feat: Impl synthetic book

The synth book computation code doesn't support doubles

.config/dotnet-tools.json

@@ -7,24 +7,6 @@
       "commands": [
         "dotnet-format"
       ]
-    },
-    "fable": {
-      "version": "4.0.0-theta-018",
-      "commands": [
-        "fable"
-      ]
-    },
-    "fantomas": {
-      "version": "5.2.2",
-      "commands": [
-        "fantomas"
-      ]
-    },
-    "fake-cli": {
-      "version": "6.0.0",
-      "commands": [
-        "fake"
-      ]
     }
   }
 }

.gitignore

@@ -1,6 +1,5 @@
 nohup.out
-build/**
-install/**
+build/
 .build_proxy/
 cmake-build-debug/
 .cache/
@@ -41,6 +40,8 @@ trace_data/
 .ionide/*
 /.ignore
 *.rej
+/build
+/build.*/*
 .clangd/
 *CMakeDeps.cmake
 /sniper.ipynb
@@ -50,4 +51,3 @@ trace_data/
 *.tmp/*
 /.venv*/*
 .cache/
-src/web/api/tsconfig.*.g.json

.gitmodules

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

CMakeLists.txt

@@ -1,4 +1,4 @@
-cmake_minimum_required(VERSION 3.12)
+cmake_minimum_required(VERSION 3.5)
 project(spark)
 
 if(WIN32)
@@ -7,18 +7,12 @@ else()
   set(platform "linux")
 endif()
 
-set(
-  EXTERNALS_ROOT
-  "${CMAKE_SOURCE_DIR}/externals/${platform}"
-  CACHE
-  STRING
-  "External dependencies root folder (should contain folders: lib, bin, include")
+set(EXTERNALS_ROOT "${CMAKE_SOURCE_DIR}/externals/${platform}")
 set(SPARK_PYTHON "${EXTERNALS_ROOT}/python")
 set(SPARK_BIN "${EXTERNALS_ROOT}/bin")
 set(SPARK_INCLUDE "${EXTERNALS_ROOT}/include")
 set(SPARK_LIB "${EXTERNALS_ROOT}/lib/${CMAKE_BUILD_TYPE}")
 set(BUILD_SDK OFF CACHE BOOL "Build the sdk")
-set(BUILD_WEB ON CACHE BOOL "Build the web server")
 
 include_directories(BEFORE SYSTEM ${SPARK_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
 link_directories(${SPARK_LIB})
@@ -53,12 +47,6 @@ else()
   # make sparkd look for libspark.so in its directory
   set(CMAKE_BUILD_WITH_INSTALL_RPATH TRUE)
   set(CMAKE_INSTALL_RPATH ".")
-  set(CMAKE_INSTALL_PREFIX "${CMAKE_SOURCE_DIR}/install/${CMAKE_BUILD_TYPE}/sparkd")
-  add_compile_definitions(SPARK_ENABLE_CCAPI)
-  add_compile_definitions(CCAPI_ENABLE_SERVICE_MARKET_DATA)
-  add_compile_definitions(CCAPI_ENABLE_EXCHANGE_FTX)
-  add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE)
-  add_compile_definitions(CCAPI_ENABLE_LOG_WARN)
 
   # flags
   set(
@@ -79,9 +67,7 @@ else()
   # subdirs
   add_subdirectory(src/server/sparkd)
   add_subdirectory(src/lib)
-  if (BUILD_WEB)
-    add_subdirectory(src/web)
-  endif()
+  add_subdirectory(src/web)
   add_subdirectory(doc/user)
   if(BUILD_SDK)
     add_subdirectory(src/sdk)
@@ -105,9 +91,4 @@ else()
     DEPENDS sparkd data_files_dir)
 
   add_custom_target(server_layout ALL DEPENDS ${CMAKE_BINARY_DIR}/server)
-
-  install(DIRECTORY "${CMAKE_BINARY_DIR}/server/plugins" DESTINATION bin)
-  install(FILES "${CMAKE_SOURCE_DIR}/externals/linux/lib/${CMAKE_BUILD_TYPE}/libACE-5.7.5.so" DESTINATION bin)
-  install(FILES "${CMAKE_SOURCE_DIR}/externals/linux/lib/${CMAKE_BUILD_TYPE}/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0" DESTINATION bin)
-  install(FILES "${CMAKE_SOURCE_DIR}/externals/src/emumba/sparkd.lic" DESTINATION bin)
 endif()

SpreaderFrontEnd/SpreaderFrontEnd.sln

@@ -0,0 +1,25 @@
+
+Microsoft Visual Studio Solution File, Format Version 12.00
+# Visual Studio Version 17
+VisualStudioVersion = 17.2.32630.192
+MinimumVisualStudioVersion = 10.0.40219.1
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SpreaderFrontEnd", "SpreaderFrontEnd\SpreaderFrontEnd.csproj", "{28EE9ABE-BBA6-4587-8BEB-3B0CD979ED22}"
+EndProject
+Global
+	GlobalSection(SolutionConfigurationPlatforms) = preSolution
+		Debug|Any CPU = Debug|Any CPU
+		Release|Any CPU = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(ProjectConfigurationPlatforms) = postSolution
+		{28EE9ABE-BBA6-4587-8BEB-3B0CD979ED22}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{28EE9ABE-BBA6-4587-8BEB-3B0CD979ED22}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{28EE9ABE-BBA6-4587-8BEB-3B0CD979ED22}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{28EE9ABE-BBA6-4587-8BEB-3B0CD979ED22}.Release|Any CPU.Build.0 = Release|Any CPU
+	EndGlobalSection
+	GlobalSection(SolutionProperties) = preSolution
+		HideSolutionNode = FALSE
+	EndGlobalSection
+	GlobalSection(ExtensibilityGlobals) = postSolution
+		SolutionGuid = {3E2EF0DA-32BB-4A7A-9089-B132E1677AA7}
+	EndGlobalSection
+EndGlobal

SpreaderFrontEnd/SpreaderFrontEnd/BookCalcs/Book.cs

@@ -0,0 +1,36 @@
+using System;
+using System.Linq;
+
+namespace SpreaderFrontEnd {
+   public class Book : IEquatable<Book> {
+      public Book(BookSide bids = null, BookSide asks = null) {
+         this.bids = bids ?? new BookSide();
+         this.asks = asks ?? new BookSide();
+      }
+
+      public BookSide bids { get; }
+      public BookSide asks { get; }
+
+      public Book Clone() {
+         return new Book(
+            new BookSide(bids.levels.ToList()),
+            new BookSide(asks.levels.ToList()));
+      }
+
+      public bool Equals(Book other) {
+         return other != null && other.bids.Equals(bids) && other.asks.Equals(asks);
+      }
+
+      public override bool Equals(object obj) {
+         return Equals(obj as Book);
+      }
+
+      public override int GetHashCode() {
+         return HashCodeHelper.combine(bids.GetHashCode(), asks.GetHashCode());
+      }
+
+      public override string ToString() {
+         return $"bid: {bids} | ask: {asks}";
+      }
+   }
+}

SpreaderFrontEnd/SpreaderFrontEnd/BookCalcs/BookSide.cs

@@ -0,0 +1,38 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+
+namespace SpreaderFrontEnd {
+   public class BookSide : IEquatable<BookSide> {
+      public BookSide() {
+         levels = new List<PriceLevel>();
+      }
+
+      public BookSide(IEnumerable<PriceLevel> levels) {
+         this.levels = levels?.ToList() ?? new List<PriceLevel>();
+      }
+
+      public IList<PriceLevel> levels { get; }
+
+      public BookSide Clone() {
+         return new BookSide(levels.ToList());
+      }
+
+      public bool Equals(BookSide other) {
+         return other != null && levels.SequenceEqual(other.levels);
+      }
+
+      public override bool Equals(object obj) {
+         return Equals(obj as BookSide);
+      }
+
+      public override int GetHashCode() {
+         return levels.Select(l => l.GetHashCode()).Skip(1).Aggregate(
+            levels[0].GetHashCode(), HashCodeHelper.combine);
+      }
+
+      public override string ToString() {
+         return string.Join("; ", levels);
+      }
+   }
+}

SpreaderFrontEnd/SpreaderFrontEnd/BookCalcs/LegBookSideCursor.cs

@@ -0,0 +1,120 @@
+using System;
+using System.Collections.Generic;
+using System.Diagnostics;
+
+namespace SpreaderFrontEnd {
+   public class LegCursor {
+      public LegCursor(int leg_size, IList<PriceLevel> levels) {
+         this.leg_size = leg_size;
+         this.levels = levels;
+      }
+
+      /// <summary>
+      /// The [signed] quantity of this leg in the SpreaderContract to which it belongs
+      /// </summary>
+      public int leg_size { get; }
+
+      /// <summary>
+      /// The [unsigned] quantity of this leg in the SpreaderContract to which it belongs
+      /// </summary>
+      public int leg_size_abs {
+         get {
+            return Math.Abs(leg_size);
+         }
+      }
+
+      /// <summary>
+      /// The price levels of the underlying BookSide
+      /// </summary>
+      public IList<PriceLevel> levels { get; }
+
+      /// <summary>
+      /// The index of the current level. When <see cref="consume_unit_qty(uint, out List{PriceLevel})"/>
+      /// is called, quantity consumption begins at this level. Once this level's quantity is fully
+      /// consumed, <see cref="cursor"/> is incremented, and <see cref="curr_level_consumed_qty"/>
+      /// is reset to 0.
+      /// </summary>
+      public int cursor { get; private set; }
+
+      /// <summary>
+      /// The quantity that has been consumed at the current level (i.e., the level at index
+      /// <see cref="cursor"/>)
+      /// </summary>
+      public uint curr_level_consumed_qty { get; private set; }
+
+      /// <summary>
+      /// Consumes the specified quantity of units at the best available price(s)
+      /// </summary>
+      /// <param name="unit_qty">
+      /// The unit quantity to consume
+      /// </param>
+      /// <returns>True if the entire quantity is consumed, otherwise false.</returns>
+      public bool consume_unit_qty(uint unit_qty, out List<PriceLevel> consumed_levels) {
+         consumed_levels = new List<PriceLevel>();
+         uint marg_qty = (uint)(unit_qty * leg_size_abs);
+         var consumed_qty = _consume_raw_qty(marg_qty, ref consumed_levels);
+         Debug.Assert(consumed_qty % leg_size_abs == 0);
+         uint consumed_units = (uint)(consumed_qty / leg_size_abs);
+         return consumed_units == unit_qty;
+      }
+
+      /// <summary>
+      /// Gets the number of units (raw_quantity / leg_size_abs) available at the best price
+      /// </summary>
+      public PriceLevel curr_synth_level() {
+         if (cursor >= levels.Count) {
+            return PriceLevel.empty;
+         }
+
+         var curr_level = levels[cursor];
+         Debug.Assert(curr_level.qty >= curr_level_consumed_qty);
+         var curr_level_rem_qty = curr_level.qty - curr_level_consumed_qty;
+         if (curr_level_rem_qty >= leg_size_abs) {
+            return new PriceLevel(
+               price: curr_level.price * leg_size_abs,
+               qty: (uint)(curr_level_rem_qty / leg_size_abs));
+         }
+
+         double unit_cost = curr_level.price * curr_level_rem_qty;
+         var unit_rem = leg_size_abs - curr_level_rem_qty;
+         for (int i = cursor + 1; i < levels.Count; i++) {
+            curr_level = levels[i];
+            if (curr_level.qty >= unit_rem) {
+               unit_cost += curr_level.price * unit_rem;
+               return new PriceLevel(price: unit_cost, qty: 1);
+            }
+            unit_cost += curr_level.price * curr_level.qty;
+            unit_rem -= curr_level.qty;
+         }
+         return PriceLevel.empty;
+      }
+
+      /// <summary>
+      /// Consumes as much of the specified [raw] quantity as possible
+      /// </summary>
+      /// <returns>
+      /// The quantity that was actually consumed
+      /// </returns>
+      uint _consume_raw_qty(uint raw_qty, ref List<PriceLevel> dest) {
+         if (levels == null || cursor >= levels.Count) {
+            return 0;
+         }
+         var curr_level = levels[cursor];
+         // Cursor should be incremented when curr_level_consumed_qty == levels[cursor].qty
+         // (i.e., curr_level.qty should never be less than curr_level_consumed_qty)
+         Debug.Assert(curr_level.qty > curr_level_consumed_qty);
+         var curr_level_qty_rem = curr_level.qty - curr_level_consumed_qty;
+         if (curr_level_qty_rem > raw_qty) {
+            curr_level_consumed_qty += raw_qty;
+            dest.Add(new PriceLevel(price: curr_level.price, qty: raw_qty));
+            return raw_qty;
+         }
+         // The input qty is greater than the qty that remains at this level. Consume the rest on
+         // the next level.
+         cursor++;
+         curr_level_consumed_qty = 0;
+         dest.Add(new PriceLevel(price: curr_level.price, qty: curr_level_qty_rem));
+         return curr_level_qty_rem + _consume_raw_qty(raw_qty - curr_level_qty_rem, ref dest);
+      }
+   }
+}

SpreaderFrontEnd/SpreaderFrontEnd/BookCalcs/PriceLevel.cs

@@ -0,0 +1,44 @@
+using System;
+
+namespace SpreaderFrontEnd {
+   public struct PriceLevel : IEquatable<PriceLevel> {
+      public PriceLevel(double price, uint qty) {
+         this.price = price;
+         this.qty = qty;
+      }
+
+      public static PriceLevel empty {
+         get {
+            return new PriceLevel(double.NaN, 0);
+         }
+      }
+
+      public double price { get; }
+      public uint qty { get; }
+
+      public PriceLevel subtract_qty(uint value) {
+         System.Diagnostics.Debug.Assert(value <= qty);
+         return new PriceLevel(price, qty - value);
+      }
+      
+      public PriceLevel add_qty(uint value) {
+         return new PriceLevel(price, qty + value);
+      }
+
+      public override string ToString() {
+         return $"{price} ({qty})";
+      }
+
+      public bool Equals(PriceLevel other) {
+         return qty == other.qty && price.Equals(other.price);
+      }
+
+      public override bool Equals(object obj) {
+         return obj is PriceLevel other && Equals(other);
+      }
+
+      public override int GetHashCode() {
+         return HashCodeHelper.combine(price.GetHashCode(), qty.GetHashCode());
+      }
+   }
+}

SpreaderFrontEnd/SpreaderFrontEnd/BookCalcs/SpreaderBookCalculator.cs

@@ -0,0 +1,49 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Diagnostics;
+
+namespace SpreaderFrontEnd {
+   public static class SpreaderBookCalculator {
+      public static Book compute_spreader_book(
+         SpreaderContract contract, IEnumerable<Book> leg_books) {
+         if (contract == null) {
+            throw new ArgumentNullException(nameof(contract));
+         }
+         if (leg_books == null) {
+            throw new ArgumentNullException(nameof(leg_books));
+         }
+         var leg_book_list = leg_books as IList<Book> ?? leg_books.ToList();
+         var synth_book = new SyntheticBook(contract, leg_book_list);
+         return synth_book.to_book();
+      }
+
+      public static BookSide compute_spreader_book_side(
+         SpreaderContract contract, IList<Book> leg_books, bool is_bid) {
+         Debug.Assert(contract.spread_legs.Count == leg_books.Count);
+         var leg_cursors = leg_books.Select((b, i) => new LegCursor(
+            contract.spread_legs[i].qty,
+            contract.spread_legs[i].qty < 0 == is_bid ? b.asks.levels : b.bids.levels)).ToList();
+         var level_qty = leg_cursors.Select(lc => lc.curr_synth_level().qty).Min();
+         var result = new BookSide();
+
+         while (level_qty > 0) {
+            double level_price = 0;
+            for (int i = 0; i < leg_cursors.Count; i++) {
+               var lc = leg_cursors[i];
+               bool did_consume = lc.consume_unit_qty(level_qty, out var consumed_levels);
+               Debug.Assert(did_consume);
+               var leg_cost = consumed_levels.Select(l => l.price * l.qty).Sum() / level_qty;
+               if (lc.leg_size < 0) {
+                  level_price -= leg_cost;
+               } else {
+                  level_price += leg_cost;
+               }
+            }
+            result.levels.Add(new PriceLevel(price: level_price, qty: level_qty));
+            level_qty = leg_cursors.Select(lc => lc.curr_synth_level().qty).Min();
+         }
+         return result;
+      }
+   }
+}

SpreaderFrontEnd/SpreaderFrontEnd/BookCalcs/SyntheticBook.cs

@@ -0,0 +1,17 @@
+using System.Collections.Generic;
+
+namespace SpreaderFrontEnd {
+   class SyntheticBook {
+      public SyntheticBook(SpreaderContract contract, IList<Book> leg_books) {
+         bids = new SyntheticBookSide(contract, leg_books, true);
+         asks = new SyntheticBookSide(contract, leg_books, false);
+      }
+
+      public SyntheticBookSide bids { get; }
+      public SyntheticBookSide asks { get; }
+
+      public Book to_book() {
+         return new Book(bids: bids.to_book_side(), asks: asks.to_book_side());
+      }
+   }
+}

SpreaderFrontEnd/SpreaderFrontEnd/BookCalcs/SyntheticBookSide.cs

@@ -0,0 +1,28 @@
+using System.Collections;
+using System.Collections.Generic;
+
+namespace SpreaderFrontEnd {
+   class SyntheticBookSide : IEnumerable<PriceLevel> {
+      readonly SpreaderContract _contract;
+      readonly IList<Book> _leg_books;
+      readonly bool _is_bid;
+
+      public SyntheticBookSide(SpreaderContract contract, IList<Book> leg_books, bool is_bid) {
+         _contract = contract;
+         _leg_books = leg_books;
+         _is_bid = is_bid;
+      }
+
+      public BookSide to_book_side() {
+         return new BookSide(this);
+      }
+
+      public IEnumerator<PriceLevel> GetEnumerator() {
+         return new SyntheticBookSideEnumerator(_contract, _leg_books, _is_bid);
+      }
+
+      IEnumerator IEnumerable.GetEnumerator() {
+         return GetEnumerator();
+      }
+   }
+}

SpreaderFrontEnd/SpreaderFrontEnd/BookCalcs/SyntheticBookSideEnumerator.cs

@@ -0,0 +1,59 @@
+using System.Collections.Generic;
+using System.Linq;
+using System.Diagnostics;
+using System.Collections;
+
+namespace SpreaderFrontEnd {
+   class SyntheticBookSideEnumerator : IEnumerator<PriceLevel> {
+      readonly List<LegCursor> _leg_cursors;
+
+      PriceLevel _current;
+      uint _level_qty;
+
+      public SyntheticBookSideEnumerator(
+         SpreaderContract contract, IList<Book> leg_books, bool is_bid) {
+         Debug.Assert(contract.spread_legs.Count == leg_books.Count);
+         _leg_cursors = new List<LegCursor>(leg_books.Count);
+         for (int i = 0; i < leg_books.Count; i++) {
+            _leg_cursors.Add(new LegCursor(
+               contract.spread_legs[i].qty,
+               contract.spread_legs[i].qty < 0 == is_bid ?
+                  leg_books[i].asks.levels : leg_books[i].bids.levels));
+         }
+      }
+
+      public PriceLevel Current => _current;
+
+      object IEnumerator.Current => _current;
+
+      public void Dispose() { }
+
+      public bool MoveNext() {
+         _level_qty = _leg_cursors.Select(lc => lc.curr_synth_level().qty).Min();
+         if (_level_qty == 0) {
+            return false;
+         }
+         double level_price = 0;
+         for (int i = 0; i < _leg_cursors.Count; i++) {
+            var lc = _leg_cursors[i];
+            bool did_consume = lc.consume_unit_qty(_level_qty, out var consumed_levels);
+            Debug.Assert(did_consume);
+            var leg_cost = consumed_levels.Select(l => l.price * l.qty).Sum() / _level_qty;
+            if (lc.leg_size < 0) {
+               level_price -= leg_cost;
+            } else {
+               level_price += leg_cost;
+            }
+         }
+         _current = new PriceLevel(price: level_price, qty: _level_qty);
+         return true;
+      }
+
+      public void Reset() {
+         for (int i = 0; i < _leg_cursors.Count; i++) {
+            var lc = _leg_cursors[i];
+            _leg_cursors[i] = new LegCursor(lc.leg_size, lc.levels);
+         }
+      }
+   }
+}

SpreaderFrontEnd/SpreaderFrontEnd/HashCodeHelper.cs

@@ -0,0 +1,8 @@
+namespace SpreaderFrontEnd {
+   static class HashCodeHelper {
+      // Copied from https://referencesource.microsoft.com/#System.Numerics/System/Numerics/HashCodeHelper.cs
+      public static int combine(int h1, int h2) {
+         return (((h1 << 5) + h1) ^ h2);
+      }
+   }
+}

