.Style>
-                    <Style TargetType="TextBlock">
-                      <Style.Triggers>
-                        <DataTrigger
-                            Binding="{Binding enable_auto_fit}"
-                            Value="False">
-                          <Setter
-                              Property="Foreground"
-                              Value="Gray" />
-                        </DataTrigger>
-                      </Style.Triggers>
-                    </Style>
-                  </TextBlock.Style>
-                </TextBlock>
 
+                <TextBlock Grid.Row="0" Text="Fit Region" />
                 <ComboBox
+                  Grid.Row="0"
+                  Grid.Column="1"
+                  Grid.ColumnSpan="2"
+                  Margin="8,0,0,0"
+                  VerticalAlignment="Center"
+                  ItemsSource="{Binding fit_regions}"
+                  SelectedItem="{Binding fit_region}">
+                  <ComboBox.ItemTemplate>
+                    <DataTemplate>
+                      <TextBlock Text="{Binding Converter={x:Static shell:VolSurfaceSettingsEditor.AutoFitRegionDisplayTextConverter}}" />
+                    </DataTemplate>
+                  </ComboBox.ItemTemplate>
+                </ComboBox>
+
+                <TextBlock
+                  Grid.Row="1"
+                  Margin="0,5,0,0"
+                  Text="Every" />
+                <c:TickUpDownNullableUInt32
                   Grid.Row="1"
                   Grid.Column="1"
-                  Margin="12,0,0,0"
-                  HorizontalAlignment="Stretch"
-                  ItemsSource="{Binding auto_fit_region_choices}"
-                  SelectedValue="{Binding auto_fit_region}"
-                  IsEnabled="{Binding enable_auto_fit}" />
+                  HorizontalAlignment="Left"
+                  VerticalAlignment="Center"
+                  Minimum="30"
+                  Margin="8,0,0,0"
+                  Width="60"
+                  Value="{Binding period_secs}"
+                  IsEnabled="{Binding is_auto_fit_enabled}" />
+                <TextBlock
+                  Grid.Row="1"
+                  Grid.Column="2"
+                  HorizontalAlignment="Left"
+                  Margin="3,5,0,0"
+                  Text="secs" />
 
-                <TextBlock Grid.Row="2" Text="Fit Time" Margin="16,5,0,0">
-                  <TextBlock.Style>
-                    <Style TargetType="TextBlock">
-                      <Style.Triggers>
-                        <DataTrigger Binding="{Binding enable_auto_fit}" Value="False">
-                          <Setter Property="Foreground" Value="Gray" />
-                        </DataTrigger>
-                      </Style.Triggers>
-                    </Style>
-                  </TextBlock.Style>
-                </TextBlock>
-
-                <c:TextBoxDouble
+                <TextBlock
+                  Grid.Row="2"
+                  Margin="0,5,0,0"
+                  Text="When Driver moves" />
+                <c:TickUpDownNullableDouble
                   Grid.Row="2"
                   Grid.Column="1"
-                  c:TextBoxEx.Suffix="ms"
+                  ToolTipService.ShowOnDisabled="True"
                   HorizontalAlignment="Left"
+                  VerticalAlignment="Center"
+                  Margin="8,0,0,0"
                   Width="60"
-                  Margin="12,5,0,0"
-                  IsEnabled="{Binding enable_auto_fit}"
-                  Value="{Binding auto_fit_time_ms}"
-                  Template="{StaticResource SuffixTemplate}" />
+                  Value="{Binding driver_points_moved}"
+                  Increment="0.01"
+                  TickDisplaySettings="{Binding driver_points_display}"
+                  IsEnabled="False"
+                  ToolTip="Not yet supported (coming soon)" />
+                <TextBlock
+                  Grid.Row="2"
+                  Grid.Column="2"
+                  HorizontalAlignment="Left"
+                  Margin="3,5,0,0"
+                  Text="%" />
+
+                <TextBlock
+                  Grid.Row="3"
+                  Margin="0,5,0,0"
+                  Text="When ATM moves" />
+                <c:TickUpDownNullableDouble
+                  Grid.Row="3"
+                  Grid.Column="1"
+                  ToolTipService.ShowOnDisabled="True"
+                  HorizontalAlignment="Left"
+                  Margin="8,0,0,0"
+                  Width="60"
+                  Value="{Binding atm_points_moved}"
+                  Increment="0.01"
+                  TickDisplaySettings="{Binding atm_points_display}"
+                  IsEnabled="False"
+                  ToolTip="Not yet supported (coming soon)" />
+                <TextBlock
+                  Grid.Row="3"
+                  Grid.Column="2"
+                  HorizontalAlignment="Left"
+                  Margin="3,5,0,0"
+                  Text="%" />
               </Grid>
             </GroupBox>
           </Grid>

src/client/spark/Modules/Analytics/VolSurface/View/VolSurfaceSettingsEditor.xaml.cs

@@ -1,9 +1,20 @@
 #nullable enable
 namespace mbts.ui.shell {
+   using mbts.analytics;
+   using mbts.ui.converters;
+
    using System.Windows;
+   using System.Windows.Data;
 
    partial class VolSurfaceSettingsEditor : Window {
       public VolSurfaceSettingsEditor() =>
          InitializeComponent();
+
+      public static IValueConverter AutoFitRegionDisplayTextConverter =>
+         ValueConverter.create<VolSurfaceEnums.VolCurveFitRegion, string>(fr =>
+            fr switch {
+               VolSurfaceEnums.VolCurveFitRegion.None => "Disabled",
+               _ => fr.ToString()
+            });
    }
 }

src/client/spark/Modules/Analytics/VolSurface/View/VolSurfaceView.xaml

@@ -262,7 +262,7 @@
           IsDragAdornerEnabled="False"
           ContextMenuOpening="_on_context_menu_opening">
         <c:DIYGrid.ContextMenu>
-          <ContextMenu>
+          <ContextMenu IsOpen="{Binding is_open}">
             <MenuItem
               Header="Populate Empty Expirations"
               Command="{Binding populate_empty_exps_cmd}" />
@@ -413,6 +413,11 @@
               </MenuItem.ItemContainerStyle>
             </MenuItem>
             <MenuItem Header="Import CSV..." Command="{Binding import_csv_cmd}" />
+            <MenuItem Command="{Binding acquire_ownership_cmd}">
+              <MenuItem.Header>
+                <TextBlock Text="{Binding vs_manager, StringFormat='Acquire ownership from \'{0}\''}" />
+              </MenuItem.Header>
+            </MenuItem>
           </ContextMenu>
         </c:DIYGrid.ContextMenu>
         <c:DIYGrid.RowStyle>

src/client/spark/Modules/Analytics/VolSurface/View/VolSurfaceView.xaml.cs

@@ -122,7 +122,7 @@
          }
          var mouse_pos = Mouse.GetPosition(this);
          if (!this.ChildAtPoint<VolSurfaceRowView>(mouse_pos, out var row)) {
-            cm.IsOpen = false;
+            cm.SetCurrentValue(ContextMenu.IsOpenProperty, false);
             return;
          }
          var cgs = g.GetColumnGeometry().ToList();

src/client/spark/Modules/Analytics/VolSurface/VolSurfaceWindow.cs

@@ -1,4 +1,5 @@
 namespace mbts.spark {
+   using bts;
    using bts.api;
    using bts.spark;
 
@@ -14,14 +15,20 @@
       public const string WINDOW_TYPE = "VolSurface";
 
       readonly VolSurfaceWindowSettings _startup_data;
+      readonly UserTuple _user;
 
       VolSurfaceVM _vm;
       VolSurfaceView _view;
 
       public VolSurfaceWindow(
-         VolSurfaceWindowFactory factory, IBus bus, string vs_name, VolSurfaceWindowSettings startup_data) :
-         base(vs_name, bus, factory, Icons.vol_surface) {
+         VolSurfaceWindowFactory factory,
+         IBus bus,
+         string vs_name,
+         VolSurfaceWindowSettings startup_data,
+         UserTuple user
+      ) : base(vs_name, bus, factory, Icons.vol_surface) {
          _startup_data = startup_data ?? throw new ArgumentNullException(nameof(startup_data));
+         _user = user;
          this.vs_name = vs_name;
          _dispose = Disposable.Create(() => Disposable.dispose(ref _vm));
       }
@@ -37,7 +44,7 @@
       public override UIElement Content => _view;
 
       public void thread_init() {
-         _vm = new VolSurfaceVM(new VolSurfaceDisplayModel(vs_id, _bus, true), vs_id, _bus, _startup_data);
+         _vm = new VolSurfaceVM(new (vs_id, _bus, true), vs_id, _bus, _startup_data, _user);
          _view = new VolSurfaceView {
             DataContext = _vm
          };

src/client/spark/Modules/Analytics/VolSurface/VolSurfaceWindowFactory.cs

@@ -1,4 +1,5 @@
 namespace mbts.spark {
+   using bts;
    using bts.api;
    using bts.shell;
 
@@ -10,10 +11,12 @@ namespace mbts.spark {
 
    class VolSurfaceWindowFactory : ShellWindowFactory<VolSurfaceWindowSettings> {
       readonly IBus _bus;
+      readonly UserTuple _user;
 
-      public VolSurfaceWindowFactory(IShellModule module, IBus bus)
+      public VolSurfaceWindowFactory(IShellModule module, IBus bus, UserTuple user)
          : base(module, "VolSurface") {
          _bus = bus;
+         _user = user;
          _dispose = bus.subscribe(SparkTags.ShowVolSurface).OnDispatcher().Subscribe(
             async state => _bus.post(SparkTags.ShowWindow, await _create(state)));
       }
@@ -22,7 +25,7 @@ namespace mbts.spark {
          _create(state);
 
       async Task<IShellWindow> _create(VolSurfaceWindowSettings state) =>
-         new VolSurfaceWindow(this, _bus, await _lookup_vs_name(state.id), state);
+         new VolSurfaceWindow(this, _bus, await _lookup_vs_name(state.id), state, _user);
 
       async Task<string> _lookup_vs_name(int vs_id) {
          var (vol_surfaces, success) = await _bus.subscribe(SparkTags.VolSurfaceListTag).FirstAsyncTask(TimeSpan.FromSeconds(2));

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

@@ -176,10 +176,11 @@
     </usp:DataGridParameterCellTemplateConverter.QuantityMeasureTemplate>
   </usp:DataGridParameterCellTemplateConverter>
   <Style x:Key="ExpanderToggleButton" TargetType="ToggleButton">
+    <Setter Property="Foreground" Value="{u:BTSColor ExecutionStrategy.expander_foreground}"/>
     <Setter Property="Template">
       <Setter.Value>
         <ControlTemplate TargetType="ToggleButton">
-          <Grid Background="Transparent">
+          <Grid Background="{u:BTSColor ExecutionStrategy.expander_background}">
             <Grid.ColumnDefinitions>
               <ColumnDefinition Width="12" />
               <ColumnDefinition/>
@@ -190,7 +191,7 @@
               HorizontalAlignment="Center"
               Margin="0,5,0,0"
               SnapsToDevicePixels="False"
-              Stroke="#77333333"
+              Stroke="{u:BTSColor ExecutionStrategy.arrow_background}"
               StrokeThickness="2"
               VerticalAlignment="Top"
             />
@@ -199,6 +200,7 @@
               ContentSource="{TemplateBinding Content}"
               Margin="3,0,0,0"
             />
+            
           </Grid>
           <ControlTemplate.Triggers>
             <Trigger Property="IsChecked" Value="True">
@@ -211,7 +213,7 @@
               <Setter Property="Stroke" TargetName="arrow" Value="Black"/>
             </Trigger>
             <Trigger Property="IsEnabled" Value="False">
-              <Setter Property="Stroke" TargetName="arrow" Value="#FF707070"/>
+              <Setter Property="Stroke" TargetName="arrow" Value="{u:BTSColor ExecutionStrategy.arrow_background_selected}"/>
               <Setter Property="Foreground" Value="Gray"/>
             </Trigger>
           </ControlTemplate.Triggers>
@@ -278,7 +280,8 @@
           <ColumnDefinition/>
         </SelectiveScrollingGrid.ColumnDefinitions>
         <DataGridRowHeader
-          Background="Transparent"
+          Foreground="{u:BTSColor ExecutionStrategy.expander_foreground}"
+          Background="{u:BTSColor ExecutionStrategy.data_grid_row_header_background}"
           Padding="{Binding section_count, Converter={StaticResource RowHeaderGroupIndentConverter}}"
           FontWeight="{Binding font_weight, FallbackValue={u:FontWeight Normal}}"
           SelectiveScrollingGrid.SelectiveScrollingOrientation="Vertical"
@@ -317,9 +320,17 @@
   <Style x:Key="DataGridRowStyle" TargetType="DataGridRow">
     <Setter Property="BorderThickness" Value="1,0"/>
     <Setter Property="BorderBrush" Value="Transparent"/>
+    <Setter Property="Background" Value="{u:BTSColor ExecutionStrategy.alternate_column_background}"/>
     <Setter Property="Template" Value="{StaticResource DataGridRowTemplate}"/>
     <Setter Property="usp:ExecutionStrategyEditor.RowHasErrors" Value="{Binding has_errors}"/>
     <Style.Triggers>
+        <Trigger Property="ListBox.AlternationIndex" Value="1">
+        <Setter Property="Background" Value="{u:BTSColor ExecutionStrategy.data_grid_background}"/>
+        </Trigger>
+        <!-- <Trigger Property="ListBox.AlternationIndex" Value="2">
+          <Setter Property="Background" Value="LightBlue"/>
+          <Setter Property="Foreground" Value="Navy"/>
+        </Trigger> -->
       <DataTrigger Binding="{Binding read_only}" Value="True">
         <Setter Property="TextElement.Foreground" Value="{u:BTSColor UI.input_disabled_text_dark}"/>
         <Setter Property="ToolTip">

src/client/spark/Modules/Spreader/Import/SyntheticImporter.cs

@@ -57,7 +57,7 @@ namespace mbts.spark {
                   main_vm.rows.AddRange(parsed_synths.Select(ps => {
                      var sec = ps.result;
                      var r = new SyntheticImportRowVM(orders_model.admin_model.user.id, used_names.Contains) {
-                        tick_factors = TickUtils.get_regional_ticks(sec.ContractSpec).low_tick,
+                        tick_factors = TickUtils.get_regional_ticks(sec.immutable()).low_tick,
                         name = sec.Synthetic.Name,
                         parsed_synth = ps
                      };

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

@@ -56,7 +56,7 @@ namespace mbts.spark {
       public SyntheticEditorVM(SpreaderModel model, SecurityImmutable synthetic, ExecutionStrategyImmutable strategy, IObservable<bool> security_has_working_orders)
          : this(synthetic, strategy, false) {
          ExceptionAssert.InvalidOperation.That(synthetic.Id != 0, "This constructor may only be used for already-existing synthetic securities (id must be non-zero).");
-         _tick_factors = TickUtils.get_regional_ticks(synthetic.ContractSpec).low_tick;
+         _tick_factors = TickUtils.get_regional_ticks(synthetic).low_tick;
          if (TickUtils.is_integer_tick(synthetic.ContractSpec)) {
             _use_fractional_ticks = false;
             _integer_tick_size = DoubleHelper.to_optional_int32(synthetic.ContractSpec.LowTick) ?? 0;
@@ -112,7 +112,7 @@ namespace mbts.spark {
             _set_ticks_automatically = false;
             _set_quantities_automatically = false;
             _set_price_mults_automatically = false;
-            _tick_factors = TickUtils.get_regional_ticks(_synthetic.ContractSpec).low_tick;
+            _tick_factors = TickUtils.get_regional_ticks(_synthetic.immutable()).low_tick;
          } else {
             _deduce_name();
             _deduce_ticks();
@@ -411,7 +411,7 @@ namespace mbts.spark {
       }
 
       void _deduce_ticks() {
-         _tick_factors = TickUtils.deduce_ticks(leg_tuples.Select(l => l.leg.Security.ContractSpec));
+         _tick_factors = TickUtils.deduce_ticks(leg_tuples.Select(l => l.leg.Security.immutable()));
          RaisePropertyChanged(nameof(tick_factors));
       }
 

src/client/spark/Modules/Trading/AlgoStudio/AlgoStudioView.xaml

@@ -371,6 +371,7 @@
           <usp:AlgoEditorView
             DataContext="{Binding selected_definition}"
             Background="Transparent"
+            Foreground="{u:BTSColor UI.default_text}"
             BorderBrush="{Binding algo_root, Converter={StaticResource OrderTypeBrushConverter}}"
             Padding="12,8" />
         </ScrollViewer>

src/client/spark/Modules/Trading/DayFills/DayFillsRowData.cs

@@ -79,7 +79,7 @@ namespace Spark.Trading {
             meta.Value.Value.PriceDisplay : Security.Defaults.price_display_settingsi;
          if (security.HasValue) {
             rv = rv.with(
-               tick_factors: security.spec_or_default().tick_factors().to_api_tick_factors());
+               tick_factors: security.Value.tick_factors().to_api_tick_factors());
          }
          return rv;
       }

src/client/spark/Modules/Trading/Ladder/VM/LadderOrderVM.cs

@@ -241,7 +241,7 @@ namespace mbts.spark {
       }
 
       public OrderBookVM? create_orderbook_vm() {
-         var ticks = _owner.spec.full_ticks_from_zero(real_price);
+         var ticks = _owner.spec.count_ticks(real_price);
          if (!ticks.HasValue) {
             return null;
          }

src/client/spark/Modules/Trading/Ladder/VM/LadderSettingsVM.cs

@@ -191,7 +191,7 @@ namespace mbts.spark {
          void increment_ticks_per_row() {
             var tpr = ticks_per_row;
             for (uint i = 1; i < 100; i++) {
-               var new_tpr = TickUtils.fit_ticks_per_row_to_dollars(security.ContractSpec, ticks_per_row + i);
+               var new_tpr = TickUtils.fit_ticks_per_row_to_dollars(security, ticks_per_row + i);
                if (new_tpr != tpr) {
                   ticks_per_row = new_tpr;
                   break;
@@ -201,7 +201,7 @@ namespace mbts.spark {
          void decrement_ticks_per_row() {
             var tpr = ticks_per_row;
             for (uint i = 1; i < tpr; i++) {
-               var new_tpr = TickUtils.fit_ticks_per_row_to_dollars(security.ContractSpec, tpr - i);
+               var new_tpr = TickUtils.fit_ticks_per_row_to_dollars(security, tpr - i);
                if (new_tpr != tpr) {
                   ticks_per_row = new_tpr;
                   break;
@@ -239,7 +239,8 @@ namespace mbts.spark {
       // since settings profiles may be shared among ladders
       // of different securities/tick sizes, the ticks per row setting
       // may need to be rounded to a number that is a factor of $1.00
-      public uint? rounded_ticks_per_row => TickUtils.fit_ticks_per_row_to_dollars(_security.ContractSpec, ticks_per_row);
+      public uint? rounded_ticks_per_row =>
+         TickUtils.fit_ticks_per_row_to_dollars(_security, ticks_per_row);
 
       public MarketSizeDisplayVM size_display { get; } = new MarketSizeDisplayVM();
       public SimpleGridSettingsVM mini_ob { get; } = new SimpleGridSettingsVM(OrderBookGridSettingsManager.hard_column_flags);

src/client/spark/Modules/Trading/Ladder/VM/LadderVM.cs

@@ -99,7 +99,7 @@ namespace mbts.spark {
       IReadOnlyDictionary<uint, OrderSecurity> _cache = DictionaryHelper.empty<uint, OrderSecurity>();
       ImmutableDictionary<AlgoKey, LadderFavoriteAlgoMetadata> _favorite_algo_metadata_map =
          ImmutableDictionary<AlgoKey, LadderFavoriteAlgoMetadata>.Empty;
-      ContractSpecificationImmutable? _spec;
+      RegionalTickFactors? _spec;
 
       LadderVM(
          IBus bus,
@@ -243,10 +243,9 @@ namespace mbts.spark {
 
          var orders_source = settings.Select(s => s.ticks_per_row).DistinctUntilChanged()
             .SelectSeries(tpr => {
-               var spec = TickUtils.multiply_tick_size(security.ContractSpec, tpr);
+               var spec = TickUtils.multiply_tick_size(security.regional_ticks(), tpr);
                var price_comp = Comparer<double>.Create((a, b) =>
-                  Comparer<int?>.Default.Compare(
-                     spec.full_ticks_from_zero(a), spec.full_ticks_from_zero(b)));
+                  Comparer<long?>.Default.Compare(spec.count_ticks(a), spec.count_ticks(b)));
                return _order_price_source(model.orders, price_comp, p => TickUtils.normalize_price(spec, p));
             });
          _day_change.Changed += (o, n) => RaisePropertyChanged(
@@ -394,9 +393,10 @@ namespace mbts.spark {
       }
 
       public SecurityImmutable security => _model.security;
-      public ContractSpecificationImmutable spec => _spec ?? (
+      public RegionalTickFactors spec => _spec ?? (
          _spec = TickUtils.multiply_tick_size(
-            security.ContractSpec, current_settings?.ticks_per_row ?? 1)).Value;
+            security.regional_ticks(), current_settings?.ticks_per_row ?? 1))
+            ?? RegionalTickFactors.Default;
 
       public double display_quantity_divisor { get; }
       public LadderSettings current_settings { get; private set; }
@@ -826,7 +826,7 @@ namespace mbts.spark {
          if (!price.is_real()) {
             msg = "not a real number";
          } else if (settlement.is_real()) {
-            var ticks_from_settle = security.ContractSpec.tickdiff(price, settlement);
+            var ticks_from_settle = security.tickdiff(price, settlement);
             if (ticks_from_settle.HasValue) {
                var max_cross = (current_settings?.ladder_order_limits?.max_settlement_cross_ticks)
                   .as_nullable();
@@ -858,7 +858,7 @@ namespace mbts.spark {
          } else {
             ulong _ = 0;
             _model.md.get_bbo(ref _, out var bid, out var ask);
-            var mid = TickUtils.mid_tick(security.ContractSpec, bid.price, ask.price);
+            var mid = TickUtils.mid_tick(security.regional_ticks(), bid.price, ask.price);
             _day_change.set(mid - md.settlement_price);
          }
          _volume.set(volume);

src/client/spark/Modules/Trading/Ladder/View/LadderGridHost.cs

@@ -32,6 +32,8 @@ using System.Windows.Media.Animation;
 using System.Windows.Threading;
 
 namespace mbts.spark {
+   using RegionalTickFactors = user.settings.RegionalTickFactors;
+
    partial class LadderGridHost : Control {
       static readonly int _initial_row_count;
       static readonly bool _show_scrollbar;
@@ -83,7 +85,6 @@ namespace mbts.spark {
       bool _price_dirty = false, _piq_dirty = false;
       LadderPriceList _price_list = new() {
          length = _initial_row_count,
-         spec = Security.Defaults.ContractSpecificationImmutable
       };
       LadderPriceList _pending_price_list = null;
       IComparer<double> _price_comparer;
@@ -384,16 +385,16 @@ namespace mbts.spark {
 
       Column[] _columns { get; set; } = Array.Empty<Column>();
       IEnumerable<Column> _visible_columns => _columns.Where(c => c.settings.show);
-      ContractSpecificationImmutable? _spec_backing;
-      ContractSpecificationImmutable _spec {
+      RegionalTickFactors _spec_backing;
+      RegionalTickFactors _spec {
          get {
-            if (_spec_backing.HasValue) {
-               return _spec_backing.Value;
+            if (_spec_backing is not null) {
+               return _spec_backing;
             } else if (_vm != null) {
-               _spec_backing = TickUtils.multiply_tick_size(security.ContractSpec, _settings?.ticks_per_row ?? 1);
-               return _spec_backing.Value;
+               _spec_backing = TickUtils.multiply_tick_size(security.regional_ticks(), _settings?.ticks_per_row ?? 1);
+               return _spec_backing;
             }
-            return Security.Defaults.ContractSpecificationImmutable;
+            return RegionalTickFactors.Default;
          }
       }
 
@@ -447,6 +448,15 @@ namespace mbts.spark {
          return _price_list.high_tick + tick_diff;
       }
 
+      public bool scroll_to_tick(long tick) {
+         if (tick > int.MaxValue) {
+            Log.Ui.error(
+               $"Unable to scroll to tick {tick} because it exceeds int.MaxValue");
+            return false;
+         }
+         return scroll_to_tick((int)tick);
+      }
+
       public bool scroll_to_tick(int tick) {
          if (_vm is null || _settings is null || _scroll_viewer is null) {
             return false;
@@ -460,21 +470,23 @@ namespace mbts.spark {
 
          // The scrollbar's vertical offset won't change.  Find the 'top tick' that will put the
          // target `tick` in the center of the viewport.
-         var top_tick = (int)_get_target_top_tick(tick);
-         if (_settings.animate_recenter) {
-            var anim = new Int32Animation {
-               From = _price_list.high_tick,
-               To = top_tick,
-               Duration = TimeSpan.FromSeconds(0.15)
-            };
-            var sb = new Storyboard();
-            sb.Children.Add(anim);
-            Storyboard.SetTarget(anim, this);
-            Storyboard.SetTargetProperty(anim, new PropertyPath(TopTickProperty));
-            sb.Begin();
-         } else {
-            _set_scrollbar_range(high_tick: top_tick);
-            _refresh_prices();
+         checked {
+            var top_tick = (int)_get_target_top_tick(tick);
+            if (_settings.animate_recenter) {
+               var anim = new Int32Animation {
+                  From = (int)_price_list.high_tick,
+                  To = top_tick,
+                  Duration = TimeSpan.FromSeconds(0.15)
+               };
+               var sb = new Storyboard();
+               sb.Children.Add(anim);
+               Storyboard.SetTarget(anim, this);
+               Storyboard.SetTargetProperty(anim, new PropertyPath(TopTickProperty));
+               sb.Begin();
+            } else {
+               _set_scrollbar_range(high_tick: top_tick);
+               _refresh_prices();
+            }
          }
          return true;
       }
@@ -744,12 +756,12 @@ namespace mbts.spark {
       internal double price_for_point(Point point) =>
          _price_for_row(_row_for_point(point));
 
-      static uint? _size_from_row(int row, IList<double> price_list, NativePriceSize[] depth, ContractSpecificationImmutable spec) {
+      static uint? _size_from_row(int row, IList<double> price_list, NativePriceSize[] depth, RegionalTickFactors spec) {
          if (price_list == null || depth == null) return null;
          else return row <= price_list.Count ? _size_from_price(price_list[row], depth, spec) : null;
       }
 
-      static uint? _size_from_price(double price, NativePriceSize[] depth, ContractSpecificationImmutable spec) {
+      static uint? _size_from_price(double price, NativePriceSize[] depth, RegionalTickFactors spec) {
          if (!double.IsNaN(price) && depth.TryGetFirst(nps => spec.tick_equals(price, nps.price), out NativePriceSize result))
             return result.size;
          return null;
@@ -1099,10 +1111,16 @@ namespace mbts.spark {
                Log.assert(_price_dirty);
                _price_list = new LadderPriceList {
                   length = _initial_row_count,
-                  spec = security.ContractSpec
+                  security = security
                };
-               var mid_tick = security.ContractSpec.tickdiff(_mkt_break_lines.origin, 0) ?? 0;
-               _set_scrollbar_range(high_tick: mid_tick + (_price_list.Count << 1));
+               var mid_tick = security.tickdiff(_mkt_break_lines.origin, 0) ?? 0;
+               if (mid_tick > int.MaxValue) {
+                  Log.Ui.error(
+                     $"Unable to set scrollbar range about mid_tick {mid_tick}: " +
+                     $"tick count exceeds int.MaxValue");
+               } else {
+                  _set_scrollbar_range(high_tick: (int)mid_tick + (_price_list.Count << 1));
+               }
                _price_dirty = true;
             }
             if (_price_dirty) {
@@ -1181,12 +1199,12 @@ namespace mbts.spark {
                _price_list, _vm.md.settlement_price,
                _settings.net_change == LadderSettings.NetChangeTerms.Ticks,
                _settings.row_height, _settings.price_column,
-               security.ContractSpec);
+               _spec);
          } else {
             LadderRender.render_prices(
                _price_vis_tup.visual, _price_vis_tup.glyph_context,
                _price_list, _settings.row_height,
-               _settings.price_column, security.ContractSpec,
+               _settings.price_column, _spec,
                _settings.price_display_format);
          }
       }
@@ -1341,7 +1359,7 @@ namespace mbts.spark {
             return;
          if (_price_list is null) {
             _price_list = new LadderPriceList {
-               spec = security.ContractSpec
+               security = security
             };
          }
          _price_list.reset(null, null, _initial_row_count);
@@ -1425,7 +1443,7 @@ namespace mbts.spark {
          _pending_scroll_to_origin |= _settings == null;
          _invalidate_spec();
          if (_price_list != null) {
-            _price_list.spec = _spec;
+            _price_list.security = security;
          }
          _bid_vis_tup.glyph_context = glyph_context(s.bid_column);
          _ask_vis_tup.glyph_context = glyph_context(s.ask_column);

src/client/spark/Modules/Trading/Ladder/View/LadderPriceLineViewAdapter.cs

@@ -1,9 +1,11 @@
 using bts.api;
 
 namespace mbts.spark {
+   using RegionalTickFactors = user.settings.RegionalTickFactors;
+
    class LadderPriceLineViewAdapter {
       public static double bid_line(
-         double bid, double ask, double settlement, ContractSpecificationImmutable? spec) {
+         double bid, double ask, double settlement, RegionalTickFactors spec) {
          return TickUtils.normalize_price(spec, impl());
          double impl() {
             if (!double.IsNaN(bid)) {
@@ -17,7 +19,7 @@ namespace mbts.spark {
       }
 
       public static double ask_line(
-         double bid, double ask, double settlement, ContractSpecificationImmutable? spec) {
+         double bid, double ask, double settlement, RegionalTickFactors spec) {
          return TickUtils.normalize_price(spec, impl());
          double impl() {
             if (!double.IsNaN(ask)) {
@@ -31,7 +33,7 @@ namespace mbts.spark {
       }
 
       public static double mid_line(
-         double bid, double ask, double settlement, ContractSpecificationImmutable? spec) {
+         double bid, double ask, double settlement, RegionalTickFactors spec) {
          return TickUtils.normalize_price(spec, impl());
          double impl() {
             if (double.IsNaN(bid)) {
@@ -43,16 +45,16 @@ namespace mbts.spark {
             if (double.IsNaN(ask)) {
                return bid;
             }
-            if (spec.HasValue) {
-               return TickUtils.mid_tick(spec.Value, bid, ask);
+            if (spec is not null) {
+               return TickUtils.mid_tick(spec, bid, ask);
             }
             return bid;
          }
       }
 
-      static double _try_tick_down(ContractSpecificationImmutable? spec, double value) {
-         if (spec.HasValue) {
-            return spec.Value.tickdown(value);
+      static double _try_tick_down(RegionalTickFactors spec, double value) {
+         if (spec is not null) {
+            return spec.tickdown(value);
          }
          return value;
       }

src/client/spark/Modules/Trading/Ladder/View/LadderPriceList.cs

@@ -1,4 +1,5 @@
 using bts.api;
+using bts.utils;
 
 using mbts.utils;
 
@@ -8,52 +9,78 @@ using System.Collections.Generic;
 using System.Collections.Specialized;
 
 namespace mbts.spark {
+   using RegionalTickFactors = user.settings.RegionalTickFactors;
    public class LadderPriceList : IReadOnlyList<double>, IList<double>, INotifyCollectionChanged, IEquatable<LadderPriceList> {
-      int _length;
-      int _high_tick;
+      const long _MAX_LENGTH = int.MaxValue;
+
+      long _length;
+      long _high_tick;
+      SecurityImmutable? _security;
+      RegionalTickFactors _regional_tick_backing;
+      RegionalTickFactors _regional_tick =>
+         _regional_tick_backing ??= TickUtils.get_regional_ticks(_security);
 
       public LadderPriceList() { }
 
       public LadderPriceList(LadderPriceList other) {
          _length = other._length;
          _high_tick = other._high_tick;
-         spec = other.spec;
+         _security = other._security;
       }
 
       public event NotifyCollectionChangedEventHandler CollectionChanged;
 
+      public SecurityImmutable? security {
+         get => _security;
+         set {
+            if (value == _security) {
+               return;
+            }
+            _security = value;
+            _regional_tick_backing = null;
+         }
+      }
+
       public ContractSpecificationImmutable spec { get; set; }
 
-      public int high_tick {
+      public long high_tick {
          get => _high_tick;
          set => _high_tick = value;
       }
 
-      public int low_tick {
+      public long low_tick {
          get => high_tick - length;
          set => reset(null, value, null);
       }
 
       public double start {
-         get => spec.tickup(0, high_tick);
-         set => high_tick = spec.tickdiff(value, 0) ?? high_tick;
+         get => _regional_tick.tickup<double>(0, (uint)high_tick);
+         set => high_tick = _regional_tick.tickdiff(value, 0) ?? high_tick;
       }
 
-      public int length {
+      public long length {
          get => _length;
          set {
-            if (value < 0) {
-               throw new ArgumentException($"Value must be >= 0 (actually {value})");
+            if (value < 0 || value > _MAX_LENGTH) {
+               throw new ArgumentException(
+                  $"Value 'v' must be >= 0 and < {_MAX_LENGTH} (actually {value})");
             }
             _length = value;
          }
       }
-      public int Count => (int)length;
+
+      public int Count {
+         get {
+            checked {
+               return (int)length;
+            }
+         }
+      }
 
       public bool IsReadOnly => false;
 
       public double this[int idx] {
-         get => spec.tickup(0, high_tick - idx);
+         get => _regional_tick.tick<double>(0, high_tick - idx);
          set => throw new NotSupportedException();
       }
 
@@ -67,11 +94,13 @@ namespace mbts.spark {
          GetEnumerator();
 
       public int IndexOf(double item) {
-         var idx = spec.tickdiff(start, item) ?? -1;
+         var idx = _regional_tick.tickdiff(start, item) ?? -1;
          if (idx < 0 || idx >= length) {
             return -1;
          }
-         return idx;
+         checked {
+            return (int)idx;
+         }
       }
 
       public void Insert(int index, double item) =>
@@ -138,15 +167,15 @@ namespace mbts.spark {
          }
       }
 
-      public void reset(int? high_tick = null, int? low_tick = null, int? length = null) {
+      public void reset(long? high_tick = null, long? low_tick = null, long? length = null) {
          if (!high_tick.HasValue && !low_tick.HasValue && !length.HasValue) {
             return;
          }
          if (length.HasValue && length.Value < 0) {
             throw new ArgumentException("Must be >= 0", nameof(length));
          }
-         int new_high_tick = 0;
-         int new_length = 0;
+         long new_high_tick = 0;
+         long new_length = 0;
          if (high_tick.HasValue) {
             new_high_tick = high_tick.Value;
             if (low_tick.HasValue) {
@@ -180,8 +209,7 @@ namespace mbts.spark {
          other != null &&
          _high_tick == other._high_tick &&
          _length == other._length &&
-         spec.LowTick.Equals(other.spec.LowTick) &&
-         spec.PriceBreak.Equals(other.spec.PriceBreak);
+         _regional_tick.safe_equals(other._regional_tick);
 
       public override bool Equals(object obj) =>
          Equals(obj as LadderPriceList);
@@ -189,13 +217,10 @@ namespace mbts.spark {
       public override int GetHashCode() =>
          HashCode.Combine(_high_tick, _length);
 
-      double _tick_to_price(int tick) =>
-         spec.tickup(0, tick);
+      double _tick_to_price(long tick) =>
+         _regional_tick.tick<double>(0, tick);
 
-      int? _price_to_tick(double price) =>
-         spec.tickdiff(price, 0);
-
-      void _add_tick(int tick) {
+      void _add_tick(long tick) {
          int idx;
          if (length == 0) {
             _high_tick = tick;
@@ -204,7 +229,9 @@ namespace mbts.spark {
             _high_tick = tick;
             idx = 0;
          } else if (tick == low_tick - 1) {
-            idx = length;
+            checked {
+               idx = (int)length;
+            }
          } else {
             throw new ArgumentException($"Must be == {nameof(high_tick)} ({high_tick}) + 1, or == {nameof(low_tick)} ({low_tick}) - 1)");
          }
@@ -212,7 +239,7 @@ namespace mbts.spark {
          CollectionChanged?.Invoke(this, new NotifyCollectionChangedEventArgs(NotifyCollectionChangedAction.Add, _tick_to_price(tick), idx));
       }
 
-      void _remove_tick(int tick) {
+      void _remove_tick(long tick) {
          if (length == 0) {
             throw new InvalidOperationException("Cannot remove tick because length is 0");
          }
@@ -221,7 +248,9 @@ namespace mbts.spark {
             _high_tick--;
             idx = 0;
          } else if (tick == low_tick) {
-            idx = length - 1;
+            checked {
+               idx = (int)(length - 1);
+            }
          } else {
             throw new ArgumentException(
                $"Can only remove {nameof(low_tick)} ({low_tick}) or " +

src/client/spark/Modules/Trading/Ladder/View/LadderRender.cs

@@ -9,6 +9,7 @@ using mbts.ui;
 using mbts.ui.controls;
 using mbts.ui.utility.text;
 
+using Spark.Core;
 using Spark.Core.Disposables;
 
 using System;
@@ -19,6 +20,8 @@ using System.Windows;
 using System.Windows.Media;
 
 namespace mbts.spark {
+   using RegionalTickFactors = user.settings.RegionalTickFactors;
+
    static class BadgeRender {
       // IMPORTANT: the return values for this method MUST BE IN SYNC with the "format" method, else "measure_height" and "LadderRender.measure_row_height" will be broken.
       static int _line_count_for_style(LadderSettings.BadgeStyle badge_style) => badge_style == LadderSettings.BadgeStyle.Alternate ? 2 : 1;
@@ -73,6 +76,16 @@ namespace mbts.spark {
       }
 
       public static int index_of(IList<double> prices, double price, IComparer<double> comparer, bool relative_idx) {
+         for (int i = 1; i < prices.Count; i++) {
+            Log.assert(prices[i - 1] > prices[i]);
+            var c = comparer.Compare(prices[i - 1], prices[i]);
+            if (c >= 0) {
+               c = comparer.Compare(prices[i - 1], prices[i]);
+            } else {
+               c = comparer.Compare(prices[i - 1], prices[i]);
+            }
+            Log.assert(c < 0);
+         }
          var idx = CollectionHelper.binary_search(prices, price, comparer);
          if (relative_idx && idx < 0) {
             idx = ~idx;
@@ -95,30 +108,13 @@ namespace mbts.spark {
             settings.font_size, settings.width, row_height, HorizontalAlignment.Right,
             -4, VerticalAlignment.Center, row * row_height, true);
 
-      public static IList<double> gen_prices(double mid, int row_count, ContractSpecificationImmutable spec) {
-         bool is_odd = row_count % 2 == 1;
-         var result = new double[row_count];
-         int range = row_count / 2;
-         int middle = row_count / 2;
-         result[middle] = mid;
-         double up = mid, down = mid;
-         // Starting from the middle iterate out to the edges
-         for (int x = 1; x <= range; ++x) {
-            up = spec.tickup(up);
-            down = spec.tickdown(down);
-            result[middle - x] = up;
-            result[middle + x] = down;
-         }
-         return result;
-      }
-
-      public static GlyphRun[] format_prices(IList<double> prices, double reference_price, bool format_in_tick_terms, double row_height, LadderColumnSettings settings, GlyphContext glyph_context, ContractSpecificationImmutable spec) {
+      public static GlyphRun[] format_prices(IList<double> prices, double reference_price, bool format_in_tick_terms, double row_height, LadderColumnSettings settings, GlyphContext glyph_context, RegionalTickFactors spec) {
          var result = new GlyphRun[prices.Count];
          Parallel.For(0, prices.Count, i =>
             result[i] = format_text(spec.format(prices[i] - reference_price, format_in_tick_terms), i, row_height, settings, glyph_context));
          return result;
       }
-      public static GlyphRun[] format_prices(IList<double> prices, double row_height, LadderColumnSettings settings, GlyphContext glyph_context, ContractSpecificationImmutable spec, LadderSettings.PriceDisplayFormat price_display_format) {
+      public static GlyphRun[] format_prices(IList<double> prices, double row_height, LadderColumnSettings settings, GlyphContext glyph_context, RegionalTickFactors spec, LadderSettings.PriceDisplayFormat price_display_format) {
          var result = new GlyphRun[prices.Count];
          Parallel.For(0, prices.Count, i =>
             result[i] = format_text(spec.format(prices[i]), i, row_height, settings, glyph_context, price_display_format));
@@ -143,12 +139,12 @@ namespace mbts.spark {
          bool format_in_tick_terms,
          double row_height,
          LadderColumnSettings settings,
-         ContractSpecificationImmutable spec) {
+         RegionalTickFactors tick) {
          if (price_list.IsNullOrEmpty()) {
             return;
          }
          render_prices(
-            price, glyph_context, price_list, row_height, settings, spec,
+            price, glyph_context, price_list, row_height, settings, tick,
             wrt_price, format_in_tick_terms);
       }
 