SpreaderFrontEnd/SpreaderFrontEnd/LegControl.Designer.cs

@@ -0,0 +1,744 @@
+using System.Windows.Forms;
+
+namespace SpreaderFrontEnd
+{
+    partial class LegControl
+    {
+        /// <summary> 
+        /// Required designer variable.
+        /// </summary>
+        private System.ComponentModel.IContainer components = null;
+
+        /// <summary> 
+        /// Clean up any resources being used.
+        /// </summary>
+        /// <param name="disposing">true if managed resources should be disposed; otherwise, false.</param>
+        protected override void Dispose(bool disposing)
+        {
+            if (disposing && (components != null))
+            {
+                components.Dispose();
+            }
+            base.Dispose(disposing);
+        }
+
+        #region Component Designer generated code
+
+        /// <summary> 
+        /// Required method for Designer support - do not modify 
+        /// the contents of this method with the code editor.
+        /// </summary>
+        private void InitializeComponent()
+        {
+         this._combobox_security = new System.Windows.Forms.ComboBox();
+         this.label1 = new System.Windows.Forms.Label();
+         this.label2 = new System.Windows.Forms.Label();
+         this.label3 = new System.Windows.Forms.Label();
+         this.label5 = new System.Windows.Forms.Label();
+         this.groupBox1 = new System.Windows.Forms.GroupBox();
+         this._textbox_quote_qho_length = new System.Windows.Forms.TextBox();
+         this._textbox_quote_insidemarketdistance_towarddistance = new System.Windows.Forms.TextBox();
+         this._textbox_quote_conditional_ticks = new System.Windows.Forms.TextBox();
+         this._textbox_quote_throttle_outsideticks = new System.Windows.Forms.TextBox();
+         this._textbox_quote_throttle_insideticks = new System.Windows.Forms.TextBox();
+         this._textbox_quote_showqty_qty = new System.Windows.Forms.TextBox();
+         this.label11 = new System.Windows.Forms.Label();
+         this._checkbox_quote_insidemarketdistance = new System.Windows.Forms.CheckBox();
+         this.label10 = new System.Windows.Forms.Label();
+         this._checkbox_quote_conditional = new System.Windows.Forms.CheckBox();
+         this.label9 = new System.Windows.Forms.Label();
+         this.label8 = new System.Windows.Forms.Label();
+         this._checkbox_quote_throttle = new System.Windows.Forms.CheckBox();
+         this.label7 = new System.Windows.Forms.Label();
+         this._checkbox_quote_showqty = new System.Windows.Forms.CheckBox();
+         this.label6 = new System.Windows.Forms.Label();
+         this.groupBox2 = new System.Windows.Forms.GroupBox();
+         this._textbox_prehedge_payless_paylessticks = new System.Windows.Forms.TextBox();
+         this._textbox_prehedge_payup_payupticks = new System.Windows.Forms.TextBox();
+         this._textbox_prehedge_payup_threshold = new System.Windows.Forms.TextBox();
+         this._textbox_prehedge_payless_threshold = new System.Windows.Forms.TextBox();
+         this.label13 = new System.Windows.Forms.Label();
+         this.label14 = new System.Windows.Forms.Label();
+         this.label15 = new System.Windows.Forms.Label();
+         this._checkbox_prehedge_payup = new System.Windows.Forms.CheckBox();
+         this.label16 = new System.Windows.Forms.Label();
+         this._checkbox_prehedge_payless = new System.Windows.Forms.CheckBox();
+         this.groupBox3 = new System.Windows.Forms.GroupBox();
+         this._textbox_posthedge_sizebasedcross_crossticks = new System.Windows.Forms.TextBox();
+         this._textbox_posthedge_sizebasedcross_threshold = new System.Windows.Forms.TextBox();
+         this._textbox_posthedge_timesbasedcross_crossticks = new System.Windows.Forms.TextBox();
+         this._textbox_posthedge_timesbasedcross_timems = new System.Windows.Forms.TextBox();
+         this._textbox_posthedge_ticksawaycross_crossticks = new System.Windows.Forms.TextBox();
+         this._textbox_posthedge_ticksawaycross_threshold = new System.Windows.Forms.TextBox();
+         this.label20 = new System.Windows.Forms.Label();
+         this.label21 = new System.Windows.Forms.Label();
+         this._checkbox_posthedge_sizebasedcross = new System.Windows.Forms.CheckBox();
+         this.label12 = new System.Windows.Forms.Label();
+         this.label17 = new System.Windows.Forms.Label();
+         this.label18 = new System.Windows.Forms.Label();
+         this._checkbox_posthedge_timebasedcross = new System.Windows.Forms.CheckBox();
+         this.label19 = new System.Windows.Forms.Label();
+         this._checkbox_posthedge_ticksawaycross = new System.Windows.Forms.CheckBox();
+         this._textbox_leg_qty = new System.Windows.Forms.TextBox();
+         this._checkbox_leg_enablequoting = new System.Windows.Forms.CheckBox();
+         this._textbox_leg_leanqtyfactor = new System.Windows.Forms.TextBox();
+         this._combobox_mdtype = new System.Windows.Forms.ComboBox();
+         this._textbox_leg_price_mult = new System.Windows.Forms.TextBox();
+         this.label4 = new System.Windows.Forms.Label();
+         this._label_leanqty_factor = new System.Windows.Forms.Label();
+         this.groupBox1.SuspendLayout();
+         this.groupBox2.SuspendLayout();
+         this.groupBox3.SuspendLayout();
+         this.SuspendLayout();
+         // 
+         // _combobox_security
+         // 
+         this._combobox_security.DropDownStyle = System.Windows.Forms.ComboBoxStyle.DropDownList;
+         this._combobox_security.FormattingEnabled = true;
+         this._combobox_security.Location = new System.Drawing.Point(157, 15);
+         this._combobox_security.Name = "_combobox_security";
+         this._combobox_security.Size = new System.Drawing.Size(100, 23);
+         this._combobox_security.TabIndex = 0;
+         // 
+         // label1
+         // 
+         this.label1.AutoSize = true;
+         this.label1.Location = new System.Drawing.Point(16, 23);
+         this.label1.Name = "label1";
+         this.label1.Size = new System.Drawing.Size(49, 15);
+         this.label1.TabIndex = 1;
+         this.label1.Text = "Security";
+         // 
+         // label2
+         // 
+         this.label2.AutoSize = true;
+         this.label2.Location = new System.Drawing.Point(16, 58);
+         this.label2.Name = "label2";
+         this.label2.Size = new System.Drawing.Size(53, 15);
+         this.label2.TabIndex = 2;
+         this.label2.Text = "Quantity";
+         // 
+         // label3
+         // 
+         this.label3.AutoSize = true;
+         this.label3.Location = new System.Drawing.Point(16, 128);
+         this.label3.Name = "label3";
+         this.label3.Size = new System.Drawing.Size(89, 15);
+         this.label3.TabIndex = 3;
+         this.label3.Text = "Enable Quoting";
+         // 
+         // label5
+         // 
+         this.label5.AutoSize = true;
+         this.label5.Location = new System.Drawing.Point(16, 198);
+         this.label5.Name = "label5";
+         this.label5.Size = new System.Drawing.Size(98, 15);
+         this.label5.TabIndex = 5;
+         this.label5.Text = "Market Data Type";
+         // 
+         // groupBox1
+         // 
+         this.groupBox1.Controls.Add(this._textbox_quote_qho_length);
+         this.groupBox1.Controls.Add(this._textbox_quote_insidemarketdistance_towarddistance);
+         this.groupBox1.Controls.Add(this._textbox_quote_conditional_ticks);
+         this.groupBox1.Controls.Add(this._textbox_quote_throttle_outsideticks);
+         this.groupBox1.Controls.Add(this._textbox_quote_throttle_insideticks);
+         this.groupBox1.Controls.Add(this._textbox_quote_showqty_qty);
+         this.groupBox1.Controls.Add(this.label11);
+         this.groupBox1.Controls.Add(this._checkbox_quote_insidemarketdistance);
+         this.groupBox1.Controls.Add(this.label10);
+         this.groupBox1.Controls.Add(this._checkbox_quote_conditional);
+         this.groupBox1.Controls.Add(this.label9);
+         this.groupBox1.Controls.Add(this.label8);
+         this.groupBox1.Controls.Add(this._checkbox_quote_throttle);
+         this.groupBox1.Controls.Add(this.label7);
+         this.groupBox1.Controls.Add(this._checkbox_quote_showqty);
+         this.groupBox1.Controls.Add(this.label6);
+         this.groupBox1.ForeColor = System.Drawing.Color.Black;
+         this.groupBox1.Location = new System.Drawing.Point(12, 238);
+         this.groupBox1.Name = "groupBox1";
+         this.groupBox1.Size = new System.Drawing.Size(265, 369);
+         this.groupBox1.TabIndex = 6;
+         this.groupBox1.TabStop = false;
+         this.groupBox1.Text = "Quote";
+         // 
+         // _textbox_quote_qho_length
+         // 
+         this._textbox_quote_qho_length.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_quote_qho_length.Location = new System.Drawing.Point(145, 28);
+         this._textbox_quote_qho_length.Name = "_textbox_quote_qho_length";
+         this._textbox_quote_qho_length.Size = new System.Drawing.Size(100, 23);
+         this._textbox_quote_qho_length.TabIndex = 6;
+         // 
+         // _textbox_quote_insidemarketdistance_towarddistance
+         // 
+         this._textbox_quote_insidemarketdistance_towarddistance.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_quote_insidemarketdistance_towarddistance.Location = new System.Drawing.Point(145, 314);
+         this._textbox_quote_insidemarketdistance_towarddistance.Name = "_textbox_quote_insidemarketdistance_towarddistance";
+         this._textbox_quote_insidemarketdistance_towarddistance.Size = new System.Drawing.Size(100, 23);
+         this._textbox_quote_insidemarketdistance_towarddistance.TabIndex = 15;
+         // 
+         // _textbox_quote_conditional_ticks
+         // 
+         this._textbox_quote_conditional_ticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_quote_conditional_ticks.Location = new System.Drawing.Point(145, 250);
+         this._textbox_quote_conditional_ticks.Name = "_textbox_quote_conditional_ticks";
+         this._textbox_quote_conditional_ticks.Size = new System.Drawing.Size(100, 23);
+         this._textbox_quote_conditional_ticks.TabIndex = 13;
+         // 
+         // _textbox_quote_throttle_outsideticks
+         // 
+         this._textbox_quote_throttle_outsideticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_quote_throttle_outsideticks.Location = new System.Drawing.Point(145, 186);
+         this._textbox_quote_throttle_outsideticks.Name = "_textbox_quote_throttle_outsideticks";
+         this._textbox_quote_throttle_outsideticks.Size = new System.Drawing.Size(100, 23);
+         this._textbox_quote_throttle_outsideticks.TabIndex = 11;
+         // 
+         // _textbox_quote_throttle_insideticks
+         // 
+         this._textbox_quote_throttle_insideticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_quote_throttle_insideticks.Location = new System.Drawing.Point(145, 156);
+         this._textbox_quote_throttle_insideticks.Name = "_textbox_quote_throttle_insideticks";
+         this._textbox_quote_throttle_insideticks.Size = new System.Drawing.Size(100, 23);
+         this._textbox_quote_throttle_insideticks.TabIndex = 10;
+         // 
+         // _textbox_quote_showqty_qty
+         // 
+         this._textbox_quote_showqty_qty.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_quote_showqty_qty.Location = new System.Drawing.Point(145, 92);
+         this._textbox_quote_showqty_qty.Name = "_textbox_quote_showqty_qty";
+         this._textbox_quote_showqty_qty.Size = new System.Drawing.Size(100, 23);
+         this._textbox_quote_showqty_qty.TabIndex = 8;
+         // 
+         // label11
+         // 
+         this.label11.AutoSize = true;
+         this.label11.Location = new System.Drawing.Point(45, 322);
+         this.label11.Name = "label11";
+         this.label11.Size = new System.Drawing.Size(93, 15);
+         this.label11.TabIndex = 16;
+         this.label11.Text = "Toward Distance";
+         // 
+         // _checkbox_quote_insidemarketdistance
+         // 
+         this._checkbox_quote_insidemarketdistance.AutoSize = true;
+         this._checkbox_quote_insidemarketdistance.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
+         this._checkbox_quote_insidemarketdistance.Location = new System.Drawing.Point(15, 288);
+         this._checkbox_quote_insidemarketdistance.Name = "_checkbox_quote_insidemarketdistance";
+         this._checkbox_quote_insidemarketdistance.Size = new System.Drawing.Size(131, 19);
+         this._checkbox_quote_insidemarketdistance.TabIndex = 14;
+         this._checkbox_quote_insidemarketdistance.Text = "Inside Market Dist.";
+         this._checkbox_quote_insidemarketdistance.UseVisualStyleBackColor = true;
+         this._checkbox_quote_insidemarketdistance.CheckedChanged += new System.EventHandler(this._checkbox_quote_insidemarketdistance_CheckedChanged);
+         // 
+         // label10
+         // 
+         this.label10.AutoSize = true;
+         this.label10.Location = new System.Drawing.Point(47, 258);
+         this.label10.Name = "label10";
+         this.label10.Size = new System.Drawing.Size(33, 15);
+         this.label10.TabIndex = 14;
+         this.label10.Text = "Ticks";
+         // 
+         // _checkbox_quote_conditional
+         // 
+         this._checkbox_quote_conditional.AutoSize = true;
+         this._checkbox_quote_conditional.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
+         this._checkbox_quote_conditional.Location = new System.Drawing.Point(15, 224);
+         this._checkbox_quote_conditional.Name = "_checkbox_quote_conditional";
+         this._checkbox_quote_conditional.Size = new System.Drawing.Size(88, 19);
+         this._checkbox_quote_conditional.TabIndex = 12;
+         this._checkbox_quote_conditional.Text = "Conditional";
+         this._checkbox_quote_conditional.UseVisualStyleBackColor = true;
+         this._checkbox_quote_conditional.CheckedChanged += new System.EventHandler(this._checkbox_quote_conditional_CheckedChanged);
+         // 
+         // label9
+         // 
+         this.label9.AutoSize = true;
+         this.label9.Location = new System.Drawing.Point(45, 194);
+         this.label9.Name = "label9";
+         this.label9.Size = new System.Drawing.Size(77, 15);
+         this.label9.TabIndex = 12;
+         this.label9.Text = "Outside Ticks";
+         // 
+         // label8
+         // 
+         this.label8.AutoSize = true;
+         this.label8.Location = new System.Drawing.Point(45, 164);
+         this.label8.Name = "label8";
+         this.label8.Size = new System.Drawing.Size(67, 15);
+         this.label8.TabIndex = 11;
+         this.label8.Text = "Inside Ticks";
+         // 
+         // _checkbox_quote_throttle
+         // 
+         this._checkbox_quote_throttle.AutoSize = true;
+         this._checkbox_quote_throttle.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
+         this._checkbox_quote_throttle.Location = new System.Drawing.Point(15, 130);
+         this._checkbox_quote_throttle.Name = "_checkbox_quote_throttle";
+         this._checkbox_quote_throttle.Size = new System.Drawing.Size(72, 19);
+         this._checkbox_quote_throttle.TabIndex = 9;
+         this._checkbox_quote_throttle.Text = "Throttle";
+         this._checkbox_quote_throttle.UseVisualStyleBackColor = true;
+         this._checkbox_quote_throttle.CheckedChanged += new System.EventHandler(this._checkbox_quote_throttle_CheckedChanged);
+         // 
+         // label7
+         // 
+         this.label7.AutoSize = true;
+         this.label7.Location = new System.Drawing.Point(45, 100);
+         this.label7.Name = "label7";
+         this.label7.Size = new System.Drawing.Size(53, 15);
+         this.label7.TabIndex = 9;
+         this.label7.Text = "Quantity";
+         // 
+         // _checkbox_quote_showqty
+         // 
+         this._checkbox_quote_showqty.AutoSize = true;
+         this._checkbox_quote_showqty.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
+         this._checkbox_quote_showqty.Location = new System.Drawing.Point(15, 66);
+         this._checkbox_quote_showqty.Name = "_checkbox_quote_showqty";
+         this._checkbox_quote_showqty.Size = new System.Drawing.Size(108, 19);
+         this._checkbox_quote_showqty.TabIndex = 7;
+         this._checkbox_quote_showqty.Text = "Show Quantity";
+         this._checkbox_quote_showqty.UseVisualStyleBackColor = true;
+         this._checkbox_quote_showqty.CheckedChanged += new System.EventHandler(this._checkbox_quote_showqty_CheckedChanged);
+         // 
+         // label6
+         // 
+         this.label6.AutoSize = true;
+         this.label6.Location = new System.Drawing.Point(15, 36);
+         this.label6.Name = "label6";
+         this.label6.Size = new System.Drawing.Size(121, 15);
+         this.label6.TabIndex = 6;
+         this.label6.Text = "Queue Holder Length";
+         // 
+         // groupBox2
+         // 
+         this.groupBox2.Controls.Add(this._textbox_prehedge_payless_paylessticks);
+         this.groupBox2.Controls.Add(this._textbox_prehedge_payup_payupticks);
+         this.groupBox2.Controls.Add(this._textbox_prehedge_payup_threshold);
+         this.groupBox2.Controls.Add(this._textbox_prehedge_payless_threshold);
+         this.groupBox2.Controls.Add(this.label13);
+         this.groupBox2.Controls.Add(this.label14);
+         this.groupBox2.Controls.Add(this.label15);
+         this.groupBox2.Controls.Add(this._checkbox_prehedge_payup);
+         this.groupBox2.Controls.Add(this.label16);
+         this.groupBox2.Controls.Add(this._checkbox_prehedge_payless);
+         this.groupBox2.Location = new System.Drawing.Point(13, 626);
+         this.groupBox2.Name = "groupBox2";
+         this.groupBox2.Size = new System.Drawing.Size(264, 234);
+         this.groupBox2.TabIndex = 7;
+         this.groupBox2.TabStop = false;
+         this.groupBox2.Text = "Pre-Hedge";
+         // 
+         // _textbox_prehedge_payless_paylessticks
+         // 
+         this._textbox_prehedge_payless_paylessticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_prehedge_payless_paylessticks.Location = new System.Drawing.Point(144, 90);
+         this._textbox_prehedge_payless_paylessticks.Name = "_textbox_prehedge_payless_paylessticks";
+         this._textbox_prehedge_payless_paylessticks.Size = new System.Drawing.Size(100, 23);
+         this._textbox_prehedge_payless_paylessticks.TabIndex = 18;
+         // 
+         // _textbox_prehedge_payup_payupticks
+         // 
+         this._textbox_prehedge_payup_payupticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_prehedge_payup_payupticks.Location = new System.Drawing.Point(144, 187);
+         this._textbox_prehedge_payup_payupticks.Name = "_textbox_prehedge_payup_payupticks";
+         this._textbox_prehedge_payup_payupticks.Size = new System.Drawing.Size(100, 23);
+         this._textbox_prehedge_payup_payupticks.TabIndex = 21;
+         // 
+         // _textbox_prehedge_payup_threshold
+         // 
+         this._textbox_prehedge_payup_threshold.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_prehedge_payup_threshold.Location = new System.Drawing.Point(144, 156);
+         this._textbox_prehedge_payup_threshold.Name = "_textbox_prehedge_payup_threshold";
+         this._textbox_prehedge_payup_threshold.Size = new System.Drawing.Size(100, 23);
+         this._textbox_prehedge_payup_threshold.TabIndex = 20;
+         // 
+         // _textbox_prehedge_payless_threshold
+         // 
+         this._textbox_prehedge_payless_threshold.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_prehedge_payless_threshold.Location = new System.Drawing.Point(144, 59);
+         this._textbox_prehedge_payless_threshold.Name = "_textbox_prehedge_payless_threshold";
+         this._textbox_prehedge_payless_threshold.Size = new System.Drawing.Size(100, 23);
+         this._textbox_prehedge_payless_threshold.TabIndex = 17;
+         // 
+         // label13
+         // 
+         this.label13.AutoSize = true;
+         this.label13.Location = new System.Drawing.Point(44, 98);
+         this.label13.Name = "label13";
+         this.label13.Size = new System.Drawing.Size(74, 15);
+         this.label13.TabIndex = 14;
+         this.label13.Text = "Payless Ticks";
+         // 
+         // label14
+         // 
+         this.label14.AutoSize = true;
+         this.label14.Location = new System.Drawing.Point(44, 195);
+         this.label14.Name = "label14";
+         this.label14.Size = new System.Drawing.Size(69, 15);
+         this.label14.TabIndex = 12;
+         this.label14.Text = "Payup Ticks";
+         // 
+         // label15
+         // 
+         this.label15.AutoSize = true;
+         this.label15.Location = new System.Drawing.Point(44, 164);
+         this.label15.Name = "label15";
+         this.label15.Size = new System.Drawing.Size(59, 15);
+         this.label15.TabIndex = 11;
+         this.label15.Text = "Threshold";
+         // 
+         // _checkbox_prehedge_payup
+         // 
+         this._checkbox_prehedge_payup.AutoSize = true;
+         this._checkbox_prehedge_payup.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
+         this._checkbox_prehedge_payup.Location = new System.Drawing.Point(15, 129);
+         this._checkbox_prehedge_payup.Name = "_checkbox_prehedge_payup";
+         this._checkbox_prehedge_payup.Size = new System.Drawing.Size(64, 19);
+         this._checkbox_prehedge_payup.TabIndex = 19;
+         this._checkbox_prehedge_payup.Text = "Pay Up";
+         this._checkbox_prehedge_payup.UseVisualStyleBackColor = true;
+         this._checkbox_prehedge_payup.CheckedChanged += new System.EventHandler(this._checkbox_prehedge_payup_CheckedChanged);
+         // 
+         // label16
+         // 
+         this.label16.AutoSize = true;
+         this.label16.Location = new System.Drawing.Point(44, 67);
+         this.label16.Name = "label16";
+         this.label16.Size = new System.Drawing.Size(59, 15);
+         this.label16.TabIndex = 9;
+         this.label16.Text = "Threshold";
+         // 
+         // _checkbox_prehedge_payless
+         // 
+         this._checkbox_prehedge_payless.AutoSize = true;
+         this._checkbox_prehedge_payless.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
+         this._checkbox_prehedge_payless.Location = new System.Drawing.Point(15, 32);
+         this._checkbox_prehedge_payless.Name = "_checkbox_prehedge_payless";
+         this._checkbox_prehedge_payless.Size = new System.Drawing.Size(71, 19);
+         this._checkbox_prehedge_payless.TabIndex = 16;
+         this._checkbox_prehedge_payless.Text = "Pay Less";
+         this._checkbox_prehedge_payless.UseVisualStyleBackColor = true;
+         this._checkbox_prehedge_payless.CheckedChanged += new System.EventHandler(this._checkbox_prehedge_payless_CheckedChanged);
+         // 
+         // groupBox3
+         // 
+         this.groupBox3.Controls.Add(this._textbox_posthedge_sizebasedcross_crossticks);
+         this.groupBox3.Controls.Add(this._textbox_posthedge_sizebasedcross_threshold);
+         this.groupBox3.Controls.Add(this._textbox_posthedge_timesbasedcross_crossticks);
+         this.groupBox3.Controls.Add(this._textbox_posthedge_timesbasedcross_timems);
+         this.groupBox3.Controls.Add(this._textbox_posthedge_ticksawaycross_crossticks);
+         this.groupBox3.Controls.Add(this._textbox_posthedge_ticksawaycross_threshold);
+         this.groupBox3.Controls.Add(this.label20);
+         this.groupBox3.Controls.Add(this.label21);
+         this.groupBox3.Controls.Add(this._checkbox_posthedge_sizebasedcross);
+         this.groupBox3.Controls.Add(this.label12);
+         this.groupBox3.Controls.Add(this.label17);
+         this.groupBox3.Controls.Add(this.label18);
+         this.groupBox3.Controls.Add(this._checkbox_posthedge_timebasedcross);
+         this.groupBox3.Controls.Add(this.label19);
+         this.groupBox3.Controls.Add(this._checkbox_posthedge_ticksawaycross);
+         this.groupBox3.Location = new System.Drawing.Point(13, 882);
+         this.groupBox3.Name = "groupBox3";
+         this.groupBox3.Size = new System.Drawing.Size(264, 319);
+         this.groupBox3.TabIndex = 8;
+         this.groupBox3.TabStop = false;
+         this.groupBox3.Text = "Post-Hedge";
+         // 
+         // _textbox_posthedge_sizebasedcross_crossticks
+         // 
+         this._textbox_posthedge_sizebasedcross_crossticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_posthedge_sizebasedcross_crossticks.Location = new System.Drawing.Point(144, 276);
+         this._textbox_posthedge_sizebasedcross_crossticks.Name = "_textbox_posthedge_sizebasedcross_crossticks";
+         this._textbox_posthedge_sizebasedcross_crossticks.Size = new System.Drawing.Size(100, 23);
+         this._textbox_posthedge_sizebasedcross_crossticks.TabIndex = 30;
+         // 
+         // _textbox_posthedge_sizebasedcross_threshold
+         // 
+         this._textbox_posthedge_sizebasedcross_threshold.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_posthedge_sizebasedcross_threshold.Location = new System.Drawing.Point(144, 246);
+         this._textbox_posthedge_sizebasedcross_threshold.Name = "_textbox_posthedge_sizebasedcross_threshold";
+         this._textbox_posthedge_sizebasedcross_threshold.Size = new System.Drawing.Size(100, 23);
+         this._textbox_posthedge_sizebasedcross_threshold.TabIndex = 29;
+         // 
+         // _textbox_posthedge_timesbasedcross_crossticks
+         // 
+         this._textbox_posthedge_timesbasedcross_crossticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_posthedge_timesbasedcross_crossticks.Location = new System.Drawing.Point(144, 182);
+         this._textbox_posthedge_timesbasedcross_crossticks.Name = "_textbox_posthedge_timesbasedcross_crossticks";
+         this._textbox_posthedge_timesbasedcross_crossticks.Size = new System.Drawing.Size(100, 23);
+         this._textbox_posthedge_timesbasedcross_crossticks.TabIndex = 27;
+         // 
+         // _textbox_posthedge_timesbasedcross_timems
+         // 
+         this._textbox_posthedge_timesbasedcross_timems.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_posthedge_timesbasedcross_timems.Location = new System.Drawing.Point(144, 152);
+         this._textbox_posthedge_timesbasedcross_timems.Name = "_textbox_posthedge_timesbasedcross_timems";
+         this._textbox_posthedge_timesbasedcross_timems.Size = new System.Drawing.Size(100, 23);
+         this._textbox_posthedge_timesbasedcross_timems.TabIndex = 26;
+         // 
+         // _textbox_posthedge_ticksawaycross_crossticks
+         // 
+         this._textbox_posthedge_ticksawaycross_crossticks.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_posthedge_ticksawaycross_crossticks.Location = new System.Drawing.Point(144, 88);
+         this._textbox_posthedge_ticksawaycross_crossticks.Name = "_textbox_posthedge_ticksawaycross_crossticks";
+         this._textbox_posthedge_ticksawaycross_crossticks.Size = new System.Drawing.Size(100, 23);
+         this._textbox_posthedge_ticksawaycross_crossticks.TabIndex = 24;
+         // 
+         // _textbox_posthedge_ticksawaycross_threshold
+         // 
+         this._textbox_posthedge_ticksawaycross_threshold.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_posthedge_ticksawaycross_threshold.Location = new System.Drawing.Point(144, 58);
+         this._textbox_posthedge_ticksawaycross_threshold.Name = "_textbox_posthedge_ticksawaycross_threshold";
+         this._textbox_posthedge_ticksawaycross_threshold.Size = new System.Drawing.Size(100, 23);
+         this._textbox_posthedge_ticksawaycross_threshold.TabIndex = 23;
+         // 
+         // label20
+         // 
+         this.label20.AutoSize = true;
+         this.label20.Location = new System.Drawing.Point(44, 284);
+         this.label20.Name = "label20";
+         this.label20.Size = new System.Drawing.Size(65, 15);
+         this.label20.TabIndex = 17;
+         this.label20.Text = "Cross Ticks";
+         // 
+         // label21
+         // 
+         this.label21.AutoSize = true;
+         this.label21.Location = new System.Drawing.Point(44, 254);
+         this.label21.Name = "label21";
+         this.label21.Size = new System.Drawing.Size(59, 15);
+         this.label21.TabIndex = 16;
+         this.label21.Text = "Threshold";
+         // 
+         // _checkbox_posthedge_sizebasedcross
+         // 
+         this._checkbox_posthedge_sizebasedcross.AutoSize = true;
+         this._checkbox_posthedge_sizebasedcross.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
+         this._checkbox_posthedge_sizebasedcross.Location = new System.Drawing.Point(15, 220);
+         this._checkbox_posthedge_sizebasedcross.Name = "_checkbox_posthedge_sizebasedcross";
+         this._checkbox_posthedge_sizebasedcross.Size = new System.Drawing.Size(117, 19);
+         this._checkbox_posthedge_sizebasedcross.TabIndex = 28;
+         this._checkbox_posthedge_sizebasedcross.Text = "Size Based Cross";
+         this._checkbox_posthedge_sizebasedcross.UseVisualStyleBackColor = true;
+         this._checkbox_posthedge_sizebasedcross.CheckedChanged += new System.EventHandler(this._checkbox_posthedge_sizebasedcross_CheckedChanged);
+         // 
+         // label12
+         // 
+         this.label12.AutoSize = true;
+         this.label12.Location = new System.Drawing.Point(44, 96);
+         this.label12.Name = "label12";
+         this.label12.Size = new System.Drawing.Size(65, 15);
+         this.label12.TabIndex = 14;
+         this.label12.Text = "Cross Ticks";
+         // 
+         // label17
+         // 
+         this.label17.AutoSize = true;
+         this.label17.Location = new System.Drawing.Point(44, 190);
+         this.label17.Name = "label17";
+         this.label17.Size = new System.Drawing.Size(65, 15);
+         this.label17.TabIndex = 12;
+         this.label17.Text = "Cross Ticks";
+         // 
+         // label18
+         // 
+         this.label18.AutoSize = true;
+         this.label18.Location = new System.Drawing.Point(44, 160);
+         this.label18.Name = "label18";
+         this.label18.Size = new System.Drawing.Size(57, 15);
+         this.label18.TabIndex = 11;
+         this.label18.Text = "Time(ms)";
+         // 
+         // _checkbox_posthedge_timebasedcross
+         // 
+         this._checkbox_posthedge_timebasedcross.AutoSize = true;
+         this._checkbox_posthedge_timebasedcross.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
+         this._checkbox_posthedge_timebasedcross.Location = new System.Drawing.Point(15, 126);
+         this._checkbox_posthedge_timebasedcross.Name = "_checkbox_posthedge_timebasedcross";
+         this._checkbox_posthedge_timebasedcross.Size = new System.Drawing.Size(122, 19);
+         this._checkbox_posthedge_timebasedcross.TabIndex = 25;
+         this._checkbox_posthedge_timebasedcross.Text = "Time Based Cross";
+         this._checkbox_posthedge_timebasedcross.UseVisualStyleBackColor = true;
+         this._checkbox_posthedge_timebasedcross.CheckedChanged += new System.EventHandler(this._checkbox_posthedge_timebasedcross_CheckedChanged);
+         // 
+         // label19
+         // 
+         this.label19.AutoSize = true;
+         this.label19.Location = new System.Drawing.Point(44, 66);
+         this.label19.Name = "label19";
+         this.label19.Size = new System.Drawing.Size(59, 15);
+         this.label19.TabIndex = 9;
+         this.label19.Text = "Threshold";
+         // 
+         // _checkbox_posthedge_ticksawaycross
+         // 
+         this._checkbox_posthedge_ticksawaycross.AutoSize = true;
+         this._checkbox_posthedge_ticksawaycross.Font = new System.Drawing.Font("Segoe UI", 9F, System.Drawing.FontStyle.Bold, System.Drawing.GraphicsUnit.Point);
+         this._checkbox_posthedge_ticksawaycross.Location = new System.Drawing.Point(15, 32);
+         this._checkbox_posthedge_ticksawaycross.Name = "_checkbox_posthedge_ticksawaycross";
+         this._checkbox_posthedge_ticksawaycross.Size = new System.Drawing.Size(119, 19);
+         this._checkbox_posthedge_ticksawaycross.TabIndex = 22;
+         this._checkbox_posthedge_ticksawaycross.Text = "Ticks Away Cross";
+         this._checkbox_posthedge_ticksawaycross.UseVisualStyleBackColor = true;
+         this._checkbox_posthedge_ticksawaycross.CheckedChanged += new System.EventHandler(this._checkbox_posthedge_ticksawaycross_CheckedChanged);
+         // 
+         // _textbox_leg_qty
+         // 
+         this._textbox_leg_qty.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_leg_qty.Location = new System.Drawing.Point(157, 50);
+         this._textbox_leg_qty.Name = "_textbox_leg_qty";
+         this._textbox_leg_qty.Size = new System.Drawing.Size(100, 23);
+         this._textbox_leg_qty.TabIndex = 1;
+         this._textbox_leg_qty.Tag = "Double";
+         // 
+         // _checkbox_leg_enablequoting
+         // 
+         this._checkbox_leg_enablequoting.AutoSize = true;
+         this._checkbox_leg_enablequoting.Location = new System.Drawing.Point(157, 129);
+         this._checkbox_leg_enablequoting.Name = "_checkbox_leg_enablequoting";
+         this._checkbox_leg_enablequoting.Size = new System.Drawing.Size(15, 14);
+         this._checkbox_leg_enablequoting.TabIndex = 3;
+         this._checkbox_leg_enablequoting.UseVisualStyleBackColor = true;
+         // 
+         // _textbox_leg_leanqtyfactor
+         // 
+         this._textbox_leg_leanqtyfactor.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_leg_leanqtyfactor.Location = new System.Drawing.Point(157, 155);
+         this._textbox_leg_leanqtyfactor.Name = "_textbox_leg_leanqtyfactor";
+         this._textbox_leg_leanqtyfactor.Size = new System.Drawing.Size(100, 23);
+         this._textbox_leg_leanqtyfactor.TabIndex = 4;
+         // 
+         // _combobox_mdtype
+         // 
+         this._combobox_mdtype.AutoCompleteCustomSource.AddRange(new string[] {
+            "Merged",
+            "Direct"});
+         this._combobox_mdtype.FormattingEnabled = true;
+         this._combobox_mdtype.Location = new System.Drawing.Point(157, 190);
+         this._combobox_mdtype.Name = "_combobox_mdtype";
+         this._combobox_mdtype.Size = new System.Drawing.Size(100, 23);
+         this._combobox_mdtype.TabIndex = 5;
+         // 
+         // _textbox_leg_price_mult
+         // 
+         this._textbox_leg_price_mult.BorderStyle = System.Windows.Forms.BorderStyle.FixedSingle;
+         this._textbox_leg_price_mult.Location = new System.Drawing.Point(157, 85);
+         this._textbox_leg_price_mult.Name = "_textbox_leg_price_mult";
+         this._textbox_leg_price_mult.Size = new System.Drawing.Size(100, 23);
+         this._textbox_leg_price_mult.TabIndex = 2;
+         this._textbox_leg_price_mult.Tag = "Double";
+         // 
+         // label4
+         // 
+         this.label4.AutoSize = true;
+         this.label4.Location = new System.Drawing.Point(16, 93);
+         this.label4.Name = "label4";
+         this.label4.Size = new System.Drawing.Size(87, 15);
+         this.label4.TabIndex = 10;
+         this.label4.Text = "Price Multiplier";
+         // 
+         // _label_leanqty_factor
+         // 
+         this._label_leanqty_factor.AutoSize = true;
+         this._label_leanqty_factor.Location = new System.Drawing.Point(16, 163);
+         this._label_leanqty_factor.Name = "_label_leanqty_factor";
+         this._label_leanqty_factor.Size = new System.Drawing.Size(90, 15);
+         this._label_leanqty_factor.TabIndex = 4;
+         this._label_leanqty_factor.Text = "Lean Qty Factor";
+         // 
+         // LegControl
+         // 
+         this.AutoScaleDimensions = new System.Drawing.SizeF(7F, 15F);
+         this.AutoScaleMode = System.Windows.Forms.AutoScaleMode.Font;
+         this.BackColor = System.Drawing.Color.White;
+         this.Controls.Add(this._textbox_leg_price_mult);
+         this.Controls.Add(this.label4);
+         this.Controls.Add(this._combobox_mdtype);
+         this.Controls.Add(this._textbox_leg_leanqtyfactor);
+         this.Controls.Add(this._checkbox_leg_enablequoting);
+         this.Controls.Add(this._textbox_leg_qty);
+         this.Controls.Add(this.groupBox3);
+         this.Controls.Add(this.groupBox2);
+         this.Controls.Add(this.groupBox1);
+         this.Controls.Add(this.label5);
+         this.Controls.Add(this._label_leanqty_factor);
+         this.Controls.Add(this.label3);
+         this.Controls.Add(this.label2);
+         this.Controls.Add(this.label1);
+         this.Controls.Add(this._combobox_security);
+         this.Name = "LegControl";
+         this.Size = new System.Drawing.Size(291, 1220);
+         this.groupBox1.ResumeLayout(false);
+         this.groupBox1.PerformLayout();
+         this.groupBox2.ResumeLayout(false);
+         this.groupBox2.PerformLayout();
+         this.groupBox3.ResumeLayout(false);
+         this.groupBox3.PerformLayout();
+         this.ResumeLayout(false);
+         this.PerformLayout();
+
+        }
+
+        #endregion
+
+        private ComboBox _combobox_security;
+        private Label label1;
+        private Label label2;
+        private Label label3;
+        private Label label5;
+        private GroupBox groupBox1;
+        private Label label6;
+        private Label label11;
+        private CheckBox _checkbox_quote_insidemarketdistance;
+        private Label label10;
+        private CheckBox _checkbox_quote_conditional;
+        private Label label9;
+        private Label label8;
+        private CheckBox _checkbox_quote_throttle;
+        private Label label7;
+        private CheckBox _checkbox_quote_showqty;
+        private GroupBox groupBox2;
+        private Label label13;
+        private Label label14;
+        private Label label15;
+        private CheckBox _checkbox_prehedge_payup;
+        private Label label16;
+        private CheckBox _checkbox_prehedge_payless;
+        private GroupBox groupBox3;
+        private Label label20;
+        private Label label21;
+        private CheckBox _checkbox_posthedge_sizebasedcross;
+        private Label label12;
+        private Label label17;
+        private Label label18;
+        private CheckBox _checkbox_posthedge_timebasedcross;
+        private Label label19;
+        private CheckBox _checkbox_posthedge_ticksawaycross;
+        private TextBox _textbox_leg_qty;
+        private CheckBox _checkbox_leg_enablequoting;
+        private TextBox _textbox_leg_leanqtyfactor;
+        private ComboBox _combobox_mdtype;
+        private TextBox _textbox_quote_insidemarketdistance_towarddistance;
+        private TextBox _textbox_quote_conditional_ticks;
+        private TextBox _textbox_quote_throttle_outsideticks;
+        private TextBox _textbox_quote_throttle_insideticks;
+        private TextBox _textbox_quote_showqty_qty;
+        private TextBox _textbox_prehedge_payless_paylessticks;
+        private TextBox _textbox_prehedge_payup_payupticks;
+        private TextBox _textbox_prehedge_payup_threshold;
+        private TextBox _textbox_prehedge_payless_threshold;
+        private TextBox _textbox_posthedge_sizebasedcross_crossticks;
+        private TextBox _textbox_posthedge_sizebasedcross_threshold;
+        private TextBox _textbox_posthedge_timesbasedcross_crossticks;
+        private TextBox _textbox_posthedge_timesbasedcross_timems;
+        private TextBox _textbox_posthedge_ticksawaycross_crossticks;
+        private TextBox _textbox_posthedge_ticksawaycross_threshold;
+        private TextBox _textbox_quote_qho_length;
+        private TextBox _textbox_leg_price_mult;
+        private Label label4;
+        private Label _label_leanqty_factor;
+    }
+}