@@ -158,12 +154,12 @@ namespace mbts.spark {
          IList<double> dprices,
          double row_height,
          LadderColumnSettings settings,
-         ContractSpecificationImmutable spec,
+         RegionalTickFactors tick,
          double wrt_price,
          bool format_in_tick_terms) {
          var foreground = settings.foreground.rgb_brush();
          //var background = new SolidColorBrush(settings.background.rgb_color());
-         var fprices = format_prices(dprices, wrt_price, format_in_tick_terms, row_height, settings, glyph_context, spec);
+         var fprices = format_prices(dprices, wrt_price, format_in_tick_terms, row_height, settings, glyph_context, tick);
          using (var dc = price.RenderOpen())
          using (_draw_with_clip(dc, settings, row_height, dprices.Count)) {
             //dc.DrawRectangle(background, null, new Rect(0, 0, settings.width, row_count * row_height));
@@ -178,11 +174,11 @@ namespace mbts.spark {
          IList<double> dprices,
          double row_height,
          LadderColumnSettings settings,
-         ContractSpecificationImmutable spec,
+         RegionalTickFactors tick,
          LadderSettings.PriceDisplayFormat price_display_format) {
          var foreground = settings.foreground.rgb_brush();
          //var background = new SolidColorBrush(settings.background.rgb_color());
-         var fprices = format_prices(dprices, row_height, settings, glyph_context, spec, price_display_format);
+         var fprices = format_prices(dprices, row_height, settings, glyph_context, tick, price_display_format);
          using (var dc = price.RenderOpen())
          using (_draw_with_clip(dc, settings, row_height, dprices.Count)) {
             //dc.DrawRectangle(background, null, new Rect(0, 0, settings.width, row_count * row_height));
@@ -215,7 +211,7 @@ namespace mbts.spark {
          IList<double> prices,
          NativePriceSize[] rungs,
          double row_height,
-         ContractSpecificationImmutable spec,
+         RegionalTickFactors spec,
          LadderColumnSettings settings,
          Func<NativePriceSize, string> fmt,
          bool lighten_market_cells,
@@ -248,17 +244,18 @@ namespace mbts.spark {
                      direct_size: aggr.direct_size + rung.direct_size,
                      implied_size: aggr.implied_size + rung.implied_size),
                   rung => {
-                     //spec.round_to_tick(rung.price);
-                     var ticks = spec.full_ticks_from_zero(rung.price);
+                     var ticks = spec.count_ticks(rung.price);
                      return ticks.HasValue ? spec.tickup(0, ticks.Value) : rung.price;
                   });
             foreach (var rung in row_tick_groups) {
                //double price = spec.round_to_tick(rung.price);
-               var ticks = spec.full_ticks_from_zero(rung.price);
+               var ticks = spec.count_ticks(rung.price);
                var price = ticks.HasValue ? spec.tickup(0, ticks.Value) : rung.price;
                // prices are in descending order, so get diff from curr_price - price
-               int tick_diff = spec.tickdiff_unchecked(curr_price, price);
-               curr_index += tick_diff;
+               var tick_diff = spec.tickdiff(curr_price, price).assert_value();
+               checked {
+                  curr_index += (int)tick_diff;
+               }
                curr_price = price;
                if (curr_index >= 0 && curr_index < prices.Count) {
                   if (market_cell_background_brush != null)
@@ -278,7 +275,7 @@ namespace mbts.spark {
          IList<double> prices,
          IEnumerable<VolumeAtPriceLevelImmutable> data,
          double row_height,
-         ContractSpecificationImmutable spec,
+         RegionalTickFactors spec,
          VolumeColumnSettings settings,
          int last_index,
          string last_size_and_direction,
@@ -371,7 +368,7 @@ namespace mbts.spark {
 
       public delegate void RenderCell<T>(DrawingContext dc, int row, T data_item);
 
-      static void _render_cells<T>(DrawingVisual dv, double row_height, IEnumerable<(double price, T value)> data, LadderColumnSettings settings, IList<double> prices, ContractSpecificationImmutable spec, RenderCell<T> render_cell) {
+      static void _render_cells<T>(DrawingVisual dv, double row_height, IEnumerable<(double price, T value)> data, LadderColumnSettings settings, IList<double> prices, RegionalTickFactors spec, RenderCell<T> render_cell) {
          using (var dc = dv.RenderOpen())
          using (_draw_with_clip(dc, settings, row_height, prices.Count)) {
             if (data.is_null_or_empty())
@@ -382,8 +379,11 @@ namespace mbts.spark {
                if (double.IsNaN(price))
                   continue;
                // prices are in descending order, so get diff from curr_price - price
-               int tick_diff = spec.tickdiff(curr_price, price) ?? 0;
-               curr_index += tick_diff;
+               var tick_diff = spec.tickdiff(curr_price, price) ?? 0;
+               Log.assert(
+                  tick_diff > (int.MaxValue - curr_index),
+                  $"Unable to index ladder row for price {price}: tick count exceeds int.MaxValue");
+               curr_index += (int)tick_diff;
                curr_price = price;
                if (curr_index >= 0 && curr_index < prices.Count) {
                   render_cell(dc, curr_index, value);
@@ -409,7 +409,7 @@ namespace mbts.spark {
          IList<double> prices,
          IEnumerable<(double price, uint piq)> pvp,
          double row_height,
-         ContractSpecificationImmutable spec,
+         RegionalTickFactors spec,
          LadderColumnSettings settings,
          Func<uint, string> fmt_value) {
          //
@@ -425,8 +425,10 @@ namespace mbts.spark {
                foreach (var entry in pvp) {
                   double price = entry.price;
                   // prices are in descending order, so get diff from curr_price - price
-                  int tick_diff = spec.tickdiff_unchecked(curr_price, price);
-                  curr_index += tick_diff;
+                  var tick_diff = spec.tickdiff(curr_price, price).assert_value();
+                  checked {
+                     curr_index += (int)tick_diff;
+                  }
                   curr_price = price;
                   if (curr_index >= 0 && curr_index < prices.Count) {
                      var gr = format_text(fmt_value(entry.piq), curr_index, row_height, settings, glyph_context);

src/client/spark/Modules/Trading/ManualFills/ManualFillsView.xaml

@@ -31,10 +31,12 @@
         ItemsSource="{Binding rows_view}"
         MinRowHeight="17"
         RowHeaderWidth="22"
+        Background="{u:BTSColor ManualFills.background}"
       >
         <!--Row Header Style-->
         <DataGrid.RowHeaderStyle>
           <Style TargetType="DataGridRowHeader">
+        <Setter Property="Background" Value="transparent"/>
             <Setter Property="Content" Value="{Binding}"/>
             <Setter Property="ContentTemplate">
               <Setter.Value>
@@ -123,8 +125,12 @@
         <!--Row Style-->
         <DataGrid.RowStyle>
           <Style TargetType="DataGridRow">
+            <Setter Property="Background" Value="{u:BTSColor Grid.default_row_background}"/>
             <Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"/>
             <Style.Triggers>
+            <Trigger Property="DataGridRow.AlternationIndex" Value="1">
+              <Setter Property="Background" Value="{u:BTSColor Grid.alternate_row_background}"/>
+            </Trigger>
               <DataTrigger Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="True">
                 <Setter Property="Background" Value="{StaticResource SelectedRowBackground}"/>
               </DataTrigger>

src/client/spark/Modules/Trading/OpenOrders/OpenOrdersRowData.cs

@@ -73,7 +73,7 @@ namespace Spark.Trading {
             meta.Value.Value.PriceDisplay : Security.Defaults.price_display_settingsi;
          if (security.HasValue) {
             rv = rv.with(
-               tick_factors: security.spec_or_default().tick_factors().to_api_tick_factors());
+               tick_factors: security.Value.regional_ticks().low_tick.to_api_tick_factors());
          }
          return rv;
       }

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

@@ -769,7 +769,7 @@ namespace mbts.spark {
             return;
          }
 
-         var price_display = row.contract_spec?.tick_factors()?.to_api_tick_display_settingsi();
+         var price_display = TickUtils.get_tick(row.security, price ?? 0).to_api_tick_display_settingsi();
          var update_desc = OrderUtils.update_description(
             row.order, price, quantity, price_display, row.quantity_display_settings);
          Log.Ui.info(

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

@@ -179,8 +179,7 @@ namespace mbts.spark {
             using var _ = detect_property_changes(
                nameof(spec),
                nameof(display_quantity_divisor),
-               nameof(quantity_display),
-               nameof(unit_quantity));
+               nameof(quantity_display));
             _security_md = value;
             bbo.security_md = value;
             _payup_bid_cmd.RaiseCanExecuteChanged();
@@ -210,9 +209,6 @@ namespace mbts.spark {
          }
       }
 
-      public double unit_quantity =>
-         (security?.ContractSpec)?.tick_factors()?.tick_unit_frac() ?? 1;
-
       public AlgoDefinitionVM algo_vm { get; }
       public IReadOnlyObservableCollection<AlgoParamRowVM> param_rows { get; }
       public BBOVM bbo { get; }

src/client/spark/Orders/NewOrderTicketVM.cs

@@ -11,6 +11,8 @@ using System.Reactive.Linq;
 using System.Windows.Input;
 
 namespace mbts.spark {
+   using RegionalTickFactors = user.settings.RegionalTickFactors;
+
    class InlineOrderTicketProperties {
       public readonly InlineUserProperty<double> price;
       public readonly InlineUserProperty<double> size;
@@ -102,6 +104,7 @@ namespace mbts.spark {
 
       public SecurityImmutable security => _security.Value;
       public double price { get; set; }
+      public RegionalTickFactors price_tick => security.regional_ticks();
       public CalculatorLogic<double> size_calculator { get; }
       public double display_quantity_divisor {
          get => _display_quantity_divisor;

src/client/spark/Orders/OrderActivitySummarizer.cs

@@ -225,10 +225,7 @@ namespace bts.spark {
          var security = try_get_security(order.Def.SecurityKey);
          var change_descs = new List<string>(1);
 
-         TickDisplaySettingsImmutable? price_display =
-            security.HasValue && security.Value.HasContractSpec ?
-               security.Value.ContractSpec.tick_factors().to_api_tick_display_settingsi() : null;
-
+         var price_display  = TickUtils.get_tick(security, price).to_api_tick_display_settingsi();
          var price_qty_change_desc = OrderUtils.update_description(
             order, price, size, price_display);
 

src/client/spark/Orders/OrderModificationControl.xaml

@@ -74,7 +74,7 @@
       <usp:PriceEntryControl
         Grid.ColumnSpan="2"
         usp:OrderModificationControl.IsDirty="{Binding price_dirty, FallbackValue={x:Null}}"
-        ContractSpec="{Binding security.ContractSpec}"
+        RegionalTick="{Binding price_tick}"
         Focusable="false"
         TickDefaultValue="{Binding current_price, Converter={StaticResource TickDefaultPriceConverter}, FallbackValue={u:Double 0}}"
         Value="{Binding price}"

src/client/spark/Orders/OrderUtils.cs

@@ -254,17 +254,14 @@ namespace mbts.spark {
          $"{(order.HasDef ? order.Def.Side.ToString() : "(unknown-side)")} {(order.HasState ? ($@"{spec.format(order.State.Price)} @ {order.State.Quantity}") : "(unknown-price) @ (unknown-quantity)")}";
 
       public static string short_description(
-         SecurityImmutable security, Side side, double price, double quantity) =>
-         new StringBuilderEx(
+         SecurityImmutable security, Side side, double price, double quantity) {
+         var price_display = TickUtils.get_tick(security, price).to_api_tick_display_settingsi();
+         return new StringBuilderEx(
             security.ToString(), " ",
             side.ToString(), " ",
-            price_quantity_description(price, quantity, security.spec_or_default())
+            price_quantity_description(price, quantity, price_display)
          ).ToString();
-
-      public static string price_quantity_description(
-         double price, double quantity, ContractSpecificationImmutable spec) =>
-         price_quantity_description(
-            price, quantity, spec.tick_factors().to_api_tick_display_settingsi());
+      }
 
       public static string price_quantity_description(
          double price,

src/client/spark/core/Bus/SparkTags.cs

@@ -169,7 +169,7 @@ namespace mbts.spark {
       public static ITag<int> CreateHeatmapTag { get; } = _mk_tag<int>();
 
       // Publisher: VolSurfaceBlackboardManager
-      // User: VoLSurfaceModule
+      // User: VolSurfaceModule
       public static ITag<IDictionary<int, string>> VolSurfaceListTag { get; } =
          _mk_tag<IDictionary<int, string>>();
 
@@ -202,11 +202,17 @@ namespace mbts.spark {
       public static ITag<VolSurfaceCalculationRequest> VolSurfaceCalculationRequestTag(int vs_id) =>
          _mk_tag<VolSurfaceCalculationRequest, int>(vs_id);
 
+      public static ITag<VolSurfaceCalculationRequest> VolSurfaceAutoCalculationRequestTag(int vs_id) =>
+         _mk_tag<VolSurfaceCalculationRequest, int>(vs_id);
+
       // Publisher : SingleVolSurfaceRequestCalculator
       // Data : VolSurfaceCalculationResponse
       public static ITag<VolSurfaceCalculationResponse> VolSurfaceCalculationResponseTag(int vs_id) =>
          _mk_tag<VolSurfaceCalculationResponse, int>(vs_id);
 
+      public static ITag<VolSurfaceCalculationResponse> VolSurfaceAutoCalculationResponseTag(int vs_id) =>
+         _mk_tag<VolSurfaceCalculationResponse, int>(vs_id);
+
       // When the UI intends to save the vol surface (data or input)
       // Publisher: VolSurfaceDisplayModel
       public static ITag<VolSurfaceInput> VolSurfaceCommitTag(int vs_id) =>

src/client/spark/core/FontsAndColors/BTSColors.cs

@@ -591,9 +591,9 @@ namespace mbts.ui {
 
             // Disabled
             public static BTSColor disabled_border => UI.input_disabled_border;
-            public static BTSColor disabled_background => UI.input_disabled_background;
-            public static BTSColor disabled_foreground => normal_foreground;
-            public static BTSColor disabled_text => normal_text;
+            public static BTSColor disabled_background => Button.disabled_background;
+            public static BTSColor disabled_foreground => Button.disabled_foreground;
+            public static BTSColor disabled_text => Button.disabled_foreground;
             public static BTSColor disabled_glyph => normal_glyph;
             public static BTSColor disabled_button_border => BTSCoreColors.transparent;
             public static BTSColor disabled_button_background => BTSCoreColors.transparent;
@@ -647,8 +647,7 @@ namespace mbts.ui {
             public static BTSColor pressed_editable_button_background => pressed_button_background;
             public static BTSColor pressed_editable_button_border => pressed_button_border;
 
-            public static BTSColor disabled_editable_background =>
-               editable_background.blend(disabled_background);
+            public static BTSColor disabled_editable_background => Core.transparent;
 
             public static BTSColor disabled_editable_border =>
                editable_border.blend(disabled_border);
@@ -1042,6 +1041,21 @@ namespace mbts.ui {
          public static BTSColor foreground => UI.default_text;
          public static BTSColor footer_foreground => foreground;
       }
+      public static class ExecutionStrategy {
+         public static BTSColor expander_background => Core.transparent;//Grid.dark_column_background;
+         public static BTSColor expander_foreground => UI.default_text;
+         public static BTSColor data_grid_row_header_background => Core.transparent;
+         public static BTSColor data_grid_row_header_foreground => UI.default_text;
+         public static BTSColor data_grid_background => Grid.default_row_background;
+         public static BTSColor default_column_background => Grid.default_row_background;
+         public static BTSColor alternate_column_background => Grid.alternate_row_background;// 0xff494957;
+         public static BTSColor arrow_background => UI.default_text;
+         public static BTSColor arrow_background_selected => UI.alternate_text;
+
+      }
+      public static class ManualFills {
+         public static BTSColor background => UI.common_background;
+      }
       public static class AlgoStudio {
          public static BTSColor background => UI.default_background;
          public static BTSColor foreground => UI.default_foreground;

src/client/spark/view/Colors.xaml

@@ -76,6 +76,11 @@
   <Color x:Key="ComboBox.Pressed.Editable.BackgroundColor">#707070</Color>
   <Color x:Key="ComboBox.Pressed.Editable.Button.BackgroundColor">#FFC4E0FC</Color>
 
+  <Color x:Key="ComboBox.Disabled.Editable.BackgroundColor">#FFE5E5E5</Color>
+  <Color x:Key="ComboBox.Disabled.Editable.BorderColor">#FFD9D9D9</Color>
+  <Color x:Key="ComboBox.Disabled.Editable.Button.BackgroundColor">#FFE5E5E5</Color>
+  <Color x:Key="ComboBox.Disabled.Editable.Button.BorderColor">#FFD9D9D9</Color>
+
   <SolidColorBrush x:Key="ComboBox.Static.Background" Color="{StaticResource ComboBox.Static.BackgroundColor}" />
   <SolidColorBrush x:Key="ComboBox.Static.Foreground" Color="{StaticResource ComboBox.Static.ForegroundColor}" />
   <SolidColorBrush x:Key="ComboBox.Static.Border" Color="{StaticResource ComboBox.Static.BorderColor}"/>
@@ -98,7 +103,7 @@
   <SolidColorBrush x:Key="ComboBox.Disabled.Border" Color="{StaticResource ComboBoxDisabledBorderColor}"/>
   <SolidColorBrush x:Key="ComboBox.Disabled.Editable.Background" Color="{StaticResource ComboBox.Disabled.Editable.BackgroundColor}" />
   <SolidColorBrush x:Key="ComboBox.Disabled.Editable.Border" Color="{StaticResource ComboBox.Disabled.Editable.BorderColor}" />
-  <SolidColorBrush x:Key="ComboBox.Disabled.Editable.Button.Background" Color="{StaticResource ComboBox.Disabled.Editable.BackgroundColor}" />
+  <SolidColorBrush x:Key="ComboBox.Disabled.Editable.Button.Background" Color="{StaticResource ComboBox.Disabled.Editable.Button.BackgroundColor}" />
   <SolidColorBrush x:Key="ComboBox.Disabled.Editable.Button.Border" Color="{StaticResource ComboBox.Disabled.Editable.Button.BorderColor}" />
   <SolidColorBrush x:Key="ComboBox.Static.Glyph" Color="#FF606060"/>
 

src/client/spark/view/Controls/AutoHideScrollBar/AutoHideScrollBar.xaml

@@ -35,7 +35,7 @@
     <Setter Property="Focusable" Value="False"/>
     <Setter Property="IsTabStop" Value="False"/>
     <Setter Property="OverridesDefaultStyle" Value="True"/>
-    <Setter Property="Background" Value="{u:BTSColor ScrollBar.thumb_pressed}"/>
+    <Setter Property="Background" Value="{u:BTSColor UI.ScrollBar.thumb_pressed}"/>
     <Setter Property="Template">
       <Setter.Value>
         <ControlTemplate TargetType="Thumb">
@@ -224,18 +224,18 @@
                 <VisualState Name="Normal"/>
                 <VisualState Name="MouseOver">
                   <Storyboard>
-                    <ColorAnimation Storyboard.TargetProperty="Background.Color" BeginTime="0" Duration="0" To="{u:BTSColor ScrollBar.thumb_mouse_over}"/>
+                    <ColorAnimation Storyboard.TargetProperty="Background.Color" BeginTime="0" Duration="0" To="{u:BTSColor UI.ScrollBar.thumb_mouse_over}"/>
                   </Storyboard>
                 </VisualState>
                 <VisualState Name="Pressed">
                   <Storyboard>
-                    <ColorAnimation Storyboard.TargetProperty="Background.Color" BeginTime="0" Duration="0" To="{u:BTSColor ScrollBar.thumb_pressed}"/>
+                    <ColorAnimation Storyboard.TargetProperty="Background.Color" BeginTime="0" Duration="0" To="{u:BTSColor UI.ScrollBar.thumb_pressed}"/>
                   </Storyboard>
                 </VisualState>
               </VisualStateGroup>
             </VisualStateManager.VisualStateGroups>
             <Thumb.Background>
-              <SolidColorBrush Color="{u:BTSColor ScrollBar.thumb_static}"/>
+              <SolidColorBrush Color="{u:BTSColor UI.ScrollBar.thumb_static}"/>
             </Thumb.Background>
           </Thumb>
         </Track.Thumb>
@@ -380,18 +380,18 @@
                 <VisualState Name="Normal"/>
                 <VisualState Name="MouseOver">
                   <Storyboard>
-                    <ColorAnimation Storyboard.TargetProperty="Background.Color" BeginTime="0" Duration="0" To="{StaticResource u:BTSColor ScrollBar.thumb_mouse_over}"/>
+                    <ColorAnimation Storyboard.TargetProperty="Background.Color" BeginTime="0" Duration="0" To="{StaticResource u:BTSColor UI.ScrollBar.thumb_mouse_over}"/>
                   </Storyboard>
                 </VisualState>
                 <VisualState Name="Pressed">
                   <Storyboard>
-                    <ColorAnimation Storyboard.TargetProperty="Background.Color" BeginTime="0" Duration="0" To="{u:BTSColor ScrollBar.thumb_presseds}"/>
+                    <ColorAnimation Storyboard.TargetProperty="Background.Color" BeginTime="0" Duration="0" To="{u:BTSColor UI.ScrollBar.thumb_presseds}"/>
                   </Storyboard>
                 </VisualState>
               </VisualStateGroup>
             </VisualStateManager.VisualStateGroups>
             <Thumb.Background>
-              <SolidColorBrush Color="{u:BTSColor ScrollBar.thumb_static}"/>
+              <SolidColorBrush Color="{u:BTSColor UI.ScrollBar.thumb_static}"/>
             </Thumb.Background>
           </Thumb>
         </Track.Thumb>

src/client/spark/view/Controls/PriceEntryControl.xaml.cs

@@ -15,12 +15,16 @@ using System.Windows.Controls;
 using System.Windows.Input;
 
 namespace mbts.ui.spark {
+   using RegionalTickFactors = user.settings.RegionalTickFactors;
+   using TickDisplaySettings = user.settings.TickDisplaySettings;
+
    /// <summary>
    /// Interaction logic for PriceEntryControl.xaml
    /// </summary>
    class PriceEntryControl : Control {
       readonly PropertyUpdateGate _price_text_gate = new PropertyUpdateGate();
       ContractSpecificationImmutable? _spec;
+      RegionalTickFactors _tick;
       TextBox _text;
       IDisposable _text_hooks;
       double? _raw_value;
@@ -53,16 +57,17 @@ namespace mbts.ui.spark {
             (o, v) => o._update_text(v),
             (o, v) => {
                o._raw_value = v;
-               if (!o._spec.HasValue || DoubleHelper.IsNaNOrInfinity(v))
+               if ((!o._spec.HasValue && o._tick is null) || DoubleHelper.IsNaNOrInfinity(v))
                   return v;
                // Note: the decimal cast here is important bc double-rounding errors can cause the keyboard text to conflict with poorly rounded result, and negate Tick Up/Down commands.
                // This happens bc the tick up/down commands flush the current text before inc/decrementing.
-               double tick = (double)o._spec.Value.round_to_tick((decimal)v);
-               if (MathUtils.epsilon_equals(tick, v)) {
+               var v_dec = (decimal)v;
+               var rounded = (double)(o._tick?.round_to_tick(v_dec) ?? o._spec.Value.round_to_tick(v_dec));
+               if (MathUtils.epsilon_equals(rounded, v)) {
                   // this value has already been rounded, don't make it re-enter the CoerceValueCallback delegate.
                   return v;
                }
-               return tick;
+               return rounded;
             },
             double.NaN);
 
@@ -102,6 +107,26 @@ namespace mbts.ui.spark {
       public ContractSpecificationImmutable? ContractSpec { get => GetValue(ContractSpecProperty) as ContractSpecificationImmutable?; set => SetValue(ContractSpecProperty, value); }
       #endregion
 
+      #region RegionalTick
+      public static readonly DependencyProperty RegionalTickProperty =
+         WPFHelper.create_dp<RegionalTickFactors, PriceEntryControl>(
+            nameof(RegionalTick),
+            (o, v) => {
+               o._tick = v;
+               if (o._raw_value.HasValue) {
+                  o.SetCurrentValue(ValueProperty, o._raw_value.Value);
+                  if (o.AlwaysReformatOnSpecChange)
+                     o._update_text();
+               }
+            }, RegionalTickFactors.Default);
+
+      public RegionalTickFactors RegionalTick {
+         get => GetValue(RegionalTickProperty) as RegionalTickFactors;
+         set => SetValue(RegionalTickProperty, value);
+      }
+      #endregion
+
+
       /// TODO: verify that this control behaves correctly when <see cref="AlwaysReformatOnSpecChange"/> is true (ideally this prop will be removed, and this control will always behave is if the prop is true).
       /// Because this control is ubiquitious in our application, such verification will require careful, meticulous analysis.
       /// Until such verification is complete, this boolean property will be used to trigger the behavior, so unsuspecting instances of this control will not be affected.
@@ -126,6 +151,8 @@ namespace mbts.ui.spark {
          double v = Value;
          if (double.IsNaN(v)) {
             SetCurrentValue(ValueProperty, TickDefaultValue);
+         } else if (_tick is not null) {
+            SetCurrentValue(ValueProperty, _tick.tickup(v));
          } else {
             var spec = ContractSpec;
             if (spec.HasValue) SetCurrentValue(ValueProperty, spec.Value.tickup(v));
@@ -137,6 +164,8 @@ namespace mbts.ui.spark {
          double v = Value;
          if (double.IsNaN(v)) {
             SetCurrentValue(ValueProperty, TickDefaultValue);
+         } else if (_tick is not null) {
+            SetCurrentValue(ValueProperty, _tick.tickdown(v));
          } else {
             var spec = ContractSpec;
             if (spec.HasValue) SetCurrentValue(ValueProperty, spec.Value.tickdown(v));
@@ -149,7 +178,15 @@ namespace mbts.ui.spark {
 
       void _update_text(double v) {
          if (_text != null)
-            _price_text_gate.try_update(() => _text.Text = _spec.HasValue ? _spec.Value.format(v, double.NaN, false, string.Empty) : v.ToString());
+            _price_text_gate.try_update(() => {
+               if (_tick is not null) {
+                  var settings = TickDisplaySettings.Default;
+                  settings.tick_factors = _tick.get_tick_for(v);
+                  _text.Text = _tick.format(v, settings);
+                  return;
+               }
+               _text.Text = _spec.HasValue ? _spec.Value.format(v, double.NaN, false, string.Empty) : v.ToString();
+            });
       }
 
       void _update_value() =>

src/client/spark/view/Controls/TickUpDown/TickUpDown.xaml

@@ -485,6 +485,10 @@
             Width="{TemplateBinding Width}"
             MinWidth="{TemplateBinding MinWidth}"
             MaxWidth="{TemplateBinding MaxWidth}"
+            TickUpCommand="{TemplateBinding TickUpCommand}"
+            TickUpCommandParameter="{TemplateBinding TickUpCommandParameter}"
+            TickDownCommand="{TemplateBinding TickDownCommand}"
+            TickDownCommandParameter="{TemplateBinding TickDownCommandParameter}"
           >
             <TextBox
               Name="PART_TextBox"

src/client/spark/view/Controls/TickUpDown/TickUpDownNullableNumeric.cs

@@ -1,6 +1,7 @@
 #nullable enable
 namespace mbts.ui.controls {
    using bts.api.domain;
+   using bts.utils;
 
    using mbts.ui.extensions;
    using mbts.ui.utilities;
@@ -228,6 +229,12 @@ namespace mbts.ui.controls {
          get => _explicit_props.value;
          set => _explicit_props.value = value;
       }
+      
+      bool _has_valid_bounds =>
+         Minimum < Maximum;
+
+      T _default_value =>
+         _has_valid_bounds ? T.Zero.within_range(Minimum, Maximum) : T.Zero;
 
       public override void OnApplyTemplate() {
          Disposable.dispose(ref _text_hooks);
@@ -272,7 +279,7 @@ namespace mbts.ui.controls {
          var v = _value_d;
          if (!v.HasValue) {
             if (AllowNullTick) {
-               SetCurrentValue(ValueProperty, T.Zero);
+               SetCurrentValue(ValueProperty, _default_value);
             }
             return;
          }
@@ -280,6 +287,10 @@ namespace mbts.ui.controls {
                TickUpDownHelper.nullable_tick_up(v, _increment_d, out var result_d, _maximum_d) :
                TickUpDownHelper.nullable_tick_down(v, _increment_d, out result_d, _minimum_d)) {
             var result = NumericCastOutConverter<T>.convert(result_d.assert_value());
+            // Enforce min/max bounds (if bounds are valid)
+            if (_has_valid_bounds) {
+               result = result.within_range(Minimum, Maximum);
+            }
             SetCurrentValue(ValueProperty, result);
             CoerceValue(ValueProperty);
          }

src/client/spark/view/Converters/TickDisplayConverter.cs

@@ -8,6 +8,8 @@ using System.Globalization;
 using System.Windows.Data;
 
 namespace mbts.ui.converters {
+   using RegionalTickFactors = user.settings.RegionalTickFactors;
+
    class TickDisplayConverter : IMultiValueConverter {
       public static TickDisplayConverter Instance => new();
 
@@ -24,10 +26,13 @@ namespace mbts.ui.converters {
          if (values.Length == 2 && values[1] is bts.api.domain.TickDisplaySettingsImmutable tdsi) {
             return tdsi.to_tick_display_settings().format(price);
          }
-         var spec = get_val<ContractSpecificationImmutable?>(values, 1) ??
-            Security.Defaults.ContractSpecificationImmutable;
+         var spec = get_val<ContractSpecificationImmutable?>(values, 1);
          var settings = get_val<mbts.user.settings.TickDisplaySettings>(values, 2);
-         return spec.format(price, settings);
+         if (spec.HasValue) {
+            return spec.Value.format(price, settings);
+         }
+         var rtick = get_val<RegionalTickFactors>(values, 1) ?? RegionalTickFactors.Default;
+         return rtick.format(price, settings);
       }
 
       public object[] ConvertBack(object value, Type[] targetTypes, object parameter, CultureInfo culture) =>

src/client/spark/view/Resources/ComboBoxes.xaml

@@ -34,7 +34,8 @@
   </Style>
   <Style x:Key="DisabledPlaceholderComboBox" TargetType="ComboBox">
     <Setter Property="IsEnabled" Value="False"/>
-    <Setter Property="Foreground" Value="Gray"/>
+    <Setter Property="Foreground" Value="{u:BTSColor UI.ComboBox.disabled_foreground}"/>
+    <Setter Property="Background" Value="{u:BTSColor UI.ComboBox.disabled_button_background}"/>
     <Setter Property="SelectedIndex" Value="0"/>
     <Setter Property="ItemsSource">
       <Setter.Value>

src/client/spark/view/Resources/DataGrid.xaml

@@ -386,9 +386,9 @@
   <ControlTemplate x:Key="DataGridRowDefaultTemplate" TargetType="DataGridRow">
     <Border
       x:Name="DGR_Border"
+      Background="{TemplateBinding Background}"
       BorderBrush="{TemplateBinding BorderBrush}"
       BorderThickness="{TemplateBinding BorderThickness}"
-      Background="{TemplateBinding Background}"
       SnapsToDevicePixels="True">
       <u:StateManager.Groups>
         <u:StateGroupsManager AttachToMembers="True">
@@ -408,7 +408,9 @@
             <Storyboard>
               <ObjectAnimationUsingKeyFrames
                 Storyboard.TargetName="DGR_Border" Storyboard.TargetProperty="Background">
-                <DiscreteObjectKeyFrame KeyTime="0" Value="{u:BTSColor Grid.alternate_row_background}" />
+                <DiscreteObjectKeyFrame KeyTime="0" Value="{u:BTSColor ExecutionStrategy.default_column_background}" />
+                <!-- <DiscreteObjectKeyFrame KeyTime="0" Value="{u:BTSColor Core.red}" /> -->
+                <!-- <DiscreteObjectKeyFrame KeyTime="1" Value="{u:BTSColor Core.blue}" /> -->
               </ObjectAnimationUsingKeyFrames>
             </Storyboard>
           </VisualState>
@@ -425,7 +427,8 @@
             HeadersVisibility,
             ConverterParameter={x:Static DataGridHeadersVisibility.Row},
             Converter={x:Static DataGrid.HeadersVisibilityConverter},
-            RelativeSource={RelativeSource AncestorType=DataGrid}}" />
+            RelativeSource={RelativeSource AncestorType=DataGrid}}" 
+            Background="transparent"/>
         <DataGridCellsPresenter
           Grid.Column="1"
           ItemsPanel="{TemplateBinding ItemsPanel}"
@@ -451,7 +454,7 @@
   <Style TargetType="{x:Type DataGrid}">
     <Setter Property="UseLayoutRounding" Value="True" />
     <Setter Property="ColumnHeaderStyle" Value="{StaticResource {x:Type DataGridColumnHeader}}" />
-    <Setter Property="Background" Value="{uc:BTSColor Name=UI.default_background}" />
+    <Setter Property="Background" Value="{uc:BTSColor Name=Core.transparent}" />
     <Setter Property="AlternationCount" Value="2" />
     <Setter Property="RowStyle" Value="{StaticResource {x:Type DataGridRow}}" />
     <Setter Property="AutoGenerateColumns" Value="False" />

src/client/spark_api/MarketData/SecurityMD.cs

@@ -1,11 +1,16 @@
 #nullable enable
 namespace mbts {
+   using bts;
    using bts.api;
    using bts.api.domain;
+   using bts.utils;
 
    using mbts.co2;
 
    using System;
+   using System.Collections.Generic;
+   using System.Collections.Immutable;
+   using System.Linq;
 
    public readonly struct SecurityMD : IEquatable<SecurityMD> {
       public static readonly Func<SecurityMD, uint> key_fn = smd => smd.security.Id;
@@ -14,21 +19,28 @@ namespace mbts {
          SecurityImmutable security,
          IMDConsumerHandle md,
          TickDisplaySettingsImmutable? price_display = null,
-         TickDisplaySettingsImmutable? quantity_display = null) {
+         TickDisplaySettingsImmutable? quantity_display = null,
+         IEnumerable<TickDisplayRuleImmutable>? price_display_rules = null) {
          this.security = security;
          this.md = md;
          this.price_display = price_display ?? Security.Defaults.price_display_settingsi;
          this.quantity_display = quantity_display ??
             Security.Defaults.quantity_display_settingsi;
-         unit_quantity = 1;
+         this.price_display_rules = price_display_rules
+            .empty_if_null()
+            .OrderBy(r => r.MaxValue)
+            .ToImmutableList();
+         // Validate new 'price rules' config (be strict...this is a hotfix to prod)
+         Log.assert(this.price_display_rules.All(r => r.MaxValue.is_real()));
+         Log.assert(this.price_display_rules.Select(r => r.MaxValue).IsDistinct());
       }
 
       public SecurityImmutable security { get; }
       public uint id => security.Id;
       public IMDConsumerHandle md { get; }
-      public double unit_quantity { get; }
       public TickDisplaySettingsImmutable price_display { get; }
       public TickDisplaySettingsImmutable quantity_display { get; }
+      public ImmutableList<TickDisplayRuleImmutable> price_display_rules { get; }
 
       public override int GetHashCode() =>
          (int)security.Id;

src/client/spark_api/data/SecurityMetadataStore.cs

@@ -4,6 +4,7 @@ namespace Spark.Core.Data {
    using bts;
    using bts.api;
    using bts.api.domain;
+   using bts.collections;
 
    using mbts;
    using mbts.config;
@@ -55,7 +56,21 @@ namespace Spark.Core.Data {
                }
                // Can't possibly be null (the delegate above already checked for this)
                raw_meta = Log.notnull(raw_meta);
-               return convert_raw_metadata(raw_meta);
+               var meta = convert_raw_metadata(raw_meta);
+               if (sec.ContractCase == Security.ContractOneofCase.Spread
+                  && meta.HasValue
+                  && meta.Value.PriceRules.AtLeast(2)) {
+                  // This is a hack to force Deribit Combos to have uniform ticks
+                  var rules = meta.Value.PriceRules
+                     .Where(r => r.HasTickDisplay && r.TickDisplay.HasTickFactors);
+                  if (rules.TryGetMinElement(
+                     r => r.TickDisplay.TickFactors.tick_unit_frac(), out var min_tick_rule)) {
+                     var mutable_meta = meta.Value.CloneToMutable();
+                     mutable_meta.PriceRules.SetItems(new[] { min_tick_rule.CloneToMutable() });
+                     meta = mutable_meta.immutable();
+                  }
+               }
+               return meta;
             });
 
             SecurityMetadataImmutable? convert_raw_metadata(SecurityMetadataItem raw_meta) {
@@ -66,8 +81,8 @@ namespace Spark.Core.Data {
                /// Don't mutate the actual object stored in <see cref="_security_metadata"/>
                var meta = raw_meta.Value.Clone();
                meta.PriceDisplay ??= Security.Defaults.price_display_settings;
-               meta.PriceDisplay.TickFactors = sec.spec_or_default()
-                  .tick_factors().to_api_tick_factorsi().CloneToMutable();
+               // meta.PriceDisplay.TickFactors = sec.spec_or_default()
+               //    .tick_factors().to_api_tick_factorsi().CloneToMutable();
                return new(meta);
             }
          }

src/client/spark_api/data/ticks/RegionalTickFactors.cs

@@ -22,6 +22,9 @@ namespace mbts.user.settings {
          _low_tick_inclusive_end = low_tick_inclusive_end;
       }
 
+      public static RegionalTickFactors Default =>
+         new(new(10000, 1), new(10000, 1), double.MaxValue);
+
       public TickFactors low_tick => _low_tick;
       public TickFactors high_tick => _high_tick;
       public double low_tick_inclusive_end => _low_tick_inclusive_end;

src/client/spark_api/data/ticks/TickExtensions.cs

@@ -55,9 +55,16 @@ namespace mbts {
          this TickFactors tick_factors) =>
          new(tick_factors.to_api_tick_display_settings());
 
-      public static bool is_valid(this TickFactors tick) =>
-         (tick.tick_unit > 0 && tick.tick_unit <= (tick.tick_base * 0.5)) ||
-         tick.tick_unit == tick.tick_base;
+      public static bool is_valid(this TickFactors tick) {
+         if (!tick.tick_unit.is_real_positive() && !tick.tick_base.is_real_positive()) {
+            return false;
+         }
+         var ticks_per_base = tick.tick_base / tick.tick_unit;
+         if (ticks_per_base.is_int()) {
+            return true;
+         }
+         return tick.tick_unit > tick.tick_base && tick.tick_base == 1;
+      }
 
       public static bool is_valid(this RegionalTickFactors regional_tick) =>
          regional_tick.low_tick.is_valid() && regional_tick.high_tick.is_valid();
@@ -65,6 +72,10 @@ namespace mbts {
       public static bool is_integer(this TickFactors tick) =>
          tick.tick_unit == tick.tick_base;
 
+      public static TickFactors tick_factors(this RegionalTickFactors regional_tick, double value) =>
+         value > regional_tick.low_tick_inclusive_end ?
+            regional_tick.high_tick : regional_tick.low_tick;
+
       public static double tick_unit_frac(this TickFactors tick) =>
          tick.tick_unit / tick.tick_base;
 
@@ -76,6 +87,21 @@ namespace mbts {
 
       public static double reduced_base(this TickFactors tick) => MathUtils.factor_out(tick.tick_base, 10);
 
+      public static bool tick_equals(this RegionalTickFactors regional_tick, double x, double y) {
+         if (x.is_nan()) {
+            return y.is_nan();
+         }
+         if (y.is_nan()) {
+            return false;
+         }
+         var xtick = regional_tick.tick_factors(x);
+         var ytick = regional_tick.tick_factors(y);
+         return xtick is not null
+            && ytick is not null
+            && xtick.Equals(ytick)
+            && xtick.tick_equals(x, y);
+      }
+
       public static bool tick_equals(this TickFactors tick, double x, double y) {
          if (x.is_nan()) {
             return y.is_nan();
@@ -92,27 +118,35 @@ namespace mbts {
          }
          var x_units = MathUtils.round_fractional_units(x, tick.tick_unit_frac<T>());
          var y_units = MathUtils.round_fractional_units(y, tick.tick_unit_frac<T>());
-         return NumericCastConverter<T, int>.convert(x_units) ==
-            NumericCastConverter<T, int>.convert(y_units);
+         return NumericCastConverter<T, long>.convert(x_units) ==
+            NumericCastConverter<T, long>.convert(y_units);
       }
 
       public static IEqualityComparer<T> tick_equality_comparer<T>(this TickFactors tick)
          where T : IFloatingPoint<T> =>
          EqualityComparer.Create<T>(
             (a, b) => tick_equals(tick, a, b),
-            x => NumericCastConverter<T, int>.convert(MathUtils.round_fractional_units(x, tick.tick_unit_frac<T>())));
+            x => NumericCastConverter<T, int>.convert(
+               MathUtils.round_fractional_units(x, tick.tick_unit_frac<T>())));
 
       public static IEqualityComparer<double> tick_equality_comparer(this TickFactors tick) =>
          EqualityComparer.Create<double>(
             (a, b) => tick_equals(tick, a, b),
             x => (int)MathUtils.round_fractional_units(x, tick.tick_unit_frac()));
 