SpreaderFrontEnd/SpreaderFrontEnd/LegControl.cs

@@ -0,0 +1,305 @@
+using System;
+using System.Collections.Generic;
+using System.ComponentModel;
+using System.Data;
+using System.Drawing;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using System.Windows.Forms;
+using System.Diagnostics;
+using System.Reflection;
+
+namespace SpreaderFrontEnd {
+   // UI control that represents a spreader leg. This is hidden within the MainSpreaderForm
+   public partial class LegControl : UserControl {
+      private SpreaderLegContract _leg_contract = new SpreaderLegContract();
+      private IEnumerable<string> _securities = new List<string>();
+      public LegControl() {
+         InitializeComponent();
+      }
+      public void initialize(IEnumerable<string> securities, SpreaderLegContract? leg_contract) {
+         _securities = securities;
+         _leg_contract = leg_contract ?? new SpreaderLegContract();
+         _populate_ui();
+      }
+
+      #region Data -> UI
+
+      private void _populate_ui() {
+         _populate_basic();
+         _populate_quote();
+         _populate_prehedge();
+         _populate_posthedge();
+         _initialize_enablement();
+         _assign_events();
+      }
+
+      void _assign_events() {
+         foreach (System.Reflection.FieldInfo fi in GetType().GetFields(BindingFlags.NonPublic
+             | BindingFlags.Public
+             | BindingFlags.Instance)) {
+            if (fi.FieldType == typeof(TextBox)) {
+               object? val = fi.GetValue(this);
+               if (val != null) {
+                  TextBox? textbox = val as TextBox;
+                  if (textbox != null) {
+                     textbox.TextChanged += Textbox_TextChanged;
+                     textbox.EnabledChanged += Textbox_EnabledChanged;
+                  }
+               }
+            }
+         }
+      }
+
+      private void Textbox_EnabledChanged(object? sender, EventArgs e) {
+      }
+
+      private void Textbox_TextChanged(object? sender, EventArgs e) {
+         if (sender != null && sender is TextBox) {
+            TextBox? tb = sender as TextBox;
+            if (tb == null)
+               return;
+            if ("Double".Equals(tb.Tag)) {
+               double res;
+               bool parsed = Double.TryParse(tb.Text, out res);
+               tb.ForeColor = parsed ? Color.Black : Color.Red;
+            } else {
+               UInt32 res;
+               bool parsed = UInt32.TryParse(tb.Text, out res);
+               tb.ForeColor = parsed ? Color.Black : Color.Red;
+            }
+         }
+      }
+
+      void _populate_basic() {
+         // security
+         _combobox_security.Items.Clear();
+         List<string> securities_plus_empty = new List<string>(_securities);
+         securities_plus_empty.Add(String.Empty);
+         _combobox_security.Items.AddRange(securities_plus_empty.ToArray());
+         _combobox_security.Text = _leg_contract.security;
+         // qty etc
+         _textbox_leg_qty.Text = _leg_contract.qty.ToString();
+         _textbox_leg_price_mult.Text = _leg_contract.price_mult.ToString();
+         _checkbox_leg_enablequoting.Checked = _leg_contract.enable_quoting;
+         _textbox_leg_leanqtyfactor.Text = _leg_contract.lean_qty_factor.ToString();
+         _combobox_mdtype.Text = _leg_contract.md_type.ToString();
+      }
+
+      void _populate_quote() {
+         Debug.Assert(_leg_contract.quote_params != null);
+         var qp = _leg_contract.quote_params;
+         _textbox_quote_qho_length.Text = qp.qho_length.ToString();
+         // show qty
+         _checkbox_quote_showqty.Checked = qp.show_qty != null;
+         if (qp.show_qty != null) {
+            _checkbox_quote_showqty.Checked = true;
+            _textbox_quote_showqty_qty.Text = qp.show_qty.show_qty.ToString();
+         }
+         // throttle
+         _checkbox_quote_throttle.Checked = qp.throttle != null;
+         if (qp.throttle != null) {
+            _textbox_quote_throttle_insideticks.Text = qp.throttle.inside_ticks.ToString();
+            _textbox_quote_throttle_outsideticks.Text = qp.throttle.outside_ticks.ToString();
+         }
+         // conditional
+         _checkbox_quote_conditional.Checked = qp.conditional != null;
+         if (qp.conditional != null) {
+            _textbox_quote_conditional_ticks.Text = qp.conditional.ticks.ToString();
+         }
+         // inside market dist.
+         _checkbox_quote_insidemarketdistance.Checked = qp.inside_market_distance != null;
+         if (qp.inside_market_distance != null) {
+            _textbox_quote_insidemarketdistance_towarddistance.Text = qp.inside_market_distance.ToString();
+         }
+      }
+
+      void _populate_prehedge() {
+         var ph = _leg_contract.pre_hedge_params;
+         // payless
+         _checkbox_prehedge_payless.Checked = ph.payless != null;
+         if (ph.payless != null) {
+            _textbox_prehedge_payless_threshold.Text = ph.payless.threshold.ToString();
+            _textbox_prehedge_payless_paylessticks.Text = ph.payless.payless_ticks.ToString();
+         }
+         // payup
+         _checkbox_prehedge_payup.Checked = ph.payup != null;
+         if (ph.payup != null) {
+            _textbox_prehedge_payup_threshold.Text = ph.payup.threshold.ToString();
+            _textbox_prehedge_payup_payupticks.Text = ph.payup.payup_ticks.ToString();
+         }
+      }
+
+      void _populate_posthedge() {
+         var ph = _leg_contract.post_hedge_params;
+         _checkbox_posthedge_ticksawaycross.Checked = ph.ticks_away_cross != null;
+         // ticks away cross
+         if (ph.ticks_away_cross != null) {
+            _textbox_posthedge_ticksawaycross_threshold.Text = ph.ticks_away_cross.threshold.ToString();
+            _textbox_posthedge_ticksawaycross_crossticks.Text = ph.ticks_away_cross.cross_ticks.ToString();
+         }
+         //time based cross
+         _checkbox_posthedge_timebasedcross.Checked = ph.time_based_cross != null;
+         if (ph.time_based_cross != null) {
+            _textbox_posthedge_timesbasedcross_timems.Text = ph.time_based_cross.time_ms.ToString();
+            _textbox_posthedge_timesbasedcross_crossticks.Text = ph.time_based_cross.cross_ticks.ToString();
+         }
+         // size based cross
+         _checkbox_posthedge_sizebasedcross.Checked = ph.size_based_cross != null;
+         if (ph.size_based_cross != null) {
+            _textbox_posthedge_sizebasedcross_threshold.Text = ph.size_based_cross.threshold.ToString();
+            _textbox_posthedge_sizebasedcross_crossticks.Text = ph.size_based_cross.ToString();
+         }
+      }
+
+      // forces checkbox events so that the text boxes connected to it are enabled/disabled
+      private void _initialize_enablement() {
+         _checkbox_quote_showqty_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
+         _checkbox_quote_throttle_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
+         _checkbox_quote_conditional_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
+         _checkbox_quote_insidemarketdistance_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
+         _checkbox_prehedge_payless_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
+         _checkbox_prehedge_payup_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
+         _checkbox_posthedge_ticksawaycross_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
+         _checkbox_posthedge_timebasedcross_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
+         _checkbox_posthedge_sizebasedcross_CheckedChanged(_checkbox_quote_showqty, new EventArgs());
+      }
+
+      #endregion
+
+      #region UI -> Data
+
+      public ParsedUIData<SpreaderLegContract> get_data() {
+         SpreaderLegContract rv = new SpreaderLegContract();
+         try {
+            // top part
+            rv.security = _combobox_security.Text;
+            rv.qty = Int32.Parse(_textbox_leg_qty.Text);
+            rv.price_mult = Double.Parse(_textbox_leg_price_mult.Text);
+            rv.enable_quoting = _checkbox_leg_enablequoting.Checked;
+            rv.lean_qty_factor = Double.Parse(_textbox_leg_leanqtyfactor.Text);
+            rv.md_type = SpreaderLegContract.MDType.Merged;
+            // Quote
+            rv.quote_params = new SpreaderLegContract.QuoteParams();
+            rv.quote_params.qho_length = String.IsNullOrEmpty(_textbox_quote_qho_length.Text) ? 0 :
+                UInt32.Parse(_textbox_quote_qho_length.Text);
+            rv.quote_params.show_qty = null;
+            if (_checkbox_quote_showqty.Checked) {
+               rv.quote_params.show_qty = new SpreaderLegContract.QuoteParams.ShowQty();
+               rv.quote_params.show_qty.show_qty = UInt32.Parse(_textbox_quote_showqty_qty.Text);
+            }
+            rv.quote_params.throttle = null;
+            if (_checkbox_quote_throttle.Checked) {
+               rv.quote_params.throttle = new SpreaderLegContract.QuoteParams.Throttle();
+               rv.quote_params.throttle.inside_ticks = UInt32.Parse(_textbox_quote_throttle_insideticks.Text);
+               rv.quote_params.throttle.outside_ticks = UInt32.Parse(_textbox_quote_throttle_outsideticks.Text);
+            }
+            rv.quote_params.conditional = null;
+            if (_checkbox_quote_conditional.Checked) {
+               rv.quote_params.conditional = new SpreaderLegContract.QuoteParams.Conditional();
+               rv.quote_params.conditional.ticks = Int32.Parse(_textbox_quote_conditional_ticks.Text);
+            }
+            rv.quote_params.inside_market_distance = null;
+            if (_checkbox_quote_insidemarketdistance.Checked) {
+               rv.quote_params.inside_market_distance = new SpreaderLegContract.QuoteParams.InsideMarketDistance();
+               rv.quote_params.inside_market_distance.toward_distance =
+                     UInt32.Parse(_textbox_quote_insidemarketdistance_towarddistance.Text);
+            }
+            //Pre-Hedge
+            rv.pre_hedge_params = new SpreaderLegContract.PreHedgeParams();
+            rv.pre_hedge_params.payless = null;
+            if (_checkbox_prehedge_payless.Checked) {
+               rv.pre_hedge_params.payless = new SpreaderLegContract.PreHedgeParams.PayLess();
+               rv.pre_hedge_params.payless.threshold = UInt32.Parse(_textbox_prehedge_payless_threshold.Text);
+               rv.pre_hedge_params.payless.payless_ticks =
+                  UInt32.Parse(_textbox_prehedge_payless_paylessticks.Text);
+            }
+            rv.pre_hedge_params.payup = null;
+            if (_checkbox_prehedge_payup.Checked) {
+               rv.pre_hedge_params.payup = new SpreaderLegContract.PreHedgeParams.PayUp();
+               rv.pre_hedge_params.payup.threshold = UInt32.Parse(_textbox_prehedge_payup_threshold.Text);
+               rv.pre_hedge_params.payup.payup_ticks = UInt32.Parse(_textbox_prehedge_payup_payupticks.Text);
+            }
+            //Post-Hedge
+            rv.post_hedge_params = new SpreaderLegContract.PostHedgeParams();
+            rv.post_hedge_params.ticks_away_cross = null;
+            if (_checkbox_posthedge_ticksawaycross.Checked) {
+               rv.post_hedge_params.ticks_away_cross = new SpreaderLegContract.PostHedgeParams.TicksAwayCross();
+               rv.post_hedge_params.ticks_away_cross.threshold = UInt32.Parse(_textbox_posthedge_ticksawaycross_threshold.Text);
+               rv.post_hedge_params.ticks_away_cross.cross_ticks = UInt32.Parse(_textbox_posthedge_ticksawaycross_crossticks.Text);
+            }
+            rv.post_hedge_params.time_based_cross = null;
+            if (_checkbox_posthedge_timebasedcross.Checked) {
+               rv.post_hedge_params.time_based_cross = new SpreaderLegContract.PostHedgeParams.TimeBasedCross();
+               rv.post_hedge_params.time_based_cross.time_ms =
+                  UInt32.Parse(_textbox_posthedge_timesbasedcross_timems.Text);
+               rv.post_hedge_params.time_based_cross.cross_ticks =
+                  UInt32.Parse(_textbox_posthedge_timesbasedcross_crossticks.Text);
+            }
+            rv.post_hedge_params.size_based_cross = null;
+            if (_checkbox_posthedge_sizebasedcross.Checked) {
+               rv.post_hedge_params.size_based_cross = new SpreaderLegContract.PostHedgeParams.SizedBasedCross();
+               rv.post_hedge_params.size_based_cross.threshold = UInt32.Parse(_textbox_posthedge_sizebasedcross_threshold.Text);
+               rv.post_hedge_params.size_based_cross.cross_ticks = UInt32.Parse(_textbox_posthedge_sizebasedcross_crossticks.Text);
+            }
+         }
+         catch(Exception ex) {
+            return new ParsedUIData<SpreaderLegContract>(null, true, ex.Message);
+         }
+         return new ParsedUIData<SpreaderLegContract>(rv, false, String.Empty);
+      }
+
+      #endregion
+
+      public SpreaderLegContract get_contract() {
+         return null;
+      }
+
+      #region Checkbox Check Change Events
+
+      private void _checkbox_quote_showqty_CheckedChanged(object sender, EventArgs e) {
+         _textbox_quote_showqty_qty.Enabled = _checkbox_quote_showqty.Checked;
+      }
+
+      private void _checkbox_quote_throttle_CheckedChanged(object sender, EventArgs e) {
+         _textbox_quote_throttle_insideticks.Enabled = _checkbox_quote_throttle.Checked;
+         _textbox_quote_throttle_outsideticks.Enabled = _checkbox_quote_throttle.Checked;
+      }
+
+      private void _checkbox_quote_conditional_CheckedChanged(object sender, EventArgs e) {
+         _textbox_quote_conditional_ticks.Enabled = _checkbox_quote_conditional.Checked;
+      }
+
+      private void _checkbox_quote_insidemarketdistance_CheckedChanged(object sender, EventArgs e) {
+         _textbox_quote_insidemarketdistance_towarddistance.Enabled = _checkbox_quote_insidemarketdistance.Checked;
+      }
+
+      private void _checkbox_prehedge_payless_CheckedChanged(object sender, EventArgs e) {
+         _textbox_prehedge_payless_threshold.Enabled = _checkbox_prehedge_payless.Checked;
+         _textbox_prehedge_payless_paylessticks.Enabled = _checkbox_prehedge_payless.Checked;
+      }
+
+      private void _checkbox_prehedge_payup_CheckedChanged(object sender, EventArgs e) {
+         _textbox_prehedge_payup_threshold.Enabled = _checkbox_prehedge_payup.Checked;
+         _textbox_prehedge_payup_payupticks.Enabled = _checkbox_prehedge_payup.Checked;
+      }
+
+      private void _checkbox_posthedge_ticksawaycross_CheckedChanged(object sender, EventArgs e) {
+         _textbox_posthedge_ticksawaycross_threshold.Enabled = _checkbox_posthedge_ticksawaycross.Checked;
+         _textbox_posthedge_ticksawaycross_crossticks.Enabled = _checkbox_posthedge_ticksawaycross.Checked;
+      }
+
+      private void _checkbox_posthedge_timebasedcross_CheckedChanged(object sender, EventArgs e) {
+         _textbox_posthedge_timesbasedcross_timems.Enabled = _checkbox_posthedge_timebasedcross.Checked;
+         _textbox_posthedge_timesbasedcross_crossticks.Enabled = _checkbox_posthedge_timebasedcross.Checked;
+      }
+
+      private void _checkbox_posthedge_sizebasedcross_CheckedChanged(object sender, EventArgs e) {
+         _textbox_posthedge_sizebasedcross_threshold.Enabled = _checkbox_posthedge_sizebasedcross.Checked;
+         _textbox_posthedge_sizebasedcross_crossticks.Enabled = _checkbox_posthedge_sizebasedcross.Checked;
+      }
+
+      #endregion
+   }
+}

SpreaderFrontEnd/SpreaderFrontEnd/LegControl.resx

@@ -0,0 +1,60 @@
+<root>
+  <xsd:schema id="root" xmlns="" xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:msdata="urn:schemas-microsoft-com:xml-msdata">
+    <xsd:import namespace="http://www.w3.org/XML/1998/namespace" />
+    <xsd:element name="root" msdata:IsDataSet="true">
+      <xsd:complexType>
+        <xsd:choice maxOccurs="unbounded">
+          <xsd:element name="metadata">
+            <xsd:complexType>
+              <xsd:sequence>
+                <xsd:element name="value" type="xsd:string" minOccurs="0" />
+              </xsd:sequence>
+              <xsd:attribute name="name" use="required" type="xsd:string" />
+              <xsd:attribute name="type" type="xsd:string" />
+              <xsd:attribute name="mimetype" type="xsd:string" />
+              <xsd:attribute ref="xml:space" />
+            </xsd:complexType>
+          </xsd:element>
+          <xsd:element name="assembly">
+            <xsd:complexType>
+              <xsd:attribute name="alias" type="xsd:string" />
+              <xsd:attribute name="name" type="xsd:string" />
+            </xsd:complexType>
+          </xsd:element>
+          <xsd:element name="data">
+            <xsd:complexType>
+              <xsd:sequence>
+                <xsd:element name="value" type="xsd:string" minOccurs="0" msdata:Ordinal="1" />
+                <xsd:element name="comment" type="xsd:string" minOccurs="0" msdata:Ordinal="2" />
+              </xsd:sequence>
+              <xsd:attribute name="name" type="xsd:string" use="required" msdata:Ordinal="1" />
+              <xsd:attribute name="type" type="xsd:string" msdata:Ordinal="3" />
+              <xsd:attribute name="mimetype" type="xsd:string" msdata:Ordinal="4" />
+              <xsd:attribute ref="xml:space" />
+            </xsd:complexType>
+          </xsd:element>
+          <xsd:element name="resheader">
+            <xsd:complexType>
+              <xsd:sequence>
+                <xsd:element name="value" type="xsd:string" minOccurs="0" msdata:Ordinal="1" />
+              </xsd:sequence>
+              <xsd:attribute name="name" type="xsd:string" use="required" />
+            </xsd:complexType>
+          </xsd:element>
+        </xsd:choice>
+      </xsd:complexType>
+    </xsd:element>
+  </xsd:schema>
+  <resheader name="resmimetype">
+    <value>text/microsoft-resx</value>
+  </resheader>
+  <resheader name="version">
+    <value>2.0</value>
+  </resheader>
+  <resheader name="reader">
+    <value>System.Resources.ResXResourceReader, System.Windows.Forms, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
+  </resheader>
+  <resheader name="writer">
+    <value>System.Resources.ResXResourceWriter, System.Windows.Forms, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
+  </resheader>
+</root>