+      public static TickFactors get_tick_for(this RegionalTickFactors rtick, double value) =>
+         value > rtick.low_tick_inclusive_end ? rtick.high_tick : rtick.low_tick;
+
       public static string format_without_decimal_part(this TickFactors tick, double value) =>
          format(tick, value, double.NaN, false, _nan_text, true);
 
       public static string format<T>(this TickFactors tick, T value) where T : IFloatingPointIeee754<T> =>
          format(tick, value, T.NaN, false, _nan_text);
 
+      public static string format<T>(this RegionalTickFactors regional_tick, T value, bool show_commas)
+         where T : IFloatingPointIeee754<T> =>
+         format(regional_tick, value, T.NaN, show_commas, _nan_text);
+
       public static string format<T>(this TickFactors tick, T value, bool show_commas)
          where T : IFloatingPointIeee754<T> =>
          format(tick, value, T.NaN, show_commas, _nan_text);
@@ -143,6 +177,19 @@ namespace mbts {
                value, settings.display_multiplier.as_type<double, T>(), settings.show_commas);
       }
 
+      public static string format<T>(
+         this RegionalTickFactors regional_tick,
+         T value,
+         T display_multiplier,
+         bool show_commas,
+         string nan_text,
+         bool show_decimal_part = true
+      ) where T : IFloatingPointIeee754<T> {
+         var value_d = NumericCastConverter<T, double>.convert(value);
+         return regional_tick.tick_factors(value_d)
+            .format(value, display_multiplier, show_commas, nan_text, show_decimal_part);
+      }
+
       public static string format<T>(
          this TickFactors tick,
          T value,
@@ -231,33 +278,44 @@ namespace mbts {
             _parse(regional_tick, text, display_multiplier, nan_text) :
             _parse_no_tick(text, display_multiplier, nan_text);
 
-      public static T tick<T>(this TickFactors tick, T value, int count)
+      public static T tick<T>(this TickFactors tick, T value, long count)
          where T : IFloatingPointIeee754<T> =>
-         count < 0 ? tick.tickdown(value, (uint)-count) : tick.tickup(value, (uint)count);
+         count < 0 ? tick.tickdown(value, (uint)-count) : tick.tickup(value, (ulong)count);
 
-      public static T tick<T>(this bts.api.domain.TickFactorsImmutable tick, T value, int count)
+      public static T tick<T>(this bts.api.domain.TickFactorsImmutable tick, T value, long count)
          where T : IFloatingPointIeee754<T> =>
          tick.to_tick_factors().tick(value, count);
 
       public static T tick<T>(
-         this bts.api.domain.TickDisplaySettingsImmutable settings, T value, int count)
+         this bts.api.domain.TickDisplaySettingsImmutable settings, T value, long count)
          where T : IFloatingPointIeee754<T> =>
          settings.HasTickFactors ?
             settings.TickFactors.tick(value, count) :
             throw new ArgumentException(
                "Can't tick because 'settings.HasTickFactors' is false", nameof(settings));
 
-      public static T tickup<T>(this TickFactors tick, T input, uint count = 1)
+      public static double tick(
+         this RegionalTickFactors regional_tick, double input, long count) =>
+         tick<double>(regional_tick, input, count);
+
+      public static T tick<T>(
+         this RegionalTickFactors regional_tick, T input, long count)
+         where T : IFloatingPointIeee754<T> =>
+         count > 0 ?
+            tickup(regional_tick, input, (ulong)count) :
+            tickdown(regional_tick, input, (ulong)-count);
+
+      public static T tickup<T>(this TickFactors tick, T input, ulong count = 1)
          where T : IFloatingPointIeee754<T> =>
          tickup(tick, input, count, TickUtils.precision_const<T>());
 
-      public static T tickup<T>(this TickFactors tick, T input, uint count, T precision)
+      public static T tickup<T>(this TickFactors tick, T input, ulong count, T precision)
          where T : IFloatingPointIeee754<T> =>
          tickup<T, NumericCastOutConverter<T>>(tick, input, count, precision);
 
-      public static T tickup<T, TFromUInt32>(this TickFactors tick, T input, uint count, T precision)
+      public static T tickup<T, TFromUInt64>(this TickFactors tick, T input, ulong count, T precision)
          where T : IFloatingPointIeee754<T>
-         where TFromUInt32 : IConverter<uint, T> {
+         where TFromUInt64 : IConverter<ulong, T> {
          if (!precision.is_real_positive()) {
             throw new ArgumentException("Must be a real positive number.", nameof(precision));
          }
@@ -270,21 +328,33 @@ namespace mbts {
          if (ieeer < -precision) {
             count--;
          }
-         var result = input + tuf * TFromUInt32.convert(count);
+         var result = input + tuf * TFromUInt64.convert(count);
          return _round_tick(tuf, result);
       }
 
+      public static double tickup(
+         this RegionalTickFactors regional_tick, double input, long count = 1) =>
+         count switch {
+            > 0 => tickup<double>(regional_tick, input, (ulong)count),
+            < 0 => tickdown<double>(regional_tick, input, (ulong)-count),
+            0 => input,
+         };
+
+      public static double tickup(
+         this RegionalTickFactors regional_tick, double input, ulong count) =>
+         tickup<double>(regional_tick, input, count);
+
       public static T tickup<T>(
          this RegionalTickFactors regional_tick, T input) where T : IFloatingPointIeee754<T> =>
          regional_tick.tickup(input, 1);
 
       public static T tickup<T>(
-         this RegionalTickFactors regional_tick, T input, uint count)
+         this RegionalTickFactors regional_tick, T input, ulong count)
          where T : IFloatingPointIeee754<T> =>
          regional_tick.tickup(input, count, TickUtils.precision_const<T>());
 
       public static T tickup<T>(
-         this RegionalTickFactors regional_tick, T input, uint count, T precision)
+         this RegionalTickFactors regional_tick, T input, ulong count, T precision)
          where T : IFloatingPointIeee754<T> {
          if (!precision.is_real_positive()) {
             throw new ArgumentException("Must be a real positive number.", nameof(precision));
@@ -301,33 +371,33 @@ namespace mbts {
             var ieeer = T.Ieee754Remainder(input, tuf);
             input -= ieeer;
             if (ieeer < -precision) count--;
-            val = input + tuf * count.as_type<uint, T>();
+            val = input + tuf * count.as_type<ulong, T>();
             if (val > ltie) {
-               count -= MathUtils.round_up((ltie - input) / tuf, precision).as_type<T, uint>();
+               count -= MathUtils.round_up((ltie - input) / tuf, precision).as_type<T, ulong>();
                tuf = regional_tick.high_tick.tick_unit_frac<T>();
-               val = ltie + tuf * count.as_type<uint, T>();
+               val = ltie + tuf * count.as_type<ulong, T>();
             }
          } else {
             tuf = regional_tick.high_tick.tick_unit_frac<T>();
             var ieeer = T.Ieee754Remainder(input, tuf);
             input -= ieeer;
             if (ieeer < -precision) count--;
-            val = input + tuf * count.as_type<uint, T>();
+            val = input + tuf * count.as_type<ulong, T>();
          }
          return _round_tick(tuf, val);
       }
 
-      public static T tickdown<T>(this TickFactors tick, T input, uint count = 1)
+      public static T tickdown<T>(this TickFactors tick, T input, ulong count = 1)
          where T : IFloatingPointIeee754<T> =>
          tickdown(tick, input, count, TickUtils.precision_const<T>());
 
-      public static T tickdown<T>(this TickFactors tick, T input, uint count, T precision)
+      public static T tickdown<T>(this TickFactors tick, T input, ulong count, T precision)
          where T : IFloatingPointIeee754<T> =>
          tickdown<T, NumericCastOutConverter<T>>(tick, input, count, precision);
 
-      public static T tickdown<T, TFromUInt32>(this TickFactors tick, T input, uint count, T precision)
+      public static T tickdown<T, TFromUInt64>(this TickFactors tick, T input, ulong count, T precision)
          where T : IFloatingPointIeee754<T>
-         where TFromUInt32 : IConverter<uint, T> {
+         where TFromUInt64 : IConverter<ulong, T> {
          if (!input.is_real()) {
             return input;
          }
@@ -337,30 +407,42 @@ namespace mbts {
          if (ieeer > precision) {
             count--;
          }
-         var result = input - tuf * TFromUInt32.convert(count);
+         var result = input - tuf * TFromUInt64.convert(count);
          return _round_tick(tuf, result);
       }
 
+      public static double tickdown(
+         this RegionalTickFactors regional_tick, double input, long count = 1) =>
+         count switch {
+            > 0 => tickdown<double>(regional_tick, input, (ulong)count),
+            < 0 => tickup<double>(regional_tick, input, (ulong)count),
+            0 => input,
+         };
+
+      public static double tickdown(
+         this RegionalTickFactors regional_tick, double input, ulong count) =>
+         tickdown<double>(regional_tick, input, count);
+
       public static T tickdown<T>(this RegionalTickFactors regional_tick, T input)
          where T : IFloatingPointIeee754<T> =>
          regional_tick.tickdown(input, 1);
 
-      public static T tickdown<T>(this RegionalTickFactors regional_tick, T input, uint count)
+      public static T tickdown<T>(this RegionalTickFactors regional_tick, T input, ulong count)
          where T : IFloatingPointIeee754<T> =>
          tickdown(regional_tick, input, count, TickUtils.precision_const<T>());
 
       public static T tickdown<T>(
-         this RegionalTickFactors regional_tick, T input, uint count, T precision)
+         this RegionalTickFactors regional_tick, T input, ulong count, T precision)
          where T : IFloatingPointIeee754<T> =>
          tickdown<T, NumericCastOutConverter<T>, NumericCastOutConverter<T>, NumericCastInConverter<T>>(
             regional_tick, input, count, precision);
 
       public static T tickdown<T, TFromUInt32, TFromDouble, TToUInt16>(
-         this RegionalTickFactors regional_tick, T input, uint count, T precision)
+         this RegionalTickFactors regional_tick, T input, ulong count, T precision)
          where T : IFloatingPointIeee754<T>
          where TFromDouble : IConverter<double, T>
-         where TFromUInt32 : IConverter<uint, T>
-         where TToUInt16 : IConverter<T, uint> {
+         where TFromUInt32 : IConverter<ulong, T>
+         where TToUInt16 : IConverter<T, ulong> {
          if (!precision.is_real_positive()) {
             throw new ArgumentException("Must be a real positive number.", nameof(precision));
          }
@@ -423,16 +505,6 @@ namespace mbts {
                CashPerPoint = 1
             };
 
-      public static bool try_get_tickdiff(this RegionalTickFactors regional_tick, double minuend, double subtrahend, out int n_low, out int n_high) {
-         if (DoubleHelper.IsNaNOrInfinity(minuend) || DoubleHelper.IsNaNOrInfinity(subtrahend)) {
-            n_low = default;
-            n_high = default;
-            return false;
-         }
-         (n_low, n_high) = tickdiff_unchecked(regional_tick, minuend, subtrahend);
-         return true;
-      }
-
       /// <summary>
       /// Computes the difference, in tick units, between <paramref name="minuend"/> and <paramref name="subtrahend"/>
       /// </summary>
@@ -441,31 +513,14 @@ namespace mbts {
       /// </remarks>
       /// <param name="minuend">The minuend</param>
       /// <param name="subtrahend">The subtrahend</param>
-      internal static (int n_low, int n_high) tickdiff_unchecked(this RegionalTickFactors regional_tick, double minuend, double subtrahend) {
-         Log.assert(minuend.is_real() && subtrahend.is_real());
-
-         double ltie = regional_tick.low_tick_inclusive_end;
-         double raw_diff = minuend - subtrahend;
-
-         if (minuend < ltie) {
-            if (subtrahend < ltie) {
-               return ((int)MathUtils.round_fractional_units(raw_diff, regional_tick.low_tick.tick_unit_frac()), 0);
-            }
-            double low_diff = ltie - minuend;
-            double high_diff = raw_diff - low_diff;
-            int n_low = (int)MathUtils.round_fractional_units(low_diff, regional_tick.low_tick.tick_unit_frac());
-            int n_high = (int)MathUtils.round_fractional_units(high_diff, regional_tick.high_tick.tick_unit_frac());
-            return (n_low, n_high);
+      public static long? tickdiff(this RegionalTickFactors regional_tick, double minuend, double subtrahend) {
+         if (!minuend.is_real() || !subtrahend.is_real()) {
+            return null;
          }
-
-         if (subtrahend < ltie) {
-            double high_diff = minuend - ltie;
-            double low_diff = raw_diff - high_diff;
-            int n_low = (int)MathUtils.round_fractional_units(low_diff, regional_tick.high_tick.tick_unit_frac());
-            int n_high = (int)MathUtils.round_fractional_units(high_diff, regional_tick.high_tick.tick_unit_frac());
-            return (n_low, n_high);
-         }
-         return (0, (int)MathUtils.round_fractional_units(raw_diff, regional_tick.high_tick.tick_unit_frac()));
+         var minuend_n = TickUtils.count_ticks(regional_tick, minuend);
+         var subtrahend_n = TickUtils.count_ticks(regional_tick, subtrahend);
+         var n = minuend_n - subtrahend_n;
+         return n;
       }
 
       public static double round(this TickFactors tick, double input) =>
@@ -502,6 +557,10 @@ namespace mbts {
          new(tick_base ?? tick_factors.tick_base, tick_unit ?? tick_factors.tick_unit);
 
       static char _separator(TickFactors tick) {
+         if (tick.tick_base == 1 && tick.tick_unit > tick.tick_base &&
+            MathUtils.is_int(tick.tick_unit / tick.tick_base)) {
+            return '.';
+         }
          double tb_log10 = Math.Log10(tick.tick_base);
          return tb_log10 >= 1 && tb_log10 % 1 == 0 ? '.' : '-';
       }

src/client/spark_api/data/ticks/TickFactorsFactory.cs

@@ -1,34 +1,62 @@
 using bts.api;
 using bts.utils;
+
 using mbts;
+using mbts.spark;
 using mbts.user.settings;
+
+using Spark.Core.Data;
+
 using System;
 using System.Collections.Generic;
+using System.Linq;
 
 namespace bts.data.ticks {
    class TickFactorsFactory {
       static readonly RegionalTickFactors _default_rtf = new RegionalTickFactors(new TickFactors(1000, 1), new TickFactors(1000, 1), double.MaxValue);
-      readonly Dictionary<SpecKey, RegionalTickFactors> _exchange_ticks = new Dictionary<SpecKey, RegionalTickFactors>();
+      readonly Dictionary<uint, RegionalTickFactors> _sec_ticks = new();
+      readonly Dictionary<SpecKey, RegionalTickFactors> _spec_ticks = new();
 
       public RegionalTickFactors default_rtf => _default_rtf;
 
       public RegionalTickFactors get(ContractSpecification spec) =>
-         _exchange_ticks.GetOrAdd(new SpecKey(spec), _create_rtf);
+         _spec_ticks.GetOrAdd(new SpecKey(spec), _create_rtf);
 
       public RegionalTickFactors get(ContractSpecificationImmutable spec) =>
-         _exchange_ticks.GetOrAdd(new SpecKey(spec), _create_rtf);
-
-      public RegionalTickFactors get(SecurityImmutable security) =>
-         security.HasContractSpec ? get(security.ContractSpec) : _default_rtf;
+         _spec_ticks.GetOrAdd(new SpecKey(spec), _create_rtf);
 
       public RegionalTickFactors get(SecurityImmutable? security) =>
-         security.HasValue ? get(security.Value) : _default_rtf;
+         security.HasValue ?
+            _sec_ticks.GetOrAdd(security.Value.Id, _ => _create_rtf(security.Value)) :
+            _default_rtf;
+
+      static RegionalTickFactors _create_rtf(SecurityImmutable? security) {
+         var meta = SecurityMetadataStore.instance.get(security.Value);
+         return meta?.PriceRules?.Any() ?? false ?
+            _create_rtf(meta.Value.PriceRules.ToList()) :
+            _create_rtf(new SpecKey(security.Value.spec_or_default()));
+      }
+
+      static RegionalTickFactors _create_rtf(
+         IList<api.domain.TickDisplayRuleImmutable> rules) {
+         if (rules.is_null_or_empty()) {
+            throw new ArgumentException("Rules is null or empty", nameof(rules));
+         }
+         if (rules.Count > 2) {
+            throw new ArgumentException("Rules cannot have more than 2 items (backwards compatibility)");
+         }
+         var low_tick = rules[0].TickDisplay.TickFactors;
+         var high_tick_idx = rules.Count > 1 ? 1 : 0;
+         var high_tick = rules[high_tick_idx].TickDisplay.TickFactors;
+         var low_tick_end = rules.Count > 1 ? rules[0].MaxValue : double.MaxValue;
+         return new(low_tick.to_tick_factors(), high_tick.to_tick_factors(), low_tick_end);
+      }
 
       static RegionalTickFactors _create_rtf(SpecKey key) {
          double tick_base = key.denominator;
          if (tick_base == 0) {
-            // indicates tick is a decimal
-            tick_base = 100;
+            // Tick in pennies if units are < 1 (i.e., fractional)
+            tick_base = key.low_tick > 1 && key.high_tick > 1 ? 1 : 100;
          }
          return _create_rtf(key.low_tick, key.high_tick, key.price_break, tick_base, key.display_digits);
       }

src/client/spark_api/data/ticks/TickUtils.cs

@@ -1,13 +1,15 @@
+using bts;
 using bts.api;
 using bts.data.ticks;
 using bts.utils;
-using mbts.co2;
+
 using mbts.user.settings;
 
 using Spark.Core;
 
 using System;
 using System.Collections.Generic;
+using System.Diagnostics.Contracts;
 using System.Linq;
 using System.Numerics;
 
@@ -36,6 +38,9 @@ namespace mbts.spark {
       public static IComparer<double> price_comparer(this ContractSpecificationImmutable spec) =>
          MathUtils.epsilon_comparer.wrap<double, double>(p => spec.round_to_tick(p));
 
+      public static IComparer<double> price_comparer(this RegionalTickFactors rtick) =>
+         MathUtils.epsilon_comparer.wrap<double, double>(p => rtick.round_to_tick(p));
+
       public static double ticksize(this ContractSpecificationImmutable spec, double price) {
          if (!spec.LowTick.is_real_positive()) {
             return spec.HighTick;
@@ -48,8 +53,23 @@ namespace mbts.spark {
          }
       }
 
+      public static double ticksize(this RegionalTickFactors rtick, double price) {
+         var low_tick = rtick.low_tick.tick_unit_frac();
+         var high_tick = rtick.high_tick.tick_unit_frac();
+         var price_break = rtick.low_tick_inclusive_end;
+         if (!low_tick.is_real_positive()) {
+            return high_tick;
+         } else if (!high_tick.is_real_positive()) {
+            return low_tick;
+         } else if (!price.is_real() || !price_break.is_real()) {
+            return low_tick;
+         } else {
+            return price > price_break ? high_tick : low_tick;
+         }
+      }
+
       public static string format(this ContractSpecificationImmutable spec, double price, bool in_tick_terms) =>
-         in_tick_terms ? 
+         in_tick_terms ?
             _get(spec).format_without_decimal_part(price / spec.ticksize(price)) :
             _get(spec).format(price);
 
@@ -87,18 +107,13 @@ namespace mbts.spark {
          return rv;
       }
 
-      public static int? tickdiff(this ContractSpecificationImmutable spec, double x, double y) {
-         if (get_regional_ticks(spec).try_get_tickdiff(x, y, out int n_low, out int n_high))
-            return n_low + n_high;
-         return null;
-      }
+      public static long? tickdiff(this ContractSpecificationImmutable spec, double x, double y) =>
+         get_regional_ticks(spec).tickdiff(x, y);
 
-      public static int tickdiff_unchecked(this ContractSpecificationImmutable spec, double x, double y) {
-         (int n_low, int n_high) = get_regional_ticks(spec).tickdiff_unchecked(x, y);
-         return n_low + n_high;
-      }
+      public static long? tickdiff(this SecurityImmutable sec, double x, double y) =>
+         get_regional_ticks(sec).tickdiff(x, y);
 
-      public static double mid_tick(ContractSpecificationImmutable spec, double bid, double ask) {
+      public static double mid_tick(RegionalTickFactors spec, double bid, double ask) {
          double raw_mid;
          if (double.IsNaN(bid)) {
             if (double.IsNaN(ask)) return double.NaN;
@@ -114,8 +129,8 @@ namespace mbts.spark {
             raw_mid - (raw_mid % tick_size);
       }
 
-      public static TickFactors deduce_ticks(IEnumerable<ContractSpecification> contract_specs) {
-         var ticks = new HashSet<TickFactors>(contract_specs.Select(_get).SelectMany(rtf => new[] { rtf.low_tick, rtf.high_tick }));
+      public static TickFactors deduce_ticks(IEnumerable<SecurityImmutable> securities) {
+         var ticks = new HashSet<TickFactors>(securities.Select(_get).SelectMany(rtf => new[] { rtf.low_tick, rtf.high_tick }));
          switch (ticks.Count) {
             case 0: return _exchange_ticks.default_rtf.low_tick;
             case 1: return ticks.First();
@@ -126,30 +141,27 @@ namespace mbts.spark {
          }
       }
 
-      public static RegionalTickFactors get_tick_factors(ContractSpecificationImmutable spec) =>
-         _get(spec);
-
-      public static TickFactors tick_factors(this ContractSpecificationImmutable spec) =>
-         _get(spec).low_tick;
+      public static TickFactors tick_factors(this SecurityImmutable sec) =>
+         _get(sec).low_tick;
 
       public static double tickup(this ContractSpecificationImmutable spec, double value) =>
          _get(spec).tickup(value);
 
-      public static double tickup(this ContractSpecificationImmutable spec, double value, int count) {
+      public static double tickup(this ContractSpecificationImmutable spec, double value, long count) {
          uint bl = 3;
          var res = value * bl;
          if (count == 0) return value;
-         if (count < 0) return _get(spec).tickdown(value, (uint)(-count));
-         else return _get(spec).tickup(value, (uint)count);
+         if (count < 0) return _get(spec).tickdown(value, (ulong)-count);
+         else return _get(spec).tickup(value, (ulong)count);
       }
 
       public static double tickdown(this ContractSpecificationImmutable spec, double value) =>
          _get(spec).tickdown(value);
 
-      public static double tickdown(this ContractSpecificationImmutable spec, double value, int count) {
+      public static double tickdown(this ContractSpecificationImmutable spec, double value, long count) {
          if (count == 0) return value;
-         if (count < 0) return _get(spec).tickup(value, (uint)(-count));
-         else return _get(spec).tickdown(value, (uint)count);
+         if (count < 0) return _get(spec).tickup(value, (ulong)-count);
+         else return _get(spec).tickdown(value, (ulong)count);
       }
 
       public static bool tick_equals<T>(
@@ -168,7 +180,7 @@ namespace mbts.spark {
             x => (int)MathUtils.round_fractional_units(x, contract.LowTick));
 
       public static IEqualityComparer<T> tick_equality_comparer<T>(
-         this ContractSpecificationImmutable contract) where T : IFloatingPoint<T>  =>
+         this ContractSpecificationImmutable contract) where T : IFloatingPoint<T> =>
          EqualityComparer.Create<T>(
             (a, b) => tick_equals(contract, a, b),
             x => (int)MathUtils.round_fractional_units(
@@ -177,85 +189,107 @@ namespace mbts.spark {
       public static int compare_tick_fallback_to_double(this ContractSpecificationImmutable contract, double x, double y) =>
          tick_equals(contract, x, y) ? 0 : x.CompareTo(y);
 
-      public static double round_to_tick(this ContractSpecificationImmutable spec, double value) {
+      public static double round_to_tick(this ContractSpecificationImmutable spec, double value) =>
+         round_to_tick(spec.ticksize(value), value);
+
+      public static decimal round_to_tick(this ContractSpecificationImmutable spec, decimal value) =>
+         round_to_tick((decimal)spec.ticksize((double)value), value);
+
+      public static double round_to_tick(this RegionalTickFactors rtick, double value) =>
+         round_to_tick(rtick.ticksize(value), value);
+
+      public static decimal round_to_tick(this RegionalTickFactors rtick, decimal value) =>
+         round_to_tick((decimal)rtick.ticksize((double)value), value);
+
+      public static double round_to_tick(double tick_size, double value) {
          double intpart = (long)value;
          double floatpart = value % 1;
-         double tick = spec.ticksize(value);
-         floatpart = ((int)Math.Round(floatpart / tick)) * tick;
+         floatpart = ((int)Math.Round(floatpart / tick_size)) * tick_size;
          return intpart + floatpart;
       }
 
-      public static decimal round_to_tick(this ContractSpecificationImmutable spec, decimal value) {
+      public static decimal round_to_tick(decimal tick_size, decimal value) {
          decimal intpart = (long)value;
          decimal floatpart = value % 1;
-         decimal tick = (decimal)spec.ticksize((double)value);
-         floatpart = ((int)(floatpart / tick)) * tick;
+         floatpart = ((int)(floatpart / tick_size)) * tick_size;
          return intpart + floatpart;
       }
 
-      public static int? full_ticks_from_zero(this ContractSpecificationImmutable spec, double value) =>
-         full_ticks_from(spec, 0, value);
-
-      public static int? full_ticks_from(this ContractSpecificationImmutable spec, double origin, double value) {
-         if (!value.is_real() || !origin.is_real())
+      public static long? count_ticks(this RegionalTickFactors rtick, double value) {
+         if (!rtick.is_valid()) {
             return null;
-         if (value < origin) {
-            if (spec.LowTick.is_real_positive()) {
-               if (spec.HighTick.is_real_positive() && spec.PriceBreak < origin && spec.PriceBreak > value) {
-                  var ticks_to_break = MathUtils.round_up((spec.PriceBreak - origin) / spec.HighTick, _precision_const);
-                  var low_ticks_remainder = MathUtils.round_up((value - spec.PriceBreak) / spec.LowTick, _precision_const);
-                  return (int)(ticks_to_break + low_ticks_remainder);
-               } else {
-                  return (int)MathUtils.round_up((value - origin) / spec.LowTick, _precision_const);
-               }
-            } else if (spec.HighTick.is_real_positive()) {
-               return (int)MathUtils.round_up((value - origin) / spec.HighTick, _precision_const);
-            }
-         } else {
-            if (spec.HighTick.is_real_positive()) {
-               if (spec.LowTick.is_real_positive() && spec.PriceBreak > origin && spec.PriceBreak < value) {
-                  var ticks_to_break = MathUtils.round_down((spec.PriceBreak - origin) / spec.LowTick, _precision_const);
-                  var high_ticks_remainder = MathUtils.round_down((value - spec.PriceBreak) / spec.HighTick, _precision_const);
-                  return (int)(ticks_to_break + high_ticks_remainder);
-               } else {
-                  return (int)MathUtils.round_down(value / spec.HighTick, _precision_const);
-               }
-            } else if (spec.LowTick.is_real_positive()) {
-               return (int)MathUtils.round_down(value / spec.LowTick, _precision_const);
-            }
          }
-         return null;
+         var n = _count_ticks(
+            rtick.low_tick.tick_unit_frac(),
+            rtick.low_tick_inclusive_end,
+            rtick.high_tick.tick_unit_frac(),
+            0,
+            value);
+         var orig_n = n;
+         // Enforce proper rounding
+         var rounded_val = rtick.round_to_tick(value);
+         var half_tick = rtick.get_tick_for(value).tick_unit_frac() / 2;
+         if (n < 0 && (value - rounded_val) > half_tick) {
+            ++n;
+         } else if (n > 0 && (rounded_val - value) > half_tick) {
+            --n;
+         }
+         Log.assert(n == orig_n);
+         return n;
       }
 
       public static RegionalTickFactors get_regional_ticks(ContractSpecificationImmutable? spec) =>
          spec.HasValue ? _get(spec.Value) : _exchange_ticks.default_rtf;
 
-      public static RegionalTickFactors get_regional_ticks(SecurityImmutable security) =>
-         get_regional_ticks(security.spec_or_default());
+      public static RegionalTickFactors regional_ticks(this SecurityImmutable security) =>
+         _exchange_ticks.get(security);
 
-      public static ContractSpecificationImmutable multiply_tick_size(ContractSpecificationImmutable spec, uint factor) {
-         factor = fit_ticks_per_row_to_dollars(spec, factor);
-         return spec.with(low_tick: spec.LowTick * factor, high_tick: spec.HighTick * factor);
+      public static RegionalTickFactors get_regional_ticks(SecurityImmutable? security) =>
+         _exchange_ticks.get(security);
+
+      public static TickFactors get_tick(SecurityImmutable? security, double value) {
+         var rtick = get_regional_ticks(security);
+         var tick = rtick.low_tick_inclusive_end > value ? rtick.high_tick : rtick.low_tick;
+         return tick;
       }
 
-      public static double normalize_price(ContractSpecificationImmutable spec, double price) {
-         var ticks = spec.full_ticks_from_zero(price);
-         return ticks.HasValue ? spec.tickup(0, ticks.Value) : price;
+      public static RegionalTickFactors multiply_tick_size(RegionalTickFactors spec, uint factor) {
+         factor = _fit_ticks_per_row_to_dollars(spec, factor) ?? 1;
+         return new(
+            new(spec.low_tick.tick_base, spec.low_tick.tick_unit * factor),
+            new(spec.high_tick.tick_base, spec.high_tick.tick_unit * factor),
+            spec.low_tick_inclusive_end);
       }
 
-      public static double normalize_price(ContractSpecificationImmutable? spec, double price) {
-         return spec.HasValue ? normalize_price(spec.Value, price) : price;
+      public static double normalize_price(RegionalTickFactors rtick, double price) {
+         if (!price.is_real()) {
+            return price;
+         }
+         var ticks = rtick.count_ticks(price);
+         if (!ticks.HasValue) {
+            return price;
+         }
+         var normalized = rtick.tick(0, ticks.Value);
+         var tick = price > rtick.low_tick_inclusive_end ? rtick.high_tick : rtick.low_tick;
+         // Diff should always be < 1/2 tick
+         Log.assert((normalized - price).abs() < tick.tick_unit_frac() * 0.5);
+         return normalized;
       }
 
-      public static uint fit_ticks_per_row_to_dollars(ContractSpecificationImmutable spec, uint ticks_per_row) =>
-         _fit_ticks_per_row_to_dollars(spec, ticks_per_row) ?? 1;
+      public static uint fit_ticks_per_row_to_dollars(SecurityImmutable sec, uint ticks_per_row) =>
+         _fit_ticks_per_row_to_dollars(sec, ticks_per_row) ?? 1;
 
-      static uint? _fit_ticks_per_row_to_dollars(ContractSpecificationImmutable spec, uint ticks_per_row) {
+      public static uint fit_ticks_per_row_to_dollars(RegionalTickFactors rtick, uint ticks_per_row) =>
+         _fit_ticks_per_row_to_dollars(rtick, ticks_per_row) ?? 1;
+
+      static uint? _fit_ticks_per_row_to_dollars(SecurityImmutable sec, uint ticks_per_row) =>
+         _fit_ticks_per_row_to_dollars(sec.regional_ticks(), ticks_per_row);
+
+      static uint? _fit_ticks_per_row_to_dollars(RegionalTickFactors tf, uint ticks_per_row) {
          if (ticks_per_row == 0)
             return null;
          // it is assumed that low tick will be the same as high tick;
          // however, best to double check - return null if this isn't the case (let the caller decide what to do).
-         var tf = get_tick_factors(spec);
          if (!tf.low_tick.Equals(tf.high_tick) || !tf.is_valid() || tf.low_tick.is_integer())
             return null;
          var ticks_per_dollar = (uint)(tf.low_tick.tick_base / tf.low_tick.tick_unit);
@@ -283,7 +317,61 @@ namespace mbts.spark {
          return null;
       }
 
-      static RegionalTickFactors _get(ContractSpecification spec) => _exchange_ticks.get(spec);
+      static long? _count_ticks(
+         double low_tick, double price_break, double high_tick, double from, double to) {
+         if (!from.is_real() || !to.is_real()) {
+            return null;
+         }
+         var has_low = low_tick.is_real_positive();
+         var has_high = high_tick.is_real_positive();
+         if (!has_low) {
+            if (!has_high) {
+               return null;
+            }
+            low_tick = high_tick;
+         } else if (!has_high) {
+            high_tick = low_tick;
+         }
+         if (price_break.is_nan()) {
+            // Take price_break out of play
+            price_break = double.PositiveInfinity;
+         }
+         // Allow core impl to assume: 'from <= to'
+         (from, to) = (from, to).ordered(out var negate);
+         var n_ticks = _count_asc_ticks(low_tick, high_tick, from, to, price_break);
+         return negate ? -n_ticks : n_ticks;
+      }
+
+      static long _count_asc_ticks(
+         double low_tick, double high_tick, double from, double to, double price_break) {
+         Contract.Requires(from <= to);
+         Contract.Requires(low_tick.is_real_positive() && high_tick.is_real_positive());
+         Log.assert(from <= to);
+         checked {
+            if (to <= price_break) {
+               // All ticks are below price_break 
+               return count_single_tick_sz(low_tick, from, to);
+            }
+            if (from >= price_break) {
+               // All ticks are above price_break 
+               return count_single_tick_sz(high_tick, from, to);
+            }
+            // Ticks cross the price break. Compute low and high ticks separately
+            var low_ticks = count_single_tick_sz(low_tick, from, price_break);
+            var high_ticks = count_single_tick_sz(high_tick, price_break, to);
+            var total_ticks = low_ticks + high_ticks;
+            return total_ticks;
+
+            static long count_single_tick_sz(
+               double tick_sz, double from, double to) {
+               var from_n = (long)MathUtils.round_fractional_units(from, tick_sz);
+               var to_n = (long)MathUtils.round_fractional_units(to, tick_sz);
+               return to_n - from_n;
+            }
+         }
+      }
+
+      static RegionalTickFactors _get(SecurityImmutable sec) => _exchange_ticks.get(sec);
       static RegionalTickFactors _get(ContractSpecificationImmutable spec) => _exchange_ticks.get(spec);
 
       public static class CompareUtils {

src/client/spark_core/Reactive/ObserverExtensions.cs

@@ -1,4 +1,4 @@
-namespace bts.reactive {
+namespace Spark.Core.Reactive {
    using System;
 
    public static class ObserverExtensions {

src/client/spark_core/Reactive/ObserverUtils.cs

@@ -1,4 +1,4 @@
-namespace bts.reactive {
+namespace Spark.Core.Reactive {
    using System;
    using System.Reactive;
 
@@ -23,7 +23,7 @@ namespace bts.reactive {
             throw new ArgumentNullException(nameof(selector));
          }
 
-         return new AnonymousObserver<TOuter>(outer_val => observer.OnNext(selector(outer_val)), observer.OnError, observer.OnCompleted);
+         return new SelectorObserver<TOuter, TInner>(observer, selector);
       }
    }
 }

src/client/spark_core/Reactive/SelectorObserver.cs

@@ -0,0 +1,29 @@
+#nullable enable
+
+namespace Spark.Core.Reactive {
+   using System;
+
+   public static class SelectorObserver {
+      public static SelectorObserverBuilder<T> builder<T>(IObserver<T> observer) =>
+         new(observer);
+   }
+
+   public class SelectorObserver<T, TResult> : IObserver<T> {
+      readonly IObserver<TResult> _observer;
+      readonly Func<T, TResult> _selector;
+
+      public SelectorObserver(IObserver<TResult> observer, Func<T, TResult> selector) {
+         _observer = observer;
+         _selector = selector;
+      }
+
+      public void OnCompleted() =>
+         _observer.OnCompleted();
+
+      public void OnError(Exception error) =>
+         _observer.OnError(error);
+
+      public void OnNext(T value) =>
+         _observer.OnNext(_selector(value));
+   }
+}

src/client/spark_core/Reactive/SelectorObserverBuilder.cs

@@ -0,0 +1,15 @@
+#nullable enable
+
+namespace Spark.Core.Reactive {
+   using System;
+
+   public class SelectorObserverBuilder<TResult> {
+      readonly IObserver<TResult> _observer;
+
+      public SelectorObserverBuilder(IObserver<TResult> observer) =>
+         _observer = observer;
+
+      public SelectorObserver<T, TResult> wrap<T>(Func<T, TResult> selector) =>
+         new(_observer, selector);
+   }
+}

src/client/spark_core/utils/TupleExtensions.cs

@@ -1,5 +1,7 @@
 namespace bts.utils {
+   using System;
    using System.Collections.Generic;
+   using System.Numerics;
 
    public static class TupleExtensions {
       public static (T1, T2, T3, T4) with<T1, T2, T3, T4>(this (T1, T2) tuple, T3 value3, T4 value4) =>
@@ -36,5 +38,20 @@
 
       public static bool none(this (bool, bool, bool, bool) tuple) =>
          !tuple.any();
+
+      public static T sum<T>(this (T, T) vals) where T : IAdditionOperators<T, T, T> =>
+         vals.Item1 + vals.Item2;
+
+      public static (T, T) ordered<T>(this (T, T) vals, IComparer<T> comparer = null) where T : IComparable<T> {
+         comparer ??= Comparer<T>.Default;
+         return comparer.Compare(vals.Item1, vals.Item2) < 0 ?
+            (vals.Item2, vals.Item1) : vals;
+      }
+
+      public static (T, T) ordered<T>(this (T, T) vals, out bool negated, IComparer<T> comparer = null) where T : IComparable<T> {
+         comparer ??= Comparer<T>.Default;
+         return (negated = comparer.Compare(vals.Item1, vals.Item2) > 0) ?
+            (vals.Item2, vals.Item1) : vals;
+      }
    }
 }

src/client/spark_test/Security/TickTestHelper.cs

@@ -3,12 +3,17 @@ using bts.resources;
 using bts.test;
 using bts.utils;
 using bts.utils.proto;
+
+using mbts;
 using mbts.spark;
+
 using System;
 using System.Collections.Generic;
 using System.Linq;
 
 namespace bts.tests.security {
+   using RegionalTickFactors = mbts.user.settings.RegionalTickFactors;
+
    static class TickTestHelper {
       public static IEnumerable<double> generate_test_prices(double tick_size, int radius = 200, double origin_price = 0) {
          Assert.That(radius > 0);
@@ -29,54 +34,98 @@ namespace bts.tests.security {
          });
       }
 
-      public static IEnumerable<double> generate_test_prices(IEnumerable<double> price_base_set, IEnumerable<double> adjustments) =>
-         price_base_set.Concat(
-            adjustments.SelectMany(a => price_base_set.Select(p => p + a)));
+      public static IEnumerable<double> generate_test_prices(IEnumerable<double> price_base_set, IEnumerable<double> adjustments) {
+         price_base_set = price_base_set.Where(p => p < long.MaxValue && p > long.MinValue);
+         return price_base_set.Concat(
+            adjustments.SelectMany(
+               a => price_base_set
+                  .Where(p => a > 0 ?
+                     (long.MaxValue - p > a) :
+                     (long.MinValue + a) < a)
+                  .Select(p => p + a)));
+      }
 
       public static IEnumerable<ContractSpecificationImmutable> read_contract_specs(string file_path) =>
          StreamHelper.ReadProtos<ContractSpecification>(ResourceHelper.LoadResource(file_path)).Select(s => new ContractSpecificationImmutable(s));
 