SpreaderFrontEnd/SpreaderFrontEnd/MainSpreaderForm.Designer.cs

@@ -0,0 +1,152 @@
+using System.Windows.Forms;
+
+namespace SpreaderFrontEnd
+{
+    partial class MainSpreaderForm
+    {
+        /// <summary>
+        /// Required designer variable.
+        /// </summary>
+        private System.ComponentModel.IContainer components = null;
+
+        /// <summary>
+        /// Clean up any resources being used.
+        /// </summary>
+        /// <param name="disposing">true if managed resources should be disposed; otherwise, false.</param>
+        protected override void Dispose(bool disposing)
+        {
+            if (disposing && (components != null))
+            {
+                components.Dispose();
+            }
+            base.Dispose(disposing);
+        }
+
+        #region Windows Form Designer generated code
+
+        /// <summary>
+        /// Required method for Designer support - do not modify
+        /// the contents of this method with the code editor.
+        /// </summary>
+        private void InitializeComponent()
+        {
+         this._button_ok = new System.Windows.Forms.Button();
+         this._button_cancel = new System.Windows.Forms.Button();
+         this._label_spreader_name = new System.Windows.Forms.Label();
+         this._textbox_spreader_name = new System.Windows.Forms.TextBox();
+         this._legcontrol1 = new SpreaderFrontEnd.LegControl();
+         this._legcontrol2 = new SpreaderFrontEnd.LegControl();
+         this._legcontrol3 = new SpreaderFrontEnd.LegControl();
+         this._legcontrol4 = new SpreaderFrontEnd.LegControl();
+         this._legcontrol5 = new SpreaderFrontEnd.LegControl();
+         this.SuspendLayout();
+         // 
+         // _button_ok
+         // 
+         this._button_ok.Location = new System.Drawing.Point(1231, 1306);
+         this._button_ok.Name = "_button_ok";
+         this._button_ok.Size = new System.Drawing.Size(120, 33);
+         this._button_ok.TabIndex = 4;
+         this._button_ok.Text = "OK";
+         this._button_ok.UseVisualStyleBackColor = false;
+         this._button_ok.Click += new System.EventHandler(this._button_ok_Click);
+         // 
+         // _button_cancel
+         // 
+         this._button_cancel.Location = new System.Drawing.Point(1380, 1306);
+         this._button_cancel.Name = "_button_cancel";
+         this._button_cancel.Size = new System.Drawing.Size(121, 33);
+         this._button_cancel.TabIndex = 5;
+         this._button_cancel.Text = "Cancel";
+         this._button_cancel.UseVisualStyleBackColor = false;
+         this._button_cancel.Click += new System.EventHandler(this._button_cancel_Click);
+         // 
+         // _label_spreader_name
+         // 
+         this._label_spreader_name.AutoSize = true;
+         this._label_spreader_name.Location = new System.Drawing.Point(22, 28);
+         this._label_spreader_name.Name = "_label_spreader_name";
+         this._label_spreader_name.Size = new System.Drawing.Size(88, 15);
+         this._label_spreader_name.TabIndex = 6;
+         this._label_spreader_name.Text = "Spreader Name";
+         // 
+         // _textbox_spreader_name
+         // 
+         this._textbox_spreader_name.Location = new System.Drawing.Point(116, 25);
+         this._textbox_spreader_name.Name = "_textbox_spreader_name";
+         this._textbox_spreader_name.Size = new System.Drawing.Size(343, 23);
+         this._textbox_spreader_name.TabIndex = 0;
+         // 
+         // _legcontrol1
+         // 
+         this._legcontrol1.BackColor = System.Drawing.Color.White;
+         this._legcontrol1.Location = new System.Drawing.Point(22, 67);
+         this._legcontrol1.Name = "_legcontrol1";
+         this._legcontrol1.Size = new System.Drawing.Size(291, 1220);
+         this._legcontrol1.TabIndex = 1;
+         // 
+         // _legcontrol2
+         // 
+         this._legcontrol2.BackColor = System.Drawing.Color.White;
+         this._legcontrol2.Location = new System.Drawing.Point(319, 67);
+         this._legcontrol2.Name = "_legcontrol2";
+         this._legcontrol2.Size = new System.Drawing.Size(291, 1220);
+         this._legcontrol2.TabIndex = 2;
+         // 
+         // _legcontrol3
+         // 
+         this._legcontrol3.BackColor = System.Drawing.Color.White;
+         this._legcontrol3.Location = new System.Drawing.Point(616, 67);
+         this._legcontrol3.Name = "_legcontrol3";
+         this._legcontrol3.Size = new System.Drawing.Size(291, 1220);
+         this._legcontrol3.TabIndex = 3;
+         // 
+         // _legcontrol4
+         // 
+         this._legcontrol4.BackColor = System.Drawing.Color.White;
+         this._legcontrol4.Location = new System.Drawing.Point(913, 67);
+         this._legcontrol4.Name = "_legcontrol4";
+         this._legcontrol4.Size = new System.Drawing.Size(291, 1220);
+         this._legcontrol4.TabIndex = 4;
+         // 
+         // _legcontrol5
+         // 
+         this._legcontrol5.BackColor = System.Drawing.Color.White;
+         this._legcontrol5.Location = new System.Drawing.Point(1210, 67);
+         this._legcontrol5.Name = "_legcontrol5";
+         this._legcontrol5.Size = new System.Drawing.Size(291, 1220);
+         this._legcontrol5.TabIndex = 5;
+         // 
+         // MainSpreaderForm
+         // 
+         this.AutoScaleDimensions = new System.Drawing.SizeF(7F, 15F);
+         this.AutoScaleMode = System.Windows.Forms.AutoScaleMode.Font;
+         this.ClientSize = new System.Drawing.Size(1517, 1363);
+         this.Controls.Add(this._legcontrol5);
+         this.Controls.Add(this._legcontrol4);
+         this.Controls.Add(this._legcontrol3);
+         this.Controls.Add(this._legcontrol2);
+         this.Controls.Add(this._legcontrol1);
+         this.Controls.Add(this._textbox_spreader_name);
+         this.Controls.Add(this._label_spreader_name);
+         this.Controls.Add(this._button_cancel);
+         this.Controls.Add(this._button_ok);
+         this.Name = "MainSpreaderForm";
+         this.Text = "MainSpreaderForm";
+         this.ResumeLayout(false);
+         this.PerformLayout();
+
+        }
+
+        #endregion
+        private Button _button_ok;
+        private Button _button_cancel;
+        private Label _label_spreader_name;
+        private TextBox _textbox_spreader_name;
+        private LegControl _legcontrol1;
+        private LegControl _legcontrol2;
+        private LegControl _legcontrol3;
+        private LegControl _legcontrol4;
+        private LegControl _legcontrol5;
+    }
+}

SpreaderFrontEnd/SpreaderFrontEnd/MainSpreaderForm.cs

@@ -0,0 +1,81 @@
+using System;
+using System.Collections.Generic;
+using System.ComponentModel;
+using System.Data;
+using System.Drawing;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using System.Windows.Forms;
+
+namespace SpreaderFrontEnd {
+   // This is the main UI widget. It is passed a list of securities and a SpreaderContract.
+   // The SpreaderContract can be empty (which will be the case when creating a new spreader).
+   // It has 3 public facing members (other than the constructor),
+   // 2 events that tell whether OK or Cancel was hit, respectively,
+   // and get_spreader_contract that returns a ParsedUIData<SpreaderContract>
+
+   public partial class MainSpreaderForm : Form {
+      private IEnumerable<LegControl> _leg_controls;
+      public Action on_OK = () => { };
+      public Action on_cancel = () => { };
+      private readonly IEnumerable<string> _securities;
+      private SpreaderContract _spreader_contract;
+
+      public MainSpreaderForm(IEnumerable<string> securities,
+                              SpreaderContract spreader_contract)
+          : base() {
+         InitializeComponent();
+         _leg_controls = new LegControl[] { _legcontrol1, _legcontrol2, _legcontrol3, _legcontrol4, _legcontrol5 };
+         _securities = securities;
+         System.Diagnostics.Debug.Assert(spreader_contract != null);
+         // System.Diagnostics.Debug.Assert(spreader_contract.spread_legs.Count() == SpreaderContract.max_nlegs);
+         _spreader_contract = spreader_contract;
+         _textbox_spreader_name.Text = _spreader_contract.name;
+         for (var i = 0; i < _leg_controls.Count(); i++) {
+            SpreaderLegContract? lc = i < _spreader_contract.spread_legs.Count() ?
+                _spreader_contract.spread_legs.ElementAt(i) : null;
+            _leg_controls.ElementAt(i).initialize(securities, lc);
+         }
+      }
+
+      public ParsedUIData<SpreaderContract> get_spreader_contract() {
+         if (String.IsNullOrEmpty(_textbox_spreader_name.Text)) {
+            return new ParsedUIData<SpreaderContract>(null, true, "Spreader name is not set");
+         }
+         List<SpreaderLegContract> leg_contracts = new List<SpreaderLegContract>();
+         uint i = 0;
+         foreach (LegControl lc in _leg_controls) {
+            i++;
+            var leg_res = lc.get_data();
+            if (leg_res.is_error) {
+               return new ParsedUIData<SpreaderContract>(null, true, $"Leg: {i} is not set correctly");
+            }
+            leg_contracts.Add(leg_res.ui_data);
+         }
+         IEnumerable<SpreaderLegContract> leg_contracts_rv = 
+               leg_contracts.Where(l => !String.IsNullOrEmpty(l.security));
+         if (leg_contracts_rv.Count() <= 1) {
+            return new ParsedUIData<SpreaderContract>(
+               null, true, "Spreader needs at least 2 legs");
+         }
+         // check the number of legs
+         return new ParsedUIData<SpreaderContract>(
+            new SpreaderContract(_textbox_spreader_name.Text, leg_contracts_rv), false, String.Empty);
+      }
+
+      private void _button_ok_Click(object sender, EventArgs e) {
+         ParsedUIData<SpreaderContract> ui_data = get_spreader_contract();
+         if (ui_data.is_error) {
+            string err_txt = $"The following error happened \n{ui_data.error_txt}";
+            System.Windows.Forms.MessageBox.Show(err_txt, "Spreader Error", MessageBoxButtons.OK, MessageBoxIcon.Error);
+            return;
+         }
+         on_OK();
+      }
+
+      private void _button_cancel_Click(object sender, EventArgs e) {
+         on_cancel();
+      }
+   }
+}

SpreaderFrontEnd/SpreaderFrontEnd/MainSpreaderForm.resx

@@ -0,0 +1,60 @@
+<root>
+  <xsd:schema id="root" xmlns="" xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:msdata="urn:schemas-microsoft-com:xml-msdata">
+    <xsd:import namespace="http://www.w3.org/XML/1998/namespace" />
+    <xsd:element name="root" msdata:IsDataSet="true">
+      <xsd:complexType>
+        <xsd:choice maxOccurs="unbounded">
+          <xsd:element name="metadata">
+            <xsd:complexType>
+              <xsd:sequence>
+                <xsd:element name="value" type="xsd:string" minOccurs="0" />
+              </xsd:sequence>
+              <xsd:attribute name="name" use="required" type="xsd:string" />
+              <xsd:attribute name="type" type="xsd:string" />
+              <xsd:attribute name="mimetype" type="xsd:string" />
+              <xsd:attribute ref="xml:space" />
+            </xsd:complexType>
+          </xsd:element>
+          <xsd:element name="assembly">
+            <xsd:complexType>
+              <xsd:attribute name="alias" type="xsd:string" />
+              <xsd:attribute name="name" type="xsd:string" />
+            </xsd:complexType>
+          </xsd:element>
+          <xsd:element name="data">
+            <xsd:complexType>
+              <xsd:sequence>
+                <xsd:element name="value" type="xsd:string" minOccurs="0" msdata:Ordinal="1" />
+                <xsd:element name="comment" type="xsd:string" minOccurs="0" msdata:Ordinal="2" />
+              </xsd:sequence>
+              <xsd:attribute name="name" type="xsd:string" use="required" msdata:Ordinal="1" />
+              <xsd:attribute name="type" type="xsd:string" msdata:Ordinal="3" />
+              <xsd:attribute name="mimetype" type="xsd:string" msdata:Ordinal="4" />
+              <xsd:attribute ref="xml:space" />
+            </xsd:complexType>
+          </xsd:element>
+          <xsd:element name="resheader">
+            <xsd:complexType>
+              <xsd:sequence>
+                <xsd:element name="value" type="xsd:string" minOccurs="0" msdata:Ordinal="1" />
+              </xsd:sequence>
+              <xsd:attribute name="name" type="xsd:string" use="required" />
+            </xsd:complexType>
+          </xsd:element>
+        </xsd:choice>
+      </xsd:complexType>
+    </xsd:element>
+  </xsd:schema>
+  <resheader name="resmimetype">
+    <value>text/microsoft-resx</value>
+  </resheader>
+  <resheader name="version">
+    <value>2.0</value>
+  </resheader>
+  <resheader name="reader">
+    <value>System.Resources.ResXResourceReader, System.Windows.Forms, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
+  </resheader>
+  <resheader name="writer">
+    <value>System.Resources.ResXResourceWriter, System.Windows.Forms, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
+  </resheader>
+</root>

SpreaderFrontEnd/SpreaderFrontEnd/ParsedUIData.cs

@@ -0,0 +1,20 @@
+namespace SpreaderFrontEnd {
+   using System;
+   using System.Collections.Generic;
+   using System.Linq;
+   using System.Text;
+   using System.Threading.Tasks;
+
+
+   public class ParsedUIData<T> {
+      public readonly T ui_data;
+      public readonly bool is_error;
+      public readonly string error_txt;
+
+      public ParsedUIData(T ui_data, bool is_error, string error_txt) {
+         this.ui_data = ui_data;
+         this.is_error = is_error;
+         this.error_txt = error_txt;
+      }
+   }
+}

SpreaderFrontEnd/SpreaderFrontEnd/Program.cs

@@ -0,0 +1,18 @@
+using System;
+using System.Windows.Forms;
+
+namespace SpreaderFrontEnd {
+   internal static class Program {
+      /// <summary>
+      ///  The main entry point for the application.
+      /// </summary>
+      [STAThread]
+      static void Main() {
+         SyntheticBookTest.run();
+         // To customize application configuration such as set high DPI settings or default font,
+         // see https://aka.ms/applicationconfiguration.
+         ApplicationConfiguration.Initialize();
+         Application.Run(new TestForm());
+      }
+   }
+}

SpreaderFrontEnd/SpreaderFrontEnd/SpreaderContract.cs

@@ -0,0 +1,35 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace SpreaderFrontEnd
+{
+    [Serializable]
+   // Represents a spreader contract (anologous ot the protobuf on the C++ side)
+   // We could have generated managed wrappers from the protobuf, but we did not want
+   // to make your build process complicated hence opted for this class.
+   // It is quite simply a wrapper around an enumeration of SpreaderLegContract
+   public class SpreaderContract
+    {
+        public static uint max_nlegs = 5;
+        public string name = String.Empty;
+        public IList<SpreaderLegContract> spread_legs = new List<SpreaderLegContract>();
+
+        public SpreaderContract(string name, IEnumerable<SpreaderLegContract> spread_legs)
+        {
+            this.name = name;
+            this.spread_legs = spread_legs.ToList();
+        }
+
+        public static SpreaderContract empty
+        {
+            get
+            {
+                return new SpreaderContract("UNNAMED",
+                          Enumerable.Repeat<SpreaderLegContract>(new SpreaderLegContract(), 5));
+            }
+        }
+    }
+}

SpreaderFrontEnd/SpreaderFrontEnd/SpreaderFrontEnd.csproj

@@ -0,0 +1,11 @@
+<Project Sdk="Microsoft.NET.Sdk">
+
+  <PropertyGroup>
+    <OutputType>WinExe</OutputType>
+    <TargetFramework>net6.0-windows</TargetFramework>
+    <Nullable>enable</Nullable>
+    <UseWindowsForms>true</UseWindowsForms>
+    <LanguageVersion>7</LanguageVersion>
+  </PropertyGroup>
+
+</Project>

SpreaderFrontEnd/SpreaderFrontEnd/SpreaderLegContract.cs

@@ -0,0 +1,90 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace SpreaderFrontEnd
+{
+    [Serializable]
+    // Represents a single leg of the spreader. It is made up of
+    // 1. a main section consisting of the security, qty, price mult etc
+    // 2. Quote parameters
+    // 3. Pre-Hedge parameters
+    // 4. Post-Hedge parameters
+    // It maps pretty directly to the UI (LegControl)
+    public class SpreaderLegContract
+    {
+        public enum MDType { 
+            Direct = 0,
+            Merged = 1,
+        }
+         
+        public string security = String.Empty;
+        public int qty = 1;
+        public double price_mult = 1;
+        public bool enable_quoting = false;
+        public double lean_qty_factor = 1;
+        public MDType md_type = MDType.Direct;
+        public QuoteParams quote_params = new QuoteParams();
+        public PreHedgeParams pre_hedge_params = new PreHedgeParams();
+        public PostHedgeParams post_hedge_params = new PostHedgeParams();
+
+        public class QuoteParams
+        {
+            public class ShowQty {
+                public UInt32 show_qty = 1;
+            }
+            public class Throttle {
+                public UInt32 inside_ticks = 0;
+                public UInt32 outside_ticks = 0;
+            }
+            public class Conditional {
+                public Int32 ticks = 0;
+            }
+            public class InsideMarketDistance {
+                public UInt32 toward_distance = 0;
+            }
+            public UInt32 qho_length = 0;
+            public ShowQty? show_qty = null;
+            public Throttle? throttle = null;
+            public Conditional? conditional = null;
+            public InsideMarketDistance? inside_market_distance = null;
+        }
+
+        public class PreHedgeParams
+        {
+            public class PayLess {
+                public UInt32 threshold = 0;
+                public UInt32 payless_ticks = 0;
+            }
+            public class PayUp
+            {
+                public UInt32 threshold = 0;
+                public UInt32 payup_ticks = 0;
+            }
+            public PayLess? payless = null;
+            public PayUp? payup = null;
+        }
+
+        public class PostHedgeParams
+        {
+            public class TicksAwayCross {
+                public UInt32 threshold = 0;
+                public UInt32 cross_ticks = 0;
+            }
+            public class TimeBasedCross {
+                public UInt32 time_ms = 0;
+                public UInt32 cross_ticks = 0;
+            }
+            public class SizedBasedCross {
+                public UInt32 threshold = 0;
+                public UInt32 cross_ticks = 0;
+            }
+            public TicksAwayCross? ticks_away_cross = null;
+            public TimeBasedCross? time_based_cross = null;
+            public SizedBasedCross? size_based_cross = null;
+        }
+
+    }
+}

SpreaderFrontEnd/SpreaderFrontEnd/TestForm.Designer.cs

@@ -0,0 +1,79 @@
+using System.Windows.Forms;
+
+namespace SpreaderFrontEnd
+{
+    partial class TestForm
+    {
+        /// <summary>
+        ///  Required designer variable.
+        /// </summary>
+        private System.ComponentModel.IContainer components = null;
+
+        /// <summary>
+        ///  Clean up any resources being used.
+        /// </summary>
+        /// <param name="disposing">true if managed resources should be disposed; otherwise, false.</param>
+        protected override void Dispose(bool disposing)
+        {
+            if (disposing && (components != null))
+            {
+                components.Dispose();
+            }
+            base.Dispose(disposing);
+        }
+
+        #region Windows Form Designer generated code
+
+        /// <summary>
+        ///  Required method for Designer support - do not modify
+        ///  the contents of this method with the code editor.
+        /// </summary>
+        private void InitializeComponent()
+        {
+            this._button_launch_new = new System.Windows.Forms.Button();
+            this._button_load_existing = new System.Windows.Forms.Button();
+            this.SuspendLayout();
+            // 
+            // _button_launch_new
+            // 
+            this._button_launch_new.Location = new System.Drawing.Point(96, 46);
+            this._button_launch_new.Name = "_button_launch_new";
+            this._button_launch_new.Size = new System.Drawing.Size(169, 26);
+            this._button_launch_new.TabIndex = 0;
+            this._button_launch_new.Text = "Launch New";
+            this._button_launch_new.UseVisualStyleBackColor = true;
+            this._button_launch_new.Click += new System.EventHandler(this._button_launch_new_Click);
+            // 
+            // _button_load_existing
+            // 
+            this._button_load_existing.Location = new System.Drawing.Point(96, 114);
+            this._button_load_existing.Name = "_button_load_existing";
+            this._button_load_existing.Size = new System.Drawing.Size(169, 26);
+            this._button_load_existing.TabIndex = 1;
+            this._button_load_existing.Text = "Load Existing";
+            this._button_load_existing.UseVisualStyleBackColor = true;
+            this._button_load_existing.Click += new System.EventHandler(this._button_load_existing_Click);
+            // 
+            // TestForm
+            // 
+            this.AutoScaleDimensions = new System.Drawing.SizeF(7F, 15F);
+            this.AutoScaleMode = System.Windows.Forms.AutoScaleMode.Font;
+            this.ClientSize = new System.Drawing.Size(371, 213);
+            this.Controls.Add(this._button_load_existing);
+            this.Controls.Add(this._button_launch_new);
+            this.FormBorderStyle = System.Windows.Forms.FormBorderStyle.FixedSingle;
+            this.MaximizeBox = false;
+            this.MinimizeBox = false;
+            this.Name = "TestForm";
+            this.SizeGripStyle = System.Windows.Forms.SizeGripStyle.Hide;
+            this.Text = "Test Launcher";
+            this.ResumeLayout(false);
+
+        }
+
+        #endregion
+
+        private Button _button_launch_new;
+        private Button _button_load_existing;
+    }
+}

SpreaderFrontEnd/SpreaderFrontEnd/TestForm.cs

@@ -0,0 +1,91 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Windows.Forms;
+
+namespace SpreaderFrontEnd {
+   // Test class that demostrates how to use the MainSpreaderForm.
+   // It has 2 buttons. "Launch New" launches a brand new spreader (empty UI)
+   // while "Launch Existing" loads the MainSpreaderForm with an existing
+   // spreader (hard coded arbitrary values)
+   public partial class TestForm : Form {
+      private IEnumerable<string> _securities = new string[] {
+            "ZCG23",
+            "ZCH23",
+            "ZCJ23",
+            "ZCL23",
+            "ZCM23"
+        };
+
+      public TestForm() {
+         InitializeComponent();
+      }
+
+      private void _button_launch_new_Click(object sender, EventArgs e) {
+         _show_form(SpreaderContract.empty);
+      }
+
+      private void _button_load_existing_Click(object sender, EventArgs e) {
+         var sc = _generate_test_contract();
+         _show_form(sc);
+      }
+
+      private void _show_form(SpreaderContract spreader_contract) {
+         MainSpreaderForm f = new MainSpreaderForm(_securities, spreader_contract);
+         f.on_OK = () => {
+            MessageBox.Show("Received OK", "OK", MessageBoxButtons.OK, MessageBoxIcon.Information);
+            f.Close();
+         };
+         f.on_cancel = () => {
+            MessageBox.Show("Received Cancel", "Cancel", MessageBoxButtons.OK, MessageBoxIcon.Warning);
+            f.Close();
+         };
+         f.ShowDialog();
+      }
+
+      private SpreaderContract _generate_test_contract() {
+         List<SpreaderLegContract> lcs = new List<SpreaderLegContract>();
+         for (uint i = 0; i < 3; i++) {
+            SpreaderLegContract lc = _generate_test_leg_contract(i);
+            lcs.Add(lc);
+         }
+         SpreaderContract sc = new SpreaderContract("TEST SPREADER", lcs);
+         return sc;
+      }
+
+      private SpreaderLegContract _generate_test_leg_contract(uint idx) {
+         SpreaderLegContract rv = new SpreaderLegContract();
+         rv.security = _securities.ElementAt(0);
+         rv.qty = 1;
+         rv.price_mult = 1;
+         rv.enable_quoting = true;
+         rv.lean_qty_factor = 2;
+         rv.md_type = SpreaderLegContract.MDType.Merged;
+         // quote
+         rv.quote_params = new SpreaderLegContract.QuoteParams();
+         rv.quote_params.qho_length = 0;
+         rv.quote_params.show_qty = new SpreaderLegContract.QuoteParams.ShowQty();
+         rv.quote_params.show_qty.show_qty = 10;
+         rv.quote_params.throttle = new SpreaderLegContract.QuoteParams.Throttle();
+         rv.quote_params.throttle.inside_ticks = 3;
+         rv.quote_params.throttle.outside_ticks = 2;
+         // pre hedge
+         rv.pre_hedge_params = new SpreaderLegContract.PreHedgeParams();
+         rv.pre_hedge_params.payless = new SpreaderLegContract.PreHedgeParams.PayLess();
+         rv.pre_hedge_params.payless.threshold = 1000;
+         rv.pre_hedge_params.payless.payless_ticks = 7;
+         rv.pre_hedge_params.payup = new SpreaderLegContract.PreHedgeParams.PayUp();
+         rv.pre_hedge_params.payup.threshold = 500;
+         rv.pre_hedge_params.payup.payup_ticks = 12;
+         // post hedge
+         rv.post_hedge_params = new SpreaderLegContract.PostHedgeParams();
+         rv.post_hedge_params.ticks_away_cross = new SpreaderLegContract.PostHedgeParams.TicksAwayCross();
+         rv.post_hedge_params.ticks_away_cross.threshold = 10;
+         rv.post_hedge_params.ticks_away_cross.cross_ticks = 3;
+         rv.post_hedge_params.time_based_cross = new SpreaderLegContract.PostHedgeParams.TimeBasedCross();
+         rv.post_hedge_params.time_based_cross.time_ms = 20;
+         rv.post_hedge_params.time_based_cross.cross_ticks = 5;
+         return rv;
+      }
+   }
+};

SpreaderFrontEnd/SpreaderFrontEnd/TestForm.resx

@@ -0,0 +1,60 @@
+<root>
+  <xsd:schema id="root" xmlns="" xmlns:xsd="http://www.w3.org/2001/XMLSchema" xmlns:msdata="urn:schemas-microsoft-com:xml-msdata">
+    <xsd:import namespace="http://www.w3.org/XML/1998/namespace" />
+    <xsd:element name="root" msdata:IsDataSet="true">
+      <xsd:complexType>
+        <xsd:choice maxOccurs="unbounded">
+          <xsd:element name="metadata">
+            <xsd:complexType>
+              <xsd:sequence>
+                <xsd:element name="value" type="xsd:string" minOccurs="0" />
+              </xsd:sequence>
+              <xsd:attribute name="name" use="required" type="xsd:string" />
+              <xsd:attribute name="type" type="xsd:string" />
+              <xsd:attribute name="mimetype" type="xsd:string" />
+              <xsd:attribute ref="xml:space" />
+            </xsd:complexType>
+          </xsd:element>
+          <xsd:element name="assembly">
+            <xsd:complexType>
+              <xsd:attribute name="alias" type="xsd:string" />
+              <xsd:attribute name="name" type="xsd:string" />
+            </xsd:complexType>
+          </xsd:element>
+          <xsd:element name="data">
+            <xsd:complexType>
+              <xsd:sequence>
+                <xsd:element name="value" type="xsd:string" minOccurs="0" msdata:Ordinal="1" />
+                <xsd:element name="comment" type="xsd:string" minOccurs="0" msdata:Ordinal="2" />
+              </xsd:sequence>
+              <xsd:attribute name="name" type="xsd:string" use="required" msdata:Ordinal="1" />
+              <xsd:attribute name="type" type="xsd:string" msdata:Ordinal="3" />
+              <xsd:attribute name="mimetype" type="xsd:string" msdata:Ordinal="4" />
+              <xsd:attribute ref="xml:space" />
+            </xsd:complexType>
+          </xsd:element>
+          <xsd:element name="resheader">
+            <xsd:complexType>
+              <xsd:sequence>
+                <xsd:element name="value" type="xsd:string" minOccurs="0" msdata:Ordinal="1" />
+              </xsd:sequence>
+              <xsd:attribute name="name" type="xsd:string" use="required" />
+            </xsd:complexType>
+          </xsd:element>
+        </xsd:choice>
+      </xsd:complexType>
+    </xsd:element>
+  </xsd:schema>
+  <resheader name="resmimetype">
+    <value>text/microsoft-resx</value>
+  </resheader>
+  <resheader name="version">
+    <value>2.0</value>
+  </resheader>
+  <resheader name="reader">
+    <value>System.Resources.ResXResourceReader, System.Windows.Forms, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
+  </resheader>
+  <resheader name="writer">
+    <value>System.Resources.ResXResourceWriter, System.Windows.Forms, Version=4.0.0.0, Culture=neutral, PublicKeyToken=b77a5c561934e089</value>
+  </resheader>
+</root>