-      public static int? full_ticks_from_zero(ContractSpecificationImmutable tick, double value) {
+      public static long? full_ticks_from_zero(ContractSpecificationImmutable tick, double value) =>
+         count_ticks(tick.LowTick, tick.HighTick, tick.PriceBreak, value);
+
+      public static long? count_ticks(RegionalTickFactors tick, double value) =>
+         count_ticks(
+            tick.low_tick.tick_unit / tick.low_tick.tick_base,
+            tick.high_tick.tick_unit / tick.high_tick.tick_base,
+            tick.low_tick_inclusive_end,
+            value);
+
+      public static long? count_ticks(double low_tick_sz, double high_tick_sz, double price_break, double value) {
          if (!value.is_real())
             return null;
          if (MathUtils.marginal_equals(value, 0, TickUtils.precision_const<double>()))
             return 0;
-         bool low_tick_valid = tick.LowTick.is_real_positive();
-         bool high_tick_valid = tick.HighTick.is_real_positive();
-         if (low_tick_valid) {
+         bool low_tick_valid = low_tick_sz.is_real_positive();
+         bool high_tick_valid = high_tick_sz.is_real_positive();
+         if (!low_tick_valid || !high_tick_valid) {
             if (high_tick_valid) {
-               if (value < 0) {
-                  if (tick.PriceBreak > value) {
-                     if (tick.PriceBreak >= 0) {
-                        return (int)MathUtils.round_up(value / tick.LowTick, TickUtils.precision_const<double>());
-                     } else {
-                        var high_ticks = (int)MathUtils.round_up(tick.PriceBreak / tick.HighTick, TickUtils.precision_const<double>());
-                        var low_ticks = (int)MathUtils.round_up((value - tick.PriceBreak) / tick.LowTick, TickUtils.precision_const<double>());
-                        return high_ticks + low_ticks;
-                     }
-                  } else {
-                     return (int)MathUtils.round_up(value / (tick.PriceBreak.is_real() ? tick.HighTick : tick.LowTick), TickUtils.precision_const<double>());
-                  }
-               } else {
-                  if (tick.PriceBreak < value) {
-                     if (tick.PriceBreak <= 0) {
-                        return (int)MathUtils.round_down(value / tick.HighTick, TickUtils.precision_const<double>());
-                     } else {
-                        var low_ticks = (int)MathUtils.round_down(tick.PriceBreak / tick.LowTick, TickUtils.precision_const<double>());
-                        var high_ticks = (int)MathUtils.round_down((value - tick.PriceBreak) / tick.HighTick, TickUtils.precision_const<double>());
-                        return low_ticks + high_ticks;
-                     }
-                  } else {
-                     return (int)MathUtils.round_down(value / (tick.PriceBreak.is_real() ? tick.LowTick : tick.HighTick), TickUtils.precision_const<double>());
-                  }
-               }
-            } else {
-               return (int)MathUtils.round_down_abs(value / tick.LowTick, TickUtils.precision_const<double>());
+               return count_ticks(value, high_tick_sz);
             }
-         } else if (high_tick_valid) {
-            return (int)MathUtils.round_down_abs(value / tick.HighTick, TickUtils.precision_const<double>());
-         } else {
-            return null;
+            return low_tick_valid ? count_ticks(value, low_tick_sz) : null;
+         }
+
+         // Both low and high ticks are valid
+         if (!price_break.is_real()) {
+            // Default to low_tick_sz if price_break isn't a factor
+            return count_ticks(value, low_tick_sz);
+         }
+         if (value < 0) {
+            if (price_break <= value) {
+               // price_break <= value < 0
+               return count_ticks(value, high_tick_sz);
+            }
+            if (price_break >= 0) {
+               // value < 0 <= price_break
+               return count_ticks(value, low_tick_sz);
+            }
+            // value < price_break < 0
+            return count_ticks(price_break, high_tick_sz)
+               + count_ticks(value - price_break, low_tick_sz);
+         }
+
+         if (price_break < value) {
+            if (price_break <= 0) {
+               // price_break <= 0 < value 
+               return count_ticks(value, high_tick_sz);
+            }
+            // 0 < price_break < value
+            return count_ticks(price_break, low_tick_sz)
+               + count_ticks(value - price_break, high_tick_sz);
+         }
+         // 0 < value <= price_break
+         return count_ticks(value, low_tick_sz);
+      }
+
+      public static long count_ticks(double value, double tick_sz) {
+         Log.assert(tick_sz.is_real_positive());
+         Log.assert(value.is_real());
+         return value < 0 ?
+            -count_positive_ticks(-value, tick_sz) :
+            count_positive_ticks(value, tick_sz);
+
+         static long count_positive_ticks(double value, double tick_sz) {
+            Log.assert(tick_sz.is_real_positive());
+            Log.assert(value.is_real_positive());
+            if (value == 0) {
+               return 0;
+            }
+            var n = (long)Math.Floor(value / tick_sz);
+            Log.assert(n >= 0);
+            var rounded_val = n * tick_sz;
+            var diff = value - rounded_val;
+            Log.assert(diff >= 0);
+            if (diff >= tick_sz / 2) {
+               n++;
+            }
+            return n;
          }
       }
 
@@ -111,6 +160,21 @@ namespace bts.tests.security {
          return partial_tick;
       }
 
+      /// <summary>
+      /// Determines if the first tick in the specified direction should be a partial tick (to correct a rounding discrepency).
+      /// If this is so, it asserts that ticking up/down once in that direction corrects the rounding discrepency as expected.
+      /// </summary>
+      public static int check_partial_tick(
+         RegionalTickFactors tick, double value, double rounded_value, bool ticking_up) {
+         var partial_tick = count_partial_tick(value, rounded_value, ticking_up);
+         if (partial_tick != 0)
+            Assert.That(MathUtils.marginal_equals(
+               tick.tickup(value, ticking_up ? partial_tick : -partial_tick),
+               rounded_value,
+               TickUtils.precision_const<double>()));
+         return partial_tick;
+      }
+
       /// <summary>
       /// Determines if the first tick in the specified direction should be a partial tick (to correct a rounding discrepency).
       /// </summary>

src/client/spark_test/Security/TickTests.cs

@@ -1,9 +1,11 @@
 using bts.api;
 using bts.test;
 using bts.utils;
+
 using mbts;
 using mbts.spark;
 using mbts.user.settings;
+
 using System;
 using System.Collections.Generic;
 using System.Linq;
@@ -30,7 +32,7 @@ namespace bts.tests.security {
          // Hide leading zeros (with positive tick)
          res = tf.format(1.25, settings.with(pad_with_leading_zeros: false));
          Assert.IsTrue(res == "1.25");
-         
+
          // Test with a non-decimal tick type: quarters of quarters of eigths
          tf = new TickFactors(3200, 25);
          // Show leading zeros
@@ -47,7 +49,7 @@ namespace bts.tests.security {
          res = tf.format(1D + 100.0 / 3200.0, settings.with(pad_with_leading_zeros: false));
          Assert.IsTrue(res == "1-100");
       }
-      
+
       [Test]
       public void test_show_zero_integer() {
          var settings = TickDisplaySettings.Default;
@@ -79,44 +81,44 @@ namespace bts.tests.security {
          // The 'show_zero_integer' setting should bear no effect.
          res = tf.format(-1.25, settings.with(show_zero_integer: false));
          Assert.IsTrue(res == "-1.25");
-         
+
          // Test with a non-decimal tick type: quarters of quarters of eigths
          tf = new TickFactors(3200, 25);
          // Hide zero integer (with positive tick) 
-         res = tf.format(25.0/3200.0, settings.with(show_zero_integer: false));
+         res = tf.format(25.0 / 3200.0, settings.with(show_zero_integer: false));
          Assert.IsTrue(res == "0025");
          // Hide zero integer (with positive integer, non-zero tick).
          // The 'show_zero_integer' setting should bear no effect.
-         res = tf.format(1 + 25.0/3200.0, settings.with(show_zero_integer: false));
+         res = tf.format(1 + 25.0 / 3200.0, settings.with(show_zero_integer: false));
          Assert.IsTrue(res == "1-0025");
-         
+
          // Hide zero integer (with negative tick) 
-         res = tf.format(-25.0/3200.0, settings.with(show_zero_integer: false));
+         res = tf.format(-25.0 / 3200.0, settings.with(show_zero_integer: false));
          Assert.IsTrue(res == "-0025");
          // Hide zero integer (with negative tick, non-zero integer).
          // The 'show_zero_integer' setting should bear no effect.
-         res = tf.format(-1 - 25.0/3200.0, settings.with(show_zero_integer: false));
+         res = tf.format(-1 - 25.0 / 3200.0, settings.with(show_zero_integer: false));
          Assert.IsTrue(res == "-1-0025");
 
          // Hide zero integer (with negative tick), and hide leading zeros
-         res = tf.format(-25.0/3200.0, settings.with(show_zero_integer: false, pad_with_leading_zeros: false));
+         res = tf.format(-25.0 / 3200.0, settings.with(show_zero_integer: false, pad_with_leading_zeros: false));
          Assert.IsTrue(res == "-25");
          // Hide zero integer (with negative integer, non-zero tick), and hide leading zeros.
          // The 'show_zero_integer' setting should bear no effect.
-         res = tf.format(-1 - 25.0/3200.0, settings.with(show_zero_integer: false, pad_with_leading_zeros: false));
+         res = tf.format(-1 - 25.0 / 3200.0, settings.with(show_zero_integer: false, pad_with_leading_zeros: false));
          Assert.IsTrue(res == "-1-25");
 
          // Hide zero integer (with negative tick)
-         res = tf.format(-25.0/3200.0, settings.with(show_zero_integer: false));
+         res = tf.format(-25.0 / 3200.0, settings.with(show_zero_integer: false));
          // This isn't pretty, but it's logical: a negative number,
          // greater than -1, in tick form.
          Assert.IsTrue(res == "-0025");
          // Hide zero integer (with negative tick), and hide leading zeros
-         res = tf.format(-25.0/3200.0, settings.with(show_zero_integer: false, pad_with_leading_zeros: false));
+         res = tf.format(-25.0 / 3200.0, settings.with(show_zero_integer: false, pad_with_leading_zeros: false));
          // Should be the same as above, except without the leading zeros in the tick part.
          Assert.IsTrue(res == "-25");
       }
-      
+
       [Test]
       public void test_tick_increment() {
          var from_sec_files = SecurityFiles.all().SelectMany(SecurityTestHelper.read_securities).Select(s => s.ContractSpec);
@@ -146,26 +148,29 @@ namespace bts.tests.security {
       }
 
       void _test_tick_increment(ContractSpecificationImmutable tick, IEnumerable<double> prices) {
-         Assert.That(!(tick.LowTick < 0));
-         Assert.That(!(tick.HighTick < 0));
+         _test_tick_increment(TickUtils.get_regional_ticks(tick), prices);
+      }
+
+      void _test_tick_increment(RegionalTickFactors tick, IEnumerable<double> prices) {
+         var low_tick_sz = tick.low_tick.tick_unit_frac();
+         var high_tick_sz = tick.high_tick.tick_unit_frac();
+         Assert.That(!(low_tick_sz < 0));
+         Assert.That(!(high_tick_sz < 0));
+         var price_break = tick.low_tick_inclusive_end;
          foreach (var p in prices) {
-            var expected_ticks_from_zero = TickTestHelper.full_ticks_from_zero(tick, p);
-            var actual_ticks_from_zero = TickUtils.full_ticks_from_zero(tick, p);
-            if (expected_ticks_from_zero != actual_ticks_from_zero) {
-               expected_ticks_from_zero = TickTestHelper.full_ticks_from_zero(tick, p);
-               actual_ticks_from_zero = TickUtils.full_ticks_from_zero(tick, p);
-            }
+            var expected_ticks_from_zero = TickTestHelper.count_ticks(tick, p);
+            var actual_ticks_from_zero = TickUtils.count_ticks(tick, p);
             Assert.That(expected_ticks_from_zero == actual_ticks_from_zero,
                $"Expected ticks from zero to be '{expected_ticks_from_zero}', actually '{actual_ticks_from_zero}' " +
-               $"(low/high/pricebreak: {tick.LowTick}/{tick.HighTick}/{tick.PriceBreak}, price: {p}).");
+               $"(low/high/pricebreak: {tick.low_tick}/{tick.high_tick}/{price_break}, price: {p}).");
             if (expected_ticks_from_zero.HasValue) {
                Assert.That(p.is_real());
                _test_tick_increment(tick, p - 1, p);
-               if (tick.PriceBreak.is_real() && tick.PriceBreak != double.MaxValue && tick.PriceBreak != double.MinValue) {
+               if (price_break.is_real() && price_break != double.MaxValue && price_break != double.MinValue) {
                   // test both sides of the break with a few adjustments
-                  foreach (var adjustment in new[] { 1, tick.LowTick, tick.HighTick }) {
-                     _test_tick_increment(tick, p, tick.PriceBreak + adjustment);
-                     _test_tick_increment(tick, p, tick.PriceBreak - adjustment);
+                  foreach (var adjustment in new[] { 1, low_tick_sz, high_tick_sz }) {
+                     _test_tick_increment(tick, p, price_break + adjustment);
+                     _test_tick_increment(tick, p, price_break - adjustment);
                   }
                }
             }
@@ -190,6 +195,50 @@ namespace bts.tests.security {
          }
       }
 
+      void _test_tick_increment(RegionalTickFactors tick, double from, double to) {
+         if (!from.is_real() || !to.is_real())
+            return;
+         var (min, max) = MathUtils.get_outliers(from, to);
+         var price_break = tick.low_tick_inclusive_end;
+         var low_tick_sz = tick.low_tick.tick_unit / tick.low_tick.tick_base;
+         var high_tick_sz = tick.high_tick.tick_unit / tick.high_tick.tick_base;
+         if (price_break.is_real()) {
+            if (min >= price_break) {
+               _test_tick_increment(tick, high_tick_sz, min, max);
+            } else if (max <= price_break) {
+               _test_tick_increment(tick, low_tick_sz, min, max);
+            } else {
+               _test_tick_increment_across_break(tick, min, max);
+            }
+         } else {
+            _test_tick_increment(tick, low_tick_sz, min, max);
+         }
+      }
+
+      void _test_tick_increment_across_break(RegionalTickFactors tick, double min, double max) {
+         var price_break = tick.low_tick_inclusive_end;
+         var low_tick_sz = tick.low_tick.tick_unit / tick.low_tick.tick_base;
+         var high_tick_sz = tick.high_tick.tick_unit / tick.high_tick.tick_base;
+         Assert.That(min < price_break);
+         Assert.That(max > price_break);
+         // 2 tick counts are used to determine the number of ticks between min and max,
+         //    1) number of ticks from min to the price break
+         //    2) number of ticks from the price break to max
+         // if either min/max is beyond epsilon away from a real tick,
+         // a partial tick is used to correct the rounding error.
+         Assert.That(TickTestHelper.round_ticks(low_tick_sz, price_break - min, out var rounded_min, out var min_ticks_to_break));
+         Assert.That(TickTestHelper.round_ticks(high_tick_sz, max - price_break, out var rounded_max, out var max_ticks_to_break));
+         rounded_min = price_break - rounded_min;
+         rounded_max = price_break + rounded_max;
+         int min_partial_tick = TickTestHelper.check_partial_tick(tick, min, rounded_min, true);
+         int max_partial_tick = TickTestHelper.check_partial_tick(tick, max, rounded_max, false);
+         // assert that ticking up/down between min/max behaves expectedly.
+         var batch_tick_up_result = tick.tickup(min, min_ticks_to_break + max_ticks_to_break + min_partial_tick);
+         Assert.That(MathUtils.marginal_equals(batch_tick_up_result, rounded_max, TickUtils.precision_const<double>()));
+         var batch_tick_down_result = tick.tickdown(max, min_ticks_to_break + max_ticks_to_break + max_partial_tick);
+         Assert.That(MathUtils.marginal_equals(batch_tick_down_result, rounded_min, TickUtils.precision_const<double>()));
+      }
+
       void _test_tick_increment_across_break(ContractSpecificationImmutable spec, double min, double max) {
          Assert.That(min < spec.PriceBreak);
          Assert.That(max > spec.PriceBreak);
@@ -222,5 +271,19 @@ namespace bts.tests.security {
          Assert.That(MathUtils.marginal_equals(rounded_max, spec.tickup(min, full_ticks + min_partial_tick), TickUtils.precision_const<double>()));
          Assert.That(MathUtils.marginal_equals(rounded_min, spec.tickup(max, -(full_ticks + max_partial_tick)), TickUtils.precision_const<double>()));
       }
+
+      void _test_tick_increment(RegionalTickFactors tick, double tick_size, double min, double max) {
+         // min round/partial tick
+         Assert.That(TickTestHelper.round_ticks(tick_size, min, out var rounded_min, out var rounded_min_ticks));
+         var min_partial_tick = TickTestHelper.check_partial_tick(tick, min, rounded_min, true);
+         // max round/partial tick
+         Assert.That(TickTestHelper.round_ticks(tick_size, max, out var rounded_max, out var rounded_max_ticks));
+         var max_partial_tick = TickTestHelper.check_partial_tick(tick, max, rounded_max, false);
+         var full_ticks = rounded_max_ticks - rounded_min_ticks;
+         Assert.That(MathUtils.marginal_equals(rounded_max, tick.tickup(min, full_ticks + min_partial_tick), TickUtils.precision_const<double>()));
+         if (!MathUtils.marginal_equals(rounded_min, tick.tickup(max, -(full_ticks + max_partial_tick)), TickUtils.precision_const<double>())) {
+            Assert.That(MathUtils.marginal_equals(rounded_min, tick.tickup(max, -(full_ticks + max_partial_tick)), TickUtils.precision_const<double>()));
+         }
+      }
    }
 }

src/lib/CMakeDeps_win.cmake

@@ -1 +1 @@
-set(sources api/analytics/ExpirationDriver.proto;api/analytics/TimeWeightedInterpolatedDriver.proto;api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/domain/Currency.proto;api/domain/SecurityCriteria.proto;api/domain/SecurityCriteriaClause.proto;api/domain/SecurityExpiration.proto;api/domain/SecurityMetadata.proto;api/domain/SecurityMetadataCollection.proto;api/domain/SecurityMetadataItem.proto;api/domain/SecurityType.proto;api/domain/TickDisplaySettings.proto;api/domain/TickFactors.proto;api/domain/Venue.proto;api/io/URL.proto;api/md/MarketDataSubscriptionParams.proto;api/md/binance/BinanceDepthStreamParams.proto;api/md/binance/BinanceMarketDataSubscriptionParams.proto;api/md/deribit/DeribitMarketDataSubscriptionParams.proto;api/md/ftx/FTXDepthStreamParams.proto;api/md/ftx/FTXMarketDataSubscriptionParams.proto;api/md/glbx/GlbxMarketDataSubscriptionParams.proto;api/md/huobi/HuobiMarketDataSubscriptionParams.proto;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/service_helpers/PositionUtilities.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/AnalyticsService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/BasePositionService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarginService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/MarketDataService.proto;api/services/MoneyFileService.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/SecurityMetadataCollection.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/position_cfg.conf;config/defaults/span.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/algo_types.proto;config/protos/cme_reference_data.proto;config/protos/exchange_sim_cfg.proto;config/protos/jetfix.proto;config/protos/keycode.proto;config/protos/logging.proto;config/protos/market_data.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/ports.proto;config/protos/position_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/span.proto;config/protos/spartan.proto;config/protos/spreader.proto;config/protos/subprocess.proto;config/protos/symbols.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/protos/ui.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/sod.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;io/QueryParams.cpp;io/URL.cpp;io/http/CurlHandle.cpp;io/http/HTTPClient.cpp;io/http/HTTPHeaders.cpp;io/http/HTTPRequest.cpp;io/http/HTTPResponse.cpp;io/websocket/WebsocketClient.cpp;io/websocket/WebsocketClientConfiguration.cpp;io/websocket/WebsocketError.cpp;io/websocket/WebsocketMessage.cpp;io/websocket/WebsocketSSLClientInternal.cpp;io/websocket/tests/WebsocketClientTests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/CCApiDepthWalker.cpp;md/CCApiListenerAdaptor.cpp;md/CCApiRequestor.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MBOProcessor.cpp;md/MBOServiceServer.cpp;md/MDClient.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MarketDataError.cpp;md/MarketDataGateway.cpLine truncated
+set(sources api/analytics/ExpirationDriver.proto;api/analytics/TimeWeightedInterpolatedDriver.proto;api/apicore.proto;api/apigateway.proto;api/apioptions.proto;api/core/ApiClientInterop.cpp;api/core/ApiServerInterop.cpp;api/domain/Currency.proto;api/domain/SecurityCriteria.proto;api/domain/SecurityCriteriaClause.proto;api/domain/SecurityExpiration.proto;api/domain/SecurityMetadata.proto;api/domain/SecurityMetadataCollection.proto;api/domain/SecurityMetadataItem.proto;api/domain/SecurityType.proto;api/domain/TickDisplayRule.proto;api/domain/TickDisplaySettings.proto;api/domain/TickFactors.proto;api/domain/Venue.proto;api/io/URL.proto;api/md/MarketDataSubscriptionParams.proto;api/md/binance/BinanceDepthStreamParams.proto;api/md/binance/BinanceMarketDataSubscriptionParams.proto;api/md/deribit/DeribitMarketDataSubscriptionParams.proto;api/md/ftx/FTXDepthStreamParams.proto;api/md/ftx/FTXMarketDataSubscriptionParams.proto;api/md/glbx/GlbxMarketDataSubscriptionParams.proto;api/md/huobi/HuobiMarketDataSubscriptionParams.proto;api/public/ApiServer.cpp;api/public/ClientChannel.cpp;api/public/QuickbusClientChannel.cpp;api/public/ServerChannel.cpp;api/public/ServiceContext.cpp;api/service_helpers/AdminServiceUtils.cpp;api/service_helpers/AlgoServiceUtils.cpp;api/service_helpers/PositionUtilities.cpp;api/services/AdminService.proto;api/services/AlgoDefinitionService.proto;api/services/AlgoService.proto;api/services/AnalyticsService.proto;api/services/ApiUnitTestService.proto;api/services/AuthService.proto;api/services/BasePositionService.proto;api/services/ErrorReportService.proto;api/services/HelloService.proto;api/services/MBOService.proto;api/services/MarginService.proto;api/services/MarketDataAuxiliaryService.proto;api/services/MarketDataRelay.proto;api/services/MarketDataService.proto;api/services/MoneyFileService.proto;api/services/OrderService.proto;api/services/OutOfProcessURLListener.proto;api/services/PersistenceService.proto;api/services/PositionService.proto;api/services/ShellDiagnosticService.proto;api/services/ShellLatencyService.proto;api/services/SyntheticSecurityService.proto;api/test/ApiTests.cpp;api/test/HelloServiceServer.cpp;config/ConfigCheck.cpp;config/ConfigDownloader.cpp;config/ConfigErrorCollector.cpp;config/ConfigLog.cpp;config/ConfigPropertyEvaluator.cpp;config/ConfigValueQueue.cpp;config/ConfigurationException.cpp;config/ConfigurationState.cpp;config/PreprocessInputStream.cpp;config/config.cpp;config/defaults/MarketData.conf;config/defaults/Ports.conf;config/defaults/SecurityMetadataCollection.conf;config/defaults/Symbols.conf;config/defaults/cme_reference_data.conf;config/defaults/edge.conf;config/defaults/jetfix.conf;config/defaults/keycode.conf;config/defaults/logging.conf;config/defaults/orderman_cfg.conf;config/defaults/orders_fills_cleanup.conf;config/defaults/position_cfg.conf;config/defaults/span.conf;config/defaults/spreader.conf;config/defaults/testkeys.conf;config/defaults/threads.conf;config/defaults/toggles.conf;config/extensions/extensions.proto;config/invalid/invalid.proto;config/protos/algo_types.proto;config/protos/cme_reference_data.proto;config/protos/exchange_sim_cfg.proto;config/protos/jetfix.proto;config/protos/keycode.proto;config/protos/logging.proto;config/protos/market_data.proto;config/protos/mercury_cfg.proto;config/protos/orderman_cfg.proto;config/protos/orders_fills_cleanup.proto;config/protos/perflog_cfg.proto;config/protos/ports.proto;config/protos/position_cfg.proto;config/protos/quickbus_cfg.proto;config/protos/span.proto;config/protos/spartan.proto;config/protos/spreader.proto;config/protos/subprocess.proto;config/protos/symbols.proto;config/protos/system.proto;config/protos/testkeys.proto;config/protos/threads.proto;config/protos/toggles.proto;config/protos/ui.proto;config/tests/HTTPServer.cpp;config/tests/config_ref_tests.cpp;config/tests/config_tests.cpp;config/text_format/text_format.cpp;domain_model/Security.cpp;domain_model/Security.proto;domain_model/SecurityTests.cpp;domain_model/sod.cpp;domain_model/tests/domain_tests.cpp;expression/BooleanGrammar.cpp;expression/ExpressionEvaluator.cpp;expression/ParserExceptions.cpp;expression/Value.cpp;expression/tests/expression_parser_tests.cpp;io/QueryParams.cpp;io/URL.cpp;io/http/CurlHandle.cpp;io/http/HTTPClient.cpp;io/http/HTTPHeaders.cpp;io/http/HTTPRequest.cpp;io/http/HTTPResponse.cpp;io/websocket/WebsocketClient.cpp;io/websocket/WebsocketClientConfiguration.cpp;io/websocket/WebsocketError.cpp;io/websocket/WebsocketMessage.cpp;io/websocket/WebsocketSSLClientInternal.cpp;io/websocket/tests/WebsocketClientTests.cpp;logging/LoggerHub.cpp;logging/Sink.cpp;logging/logging.cpp;logging/tests/logging_tests.cpp;md/CCApiDepthWalker.cpp;md/CCApiListenerAdaptor.cpp;md/CCApiRequestor.cpp;md/Diag/MDPeriodicDumper.cpp;md/Diag/ShmDumper.cpp;md/MBOProcessor.cpp;md/MBOServiceServer.cpp;md/MDClient.cpp;md/MDConsumer.cpp;md/MDConsumerHandle.cpp;md/MDConsumerInterop.cpp;md/MDProducer.cpp;md/MDProducerHandle.cpp;md/MarketDataLine truncated