SpreaderFrontEnd/SpreaderFrontEnd/Tests/SyntheticBookTest.cs

@@ -0,0 +1,230 @@
+using System;
+using System.Diagnostics;
+using System.Collections.Generic;
+using System.Linq;
+
+namespace SpreaderFrontEnd {
+   public static class SyntheticBookTest {
+      /// <summary>
+      /// Run synthetic book computation tests
+      /// </summary>
+      public static int run() {
+         // Seed the test with a standard butterfly spread. Leg size multipliers will be applied to
+         // each leg to generate more variations to test.
+         var legs = new List<SpreaderLegContract> {
+            new SpreaderLegContract() {
+               security = "Leg1Sec",
+               qty = 1
+            },
+            new SpreaderLegContract() {
+               security = "Leg2Sec",
+               qty = -2
+            },
+            new SpreaderLegContract() {
+               security = "Leg3Sec",
+               qty = 1
+            }
+         };
+         var leg_multipliers = new List<int> { 1, -1, 2, -2, 3, -3 };
+         var contract = new SpreaderContract("Test", legs);
+
+         // Define a book (seed) for each leg. Quantities will be added to each price level for each
+         // leg's book to generate more variations to test.
+         var leg1_book = new Book(
+            bids: new BookSide(levels: new List<PriceLevel> {
+               new PriceLevel(price: 3, qty: 10),
+               new PriceLevel(price: 2, qty: 4),
+               new PriceLevel(price: 1, qty: 6)
+            }),
+            asks: new BookSide(levels: new List<PriceLevel> {
+               new PriceLevel(price: 4, qty: 5),
+               new PriceLevel(price: 5, qty: 7),
+               new PriceLevel(price: 6, qty: 8)
+            }));
+         var leg2_book = new Book(
+            bids: new BookSide(levels: new List<PriceLevel> {
+               new PriceLevel(price: 3, qty: 1),
+               new PriceLevel(price: 2, qty: 7),
+               new PriceLevel(price: 1, qty: 2)
+            }),
+            asks: new BookSide(levels: new List<PriceLevel> {
+               new PriceLevel(price: 4, qty: 3),
+               new PriceLevel(price: 5, qty: 3),
+               new PriceLevel(price: 6, qty: 5)
+            }));
+         var leg3_book = new Book(
+            bids: new BookSide(levels: new List<PriceLevel> {
+               new PriceLevel(price: 3, qty: 2),
+               new PriceLevel(price: 2, qty: 1),
+               new PriceLevel(price: 1, qty: 8)
+            }),
+            asks: new BookSide(levels: new List<PriceLevel> {
+               new PriceLevel(price: 4, qty: 4),
+               new PriceLevel(price: 5, qty: 3),
+               new PriceLevel(price: 6, qty: 4)
+            }));
+         var level_qty_additions = new List<uint> { 1, 2, 3, 4 };
+         var leg_books = new List<Book> { leg1_book, leg2_book, leg3_book };
+
+         for (int i = 0; i < leg_multipliers.Count; i++) {
+            var leg_mult = leg_multipliers[i];
+            for (int j = 0; j < contract.spread_legs.Count; j++) {
+               // Apply leg mult 
+               contract.spread_legs[j].qty *= leg_mult;
+               foreach (var lqa in level_qty_additions) {
+                  foreach(var lb in leg_books) {
+                     // Apply qty addition to bid-levels
+                     for (int level_idx = 0; level_idx < lb.bids.levels.Count; level_idx++) {
+                        var orig_level = lb.bids.levels[level_idx];
+                        lb.bids.levels[level_idx] = orig_level.add_qty(lqa);
+                        run(leg_books, contract);
+                        // Subtract the qty that was just added so each qty addition is applied to
+                        // the original level
+                        lb.bids.levels[level_idx] = lb.bids.levels[level_idx].subtract_qty(lqa);
+                     }
+
+                     // Apply qty additions to ask-levels
+                     for (int level_idx = 0; level_idx < lb.asks.levels.Count; level_idx++) {
+                        var orig_level = lb.asks.levels[level_idx];
+                        lb.asks.levels[level_idx] = orig_level.add_qty(lqa);
+                        run(leg_books, contract);
+                        // Subtract the qty that was just added so each qty addition is applied to
+                        // the original level
+                        lb.asks.levels[level_idx] = lb.asks.levels[level_idx].subtract_qty(lqa);
+                     }
+                  }
+               }
+               // Divide by leg_mult so the each mult is applied to the original leg
+               contract.spread_legs[j].qty /= leg_mult;
+            }
+         }
+         return 0;
+      }
+
+      public static void run(List<Book> leg_books, SpreaderContract contract) {
+         var synth_book = SpreaderBookCalculator.compute_spreader_book(contract, leg_books);
+         for (int i = 0; i < contract.spread_legs.Count; i++) {
+            Console.WriteLine($"Leg{i} (qty {contract.spread_legs[i].qty}): {leg_books[i]}");
+         }
+         Console.WriteLine($"Synthetic Book: {synth_book}");
+         var leg_book_tups = _to_leg_book_tuples(leg_books, contract);
+         var expected_book = _compute_synth_book(leg_book_tups);
+         Console.WriteLine($"Expected Book: {expected_book}");
+         Debug.Assert(expected_book.Equals(synth_book));
+      }
+
+      static List<Tuple<Book, int>> _to_leg_book_tuples(List<Book> leg_books, SpreaderContract contract) {
+         Debug.Assert(leg_books.Count == contract.spread_legs.Count);
+         var rv = new List<Tuple<Book, int>>();
+         for (int i = 0; i < leg_books.Count; i++) {
+            rv.Add(Tuple.Create(leg_books[i], contract.spread_legs[i].qty));
+         }
+         return rv;
+      }
+
+      static List<Tuple<BookSide, int>> _to_leg_book_side_tuples(List<Tuple<Book, int>> leg_books, bool is_bid) {
+         var leg_book_tups = new List<Tuple<BookSide, int>>();
+         for (int i = 0; i < leg_books.Count; i++) {
+            var leg_size = leg_books[i].Item2;
+            var leg_book = leg_books[i].Item1;
+            var is_buy_leg = leg_size > 0;
+            var leg_book_side = is_buy_leg == is_bid ? leg_book.bids : leg_book.asks;
+            leg_book_tups.Add(Tuple.Create(leg_book_side, leg_size));
+         }
+         return leg_book_tups;
+      }
+
+      static Book _compute_synth_book(List<Tuple<Book, int>> leg_books) {
+         var leg_bids = _to_leg_book_side_tuples(leg_books, true);
+         var leg_asks = _to_leg_book_side_tuples(leg_books, false);
+         var synth_bids = _compute_synth_book_side(leg_bids);
+         var synth_asks = _compute_synth_book_side(leg_asks);
+         return new Book(synth_bids, synth_asks);
+      }
+
+      // <summary>
+      // Computes the synthetic book in a simple/unoptimized way, to ensure correctness. Books
+      // generated by the 'optimized' routine, which will be used in practice, should match those
+      // generated by this one.
+      // </summary>
+      static BookSide _compute_synth_book_side(IEnumerable<Tuple<BookSide, int>> leg_books) {
+         // Clone the books so we can mutate them without changing the input 'leg_books'
+         var leg_books_list = leg_books.Select(lb => Tuple.Create(lb.Item1.Clone(), lb.Item2)).ToList();
+         var levels = new List<PriceLevel>();
+         var top_level = _get_top_level(leg_books_list);
+         while (top_level.qty > 0) {
+            levels.Add(top_level);
+            foreach (var lb in leg_books_list) {
+               _remove_qty_from_top(lb.Item1, (int)(top_level.qty * Math.Abs(lb.Item2)));
+            }
+            top_level = _get_top_level(leg_books_list);
+         }
+         return new BookSide(levels);
+      }
+
+      static PriceLevel _get_top_level(IEnumerable<Tuple<BookSide, int>> leg_books) {
+         var leg_sizes = leg_books.Select(lb => lb.Item2).ToList();
+         var top_levels = leg_books.Select(_get_top_level).ToList();
+         var qty = top_levels.Select(l => l.qty).Min();
+         if (qty == 0) {
+            return PriceLevel.empty;
+         }
+         double price = 0;
+         for (int i = 0; i < top_levels.Count; i++) {
+            var leg_price = top_levels[i].price;
+            var leg_size = leg_sizes[i];
+            if (leg_size < 0) {
+               price -= leg_price;
+            } else {
+               price += leg_price;
+            }
+         }
+         return new PriceLevel(price, qty);
+      }
+
+      static PriceLevel _get_top_level(Tuple<BookSide, int> leg_book) {
+         return _get_top_level(leg_book.Item1, leg_book.Item2);
+      }
+
+      static PriceLevel _get_top_level(BookSide book, int leg_size) {
+         if (book.levels.Count == 0) {
+            return PriceLevel.empty;
+         }
+         var first_level = book.levels.First();
+         var abs_leg_size = Math.Abs(leg_size);
+         if (first_level.qty >= abs_leg_size) {
+            return new PriceLevel(first_level.price * abs_leg_size, (uint)(first_level.qty / abs_leg_size));
+         }
+         double price = first_level.qty * first_level.price;
+         var qty_rem = abs_leg_size - first_level.qty;
+         for (int i = 1; i < book.levels.Count; i++) {
+            var level = book.levels[i];
+            if (level.qty >= qty_rem) {
+               price += qty_rem * level.price;
+               return new PriceLevel(price, 1);
+            }
+            price += level.qty * level.price;
+            qty_rem -= level.qty;
+         }
+         return PriceLevel.empty;
+      }
+
+      /// <summary>
+      /// Removes the specified quantity from the top of the book
+      /// </summary>
+      static void _remove_qty_from_top(BookSide book, int qty) {
+         var subtracted_qty = 0;
+         while (subtracted_qty < qty && book.levels.Count > 0) {
+            var first_level = book.levels[0];
+            var qty_to_subtract = qty - subtracted_qty;
+            if (first_level.qty > qty_to_subtract) {
+               first_level = first_level.subtract_qty((uint)qty_to_subtract);
+               book.levels[0] = first_level;
+               return;
+            }
+            book.levels.RemoveAt(0);
+            subtracted_qty += (int)first_level.qty;
+         }
+      }
+   }
+}

SpreaderFrontEnd/SpreaderFrontEnd/Utils.cs

@@ -0,0 +1,78 @@
+using System;
+using System.Reflection;
+using System.Runtime.Serialization.Formatters.Binary;
+using System.IO;
+
+namespace SpreaderFrontEnd
+{
+    public class Utils
+    {
+        public static void bin_serialize<T>(T t, Stream str)
+        {
+#pragma warning disable SYSLIB0011
+            BinaryFormatter bf = new BinaryFormatter();
+            bf.Serialize(str, t);
+#pragma warning restore SYSLIB0011
+        }
+
+        public static T bin_deserialize<T>(Stream str)
+        {
+#pragma warning disable SYSLIB0011
+            BinaryFormatter bf = new BinaryFormatter();
+            T rv = (T)bf.Deserialize(str);
+#pragma warning restore SYSLIB0011
+            return rv;
+        }
+
+        public static T? basic_deep_clone<T>(T t)
+        {
+            try
+            {
+                MemoryStream str = new MemoryStream();
+                bin_serialize(t, str);
+                str.Position = 0;
+                return bin_deserialize<T>(str);
+            }
+            catch
+            {
+                return default(T);
+            }
+        }
+
+        public static object? CloneObject(object objSource)
+        {
+            //step : 1 Get the type of source object and create a new instance of that type
+            Type typeSource = objSource.GetType();
+            object? objTarget = Activator.CreateInstance(typeSource);
+            //Step2 : Get all the properties of source object type
+            PropertyInfo[] propertyInfo = typeSource.GetProperties(BindingFlags.Public | BindingFlags.NonPublic | BindingFlags.Instance);
+            //Step : 3 Assign all source property to taget object 's properties
+            foreach (PropertyInfo property in propertyInfo)
+            {
+                //Check whether property can be written to
+                if (property.CanWrite)
+                {
+                    //Step : 4 check whether property type is value type, enum or string type
+                    if (property.PropertyType.IsValueType || property.PropertyType.IsEnum || property.PropertyType.Equals(typeof(System.String)))
+                    {
+                        property.SetValue(objTarget, property.GetValue(objSource, null), null);
+                    }
+                    //else property type is object/complex types, so need to recursively call this method until the end of the tree is reached
+                    else
+                    {
+                        object? objPropertyValue = property.GetValue(objSource, null);
+                        if (objPropertyValue == null)
+                        {
+                            property.SetValue(objTarget, null, null);
+                        }
+                        else
+                        {
+                            property.SetValue(objTarget, CloneObject(objPropertyValue), null);
+                        }
+                    }
+                }
+            }
+            return objTarget;
+        }
+    }
+}

SpreaderFrontEnd/SpreaderFrontEnd/bin/Debug/net6.0-windows/SpreaderFrontEnd.deps.json

@@ -0,0 +1,23 @@
+{
+  "runtimeTarget": {
+    "name": ".NETCoreApp,Version=v6.0",
+    "signature": ""
+  },
+  "compilationOptions": {},
+  "targets": {
+    ".NETCoreApp,Version=v6.0": {
+      "SpreaderFrontEnd/1.0.0": {
+        "runtime": {
+          "SpreaderFrontEnd.dll": {}
+        }
+      }
+    }
+  },
+  "libraries": {
+    "SpreaderFrontEnd/1.0.0": {
+      "type": "project",
+      "serviceable": false,
+      "sha512": ""
+    }
+  }
+}

SpreaderFrontEnd/SpreaderFrontEnd/bin/Debug/net6.0-windows/SpreaderFrontEnd.runtimeconfig.json

@@ -0,0 +1,15 @@
+{
+  "runtimeOptions": {
+    "tfm": "net6.0",
+    "frameworks": [
+      {
+        "name": "Microsoft.NETCore.App",
+        "version": "6.0.0"
+      },
+      {
+        "name": "Microsoft.WindowsDesktop.App",
+        "version": "6.0.0"
+      }
+    ]
+  }
+}

dev/john/setup_builds.fish

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

dev/john/vscode/linux/oragami-alt-color-theme.json

@@ -1,941 +0,0 @@
-{
-	"$schema": "vscode://schemas/color-theme",
-	"type": "dark",
-	"colors": {
-		"activityBar.background": "#111111",
-		"activityBar.border": "#111111",
-		"activityBar.foreground": "#888888",
-		"activityBarBadge.background": "#88cc44",
-		"activityBarBadge.foreground": "#222222",
-		"badge.background": "#88cc44",
-		"badge.foreground": "#222222",
-		"button.background": "#333333",
-		"button.foreground": "#888888",
-		"button.hoverBackground": "#222222",
-		"debugExceptionWidget.background": "#333333",
-		"debugExceptionWidget.border": "#222222",
-		"debugToolBar.background": "#111111",
-		"diffEditor.insertedTextBackground": "#ffdd440c",
-		"diffEditor.insertedTextBorder": "#ffdd44",
-		"diffEditor.removedTextBackground": "#88bbff0c",
-		"diffEditor.removedTextBorder": "#88bbff",
-		"dropdown.background": "#222222",
-		"dropdown.border": "#222222",
-		"dropdown.foreground": "#888888",
-		"editor.background": "#222222",
-		"editor.findMatchBackground": "#44446655",
-		"editor.findMatchHighlightBackground": "#444466aa",
-		"editor.foreground": "#ffffff",
-		"editor.hoverHighlightBackground": "#44446655",
-		"editor.inactiveSelectionBackground": "#44446655",
-		"editor.lineHighlightBackground": "#00000066",
-		"editor.lineHighlightBorder": "#00000000",
-		"editor.rangeHighlightBackground": "#333333",
-		"editor.selectionBackground": "#444466",
-		"editor.selectionHighlightBackground": "#44446655",
-		"editor.wordHighlightBackground": "#44446655",
-		"editor.wordHighlightStrongBackground": "#44446655",
-		"editorBracketMatch.background": "#222222",
-		"editorBracketMatch.border": "#666666",
-		"editorCodeLens.foreground": "#666666",
-		"editorCursor.foreground": "#ffffff",
-		"editorError.foreground": "#ee5500",
-		"editorGroup.border": "#111111",
-		"editorGroup.dropBackground": "#111111bb",
-		"editorGroupHeader.noTabsBackground": "#111111",
-		"editorGroupHeader.tabsBackground": "#111111",
-		"editorGroupHeader.tabsBorder": "#222222",
-		"editorGutter.addedBackground": "#ffdd44",
-		"editorGutter.background": "#222222",
-		"editorGutter.deletedBackground": "#88bbff",
-		"editorGutter.modifiedBackground": "#88bbff",
-		"editorHoverWidget.background": "#333333",
-		"editorHoverWidget.border": "#222222",
-		"editorIndentGuide.background": "#333333",
-		"editorLineNumber.foreground": "#555555",
-		"editorLink.activeForeground": "#bba0ff",
-		"editorMarkerNavigation.background": "#333333",
-		"editorMarkerNavigationError.background": "#88bbff",
-		"editorMarkerNavigationWarning.background": "#88bbff",
-		"editorOverviewRuler.addedForeground": "#ffdd44",
-		"editorOverviewRuler.border": "#222222",
-		"editorOverviewRuler.currentContentForeground": "#333333",
-		"editorOverviewRuler.deletedForeground": "#88bbff",
-		"editorOverviewRuler.errorForeground": "#88bbff",
-		"editorOverviewRuler.findMatchForeground": "#555555",
-		"editorOverviewRuler.incomingContentForeground": "#333333",
-		"editorOverviewRuler.infoForeground": "#bba0ff",
-		"editorOverviewRuler.modifiedForeground": "#88bbff",
-		"editorOverviewRuler.rangeHighlightForeground": "#333333",
-		"editorOverviewRuler.selectionHighlightForeground": "#555555",
-		"editorOverviewRuler.warningForeground": "#88bbff",
-		"editorOverviewRuler.wordHighlightForeground": "#333333",
-		"editorOverviewRuler.wordHighlightStrongForeground": "#555555",
-		"editorRuler.foreground": "#ffffff",
-		"editorSuggestWidget.background": "#333333",
-		"editorSuggestWidget.border": "#333333",
-		"editorSuggestWidget.foreground": "#888888",
-		"editorSuggestWidget.highlightForeground": "#ffffff",
-		"editorSuggestWidget.selectedBackground": "#666666",
-		"editorWarning.border": "#00000000",
-		"editorWarning.foreground": "#88bbff",
-		"editorWhitespace.foreground": "#333333",
-		"editorWidget.background": "#333333",
-		"editorWidget.border": "#333333",
-		"errorForeground": "#88bbff",
-		"extensionButton.prominentBackground": "#333333",
-		"extensionButton.prominentForeground": "#ffffff",
-		"extensionButton.prominentHoverBackground": "#555555",
-		"focusBorder": "#666666",
-		"foreground": "#ffffff",
-		"gitDecoration.modifiedResourceForeground": "#cccccc",
-		"gitDecoration.untrackedResourceForeground": "#cccccc",
-		"input.background": "#333333",
-		"input.border": "#333333",
-		"input.foreground": "#ffffff",
-		"input.placeholderForeground": "#555555",
-		"inputOption.activeBorder": "#555555",
-		"inputValidation.errorBackground": "#333333",
-		"inputValidation.errorBorder": "#88bbff",
-		"inputValidation.infoBackground": "#333333",
-		"inputValidation.infoBorder": "#bba0ff",
-		"inputValidation.warningBackground": "#333333",
-		"inputValidation.warningBorder": "#88bbff",
-		"list.activeSelectionBackground": "#111111",
-		"list.activeSelectionForeground": "#ffffff",
-		"list.dropBackground": "#111111bf",
-		"list.focusBackground": "#222222",
-		"list.focusForeground": "#ffffff",
-		"list.highlightForeground": "#ffffff",
-		"list.hoverBackground": "#333333",
-		"list.hoverForeground": "#ffffff",
-		"list.inactiveSelectionBackground": "#000000",
-		"list.inactiveSelectionForeground": "#ffffff",
-		"menu.background": "#333333",
-		"menu.foreground": "#ffffff",
-		"merge.border": "#222222",
-		"merge.currentContentBackground": "#333333",
-		"merge.currentHeaderBackground": "#555555",
-		"merge.incomingContentBackground": "#555555",
-		"merge.incomingHeaderBackground": "#666666",
-		"panel.background": "#111111",
-		"panel.border": "#111111",
-		"panelTitle.activeBorder": "#ffffff",
-		"panelTitle.activeForeground": "#ffffff",
-		"panelTitle.inactiveForeground": "#888888",
-		"peekView.border": "#222222",
-		"peekViewEditor.background": "#333333",
-		"peekViewEditor.matchHighlightBackground": "#555555",
-		"peekViewEditorGutter.background": "#333333",
-		"peekViewResult.background": "#333333",
-		"peekViewResult.fileForeground": "#888888",
-		"peekViewResult.lineForeground": "#888888",
-		"peekViewResult.matchHighlightBackground": "#555555",
-		"peekViewResult.selectionBackground": "#333333",
-		"peekViewResult.selectionForeground": "#ffffff",
-		"peekViewTitle.background": "#333333",
-		"peekViewTitleDescription.foreground": "#888888",
-		"peekViewTitleLabel.foreground": "#ffffff",
-		"pickerGroup.border": "#222222",
-		"pickerGroup.foreground": "#555555",
-		"progressBar.background": "#333333",
-		"scrollbar.shadow": "#191919",
-		"scrollbarSlider.activeBackground": "#ffffff12",
-		"scrollbarSlider.background": "#ffffff12",
-		"scrollbarSlider.hoverBackground": "#ffffff12",
-		"selection.background": "#2255aa",
-		"sideBar.background": "#111111",
-		"sideBar.border": "#111111",
-		"sideBar.foreground": "#888888",
-		"sideBarSectionHeader.background": "#111111",
-		"sideBarSectionHeader.foreground": "#666666",
-		"sideBarTitle.foreground": "#555555",
-		"statusBar.background": "#111111",
-		"statusBar.border": "#111111",
-		"statusBar.debuggingBackground": "#666666",
-		"statusBar.debuggingForeground": "#ffffff",
-		"statusBar.foreground": "#666666",
-		"statusBar.noFolderBackground": "#111111",
-		"statusBar.noFolderForeground": "#666666",
-		"statusBarItem.activeBackground": "#222222",
-		"statusBarItem.hoverBackground": "#222222",
-		"statusBarItem.prominentBackground": "#333333",
-		"statusBarItem.prominentHoverBackground": "#444444",
-		"tab.activeBackground": "#222222",
-		"tab.border": "#111111",
-		"tab.inactiveBackground": "#111111",
-		"tab.inactiveForeground": "#888888",
-		"tab.unfocusedActiveBorder": "#888888",
-		"tab.unfocusedActiveForeground": "#888888",
-		"tab.unfocusedInactiveForeground": "#888888",
-		"terminal.ansiBlack": "#333333",
-		"terminal.ansiBlue": "#88bbff",
-		"terminal.ansiBrightBlack": "#666666",
-		"terminal.ansiBrightBlue": "#88bbff",
-		"terminal.ansiBrightCyan": "#bba0ff",
-		"terminal.ansiBrightGreen": "#ffdd44",
-		"terminal.ansiBrightMagenta": "#88bbff",
-		"terminal.ansiBrightRed": "#88bbff",
-		"terminal.ansiBrightWhite": "#ffffff",
-		"terminal.ansiBrightYellow": "#88cc44",
-		"terminal.ansiCyan": "#bba0ff",
-		"terminal.ansiGreen": "#ffdd44",
-		"terminal.ansiMagenta": "#88bbff",
-		"terminal.ansiRed": "#88bbff",
-		"terminal.ansiWhite": "#ffffff",
-		"terminal.ansiYellow": "#88cc44",
-		"terminal.background": "#151515",
-		"terminal.foreground": "#ffffff",
-		"titleBar.activeBackground": "#111111",
-		"titleBar.activeForeground": "#888888",
-		"titleBar.inactiveBackground": "#111111",
-		"titleBar.inactiveForeground": "#555555",
-		"walkThrough.embeddedEditorBackground": "#111111",
-		"widget.shadow": "#111111",
-		//"activityBar.activeBorder": "#888888",
-		//"activityBar.dropBorder": "#888888",
-		//"activityBar.inactiveForeground": "#88888866",
-		//"banner.background": "#111111",
-		//"banner.foreground": "#ffffff",
-		//"banner.iconForeground": "#3794ff",
-		//"bookmarks.lineBackground": "#00000000",
-		//"bookmarks.lineBorder": "#00000000",
-		//"bookmarks.overviewRuler": "#157efb88",
-		//"breadcrumb.activeSelectionForeground": "#ffffff",
-		//"breadcrumb.background": "#222222",
-		//"breadcrumb.focusForeground": "#ffffff",
-		//"breadcrumb.foreground": "#ffffffcc",
-		//"breadcrumbPicker.background": "#333333",
-		//"button.secondaryBackground": "#3a3d41",
-		//"button.secondaryForeground": "#ffffff",
-		//"button.secondaryHoverBackground": "#45494e",
-		//"charts.blue": "#3794ff",
-		//"charts.foreground": "#ffffff",
-		//"charts.green": "#89d185",
-		//"charts.lines": "#ffffff80",
-		//"charts.orange": "#d18616",
-		//"charts.purple": "#b180d7",
-		//"charts.red": "#ee5500",
-		//"charts.yellow": "#88bbff",
-		//"checkbox.background": "#222222",
-		//"checkbox.border": "#222222",
-		//"checkbox.foreground": "#888888",
-		//"debugConsole.errorForeground": "#88bbff",
-		//"debugConsole.infoForeground": "#3794ff",
-		//"debugConsole.sourceForeground": "#ffffff",
-		//"debugConsole.warningForeground": "#88bbff",
-		//"debugConsoleInputIcon.foreground": "#ffffff",
-		//"debugIcon.breakpointCurrentStackframeForeground": "#ffcc00",
-		//"debugIcon.breakpointDisabledForeground": "#848484",
-		//"debugIcon.breakpointForeground": "#e51400",
-		//"debugIcon.breakpointStackframeForeground": "#89d185",
-		//"debugIcon.breakpointUnverifiedForeground": "#848484",
-		//"debugIcon.continueForeground": "#75beff",
-		//"debugIcon.disconnectForeground": "#f48771",
-		//"debugIcon.pauseForeground": "#75beff",
-		//"debugIcon.restartForeground": "#89d185",
-		//"debugIcon.startForeground": "#89d185",
-		//"debugIcon.stepBackForeground": "#75beff",
-		//"debugIcon.stepIntoForeground": "#75beff",
-		//"debugIcon.stepOutForeground": "#75beff",
-		//"debugIcon.stepOverForeground": "#75beff",
-		//"debugIcon.stopForeground": "#f48771",
-		//"debugTokenExpression.boolean": "#4e94ce",
-		//"debugTokenExpression.error": "#f48771",
-		//"debugTokenExpression.name": "#c586c0",
-		//"debugTokenExpression.number": "#b5cea8",
-		//"debugTokenExpression.string": "#ce9178",
-		//"debugTokenExpression.value": "#cccccc99",
-		//"debugView.exceptionLabelBackground": "#6c2022",
-		//"debugView.exceptionLabelForeground": "#ffffff",
-		//"debugView.stateLabelBackground": "#88888844",
-		//"debugView.stateLabelForeground": "#ffffff",
-		//"debugView.valueChangedHighlight": "#569cd6",
-		//"descriptionForeground": "#ffffffb3",
-		//"diffEditor.diagonalFill": "#cccccc33",
-		//"editor.findRangeHighlightBackground": "#3a3d4166",
-		//"editor.focusedStackFrameHighlightBackground": "#7abd7a4d",
-		//"editor.foldBackground": "#4444664d",
-		//"editor.inlineValuesBackground": "#ffc80033",
-		//"editor.inlineValuesForeground": "#ffffff80",
-		//"editor.linkedEditingBackground": "#ff00004d",
-		//"editor.snippetFinalTabstopHighlightBorder": "#525252",
-		//"editor.snippetTabstopHighlightBackground": "#7c7c7c4d",
-		//"editor.stackFrameHighlightBackground": "#ffff0033",
-		//"editor.symbolHighlightBackground": "#444466aa",
-		//"editorActiveLineNumber.foreground": "#c6c6c6",
-		//"editorBracketHighlight.foreground1": "#ffd700",
-		//"editorBracketHighlight.foreground2": "#da70d6",
-		//"editorBracketHighlight.foreground3": "#179fff",
-		//"editorBracketHighlight.foreground4": "#00000000",
-		//"editorBracketHighlight.foreground5": "#00000000",
-		//"editorBracketHighlight.foreground6": "#00000000",
-		//"editorBracketHighlight.unexpectedBracket.foreground": "#ff1212cc",
-		//"editorBracketPairGuide.activeBackground1": "#00000000",
-		//"editorBracketPairGuide.activeBackground2": "#00000000",
-		//"editorBracketPairGuide.activeBackground3": "#00000000",
-		//"editorBracketPairGuide.activeBackground4": "#00000000",
-		//"editorBracketPairGuide.activeBackground5": "#00000000",
-		//"editorBracketPairGuide.activeBackground6": "#00000000",
-		//"editorBracketPairGuide.background1": "#00000000",
-		//"editorBracketPairGuide.background2": "#00000000",
-		//"editorBracketPairGuide.background3": "#00000000",
-		//"editorBracketPairGuide.background4": "#00000000",
-		//"editorBracketPairGuide.background5": "#00000000",
-		//"editorBracketPairGuide.background6": "#00000000",
-		//"editorGhostText.foreground": "#ffffff56",
-		//"editorGutter.commentRangeForeground": "#c5c5c5",
-		//"editorGutter.foldingControlForeground": "#c5c5c5",
-		//"editorHint.foreground": "#eeeeeeb3",
-		//"editorHoverWidget.foreground": "#ffffff",
-		//"editorHoverWidget.highlightForeground": "#ffffff",
-		//"editorHoverWidget.statusBarBackground": "#3d3d3d",
-		//"editorIndentGuide.activeBackground": "#333333",
-		//"editorInfo.foreground": "#3794ff",
-		//"editorInlayHint.background": "#88cc4499",
-		//"editorInlayHint.foreground": "#222222cc",
-		//"editorInlayHint.parameterBackground": "#88cc4499",
-		//"editorInlayHint.parameterForeground": "#222222cc",
-		//"editorInlayHint.typeBackground": "#88cc4499",
-		//"editorInlayHint.typeForeground": "#222222cc",
-		//"editorLightBulb.foreground": "#ffcc00",
-		//"editorLightBulbAutoFix.foreground": "#75beff",
-		//"editorLineNumber.activeForeground": "#c6c6c6",
-		//"editorMarkerNavigationError.headerBackground": "#88bbff1a",
-		//"editorMarkerNavigationInfo.background": "#3794ff",
-		//"editorMarkerNavigationInfo.headerBackground": "#3794ff1a",
-		//"editorMarkerNavigationWarning.headerBackground": "#88bbff1a",
-		//"editorOverviewRuler.bracketMatchForeground": "#a0a0a0",
-		//"editorOverviewRuler.commonContentForeground": "#60606066",
-		//"editorOverviewRuler.unicodeForeground": "#d186167e",
-		//"editorPane.background": "#222222",
-		//"editorSuggestWidget.focusHighlightForeground": "#ffffff",
-		//"editorSuggestWidget.selectedForeground": "#ffffff",
-		//"editorSuggestWidgetStatus.foreground": "#88888880",
-		//"editorUnicodeHighlight.border": "#bd9b03",
-		//"editorUnnecessaryCode.opacity": "#000000aa",
-		//"editorWidget.foreground": "#ffffff",
-		//"extensionBadge.remoteBackground": "#88cc44",
-		//"extensionBadge.remoteForeground": "#222222",
-		//"extensionIcon.preReleaseForeground": "#1d9271",
-		//"extensionIcon.starForeground": "#ff8e00",
-		//"extensionIcon.verifiedForeground": "#3794ff",
-		//"gitDecoration.addedResourceForeground": "#81b88b",
-		//"gitDecoration.conflictingResourceForeground": "#e4676b",
-		//"gitDecoration.deletedResourceForeground": "#c74e39",
-		//"gitDecoration.ignoredResourceForeground": "#8c8c8c",
-		//"gitDecoration.renamedResourceForeground": "#73c991",
-		//"gitDecoration.stageDeletedResourceForeground": "#c74e39",
-		//"gitDecoration.stageModifiedResourceForeground": "#e2c08d",
-		//"gitDecoration.submoduleResourceForeground": "#8db9e2",
-		//"gitlens.closedAutolinkedIssueIconColor": "#a371f7",
-		//"gitlens.closedPullRequestIconColor": "#f85149",
-		//"gitlens.decorations.addedForegroundColor": "#81b88b",
-		//"gitlens.decorations.branchAheadForegroundColor": "#35b15e",
-		//"gitlens.decorations.branchBehindForegroundColor": "#b15e35",
-		//"gitlens.decorations.branchDivergedForegroundColor": "#d8af1b",
-		//"gitlens.decorations.branchMissingUpstreamForegroundColor": "#c74e39",
-		//"gitlens.decorations.branchUnpublishedForegroundColor": "#35b15e",
-		//"gitlens.decorations.branchUpToDateForegroundColor": "#888888",
-		//"gitlens.decorations.copiedForegroundColor": "#73c991",
-		//"gitlens.decorations.deletedForegroundColor": "#c74e39",
-		//"gitlens.decorations.ignoredForegroundColor": "#8c8c8c",
-		//"gitlens.decorations.modifiedForegroundColor": "#cccccc",
-		//"gitlens.decorations.renamedForegroundColor": "#73c991",
-		//"gitlens.decorations.untrackedForegroundColor": "#cccccc",
-		//"gitlens.gutterBackgroundColor": "#ffffff13",
-		//"gitlens.gutterForegroundColor": "#bebebe",
-		//"gitlens.gutterUncommittedForegroundColor": "#00bcf299",
-		//"gitlens.lineHighlightBackgroundColor": "#00bcf233",
-		//"gitlens.lineHighlightOverviewRulerColor": "#00bcf299",
-		//"gitlens.mergedPullRequestIconColor": "#a371f7",
-		//"gitlens.openAutolinkedIssueIconColor": "#3fb950",
-		//"gitlens.openPullRequestIconColor": "#3fb950",
-		//"gitlens.trailingLineBackgroundColor": "#00000000",
-		//"gitlens.trailingLineForegroundColor": "#99999959",
-		//"gitlens.unpublishedCommitIconColor": "#35b15e",
-		//"gitlens.unpulledChangesIconColor": "#b15e35",
-		//"gitlens.unpushlishedChangesIconColor": "#35b15e",
-		//"icon.foreground": "#c5c5c5",
-		//"inputOption.activeBackground": "#66666666",
-		//"inputOption.activeForeground": "#ffffff",
-		//"inputOption.hoverBackground": "#5a5d5e80",
-		//"interactive.activeCodeBorder": "#222222",
-		//"interactive.inactiveCodeBorder": "#000000",
-		//"keybindingLabel.background": "#8080802b",
-		//"keybindingLabel.border": "#33333399",
-		//"keybindingLabel.bottomBorder": "#44444499",
-		//"keybindingLabel.foreground": "#cccccc",
-		//"keybindingTable.headerBackground": "#ffffff0a",
-		//"keybindingTable.rowsBackground": "#ffffff0a",
-		//"list.deemphasizedForeground": "#8c8c8c",
-		//"list.errorForeground": "#f88070",
-		//"list.filterMatchBackground": "#444466aa",
-		//"list.focusHighlightForeground": "#ffffff",
-		//"list.focusOutline": "#666666",
-		//"list.invalidItemForeground": "#b89500",
-		//"list.warningForeground": "#cca700",
-		//"listFilterWidget.background": "#653723",
-		//"listFilterWidget.noMatchesOutline": "#be1100",
-		//"listFilterWidget.outline": "#00000000",
-		//"menu.selectionBackground": "#111111",
-		//"menu.selectionForeground": "#ffffff",
-		//"menu.separatorBackground": "#bbbbbb",
-		//"menubar.selectionBackground": "#ffffff1a",
-		//"menubar.selectionForeground": "#888888",
-		//"merge.commonContentBackground": "#60606029",
-		//"merge.commonHeaderBackground": "#60606066",
-		//"minimap.errorHighlight": "#ff1212b3",
-		//"minimap.findMatchHighlight": "#d18616",
-		//"minimap.foregroundOpacity": "#000000",
-		//"minimap.selectionHighlight": "#264f78",
-		//"minimap.selectionOccurrenceHighlight": "#676767",
-		//"minimap.unicodeHighlight": "#d18616",
-		//"minimap.warningHighlight": "#88bbff",
-		//"minimapGutter.addedBackground": "#587c0c",
-		//"minimapGutter.deletedBackground": "#94151b",
-		//"minimapGutter.modifiedBackground": "#0c7d9d",
-		//"minimapSlider.activeBackground": "#ffffff09",
-		//"minimapSlider.background": "#ffffff09",
-		//"minimapSlider.hoverBackground": "#ffffff09",
-		//"notebook.cellBorderColor": "#000000",
-		//"notebook.cellEditorBackground": "#111111",
-		//"notebook.cellInsertionIndicator": "#666666",
-		//"notebook.cellStatusBarItemHoverBackground": "#ffffff26",
-		//"notebook.cellToolbarSeparator": "#80808059",
-		//"notebook.focusedCellBorder": "#666666",
-		//"notebook.focusedEditorBorder": "#666666",
-		//"notebook.inactiveFocusedCellBorder": "#000000",
-		//"notebook.selectedCellBackground": "#000000",
-		//"notebook.selectedCellBorder": "#000000",
-		//"notebook.symbolHighlightBackground": "#ffffff0b",
-		//"notebookScrollbarSlider.activeBackground": "#ffffff12",
-		//"notebookScrollbarSlider.background": "#ffffff12",
-		//"notebookScrollbarSlider.hoverBackground": "#ffffff12",
-		//"notebookStatusErrorIcon.foreground": "#88bbff",
-		//"notebookStatusRunningIcon.foreground": "#ffffff",
-		//"notebookStatusSuccessIcon.foreground": "#89d185",
-		//"notificationCenterHeader.background": "#424242",
-		//"notificationLink.foreground": "#3794ff",
-		//"notifications.background": "#333333",
-		//"notifications.border": "#424242",
-		//"notifications.foreground": "#ffffff",
-		//"notificationsErrorIcon.foreground": "#ee5500",
-		//"notificationsInfoIcon.foreground": "#3794ff",
-		//"notificationsWarningIcon.foreground": "#88bbff",
-		//"panel.dropBorder": "#ffffff",
-		//"panelSection.border": "#111111",
-		//"panelSection.dropBackground": "#111111bb",
-		//"panelSectionHeader.background": "#80808033",
-		//"ports.iconRunningProcessForeground": "#88cc44",
-		//"problemsErrorIcon.foreground": "#ee5500",
-		//"problemsInfoIcon.foreground": "#3794ff",
-		//"problemsWarningIcon.foreground": "#88bbff",
-		//"quickInput.background": "#333333",
-		//"quickInput.foreground": "#ffffff",
-		//"quickInputList.focusBackground": "#111111",
-		//"quickInputList.focusForeground": "#ffffff",
-		//"quickInputTitle.background": "#ffffff1b",
-		//"sash.hoverBorder": "#666666",
-		//"scm.providerBorder": "#454545",
-		//"searchEditor.findMatchBackground": "#44446670",
-		//"searchEditor.textInputBorder": "#333333",
-		//"settings.checkboxBackground": "#222222",
-		//"settings.checkboxBorder": "#222222",
-		//"settings.checkboxForeground": "#888888",
-		//"settings.dropdownBackground": "#222222",
-		//"settings.dropdownBorder": "#222222",
-		//"settings.dropdownForeground": "#888888",
-		//"settings.dropdownListBorder": "#333333",
-		//"settings.focusedRowBackground": "#80808024",
-		//"settings.focusedRowBorder": "#ffffff1f",
-		//"settings.headerForeground": "#e7e7e7",
-		//"settings.modifiedItemIndicator": "#0c7d9d",
-		//"settings.numberInputBackground": "#333333",
-		//"settings.numberInputBorder": "#333333",
-		//"settings.numberInputForeground": "#ffffff",
-		//"settings.rowHoverBackground": "#80808012",
-		//"settings.textInputBackground": "#333333",
-		//"settings.textInputBorder": "#333333",
-		//"settings.textInputForeground": "#ffffff",
-		//"sideBar.dropBackground": "#111111bb",
-		//"sideBySideEditor.horizontalBorder": "#111111",
-		//"sideBySideEditor.verticalBorder": "#111111",
-		//"statusBar.debuggingBorder": "#111111",
-		//"statusBar.noFolderBorder": "#111111",
-		//"statusBarItem.compactHoverBackground": "#ffffff33",
-		//"statusBarItem.errorBackground": "#0066eb",
-		//"statusBarItem.errorForeground": "#ffffff",
-		//"statusBarItem.prominentForeground": "#666666",
-		//"statusBarItem.remoteBackground": "#88cc44",
-		//"statusBarItem.remoteForeground": "#222222",
-		//"statusBarItem.warningBackground": "#0066eb",
-		//"statusBarItem.warningForeground": "#ffffff",
-		//"symbolIcon.arrayForeground": "#ffffff",
-		//"symbolIcon.booleanForeground": "#ffffff",
-		//"symbolIcon.classForeground": "#ee9d28",
-		//"symbolIcon.colorForeground": "#ffffff",
-		//"symbolIcon.constantForeground": "#ffffff",
-		//"symbolIcon.constructorForeground": "#b180d7",
-		//"symbolIcon.enumeratorForeground": "#ee9d28",
-		//"symbolIcon.enumeratorMemberForeground": "#75beff",
-		//"symbolIcon.eventForeground": "#ee9d28",
-		//"symbolIcon.fieldForeground": "#75beff",
-		//"symbolIcon.fileForeground": "#ffffff",
-		//"symbolIcon.folderForeground": "#ffffff",
-		//"symbolIcon.functionForeground": "#b180d7",
-		//"symbolIcon.interfaceForeground": "#75beff",
-		//"symbolIcon.keyForeground": "#ffffff",
-		//"symbolIcon.keywordForeground": "#ffffff",
-		//"symbolIcon.methodForeground": "#b180d7",
-		//"symbolIcon.moduleForeground": "#ffffff",
-		//"symbolIcon.namespaceForeground": "#ffffff",
-		//"symbolIcon.nullForeground": "#ffffff",
-		//"symbolIcon.numberForeground": "#ffffff",
-		//"symbolIcon.objectForeground": "#ffffff",
-		//"symbolIcon.operatorForeground": "#ffffff",
-		//"symbolIcon.packageForeground": "#ffffff",
-		//"symbolIcon.propertyForeground": "#ffffff",
-		//"symbolIcon.referenceForeground": "#ffffff",
-		//"symbolIcon.snippetForeground": "#ffffff",
-		//"symbolIcon.stringForeground": "#ffffff",
-		//"symbolIcon.structForeground": "#ffffff",
-		//"symbolIcon.textForeground": "#ffffff",
-		//"symbolIcon.typeParameterForeground": "#ffffff",
-		//"symbolIcon.unitForeground": "#ffffff",
-		//"symbolIcon.variableForeground": "#75beff",
-		//"tab.activeForeground": "#ffffff",
-		//"tab.activeModifiedBorder": "#3399cc",
-		//"tab.inactiveModifiedBorder": "#3399cc80",
-		//"tab.lastPinnedBorder": "#585858",
-		//"tab.unfocusedActiveBackground": "#222222",
-		//"tab.unfocusedActiveModifiedBorder": "#3399cc80",
-		//"tab.unfocusedInactiveBackground": "#111111",
-		//"tab.unfocusedInactiveModifiedBorder": "#3399cc40",
-		//"terminal.border": "#111111",
-		//"terminal.dropBackground": "#111111bb",
-		//"terminal.selectionBackground": "#ffffff40",
-		//"testing.iconErrored": "#f14c4c",
-		//"testing.iconFailed": "#f14c4c",
-		//"testing.iconPassed": "#73c991",
-		//"testing.iconQueued": "#cca700",
-		//"testing.iconSkipped": "#848484",
-		//"testing.iconUnset": "#848484",
-		//"testing.message.error.decorationForeground": "#ee5500",
-		//"testing.message.error.lineBackground": "#ff000033",
-		//"testing.message.info.decorationForeground": "#ffffff80",
-		//"testing.peekBorder": "#ee5500",
-		//"testing.peekHeaderBackground": "#ee55001a",
-		//"testing.runAction": "#73c991",
-		//"textBlockQuote.background": "#7f7f7f1a",
-		//"textBlockQuote.border": "#007acc80",
-		//"textCodeBlock.background": "#0a0a0a66",
-		//"textLink.activeForeground": "#3794ff",
-		//"textLink.foreground": "#3794ff",
-		//"textPreformat.foreground": "#d7ba7d",
-		//"textSeparator.foreground": "#ffffff2e",
-		//"toolbar.activeBackground": "#63666750",
-		//"toolbar.hoverBackground": "#5a5d5e50",
-		//"tree.indentGuidesStroke": "#585858",
-		//"tree.tableColumnsBorder": "#cccccc20",
-		//"tree.tableOddRowsBackground": "#ffffff0a",
-		//"welcomePage.progress.background": "#333333",
-		//"welcomePage.progress.foreground": "#3794ff",
-		//"welcomePage.tileBackground": "#333333",
-		//"welcomePage.tileHoverBackground": "#3d3d3d",
-		//"welcomePage.tileShadow": "#111111",
-		//"activityBar.activeBackground": null,
-		//"activityBar.activeFocusBorder": null,
-		//"button.border": null,
-		//"contrastActiveBorder": null,
-		//"contrastBorder": null,
-		//"debugToolBar.border": null,
-		//"diffEditor.border": null,
-		//"dropdown.listBackground": null,
-		//"editor.findMatchBorder": null,
-		//"editor.findMatchHighlightBorder": null,
-		//"editor.findRangeHighlightBorder": null,
-		//"editor.rangeHighlightBorder": null,
-		//"editor.selectionForeground": null,
-		//"editor.selectionHighlightBorder": null,
-		//"editor.snippetFinalTabstopHighlightBackground": null,
-		//"editor.snippetTabstopHighlightBorder": null,
-		//"editor.symbolHighlightBorder": null,
-		//"editor.wordHighlightBorder": null,
-		//"editor.wordHighlightStrongBorder": null,
-		//"editorCursor.background": null,
-		//"editorError.background": null,
-		//"editorError.border": null,
-		//"editorGhostText.background": null,
-		//"editorGhostText.border": null,
-		//"editorGroup.emptyBackground": null,
-		//"editorGroup.focusedEmptyBorder": null,
-		//"editorGroupHeader.border": null,
-		//"editorHint.border": null,
-		//"editorInfo.background": null,
-		//"editorInfo.border": null,
-		//"editorOverviewRuler.background": null,
-		//"editorSuggestWidget.selectedIconForeground": null,
-		//"editorUnnecessaryCode.border": null,
-		//"editorWarning.background": null,
-		//"editorWidget.resizeBorder": null,
-		//"inputValidation.errorForeground": null,
-		//"inputValidation.infoForeground": null,
-		//"inputValidation.warningForeground": null,
-		//"list.activeSelectionIconForeground": null,
-		//"list.filterMatchBorder": null,
-		//"list.inactiveFocusBackground": null,
-		//"list.inactiveFocusOutline": null,
-		//"list.inactiveSelectionIconForeground": null,
-		//"menu.border": null,
-		//"menu.selectionBorder": null,
-		//"menubar.selectionBorder": null,
-		//"minimap.background": null,
-		//"notebook.cellHoverBackground": null,
-		//"notebook.focusedCellBackground": null,
-		//"notebook.inactiveSelectedCellBorder": null,
-		//"notebook.outputContainerBackgroundColor": null,
-		//"notebook.outputContainerBorderColor": null,
-		//"notificationCenter.border": null,
-		//"notificationCenterHeader.foreground": null,
-		//"notificationToast.border": null,
-		//"panelInput.border": null,
-		//"panelSectionHeader.border": null,
-		//"panelSectionHeader.foreground": null,
-		//"peekViewEditor.matchHighlightBorder": null,
-		//"quickInput.list.focusBackground": null,
-		//"quickInputList.focusIconForeground": null,
-		//"searchEditor.findMatchBorder": null,
-		//"sideBarSectionHeader.border": null,
-		//"tab.activeBorder": null,
-		//"tab.activeBorderTop": null,
-		//"tab.hoverBackground": null,
-		//"tab.hoverBorder": null,
-		//"tab.hoverForeground": null,
-		//"tab.unfocusedActiveBorderTop": null,
-		//"tab.unfocusedHoverBackground": null,
-		//"tab.unfocusedHoverBorder": null,
-		//"tab.unfocusedHoverForeground": null,
-		//"terminal.tab.activeBorder": null,
-		//"terminalCursor.background": null,
-		//"terminalCursor.foreground": null,
-		//"testing.message.info.lineBackground": null,
-		//"titleBar.border": null,
-		//"toolbar.hoverOutline": null,
-		//"welcomePage.background": null,
-		//"window.activeBorder": null,
-		//"window.inactiveBorder": null
-	},
-	"tokenColors": [
-		{
-			"scope": [
-				"variable.language.this"
-			],
-			"settings": {
-				"fontStyle": ""
-			}
-		},
-		{
-			"scope": "markup.bold",
-			"settings": {
-				"fontStyle": "bold"
-			}
-		},
-		{
-			"scope": [
-				"invalid",
-				"markup.italic",
-				"markup.quote"
-			],
-			"settings": {
-				"fontStyle": "italic"
-			}
-		},
-		{
-			"scope": "markup.underline",
-			"settings": {
-				"fontStyle": "underline"
-			}
-		},
-		{
-			"scope": [
-				"source.js.jsx punctuation.section.embedded",
-				"entity.name.tag",
-				"string.other.link.description.title",
-				"support.constant",
-				"support.variable",
-				"support.type",
-				"variable.other.class",
-				"support.class.builtin.js",
-				"support.class.console.js",
-				"meta.property-value",
-				"variable.parameter.keyframe-list",
-				"meta.at-rule.keyframes entity.name.function",
-				"expression.embedded.vue punctuation.definition"
-			],
-			"settings": {
-				"foreground": "#BBA0FF",
-				"fontStyle": ""
-			}
-		},
-		{
-			"scope": [
-				"entity.other.attribute-name.pseudo-class.css",
-				"entity.name.type.object.console",
-				"variable.language",
-				"variable.parameter.function.language.special.self.python",
-				"storage.type",
-				"entity.other.attribute-name.pseudo-element.css"
-			],
-			"settings": {
-				"foreground": "#BBA0FF",
-				"fontStyle": "italic"
-			}
-		},
-		{
-			"scope": [
-				"punctuation.definition.string.template"
-			],
-			"settings": {
-				"foreground": "#BBA0FF",
-				"fontStyle": "bold"
-			}
-		},
-		{
-			"scope": [
-				"entity.other.attribute-name.class.css",
-				"entity.other.attribute-name.parent-selector-suffix.css",
-				"entity.other.attribute-name.parent-selector-suffix.css punctuation.definition.entity.css",
-				"meta.definition.function",
-				"markup.underline.link",
-				"markup.inserted",
-				"meta.function-call",
-				"meta.instance.constructor",
-				"meta.attribute-with-value.class string",
-				"string.other.ref",
-				"string.other.restructuredtext.ref",
-				"variable.function",
-				"entity.name.type",
-				"entity.name.function",
-				"variable.other.object.property",
-				"punctuation.separator.key-value",
-				"meta.definition.function.js",
-				"support.class.component.js",
-				"entity.other.inherited-class",
-				"support.class",
-				"support.function.misc",
-				"support.function",
-				"entity.other.attribute-name.id.css",
-				"entity.other.attribute-name.id.css punctuation",
-				"entity.other.attribute-name.class.css punctuation",
-				"meta.function-call support.function.construct",
-				"entity.other.attribute-name"
-			],
-			"settings": {
-				"foreground": "#FFDD44"
-			}
-		},
-		{
-			"scope": "storage.type.function.arrow",
-			"settings": {
-				"foreground": "#FFDD44",
-				"fontStyle": ""
-			}
-		},
-		{
-			"scope": [
-				"entity.name.section",
-				"constant.numeric.line-number.match.find-in-files",
-				"markup.heading",
-				"markup.changed",
-				"meta.attribute-with-value.id string",
-				"string",
-				"punctuation.definition.string.begin",
-				"punctuation.definition.string.end",
-				"meta.attribute-selector"
-			],
-			"settings": {
-				"foreground": "#88CC44"
-			}
-		},
-		{
-			"scope": [
-				"keyword",
-				"keyword.control",
-				"constant",
-				"constant.numeric",
-				"constant.language",
-				"constant.other.property",
-				"constant.character.escape",
-				"comment keyword.codetag.notation",
-				"keyword.other.template.begin",
-				"keyword.other.template.end",
-				"markup.raw",
-				"markup.deleted",
-				"meta.property-list.css variable.other",
-				"entity.name.constant.preprocessor",
-				"meta.preprocessor",
-				"punctuation.section.embedded",
-				"punctuation.template-string.element.begin",
-				"punctuation.template-string.element.end",
-				"string.quoted.template punctuation.definition.string.begin",
-				"string.quoted.template punctuation.definition.string.end",
-				"meta.paragraph.markdown meta.dummy.line-break",
-				"meta.paragraph.markdown meta.hard-line-break.markdown",
-				"storage",
-				"storage.class.restructuredtext.ref",
-				"string.other.link.title",
-				"string.other.link.description",
-				"string.regexp punctuation.definition.string.begin",
-				"string.regexp punctuation.definition.string.end",
-				"variable.language.arguments",
-				"storage.modifier",
-				"keyword.operator.new",
-				"keyword.operator",
-				"keyword.operator.spread",
-				"punctuation.section.embedded.end.php source.php",
-				"support.function.construct",
-				"meta.at-rule.keyframes",
-				"meta.at-rule.keyframes entity.other.attribute-name"
-			],
-			"settings": {
-				"foreground": "#88BBFF"
-			}
-		},
-		{
-			"scope": [
-				"variable.other.substitution"
-			],
-			"settings": {
-				"foreground": "#88BBFF",
-				"fontStyle": "bold"
-			}
-		},
-		{
-			"scope": [
-				"meta.function-call meta.function-call.arguments",
-				"meta.function-call meta.arguments",
-				"meta.function-call meta.group",
-				"source.json meta.structure.dictionary",
-				"meta.object.member",
-				"punctuation.definition.group",
-				"string.unquoted.label",
-				"variable.other.member",
-				"entity.name.class",
-				"entity.name.namespace",
-				"constant.other",
-				"variable",
-				"variable.other",
-				"variable.other.constant.js",
-				"text.find-in-files",
-				"source",
-				"entity.name.type.module",
-				"source.sql support.function",
-				"support.other.namespace.php"
-			],
-			"settings": {
-				"foreground": "#FFFFFF",
-				"fontStyle": ""
-			}
-		},
-		{
-			"scope": [
-				"variable.parameter",
-				"parameters variable.function"
-			],
-			"settings": {
-				"foreground": "#FFFFFF",
-				"fontStyle": "italic"
-			}
-		},
-		{
-			"scope": [
-				"variable.other.property",
-				"support.variable.property",
-				"punctuation.separator.key-value",
-				"meta.object-literal.key",
-				"variable.other.object.property",
-				"variable.object.property",
-				"text.html.basic",
-				"text.html.vue-html",
-				"text.html.php",
-				"text.html.derivative",
-				"punctuation.definition.variable",
-				"punctuation.definition.keyword.scss",
-				"meta.jsx.children.js",
-				"meta.tag.attributes keyword.operator.assignment",
-				"support.type.vendored.property-name.css",
-				"support.type.property-name.json",
-				"variable.other.constant.property"
-			],
-			"settings": {
-				"foreground": "#BBBBCC"
-			}
-		},
-		{
-			"scope": "meta.property-name support.type",
-			"settings": {
-				"foreground": "#BBBBCC",
-				"fontStyle": ""
-			}
-		},
-		{
-			"scope": [
-				"keyword.other.substitution",
-				"keyword.operator.heading.restructuredtext",
-				"keyword.operator.table.row.restructuredtext",
-				"keyword.operator.table.data.restructuredtext",
-				"punctuation",
-				"markup.ignored",
-				"markup.untracked",
-				"meta.brace.round",
-				"meta.brace.square",
-				"meta.brace.curly",
-				"meta.delimiter.comma.js",
-				"meta.function-call.without-arguments.js",
-				"meta.function-call.method.without-arguments.js",
-				"source.scss",
-				"string source punctuation.section.embedded",
-				"punctuation.definition.tag.begin source",
-				"source.php"
-			],
-			"settings": {
-				"foreground": "#9999AA"
-			}
-		},
-		{
-			"scope": [
-				"comment",
-				"comment punctuation"
-			],
-			"settings": {
-				"foreground": "#888899",
-				"fontStyle": "italic"
-			}
-		},
-		{
-			"scope": "token.info-token",
-			"settings": {
-				"foreground": "#6796E6"
-			}
-		},
-		{
-			"scope": "token.warn-token",
-			"settings": {
-				"foreground": "#CD9731"
-			}
-		},
-		{
-			"scope": "token.error-token",
-			"settings": {
-				"foreground": "#F44747"
-			}
-		},
-		{
-			"scope": "token.debug-token",
-			"settings": {
-				"foreground": "#B267E6"
-			}
-		}
-	]
-}