src/lib/api/domain/SecurityMetadata.proto

@@ -1,12 +1,13 @@
 syntax = "proto3";
 package bts.api.domain;
 
+import "lib/api/domain/TickDisplayRule.proto";
 import "lib/api/domain/TickDisplaySettings.proto";
 
 option csharp_namespace = "bts.api.domain";
-option cc_enable_arenas=true;
 
 message SecurityMetadata {
   bts.api.domain.TickDisplaySettings price_display = 1;
   bts.api.domain.TickDisplaySettings quantity_display = 2;
+  repeated bts.api.domain.TickDisplayRule price_rules = 3;
 }

src/lib/api/domain/TickDisplayRule.proto

@@ -0,0 +1,11 @@
+syntax = "proto3";
+package bts.api.domain;
+
+import "lib/api/domain/TickDisplaySettings.proto";
+
+option csharp_namespace = "bts.api.domain";
+
+message TickDisplayRule {
+  TickDisplaySettings tick_display = 1;
+  double max_value = 2;
+}

src/lib/api/public/StatefulPublisher.h

@@ -4,6 +4,7 @@
 #include <set>
 #include <unordered_set>
 #include <vector>
+#include <map>
 
 namespace bts {
 namespace api {
@@ -55,8 +56,14 @@ class StatefulPublisher {
       }
    }
    void erase(TKey m) {
+      // there is an assumption that we are not dealing with that within a 
+      // transaction, add_or_update and erase is called just once a key
       if (_has_key(m)) {
          _erased.insert(m);
+         if (_keep_state)
+            _state_data.erase(m);
+         else
+            _state.erase(m);
       }
    }
    void flush() {

src/lib/api/services/OrderService.proto

@@ -44,6 +44,7 @@ message PrecomputedTheoPoint {
   double vega = 60;
   double theta = 70;
   double rho = 80;
+  double vol = 90;
 }
 
 message PrecomputedTheos {

src/lib/config/defaults/SecurityMetadataCollection.conf

@@ -15,8 +15,7 @@ SecurityMetadataCollection {
             tick_unit: 10
           }
           display_multiplier: NaN
-          show_decimal_part: true
-          pad_with_leading_zeros: true
+          show_decimal_part: false
           show_zero_integer: true
           nan_text: ""
         }
@@ -42,6 +41,53 @@ SecurityMetadataCollection {
           show_zero_integer: true
           nan_text: ""
         }
+        price_rules {
+          max_value: 0.0050
+          tick_display {
+            tick_factors {
+              tick_unit: 1
+              tick_base: 10000
+            }
+          }
+        }
+        price_rules {
+          max_value: 99999999
+          tick_display {
+            tick_factors {
+              tick_unit: 5
+              tick_base: 10000
+            }
+          }
+        }
+      }
+    }
+
+    items {
+      scope {
+        clauses {
+          symbols: "ETH"
+          security_types: OPTION
+        }
+      }
+      value {
+        price_rules {
+          max_value: 0.0050
+          tick_display {
+            tick_factors {
+              tick_unit: 1
+              tick_base: 10000
+            }
+          }
+        }
+        price_rules {
+          max_value: 99999999
+          tick_display {
+            tick_factors {
+              tick_unit: 5
+              tick_base: 10000
+            }
+          }
+        }
       }
     }
   }

src/lib/domain_model/Security.h

@@ -114,6 +114,10 @@ inline bool is_same(Price p1, Price p2) {
    return std::abs(p1.value() - p2.value()) < market_epsilon();
 }
 
+inline bool is_same(double d1, double d2) {
+   return std::abs(d1 - d2) < market_epsilon();
+}
+
 inline bool is_equal_or_better(api::Side side, Price p1, Price p2) {
    return is_same(p1, p2) || is_better(side, p1, p2);
 }

src/lib/io/QueryParams.cpp

@@ -1,15 +1,17 @@
 #include "QueryParams.h"
-#include <fmt/format.h>
-#include <range/v3/view.hpp>
 
 namespace bts::io {
 
 std::string QueryParams::to_string() const {
    std::string rv;
-   auto query_param_strs = ranges::transform_view(
-       *this, [](const auto &qp) { return qp.first + "=" + qp.second; });
-   rv.append(fmt::format(
-       "{}", fmt::join(query_param_strs.begin(), query_param_strs.end(), "&")));
+   auto it = begin();
+   if (it == end()) {
+      return "";
+   }
+   rv.append(it->first + "=" + it->second);
+   while (++it != end()) {
+      rv.append("&" + it->first + "=" + it->second);
+   }
    return rv;
 }
 

src/lib/io/URL.cpp

@@ -1,15 +1,11 @@
 #include "URL.h"
 #include "lib/api/io/URL.pb.h"
-#include <fmt/format.h>
+
 #include <iostream>
-#include <range/v3/view.hpp>
-#include <range/v3/view/transform.hpp>
 #include <string>
 
 namespace bts::io {
 
-// URL:: URL(const api::io::URL &url) : protocol_(url.protocol()),
-// host_(url.host()), port_(url.port()), path_(url.path()) {}
 URL::URL(const bts::api::io::URL &url)
     : protocol_(url.protocol()), host_(url.host()), port_(url.port()),
       path_(url.path()) {
@@ -76,13 +72,7 @@ std::string URL::to_string() const {
    }
    if (!query_params_.empty()) {
       rv.append("?");
-      auto query_param_strs =
-          ranges::transform_view(query_params_, [](const auto &qp) {
-             return qp.first + "=" + qp.second;
-          });
-      rv.append(fmt::format(
-          "{}",
-          fmt::join(query_param_strs.begin(), query_param_strs.end(), "&")));
+      rv.append(query_params_.to_string());
    }
    return rv;
 }

src/lib/io/http/HTTPHeaders.cpp

@@ -1,39 +1,35 @@
 #include "HTTPHeaders.h"
 #include "lib/utils/StringSplitter.h"
-#include <fmt/format.h>
-#include <range/v3/view.hpp>
+
 #include <string>
-#include <unordered_map>
-#include <vector>
 
 namespace bts::io::http {
 
 HTTPHeaders::HTTPHeaders(const std::string &str) {
    auto item_strs = utils::StringSplitter::split(str, "\n");
-   auto items = ranges::transform_view(
-       item_strs,
-       [](const std::string &item_str) -> std::pair<std::string, std::string> {
-          auto kv = utils::StringSplitter::split(item_str, ":");
-          if (kv.empty()) {
-             return std::make_pair("", "");
-          }
-          if (kv.size() == 1) {
-             return std::make_pair(kv[0], std::string(""));
-          }
-          return std::make_pair(kv[0], kv[1]);
-       });
-   for (auto p : items) {
-      try_emplace(p.first, p.second);
+   for (const auto &item_str : item_strs) {
+      auto kv = utils::StringSplitter::split(item_str, ":");
+      if (kv.empty()) {
+         try_emplace("", "");
+         continue;
+      }
+      if (kv.size() == 1) {
+         try_emplace(kv[0], "");
+         continue;
+      }
+      try_emplace(kv[0], kv[1]);
    }
 }
 
 std::string HTTPHeaders::to_string() const {
-   std::string rv;
-   auto query_param_strs = ranges::transform_view(
-       *this, [](const auto &qp) { return qp.first + ": " + qp.second; });
-   rv.append(fmt::format(
-       "{}",
-       fmt::join(query_param_strs.begin(), query_param_strs.end(), "\n")));
+   auto it = begin();
+   if (it == end()) {
+      return "";
+   }
+   std::string rv{it->first + ": " + it->second};
+   while (++it != end()) {
+      rv.append("\n" + it->first + ": " + it->second);
+   }
    return rv;
 }
 

src/lib/md/binance/BinanceBookLevel.cpp

@@ -1,3 +1,4 @@
+#ifdef SPARK_ENABLE_CCAPI
 #include "BinanceBookLevel.h"
 #include "lib/os/os.h"
 
@@ -42,3 +43,4 @@ void to_json(nlohmann::json &j, const BinanceBookLevel &upd) {
 }
 
 } // namespace bts::md::binance
+#endif

src/lib/md/binance/BinanceBookLevel.h

@@ -1,4 +1,5 @@
 #pragma once
+#ifdef SPARK_ENABLE_CCAPI
 #include <cstddef>
 #include <nlohmann/json.hpp>
 #include <ostream>
@@ -21,3 +22,4 @@ void from_json(const nlohmann::json &j, BinanceBookLevel &upd);
 void to_json(nlohmann::json &j, const BinanceBookLevel &upd);
 
 } // namespace bts::md::binance
+#endif

src/lib/md/binance/BinanceBookLevelComp.h

@@ -1,4 +1,5 @@
 #pragma once
+#ifdef SPARK_ENABLE_CCAPI
 #include "BinanceBookLevel.h"
 #include "lib/domain/Price.h"
 #include "lib/domain/Side.h"
@@ -44,3 +45,4 @@ constexpr bool BinanceBookLevelComp::operator()(
 }
 
 } // namespace bts::md::binance
+#endif

src/lib/md/binance/BinanceBookTickerUpdate.h

@@ -1,4 +1,5 @@
 #pragma once
+#ifdef SPARK_ENABLE_CCAPI
 #include <cstddef>
 #include <string>
 
@@ -27,3 +28,4 @@ class BinanceBookTickerUpdate {
 };
 
 } // namespace bts::md::binance
+#endif

src/lib/md/binance/BinanceDepthListenerAdaptor.cpp

@@ -1,3 +1,4 @@
+#ifdef SPARK_ENABLE_CCAPI
 #include "BinanceDepthListenerAdaptor.h"
 #include "BinanceDepthSnapshot.h"
 #include "BinanceDiffDepthUpdate.h"
@@ -115,3 +116,4 @@ void BinanceDepthListenerAdaptor::on_diff_update(
 }
 
 } // namespace bts::md::binance
+#endif

src/lib/md/binance/BinanceDepthListenerAdaptor.h

@@ -1,4 +1,5 @@
 #pragma once
+#ifdef SPARK_ENABLE_CCAPI
 #include "lib/domain/Book.h"
 #include "lib/domain/SecurityResolver.h"
 #include "lib/domain/Venue.h"
@@ -37,3 +38,4 @@ class BinanceDepthListenerAdaptor {
 };
 
 } // namespace bts::md::binance
+#endif

src/lib/md/binance/BinanceDepthSnapshot.cpp

@@ -1,3 +1,4 @@
+#ifdef SPARK_ENABLE_CCAPI
 #include "BinanceDepthSnapshot.h"
 #include "BinanceBookLevelComp.h"
 #include "BinanceDiffDepthUpdate.h"
@@ -125,3 +126,4 @@ std::ostream &operator<<(
 }
 
 } // namespace bts::md::binance
+#endif

src/lib/md/binance/BinanceDepthSnapshot.h

@@ -1,4 +1,5 @@
 #pragma once
+#ifdef SPARK_ENABLE_CCAPI
 #include "BinanceBookLevel.h"
 #include <cstddef>
 #include <nlohmann/json.hpp>
@@ -43,3 +44,4 @@ std::ostream &operator<<(
     std::ostream &out, const BinanceDepthSnapshot &snapshot) noexcept;
 
 } // namespace bts::md::binance
+#endif

src/lib/md/binance/BinanceDepthStreamParams.cpp

@@ -1,3 +1,4 @@
+#ifdef SPARK_ENABLE_CCAPI
 #include "BinanceDepthStreamParams.h"
 #include "lib/api/md/binance/BinanceMarketDataSubscriptionParams.pb.h"
 #include "lib/core/VectorAdapter.h"
@@ -122,3 +123,4 @@ std::ostream &operator<<(
 }
 
 } // namespace bts::md::binance
+#endif

src/lib/md/binance/BinanceDepthStreamParams.h

@@ -1,4 +1,5 @@
 #pragma once
+#ifdef SPARK_ENABLE_CCAPI
 #include "lib/api/md/binance/BinanceMarketDataSubscriptionParams.pb.h"
 #include "lib/io/QueryParams.h"
 #include "lib/io/URL.h"
@@ -74,3 +75,4 @@ io::QueryParams BinanceDepthStreamParams::query_params(
 }
 
 } // namespace bts::md::binance
+#endif

src/lib/md/binance/BinanceDepthStreamSiteKey.cpp

@@ -1,3 +1,4 @@
+#ifdef SPARK_ENABLE_CCAPI
 #include "BinanceDepthStreamSiteKey.h"
 #include "lib/api/md/binance/BinanceDepthStreamParams.pb.h"
 #include "lib/core/HashPhaser.h"
@@ -44,3 +45,4 @@ std::size_t hash<bts::md::binance::BinanceDepthStreamSiteKey>::operator()(
 }
 
 } // namespace std
+#endif

src/lib/md/binance/BinanceDepthStreamSiteKey.h

@@ -1,4 +1,5 @@
 #pragma once
+#ifdef SPARK_ENABLE_CCAPI
 #include "BinanceDepthStreamParams.h"
 #include "lib/domain/SecurityID.h"
 #include "lib/io/URL.h"
@@ -46,3 +47,4 @@ struct hash<bts::md::binance::BinanceDepthStreamSiteKey> {
 };
 
 } // namespace std
+#endif

src/lib/md/binance/BinanceDiffDepthSubscription.cpp

@@ -1,3 +1,4 @@
+#ifdef SPARK_ENABLE_CCAPI
 #include "BinanceDiffDepthSubscription.h"
 #include "BinanceDepthListenerAdaptor.h"
 #include "BinanceDepthSnapshot.h"
@@ -196,3 +197,4 @@ bool BinanceDiffDepthSubscription::remove_listener(
 }
 
 } // namespace bts::md::binance
+#endif

src/lib/md/binance/BinanceDiffDepthSubscription.h

@@ -1,4 +1,5 @@
 #pragma once
+#ifdef SPARK_ENABLE_CCAPI
 #include "lib/io/URL.h"
 #include "lib/md/IMarketDataListener.h"
 #include "lib/md/binance/BinanceDiffDepthUpdate.h"
@@ -56,3 +57,4 @@ class BinanceDiffDepthSubscription {
 };
 
 } // namespace bts::md::binance
+#endif

src/lib/md/binance/BinanceDiffDepthUpdate.cpp

@@ -1,3 +1,4 @@
+#ifdef SPARK_ENABLE_CCAPI
 #include "BinanceDiffDepthUpdate.h"
 #include "BinanceBookLevelComp.h"
 #include "BinanceDepthSnapshot.h"
@@ -145,3 +146,4 @@ BinanceDiffDepthUpdate &operator+=(
 }
 
 } // namespace bts::md::binance
+#endif

src/lib/md/binance/BinanceDiffDepthUpdate.h

@@ -1,4 +1,5 @@
 #pragma once
+#ifdef SPARK_ENABLE_CCAPI
 #include "BinanceBookLevel.h"
 #include "lib/domain/Book.h"
 #include <cstddef>
@@ -53,3 +54,4 @@ BinanceDiffDepthUpdate &operator+=(
     BinanceDiffDepthUpdate &lhs, const BinanceDiffDepthUpdate &rhs);
 
 } // namespace bts::md::binance
+#endif

src/lib/md/binance/BinanceMiniTickerUpdate.h

@@ -1,4 +1,5 @@
 #pragma once
+#ifdef SPARK_ENABLE_CCAPI
 #include <cstdint>
 #include <string>
 
@@ -33,3 +34,4 @@ class BinanceMiniTickerUpdate {
 };
 
 } // namespace bts::md::binance
+#endif

src/lib/md/binance/BinancePartialBookDepthUpdate.h

@@ -1,4 +1,5 @@
 #pragma once
+#ifdef SPARK_ENABLE_CCAPI
 #include "BinanceBookLevel.h"
 #include <vector>
 
@@ -21,3 +22,4 @@ class BinancePartialBookDepthUpdate {
 };
 
 } // namespace bts::md::binance
+#endif

src/lib/md/binance/BinanceStreamListener.h

@@ -1,4 +1,5 @@
 #pragma once
+#ifdef SPARK_ENABLE_CCAPI
 #include "lib/io/websocket/IWebsocketListener.h"
 #include "lib/io/websocket/WebsocketMessage.h"
 #include "server/sparkd/cmds/spartan/system/Delegate.h"
@@ -52,3 +53,4 @@ void BinanceStreamListener<T>::on_data(const std::string &data) {
 }
 
 } // namespace bts::md::binance
+#endif

src/lib/md/binance/BinanceTickerUpdate.h

@@ -1,4 +1,5 @@
 #pragma once
+#ifdef SPARK_ENABLE_CCAPI
 #include <cstdint>
 #include <string>
 
@@ -55,3 +56,4 @@ class BinanceTickerUpdate {
 };
 
 } // namespace bts::md::binance
+#endif