dev/john/vscode/windows/launch.json

@@ -1,41 +0,0 @@
-{
-  // Use IntelliSense to learn about possible attributes.
-  // Hover to view descriptions of existing attributes.
-  // For more information, visit: https://go.microsoft.com/fwlink/?linkid=830387
-  "version": "0.2.0",
-  "configurations": [
-    {
-      "name": "Spark Client",
-      "type": "coreclr",
-      "request": "launch",
-      "program": "${workspaceFolder}/build/Debug/bin/net6.0-windows/Spark.exe",
-      "cwd": "${workspaceFolder}/build/Debug/bin/net6.0-windows",
-      "enableStepFiltering": false,
-      "console": "internalConsole",
-      "stopAtEntry": false
-    },
-    {
-      "name": "Spark Test",
-      "type": "coreclr",
-      "request": "launch",
-      "program": "${workspaceFolder}/build/Debug/bin/net6.0/sparkcmd.exe",
-      "args": ["test", "${input:test}"],
-      "cwd": "${workspaceFolder}/build/Debug/bin/net6.0-windows",
-      "enableStepFiltering": false,
-      "console": "internalConsole",
-      "stopAtEntry": false
-    },
-    {
-      "name": "Attach (.NET Core)",
-      "type": "coreclr",
-      "request": "attach"
-    }
-  ],
-  "inputs": [
-    {
-      "id": "test",
-      "description": "The test(s) to run",
-      "type": "promptString"
-    }
-  ]
-}

dev/john/vscode/windows/settings.json

@@ -1,37 +0,0 @@
-{
-  "cmake.configureOnOpen": false,
-  "workbench.colorTheme": "Default Dark+",
-  "C_Cpp.intelliSenseEngine": "Disabled",
-  "files.associations": {
-    "*.js": "javascript",
-    "*.conf": "jsonc",
-    "array": "cpp",
-    "xtree": "cpp",
-    "chrono": "cpp",
-    "*.ipp": "cpp",
-    "optional": "cpp",
-    "regex": "cpp",
-    "system_error": "cpp",
-    "format": "cpp",
-    "future": "cpp",
-    "istream": "cpp",
-    "memory": "cpp",
-    "tuple": "cpp",
-    "type_traits": "cpp",
-    "utility": "cpp",
-    "variant": "cpp",
-    "xlocmes": "cpp",
-    "xlocmon": "cpp",
-    "xlocnum": "cpp",
-    "xloctime": "cpp",
-    "xutility": "cpp",
-    "xstring": "cpp",
-    "string": "cpp",
-    "cstdint": "cpp"
-  },
-
-  "files.exclude": {
-    "**/.g.cs": true,
-    "**/.g.i.cs": true
-  }
-}

dev/john/vscode/windows/tasks.json

@@ -1,44 +0,0 @@
-{
-  "version": "2.0.0",
-  "tasks": [
-    {
-      "label": "Build Spark Client",
-      "type": "process",
-      "command": "C:\\Program Files\\Microsoft Visual Studio\\2022\\Community\\Common7\\Tools\\VsDevCmd.bat",
-      "args": [
-        "-arch=x64",
-        "-host_arch=x64",
-        "&&",
-        "${workspaceRoot}\\tools\\buildspark.cmd"
-      ],
-      "group": {
-        "kind": "build",
-        "isDefault": true
-      },
-      "presentation": {
-        "echo": true,
-        "reveal": "always",
-        "focus": false,
-        "panel": "new",
-        "showReuseMessage": false,
-        "clear": false,
-        "close": false
-      }
-    },
-
-    {
-      "label": "Run Spark Client",
-      "type": "process",
-      "command": "${workspaceRoot}\\build\\Debug\\bin\\net6.0-windows\\Spark.exe",
-      "presentation": {
-        "echo": true,
-        "reveal": "always",
-        "focus": false,
-        "panel": "shared",
-        "showReuseMessage": true,
-        "clear": false
-      },
-      "problemMatcher": []
-    }
-  ]
-}

doc/user/CMakeLists.txt

@@ -1,8 +1,8 @@
 cmake_minimum_required(VERSION 3.5)
 project(doc)
 
-include(${CMAKE_SOURCE_DIR}/cmake/safe_dep_glob.cmake)
-include(${CMAKE_SOURCE_DIR}/cmake/Protobuf.cmake)
+include(${CMAKE_SOURCE_DIR}/tools/safe_dep_glob.cmake)
+include(${CMAKE_SOURCE_DIR}/tools/Protobuf.cmake)
 
 # DEPENDENCIES
 set(DOC_GLOBS

global.json

@@ -1,6 +1,6 @@
 {
   "sdk": {
-    "version": "6.0.200",
+    "version": "2.1.508",
     "rollForward": "latestMajor"
   }
 }

requirements.txt

@@ -12,7 +12,6 @@ pycodestyle==2.7.0
 pycparser==2.20
 pylint==2.10.2
 PyMeta3==0.5.1
-termcolor==1.1.0
 toml==0.10.2
 wrapt==1.12.1
 yapf==0.31.0

spark_client.sln

@@ -1,10 +1,10 @@
 Microsoft Visual Studio Solution File, Format Version 12.00
-# Visual Studio Version 17
-VisualStudioVersion = 17.3.32922.545
+# Visual Studio Version 16
+VisualStudioVersion = 16.0.30114.105
 MinimumVisualStudioVersion = 15.0.26124.0
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api", "src\client\spark_api\spark_api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
 EndProject
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}"
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
 EndProject
@@ -12,17 +12,15 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "sparkcmd", "src\client\spar
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_core", "src\client\spark_core\spark_core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
 EndProject
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "ZERO_CHECK", "build\ZERO_CHECK.vcxproj", "{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}"
+EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_sdk", "src\client\spark_sdk\spark_sdk.csproj", "{6963C314-83C4-4667-B0D0-C2F7AE208C29}"
 	ProjectSection(ProjectDependencies) = postProject
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25} = {FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}
+		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40} = {9FA60215-26AF-3EB7-AB89-D4F4B126EF40}
 	EndProjectSection
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{ECD78CC5-138F-4809-A764-2358C2AC2E82}"
 EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_websocket", "src\client\spark_websocket\spark_websocket.csproj", "{3201359D-C071-4089-9EDE-B04D759F1508}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api_server", "src\client\spark_api_server\spark_api_server.csproj", "{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}"
-EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
 		Debug|x64 = Debug|x64
@@ -39,14 +37,14 @@ Global
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|x64.Build.0 = Release|x64
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x64.ActiveCfg = Release|x64
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.Debug|x64.ActiveCfg = Debug|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.Debug|x64.Build.0 = Debug|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.Release|x64.ActiveCfg = Release|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.Release|x64.Build.0 = Release|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
+		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.Debug|x64.ActiveCfg = Debug|x64
+		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.Debug|x64.Build.0 = Debug|x64
+		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
+		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
+		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.Release|x64.ActiveCfg = Release|x64
+		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.Release|x64.Build.0 = Release|x64
+		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
+		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
 		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x64.ActiveCfg = Debug|x64
 		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x64.Build.0 = Debug|x64
 		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.MinSizeRel|x64.ActiveCfg = Release|x64
@@ -71,6 +69,14 @@ Global
 		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.Release|x64.Build.0 = Release|x64
 		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.RelWithDebInfo|x64.ActiveCfg = Release|x64
 		{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}.RelWithDebInfo|x64.Build.0 = Release|x64
+		{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.Debug|x64.ActiveCfg = Debug|x64
+		{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.Debug|x64.Build.0 = Debug|x64
+		{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
+		{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
+		{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.Release|x64.ActiveCfg = Release|x64
+		{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.Release|x64.Build.0 = Release|x64
+		{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
+		{A1B7276B-8F81-3D58-A22E-870AF28DF9B9}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
 		{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Debug|x64.ActiveCfg = Debug|x64
 		{6963C314-83C4-4667-B0D0-C2F7AE208C29}.Debug|x64.Build.0 = Debug|x64
 		{6963C314-83C4-4667-B0D0-C2F7AE208C29}.MinSizeRel|x64.ActiveCfg = Release|x64
@@ -87,22 +93,6 @@ Global
 		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Release|x64.Build.0 = Release|x64
 		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.ActiveCfg = Release|x64
 		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.Debug|x64.ActiveCfg = Debug|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.Debug|x64.Build.0 = Debug|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.MinSizeRel|x64.ActiveCfg = Debug|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.MinSizeRel|x64.Build.0 = Debug|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.Release|x64.ActiveCfg = Release|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.Release|x64.Build.0 = Release|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.Debug|x64.ActiveCfg = Debug|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.Debug|x64.Build.0 = Debug|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.MinSizeRel|x64.ActiveCfg = Debug|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.MinSizeRel|x64.Build.0 = Debug|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.Release|x64.ActiveCfg = Release|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.Release|x64.Build.0 = Release|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.RelWithDebInfo|x64.Build.0 = Release|x64
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE

src/client/Directory.Build.Props

@@ -1,55 +1,52 @@
-<Project>
-
-  <PropertyGroup>
-    <ComputerSpecificConfig>..\..\tools\override\$(computername).props</ComputerSpecificConfig>
-    <SparkRoot>$([System.IO.Path]::GetFullPath($(MSBuildThisFileDirectory)\..\..))</SparkRoot>
-    <SourceRoot>$([System.IO.Path]::GetFullPath($(SparkRoot)\src))</SourceRoot>
-    <Externals>$(SparkRoot)\externals\windows</Externals>
-    <DepotName>$([System.IO.Path]::GetFileName($([System.IO.Path]::GetFullPath($(SparkRoot)))))</DepotName>
-    <ErrorReport>None</ErrorReport>
-    <Prefer32Bit>False</Prefer32Bit>
-    <Deterministic>true</Deterministic>
-    <EnableDefaultContentItems>False</EnableDefaultContentItems>
-    <ShowMissingItemTypes>false</ShowMissingItemTypes>
-    <Configuration Condition="'$(configuration)'==''">Debug</Configuration>
-    <EnablePreviewFeatures>true</EnablePreviewFeatures>
-    <LangVersion>11</LangVersion>
-  </PropertyGroup>
-
-  <PropertyGroup Label="Output">
-    <BaseOutputPath>$(SparkRoot)\build\$(Configuration)</BaseOutputPath>
-    <OutputPath>$(BaseOutputPath)\bin</OutputPath>
-    <BaseIntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</BaseIntermediateOutputPath>
-    <IntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</IntermediateOutputPath>
-    <ProtoOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</ProtoOutputPath>
-    <GenDir>$(BaseOutputPath)\gen\$(MSBuildProjectName)</GenDir>
-  </PropertyGroup>
-
-  <Import
-      Project="$(ComputerSpecificConfig)"
-      Condition="Exists($(ComputerSpecificConfig))" />
-
-  <PropertyGroup Label="ProtoBuf">
-    <ProtocPluginBase>$(SparkRoot)\src\lib\api\service_compiler</ProtocPluginBase>
-    <protoc>$(Externals)\bin\protoc.exe</protoc>
-    <protogen>$(Externals)\bin\protogen.exe</protogen>
-  </PropertyGroup>
-
-  <ItemDefinitionGroup>
-    <Proto2></Proto2>
-    <Proto3>
-      <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
-      <OutCS>%(OutBase)%(FileName).cs</OutCS>
-      <OutCSClient>%(OutBase)%(FileName).client.pb.cs</OutCSClient>
-      <OutCSServer>%(OutBase)%(FileName).server.pb.cs</OutCSServer>
-      <OutCSImmutable>%(OutBase)%(FileName).immutable.pb.cs</OutCSImmutable>
-      <CompileOptions></CompileOptions>
-    </Proto3>
-    <Proto3Excel>
-      <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
-      <OutCSExcel>%(OutBase)%(FileName).excel.pb.cs</OutCSExcel>
-      <CompileOptions></CompileOptions>
-    </Proto3Excel>
-  </ItemDefinitionGroup>
-
-</Project>
+<Project>
+
+  <PropertyGroup>
+    <ComputerSpecificConfig>..\..\tools\override\$(computername).props</ComputerSpecificConfig>
+    <SparkRoot>$([System.IO.Path]::GetFullPath($(MSBuildThisFileDirectory)\..\..))</SparkRoot>
+    <SourceRoot>$([System.IO.Path]::GetFullPath($(SparkRoot)\src))</SourceRoot>
+    <Externals>$(SparkRoot)\externals\windows</Externals>
+    <DepotName>$([System.IO.Path]::GetFileName($([System.IO.Path]::GetFullPath($(SparkRoot)))))</DepotName>
+    <ErrorReport>None</ErrorReport>
+    <Prefer32Bit>False</Prefer32Bit>
+    <Deterministic>true</Deterministic>
+    <EnableDefaultContentItems>False</EnableDefaultContentItems>
+    <ShowMissingItemTypes>false</ShowMissingItemTypes>
+    <Configuration Condition="'$(configuration)'==''">Debug</Configuration>
+  </PropertyGroup>
+
+  <PropertyGroup Label="Output">
+    <BaseOutputPath>$(SparkRoot)\build\$(Configuration)</BaseOutputPath>
+    <OutputPath>$(BaseOutputPath)\bin</OutputPath>
+    <BaseIntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</BaseIntermediateOutputPath>
+    <IntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</IntermediateOutputPath>
+    <GenDir>$(BaseOutputPath)\gen\$(MSBuildProjectName)</GenDir>
+  </PropertyGroup>
+
+  <Import
+      Project="$(ComputerSpecificConfig)"
+      Condition="Exists($(ComputerSpecificConfig))" />
+
+  <PropertyGroup Label="ProtoBuf">
+    <ProtocPluginBase>$(SparkRoot)\src\lib\api\service_compiler</ProtocPluginBase>
+    <protoc>$(Externals)\bin\protoc.exe</protoc>
+    <protogen>$(Externals)\bin\protogen.exe</protogen>
+  </PropertyGroup>
+
+  <ItemDefinitionGroup>
+    <Proto2></Proto2>
+    <Proto3>
+      <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
+      <OutCS>%(OutBase)%(FileName).cs</OutCS>
+      <OutCSClient>%(OutBase)%(FileName).client.pb.cs</OutCSClient>
+      <OutCSServer>%(OutBase)%(FileName).server.pb.cs</OutCSServer>
+      <OutCSImmutable>%(OutBase)%(FileName).immutable.pb.cs</OutCSImmutable>
+      <CompileOptions></CompileOptions>
+    </Proto3>
+    <Proto3Excel>
+      <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
+      <OutCSExcel>%(OutBase)%(FileName).excel.pb.cs</OutCSExcel>
+      <CompileOptions></CompileOptions>
+    </Proto3Excel>
+  </ItemDefinitionGroup>
+
+</Project>

src/client/Directory.Build.Targets

@@ -52,7 +52,8 @@
     <Exec Command="set PYTHONPATH=$(SparkRoot)\.venv\Scripts\python" />
     <Exec
         Command="
-       $(protoc) %* %(Proto3.FullPath) ^
+       $(SparkRoot)\tools\build_protos.cmd ^
+       %(Proto3.FullPath) ^
        --error_format=msvs ^
        --proto_path=$(SourceRoot) ^
        --plugin=&quot;protoc-gen-service=$(ProtocPluginBase)\plugin.cmd&quot; ^
@@ -67,16 +68,6 @@
     </ItemGroup>
   </Target>
 
-  <Target Name="RemoveSystemRuntimeFromRefPack"
-          BeforeTargets="_HandlePackageFileConflicts"
-          Condition="'@(Reference -> WithMetadataValue('NugetPackageId', 'System.Runtime.Experimental'))' != ''">
-    <ItemGroup>
-      <Reference Remove="@(Reference)"
-                 Condition="$([System.String]::Copy(%(Reference.Identity)).Contains('System.Runtime.dll')) and
-                            '%(Reference.NuGetPackageId)' == 'Microsoft.NETCore.App.Ref'" />
-    </ItemGroup>
-  </Target>
-
   <Target
       Name="AfterClean"
       AfterTargets="Clean">

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

@@ -1,7 +1,4 @@
-#nullable enable
 namespace mbts.spark {
-   using bts.api.analytics;
-
    using mbts.analytics;
    using mbts.ui;
    using mbts.ui.shell;
@@ -15,9 +12,9 @@ namespace mbts.spark {
       readonly AnalyticsExpirationParameters _committed_value;
       readonly Property<bool> _is_selected;
 
-      readonly Property<ExpirationDriverImmutable?> _driver;
-      readonly Property<SecurityExpiration?> _deliverable;
-      readonly Property<SecurityExpiration?> _roll_schedule;
+      readonly Property<SecurityExpiration> _driver;
+      readonly Property<SecurityExpiration> _deliverable;
+      readonly Property<SecurityExpiration> _roll_schedule;
       readonly Property<double> _roll_target;
       readonly Property<double> _riskless_rate;
       readonly Property<double> _settlement_price;
@@ -36,19 +33,18 @@ namespace mbts.spark {
 
       bool _is_last_row_of_month_group;
 
-      public AnalyticsExpirationParametersRowVM(
-         AnalyticsExpirationParametersVM owner, AnalyticsExpirationParameters committed_value) {
-         this.owner = owner;
-         _committed_value = committed_value;
+      public AnalyticsExpirationParametersRowVM(AnalyticsExpirationParametersVM owner, AnalyticsExpirationParameters committed_value) {
+         this.owner = owner ?? throw new ArgumentNullException(nameof(owner));
+         _committed_value = committed_value ?? throw new ArgumentNullException(nameof(committed_value));
          security = committed_value.security ?? throw new ArgumentException("security must be non-null", nameof(committed_value));
 
          _is_selected = backing(nameof(is_selected), false);
          _is_selected.Changed += (oldval, newval) => is_selected_changed?.Invoke(newval);
 
          var is_dirty_srcs = new List<IObservable<bool>>();
-         (_driver, _is_driver_dirty) = mk_cell_props<ExpirationDriverImmutable?>(nameof(driver), committed_value.driver);
-         (_deliverable, _is_deliverable_dirty) = mk_cell_props<SecurityExpiration?>(nameof(deliverable), committed_value.deliverable_security);
-         (_roll_schedule, _is_roll_schedule_dirty) = mk_cell_props<SecurityExpiration?>(nameof(roll_schedule), committed_value.roll_schedule_expiration);
+         (_driver, _is_driver_dirty) = mk_cell_props(nameof(driver), committed_value.driver_security);
+         (_deliverable, _is_deliverable_dirty) = mk_cell_props(nameof(deliverable), committed_value.deliverable_security);
+         (_roll_schedule, _is_roll_schedule_dirty) = mk_cell_props(nameof(roll_schedule), committed_value.roll_schedule_expiration);
          (_roll_target, _is_roll_target_dirty) = mk_cell_props(nameof(roll_target), committed_value.roll_target);
          (_riskless_rate, _is_riskless_rate_dirty) = mk_cell_props(nameof(riskless_rate), committed_value.riskless_rate);
          (_settlement_price, _is_settlement_price_dirty) = mk_cell_props(nameof(settlement_price), committed_value.settlement_price);
@@ -68,22 +64,13 @@ namespace mbts.spark {
          }
       }
 
-      public event Action<bool>? is_selected_changed;
+      public event Action<bool> is_selected_changed;
 
       public AnalyticsExpirationParametersVM owner { get; }
       public SecurityExpiration security { get; }
-      public ExpirationDriverImmutable? driver {
-         get => _driver.Value;
-         set => _driver.set(value);
-      }
-      public SecurityExpiration? deliverable {
-         get => _deliverable.Value;
-         set => _deliverable.set(value);
-      }
-      public SecurityExpiration? roll_schedule {
-         get => _roll_schedule.Value;
-         set => _roll_schedule.set(value);
-      }
+      public SecurityExpiration driver { get => _driver.Value; set => _driver.set(value); }
+      public SecurityExpiration deliverable { get => _deliverable.Value; set => _deliverable.set(value); }
+      public SecurityExpiration roll_schedule { get => _roll_schedule.Value; set => _roll_schedule.set(value); }
       public AnalyticsExpirationParameters original_params => _committed_value;
 
       public double roll_target { get => _roll_target.Value; set => _roll_target.set(value); }
@@ -115,15 +102,15 @@ namespace mbts.spark {
       public AnalyticsExpirationParameters candidate_value => new(
          security,
          driver,
-         deliverable?.is_empty() ?? false ? null : deliverable,
-         roll_schedule?.is_empty() ?? false ? null : roll_schedule,
+         deliverable.is_empty() ? null : deliverable,
+         roll_schedule.is_empty() ? null : roll_schedule,
          roll_target,
          riskless_rate,
          settlement_price,
          delta_beta,
          vega_beta);
 
-      public IObservable<SecurityExpiration?> observe_roll_schedule() =>
+      public IObservable<SecurityExpiration> observe_roll_schedule() =>
          _roll_schedule.observe_current(true);
 
       public IObservable<bool> observe_roll_schedule_dirty() =>
@@ -133,7 +120,7 @@ namespace mbts.spark {
          _is_dirty.observe_current(true);
 
       public void revert() {
-         driver = _committed_value.driver;
+         driver = _committed_value.driver_security;
          deliverable = _committed_value.deliverable_security;
          roll_schedule = _committed_value.roll_schedule_expiration;
          roll_target = _committed_value.roll_target;
@@ -146,11 +133,11 @@ namespace mbts.spark {
       public override string ToString() =>
          $"sec: {security}; drv: {driver}; dlv: {deliverable}; roll: {roll_schedule} @ {roll_target}";
 
-      public bool Equals(AnalyticsExpirationParametersRowVM? other) =>
+      public bool Equals(AnalyticsExpirationParametersRowVM other) =>
          other is not null &&
          security.Equals(other.security);
 
-      public override bool Equals(object? obj) =>
+      public override bool Equals(object obj) =>
          Equals(obj as AnalyticsExpirationParametersRowVM);
 
       public override int GetHashCode() =>

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

@@ -1,8 +1,5 @@
-#nullable enable
-namespace mbts.spark {
+namespace mbts.spark {
    using bts.api;
-   using bts.api.analytics;
-   using bts.collections;
    using bts.reactive;
    using bts.utils;
 
@@ -15,17 +12,11 @@ namespace mbts.spark {
    using mbts.ui.utility;
    using mbts.utils;
 
-   using Spark.Core;
-   using Spark.Core.Collections;
-   using Spark.Core.Disposables;
-   using Spark.ViewModel.Commands;
-
    using System;
    using System.Collections.Generic;
    using System.Collections.Immutable;
    using System.Collections.ObjectModel;
    using System.Collections.Specialized;
-   using System.Diagnostics.CodeAnalysis;
    using System.Linq;
    using System.Reactive;
    using System.Reactive.Linq;
@@ -35,93 +26,70 @@ namespace mbts.spark {
    class AnalyticsExpirationParametersVM : DisposableViewModelBase, IHandleRowSelection {
       readonly IBus _bus;
       readonly ObservableCollection<AnalyticsExpirationParameters> _parameters = new();
-      readonly DeferrableAction _sync_visible_rows;
-      readonly Property<AnalyticsExpirationParametersRowVM?> _copy_row_source;
-      readonly Property<bool> _auto_copy_rolls_is_checked;
-      readonly Property<bool> _auto_copy_rates_is_checked;
+      readonly DeferrableActionWrapper _sync_visible_rows;
+      readonly Property<AnalyticsExpirationParametersRowVM> _copy_row_source;
       readonly DelegateProperty<bool> _is_dirty;
-      readonly ObservableHashSet<AnalyticsExpirationParametersRowVM> _selected_rows = new();
-      readonly DeferrableAction _raise_selected_rows_changed;
-      readonly IRaiseCanExecuteChangedCommand _set_driver_to_nearest_exp_cmd;
-      IList<string>? _pending_selected_symbols;
+      readonly HashSet<AnalyticsExpirationParametersRowVM> _selected_rows = new();
 
-      AnalyticsExpirationParametersMap? _parameter_map;
+      AnalyticsExpirationParametersMap _parameter_map;
+      bool _auto_copy_rolls_is_checked;
+      bool _auto_copy_rates_is_checked;
       (ICommand cmd, IDisposable can_exe_sub)? _smart_copy_roll_target_to_selection_cmd;
       (ICommand cmd, IDisposable can_exe_sub)? _smart_copy_riskless_rate_to_selection_cmd;
 
-      public AnalyticsExpirationParametersVM(
-         IBus bus, AnalyticsExpirationParametersSettings startup_data) {
-         _bus = bus;
-         _auto_copy_rates_is_checked = backing(nameof(auto_copy_rates_is_checked), false);
-         _auto_copy_rolls_is_checked = backing(nameof(auto_copy_rolls_is_checked), false);
-         _raise_selected_rows_changed = new(() => selected_rows_changed?.Invoke(_selected_rows));
+      public AnalyticsExpirationParametersVM(IBus bus, AnalyticsExpirationParametersSettings startup_data) {
+         _bus = bus ?? throw new ArgumentNullException(nameof(bus));
          var selected_symbol_ref_count = new RefCountMap<string>();
          _sync_visible_rows = new(() =>
-            visible_rows.sync_with(
-               rows.Where(x => selected_symbol_ref_count.ContainsKey(x.security.symbol))));
+            visible_rows.sync_with(rows.Where(x => selected_symbol_ref_count.ContainsKey(x.security.symbol))));
          non_options_with_empty = new ObservableAggregateCollection<SecurityExpiration>(
             new() { SecurityExpiration.empty }, non_options);
-
-         _copy_row_source = backing<AnalyticsExpirationParametersRowVM?>(nameof(copy_row_source));
+         _copy_row_source = backing<AnalyticsExpirationParametersRowVM>(nameof(copy_row_source));
          _is_dirty = backing(nameof(is_dirty), () => rows.Any(r => r.is_dirty));
 
          if (startup_data is not null) {
-            _pending_selected_symbols = startup_data.selected_symbols;
+            if (!startup_data.selected_symbols.is_null_or_empty()) {
+               selected_symbols.AddRange(startup_data.selected_symbols);
+            }
             auto_copy_rolls_is_checked = startup_data.auto_copy_rolls_is_checked;
             auto_copy_rates_is_checked = startup_data.auto_copy_rates_is_checked;
          }
 
-         var explicit_drivers = new ObservableCollection<ExpirationDriverImmutable>();
-         drivers = ObservableAggregateCollection.create(
-            new() { new ExpirationDriverImmutable(new() { TimeWeightedInterpolated = new() }) },
-            explicit_drivers);
-         _set_driver_to_nearest_exp_cmd = new Command(
-            () => _set_driver_to_nearest_exp(_selected_rows), () => _selected_rows.Count > 0);
          commit_cmd = ObservantCommand.create(_commit, out var can_commit_observer);
          revert_cmd = ObservantCommand.create(_revert, out var can_revert_observer);
-         selected_rows_changed += _ => _set_driver_to_nearest_exp_cmd.RaiseCanExecuteChanged();
 
          _dispose = Disposable.Create(
-            _selected_rows.Subscribe((s, e) => _raise_selected_rows_changed.Invoke()),
             ObservableAutoWrapper.connect(_parameters, rows, p => new(this, p), r => r.Dispose()),
-            ObservableAutoWrapper.connect(
-               non_options,
-               explicit_drivers,
-               sec => new ExpirationDriverImmutable(new() { Security = sec.to_api_sec_exp() })),
-            rows.Subscribe((s, e) => _sync_visible_rows.Invoke()),
+            rows.Subscribe((s, e) => _sync_visible_rows.execute()),
             _bus.subscribe(SparkTags.ExpirationParametersInputTag).OnDispatcher().Subscribe(
                CompositeObserver.create(
                   Observer.Create<AnalyticsExpirationParametersMap>(_on_parameter_map),
                   can_commit_observer.wrap<bool, AnalyticsExpirationParametersMap>(m => m is not null))),
             ObservableAutoWrapper.connect_item_hooks(selected_symbols, sym => {
                if (selected_symbol_ref_count.increment_adds_key(sym)) {
-                  _sync_visible_rows.Invoke();
+                  _sync_visible_rows.execute();
                }
                return Disposable.Create(() => {
                   if (selected_symbol_ref_count.decrement_removes_key(sym)) {
-                     _sync_visible_rows.Invoke();
+                     _sync_visible_rows.execute();
                   }
                });
             }),
-            ObservableAutoWrapper.connect_item_hooks(
-               rows, r => r.observe_is_dirty().Subscribe(_ => _is_dirty.refresh())),
+            ObservableAutoWrapper.connect_item_hooks(rows, r => r.observe_is_dirty().Subscribe(_ => _is_dirty.refresh())),
             _is_dirty.observe_current(true).OnDispatcher().Subscribe(can_revert_observer),
+            Disposable.wrap_collection(rows),
             Disposable.Create(() => {
-               rows.DisposeAll();
                _smart_copy_roll_target_to_selection_cmd?.can_exe_sub?.Dispose();
                _smart_copy_riskless_rate_to_selection_cmd?.can_exe_sub?.Dispose();
             }));
       }
 
-      public event Action<IReadOnlySet<AnalyticsExpirationParametersRowVM>>? selected_rows_changed;
-
       public ObservableCollection<SecurityExpiration> non_options { get; } = new();
-      public IReadOnlyObservableCollection<ExpirationDriverImmutable> drivers { get; }
       public ObservableCollection<SecurityExpiration> non_options_with_empty { get; } = new();
 
       public ObservableCollection<AnalyticsExpirationParametersRowVM> rows { get; } = new();
       public ObservableCollection<AnalyticsExpirationParametersRowVM> visible_rows { get; } = new();
-      public AnalyticsExpirationParametersRowVM? copy_row_source {
+      public AnalyticsExpirationParametersRowVM copy_row_source {
          get => _copy_row_source.Value;
          set => _copy_row_source.set(value);
       }
@@ -132,29 +100,18 @@ namespace mbts.spark {
       public bool is_dirty => _is_dirty.Value;
 
       public bool auto_copy_rolls_is_checked {
-         get => _auto_copy_rolls_is_checked.Value;
-         set => _auto_copy_rolls_is_checked.set(value);
+         get => _auto_copy_rolls_is_checked;
+         set => Set(ref _auto_copy_rolls_is_checked, value);
       }
-      public IObservable<bool> observe_auto_copy_rolls() =>
-         _auto_copy_rolls_is_checked.observe_current(true);
 
       public bool auto_copy_rates_is_checked {
-         get => _auto_copy_rates_is_checked.Value;
-         set => _auto_copy_rates_is_checked.set(value);
+         get => _auto_copy_rates_is_checked;
+         set => Set(ref _auto_copy_rates_is_checked, value);
       }
-      public IObservable<bool> observe_auto_copy_rates() =>
-         _auto_copy_rates_is_checked.observe_current(true);
-
-      public ICommand toggle_auto_copy_rates_cmd =>
-         new Command(() => auto_copy_rates_is_checked = !auto_copy_rates_is_checked);
-      public ICommand toggle_auto_copy_rolls_cmd =>
-         new Command(() => auto_copy_rolls_is_checked = !auto_copy_rolls_is_checked);
 
       public ICommand commit_cmd { get; }
       public ICommand revert_cmd { get; }
 
-      public ICommand set_driver_to_nearest_exp_cmd => _set_driver_to_nearest_exp_cmd;
-
       public ICommand copy_driver_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.driver = f.driver);
       public ICommand copy_deliverable_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.deliverable = f.deliverable);
       public ICommand copy_roll_schedule_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.roll_schedule = f.roll_schedule);
@@ -181,7 +138,7 @@ namespace mbts.spark {
 
       public IEnumerable<SecurityExpiration> get_smart_copy_roll_exps(
          SecurityExpiration roll_schedule_expiration) {
-         foreach (var (exp, exp_params) in (_parameter_map?.exp_map).empty_if_null()) {
+         foreach (var (exp, exp_params) in _parameter_map?.exp_map.empty_if_null()) {
             if (exp_params.roll_schedule_expiration.Equals(roll_schedule_expiration)) {
                yield return exp;
             }
@@ -195,38 +152,17 @@ namespace mbts.spark {
             auto_copy_rolls_is_checked = auto_copy_rolls_is_checked
          };
 
-      void _set_driver_to_nearest_exp(IEnumerable<AnalyticsExpirationParametersRowVM> rows) {
-         Func<ExpirationDriverImmutable, bool> is_unexpired = (d) => {
-            var st = d.Security.to_sec_exp().security_tuple.to_api_sec_tuple();
-            var exp = d.Security.Expiration.date_time();
-            return SecurityExpirationHelper.is_unexpired(st, exp);
-         };
-         foreach (var r in rows) {
-            if (drivers
-               .Where(d => d.HasSecurity && d.Security.Symbol == r.security.symbol)
-               .Where(d => is_unexpired(d))
-               .TryGetMinElement(
-                  d => (r.security.expiration - d.Security.Expiration.date_time()).Ticks.abs(),
-                  out var nearest_exp)) {
-               r.driver = nearest_exp;
-            }
-         }
-      }
-
-      Action<AnalyticsExpirationParametersRowVM> _copy_to_selection(
-         Action<AnalyticsExpirationParametersRowVM, AnalyticsExpirationParametersRowVM> copy_to_row) =>
+      Action<AnalyticsExpirationParametersRowVM> _copy_to_selection(Action<AnalyticsExpirationParametersRowVM, AnalyticsExpirationParametersRowVM> copy_to_row) =>
          from_row => {
             foreach (var to_row in _selected_rows) {
                copy_to_row(from_row, to_row);
             }
          };
 
-      ICommand _copy_to_selection_cmd(
-         Action<AnalyticsExpirationParametersRowVM, AnalyticsExpirationParametersRowVM> copy_to_row) =>
+      ICommand _copy_to_selection_cmd(Action<AnalyticsExpirationParametersRowVM, AnalyticsExpirationParametersRowVM> copy_to_row) =>
          Command.create(_copy_to_selection(copy_to_row));
 
-      Action<AnalyticsExpirationParametersRowVM> _smart_copy_to_selection(
-         Action<AnalyticsExpirationParametersRowVM, AnalyticsExpirationParametersRowVM> copy_to_row) =>
+      Action<AnalyticsExpirationParametersRowVM> _smart_copy_to_selection(Action<AnalyticsExpirationParametersRowVM, AnalyticsExpirationParametersRowVM> copy_to_row) =>
          from_row => {
             foreach (var to_row in _get_smart_copy_roll_target_rows(from_row)) {
                copy_to_row(from_row, to_row);
@@ -235,26 +171,21 @@ namespace mbts.spark {
 
       (ICommand cmd, IDisposable can_exe_sub) _smart_copy_to_selection_cmd(
          Action<AnalyticsExpirationParametersRowVM, AnalyticsExpirationParametersRowVM> copy_to_row) {
-         var copy_fn = _smart_copy_to_selection(copy_to_row);
-         var cmd = ObservantCommand.create<AnalyticsExpirationParametersRowVM?>(
-            r => copy_fn(r ?? throw new InvalidOperationException()),
-            observe_can_execute,
-            out var can_exe_observer);
-         var can_exe_sub = _copy_row_source.observe_current(true).OnDispatcher()
-            .Subscribe(can_exe_observer);
+         var cmd = ObservantCommand.create(
+            _smart_copy_to_selection(copy_to_row), observe_can_execute, out var can_exe_observer);
+         var can_exe_sub = _copy_row_source.observe_current(true).OnDispatcher().Subscribe(can_exe_observer);
          return (cmd, can_exe_sub);
 
-         static IObservable<bool> observe_can_execute(AnalyticsExpirationParametersRowVM? row) =>
+         static IObservable<bool> observe_can_execute(AnalyticsExpirationParametersRowVM row) =>
             row is null ?
                Observable.Return(false) :
                row.observe_roll_schedule()
                   .CombineLatest(row.observe_roll_schedule_dirty(), (rs, rs_dirty) => (rs, rs_dirty))
-                  .Select(tup => !tup.rs?.is_empty() ?? false && !tup.rs_dirty)
+                  .Select(tup => !tup.rs.is_empty() && !tup.rs_dirty)
                   .OnDispatcher();
       }
 
-      IEnumerable<AnalyticsExpirationParametersRowVM> _get_smart_copy_roll_target_rows(
-         AnalyticsExpirationParametersRowVM row) {
+      IEnumerable<AnalyticsExpirationParametersRowVM> _get_smart_copy_roll_target_rows(AnalyticsExpirationParametersRowVM row) {
          var target_exps = get_smart_copy_roll_exps(
             row.original_params.roll_schedule_expiration)
             .ToHashSet();
@@ -276,13 +207,11 @@ namespace mbts.spark {
          }
       }
 
-      [MemberNotNull(nameof(_parameter_map))]
       void _on_parameter_map(AnalyticsExpirationParametersMap parameter_map) {
          bool is_first_update = _parameter_map is null;
-         _parameter_map = parameter_map;
+         _parameter_map = parameter_map ?? throw new ArgumentNullException(nameof(parameter_map));
          _parameters.sync_with(parameter_map.get_sorted_exps().Select(parameter_map.get_parameter));
-         non_options.sync_with(
-            parameter_map.get_sorted_exps().Where(exp => exp.security_type != SecurityType.Option));
+         non_options.sync_with(parameter_map.get_sorted_exps().Where(exp => exp.security_type != SecurityType.Option));
 
          // Set `is_last_row_of_month_group` for each row
          foreach (var exp_rows in rows.GroupBy(r => r.security.expiration.Month)) {
@@ -294,10 +223,10 @@ namespace mbts.spark {
          }
 
          symbols.sync_with(_parameters.Select(p => p.security.symbol).Distinct().Ordered());
-         using var _ = _sync_visible_rows.defer();
+         using var _ = _sync_visible_rows.defer_execution();
          if (is_first_update) {
-            selected_symbols.sync_with(_pending_selected_symbols?.Intersect(symbols) ?? symbols);
-            _pending_selected_symbols = null;
+            // select all symbols on first update
+            selected_symbols.sync_with(symbols);
          }
       }
 

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

@@ -9,36 +9,18 @@
     xmlns:u="clr-namespace:mbts.ui"
     xmlns:cv="clr-namespace:mbts.ui.converters"
     xmlns:shell="clr-namespace:mbts.ui.shell"
-    Background="{u:BTSBrush UI.common_background}">
+    Background="{StaticResource CommonBackground}">
   <UserControl.Resources>
     <cv:DoubleTextConverter x:Key="DoubleTextConverter" />
     <cv:DoubleTextConverter
         x:Key="RisklessRateConverter"
         Multiplier="100" />
-
-    <CollectionViewSource x:Key="Drivers" Source="{Binding drivers}" />
-    <CollectionViewSource x:Key="NonOptionsWithEmpty" Source="{Binding non_options_with_empty}" />
-
-    <DataTemplate x:Key="DriverTemplate">
-      <TextBlock Text="{Binding Converter={x:Static shell:AnalyticsExpirationParametersView.driver_display_text_converter}}">
-        <TextBlock.Style>
-          <Style TargetType="TextBlock">
-            <Style.Triggers>
-              <Trigger
-                  Property="Text"
-                  Value="None">
-                <Setter
-                    Property="FontStyle"
-                    Value="Italic" />
-              </Trigger>
-            </Style.Triggers>
-          </Style>
-        </TextBlock.Style>
-      </TextBlock>
-    </DataTemplate>
-
+    <shell:ExpTextConverter
+        x:Key="ExpirationTextConverter"
+        ShowSymbol="True"
+        MapExp="True" />
     <DataTemplate x:Key="ExpirationTemplate">
-      <TextBlock Text="{Binding Converter={x:Static shell:AnalyticsExpirationParametersView.expiration_text_converter}}">
+      <TextBlock Text="{Binding Converter={StaticResource ExpirationTextConverter}}">
         <TextBlock.Style>
           <Style TargetType="TextBlock">
             <Style.Triggers>
@@ -48,6 +30,9 @@
                 <Setter
                     Property="FontStyle"
                     Value="Italic" />
+                <Setter
+                    Property="Foreground"
+                    Value="Gray" />
               </Trigger>
             </Style.Triggers>
           </Style>
@@ -117,20 +102,6 @@
         CommandParameter="{Binding}"
       />
     </ContextMenu>
-
-    <Style x:Key="TextBlockCellElement" TargetType="TextBlock">
-      <Setter
-        Property="Foreground"
-        Value="{Binding Foreground, RelativeSource={RelativeSource AncestorType=DataGridCell}}" />
-    </Style>
-
-    <Style x:Key="ComboBoxCellElement" TargetType="ComboBox" BasedOn="{StaticResource {x:Type ComboBox}}">
-      <Setter
-        Property="Foreground"
-        Value="{Binding Foreground, RelativeSource={RelativeSource AncestorType=DataGridCell}}" />
-      <Setter Property="Margin" Value="2" />
-      <Setter Property="IsSynchronizedWithCurrentItem" Value="False" />
-    </Style>
   </UserControl.Resources>
   <Grid>
     <Grid.Resources>
@@ -153,23 +124,17 @@
         SelectedItems="{Binding selected_symbols}"
         HorizontalAlignment="Left"
         Margin="5,2,2,2"
+        TextBlock.Foreground="Black"
         HeaderContent="Symbols"
-        ShowSelectAll="True">
-        <c:ComboCheckBox.HeaderContentTemplate>
-          <DataTemplate>
-            <TextBlock Text="{Binding}" Foreground="{u:BTSColor UI.default_text}" />
-          </DataTemplate>
-        </c:ComboCheckBox.HeaderContentTemplate>
-      </c:ComboCheckBox>
+        ShowSelectAll="True"
+      />
 
       <WrapPanel>
-        <TextBlock
-          Margin="5,5,0,0" Foreground="{u:BTSBrush UI.default_text}" Text="Auto copy rolls:" />
+        <TextBlock Margin="5,5,0,0" Text="Auto copy rolls:" />
         <CheckBox Margin="5,5,10,0" IsChecked="{Binding auto_copy_rolls_is_checked}" />
       </WrapPanel>
       <WrapPanel>
-        <TextBlock
-          Margin='0,5,0,0' Foreground="{u:BTSBrush UI.default_text}" Text="Auto copy rates:" />
+        <TextBlock Margin='0,5,0,0' Text="Auto copy rates:" />
         <CheckBox Margin="5,5,0,0" IsChecked="{Binding auto_copy_rates_is_checked}" />
       </WrapPanel>
     </StackPanel>
@@ -177,8 +142,8 @@
         x:Name="_grid"
         Grid.Row="1"
         ItemsSource="{Binding visible_rows}"
-        Background="Transparent"
-        VerticalGridLinesBrush="{u:BTSColor Grid.grid_line}"
+        AlternatingRowBackground="{u:BTSColor MarketData.driver_background}"
+        VerticalGridLinesBrush="Gray"
         EnableRowVirtualization="True"
         EnableColumnVirtualization="True"
         CanUserAddRows="False"
@@ -191,10 +156,35 @@
         SelectionUnit="FullRow"
         SelectedUnits="{Binding selected_rows}"
         PreviewMouseRightButtonUp="_grid_PreviewMouseRightButtonUp">
-      <c:DataGridEx.RowStyle>
-        <Style TargetType="DataGridRow" BasedOn="{StaticResource {x:Type DataGridRow}}">
-          <Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay}"/>
+      <DataGrid.Resources>
+        <Style TargetType="{x:Type DataGridCell}" BasedOn="{StaticResource {x:Type DataGridCell}}">
+          <Setter Property="BorderThickness" Value="1" />
           <Style.Triggers>
+            <Trigger
+                Property="IsSelected"
+                Value="True">
+              <Setter
+                  Property="Background"
+                  Value="{u:BTSColor Grid.grid_selection_background}" />
+              <Setter
+                  Property="BorderBrush"
+                  Value="{u:BTSColor Grid.grid_selection_background}" />
+            </Trigger>
+          </Style.Triggers>
+        </Style>
+      </DataGrid.Resources>
+      <DataGrid.RowStyle>
+        <Style TargetType="DataGridRow">
+          <Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay}"/>
+          <Setter Property="Background" Value="Transparent"/>
+          <Style.Triggers>
+            <Trigger
+                Property="IsSelected"
+                Value="true">
+              <Setter
+                  Property="Background"
+                  Value="{u:BTSColor Grid.grid_selection_background}" />
+            </Trigger>
             <DataTrigger
                 Binding="{Binding is_last_row_of_month_group}"
                 Value="True">
@@ -207,7 +197,7 @@
             </DataTrigger>
           </Style.Triggers>
         </Style>
-      </c:DataGridEx.RowStyle>
+      </DataGrid.RowStyle>
       <DataGrid.ColumnHeaderStyle>
         <Style TargetType="DataGridColumnHeader">
           <Setter
@@ -219,6 +209,9 @@
           <Setter
               Property="HorizontalContentAlignment"
               Value="Center" />
+          <Setter
+              Property="BorderThickness"
+              Value="0,0,1,0" />
           <Setter
               Property="BorderBrush"
               Value="Black" />
@@ -233,7 +226,7 @@
       <DataGrid.Columns>
         <DataGridTextColumn
             Header="Security"
-            Binding="{Binding security, Converter={x:Static shell:AnalyticsExpirationParametersView.expiration_text_converter}}"
+            Binding="{Binding security, Converter={StaticResource ExpirationTextConverter}}"
             IsReadOnly="True">
           <DataGridTextColumn.CellStyle>
             <Style
@@ -245,6 +238,9 @@
               <Setter
                   Property="Foreground"
                   Value="{u:BTSColor Name=header_text}" />
+              <Setter
+                  Property="BorderThickness"
+                  Value="0" />
               <Setter
                   Property="VerticalContentAlignment"
                   Value="Center" />
@@ -291,7 +287,9 @@
                 <DataTrigger
                     Binding="{Binding is_driver_dirty}"
                     Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
                 </DataTrigger>
               </Style.Triggers>
             </Style>
@@ -299,10 +297,10 @@
           <DataGridTemplateColumn.CellTemplate>
             <DataTemplate>
               <ComboBox
-                  ItemsSource="{Binding Source={StaticResource Drivers}}"
-                  ItemTemplate="{StaticResource DriverTemplate}"
+                  ItemsSource="{Binding DataContext.non_options, RelativeSource={RelativeSource AncestorType=c:DataGridEx}}"
+                  ItemTemplate="{StaticResource ExpirationTemplate}"
                   SelectedItem="{Binding driver, UpdateSourceTrigger=PropertyChanged}"
-                  Style="{StaticResource ComboBoxCellElement}" />
+                  Margin="2" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
         </DataGridTemplateColumn>
@@ -320,28 +318,20 @@
                 <DataTrigger
                     Binding="{Binding is_deliverable_dirty}"
                     Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
                 </DataTrigger>
-                <MultiDataTrigger>
-                  <MultiDataTrigger.Conditions>
-                    <Condition Binding="{Binding is_deliverable_dirty}" Value="False" />
-                    <Condition Binding="{Binding
-                      deliverable,
-                      Converter={x:Static shell:AnalyticsExpirationParametersView.expiration_is_defined_converter}}"
-                      Value="False" />
-                  </MultiDataTrigger.Conditions>
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.default_foreground_dark}" />
-                </MultiDataTrigger>
               </Style.Triggers>
             </Style>
           </DataGridTemplateColumn.CellStyle>
           <DataGridTemplateColumn.CellTemplate>
             <DataTemplate>
               <ComboBox
-                  ItemsSource="{Binding Source={StaticResource NonOptionsWithEmpty}}"
+                  ItemsSource="{Binding DataContext.non_options_with_empty, RelativeSource={RelativeSource AncestorType=c:DataGridEx}}"
                   ItemTemplate="{StaticResource ExpirationTemplate}"
                   SelectedItem="{Binding deliverable, UpdateSourceTrigger=PropertyChanged}"
-                  Style="{StaticResource ComboBoxCellElement}" />
+                  Margin="2" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
         </DataGridTemplateColumn>
@@ -359,28 +349,20 @@
                 <DataTrigger
                     Binding="{Binding is_roll_schedule_dirty}"
                     Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
                 </DataTrigger>
-                <MultiDataTrigger>
-                  <MultiDataTrigger.Conditions>
-                    <Condition Binding="{Binding is_roll_schedule_dirty}" Value="False" />
-                    <Condition Binding="{Binding
-                      roll_schedule,
-                      Converter={x:Static shell:AnalyticsExpirationParametersView.expiration_is_defined_converter}}"
-                      Value="False" />
-                  </MultiDataTrigger.Conditions>
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.default_foreground_dark}" />
-                </MultiDataTrigger>
               </Style.Triggers>
             </Style>
           </DataGridTemplateColumn.CellStyle>
           <DataGridTemplateColumn.CellTemplate>
             <DataTemplate>
               <ComboBox
-                  ItemsSource="{Binding Source={StaticResource NonOptionsWithEmpty}}"
+                  ItemsSource="{Binding DataContext.non_options_with_empty, RelativeSource={RelativeSource AncestorType=c:DataGridEx}}"
                   ItemTemplate="{StaticResource ExpirationTemplate}"
                   SelectedItem="{Binding roll_schedule, UpdateSourceTrigger=PropertyChanged}"
-                  Style="{StaticResource ComboBoxCellElement}" />
+                  Margin="2" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
         </DataGridTemplateColumn>
@@ -396,7 +378,9 @@
                 <DataTrigger
                     Binding="{Binding is_roll_target_dirty}"
                     Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
                 </DataTrigger>
               </Style.Triggers>
             </Style>
@@ -407,15 +391,14 @@
                   Text="{Binding roll_target, Converter={StaticResource DoubleTextConverter}}"
                   VerticalAlignment="Center"
                   Margin="2,0,2,0"
-                  ContextMenu="{StaticResource RollTargetContextMenu}"
-                  Style="{StaticResource TextBlockCellElement}" />
+                  ContextMenu="{StaticResource RollTargetContextMenu}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
           <DataGridTemplateColumn.CellEditingTemplate>
             <DataTemplate>
               <TextBox
-                Text="{Binding roll_target, Converter={StaticResource DoubleTextConverter}}"
-                Margin="2" />
+                  Text="{Binding roll_target, Converter={StaticResource DoubleTextConverter}}"
+                  Margin="2" />
             </DataTemplate>
           </DataGridTemplateColumn.CellEditingTemplate>
         </DataGridTemplateColumn>
@@ -431,7 +414,9 @@
                 <DataTrigger
                     Binding="{Binding is_riskless_rate_dirty}"
                     Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
                 </DataTrigger>
               </Style.Triggers>
             </Style>
@@ -442,14 +427,12 @@
                   Text="{Binding riskless_rate, Converter={StaticResource RisklessRateConverter}}"
                   VerticalAlignment="Center"
                   Margin="2,0,2,0"
-                  ContextMenu="{StaticResource RisklessRateContextMenu}"
-                  Style="{StaticResource TextBlockCellElement}" />
+                  ContextMenu="{StaticResource RisklessRateContextMenu}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
           <DataGridTemplateColumn.CellEditingTemplate>
             <DataTemplate>
-              <TextBox
-                Text="{Binding riskless_rate, Converter={StaticResource RisklessRateConverter}}" />
+              <TextBox Text="{Binding riskless_rate, Converter={StaticResource RisklessRateConverter}}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellEditingTemplate>
         </DataGridTemplateColumn>
@@ -465,7 +448,9 @@
                 <DataTrigger
                     Binding="{Binding is_settlement_price_dirty}"
                     Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
                 </DataTrigger>
               </Style.Triggers>
             </Style>
@@ -476,14 +461,12 @@
                   Text="{Binding settlement_price, Converter={StaticResource DoubleTextConverter}}"
                   VerticalAlignment="Center"
                   Margin="2,0,2,0"
-                  ContextMenu="{StaticResource SettlementPriceContextMenu}"
-                  Style="{StaticResource TextBlockCellElement}" />
+                  ContextMenu="{StaticResource SettlementPriceContextMenu}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
           <DataGridTemplateColumn.CellEditingTemplate>
             <DataTemplate>
-              <TextBox
-                Text="{Binding settlement_price, Converter={StaticResource DoubleTextConverter}}" />
+              <TextBox Text="{Binding settlement_price, Converter={StaticResource DoubleTextConverter}}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellEditingTemplate>
         </DataGridTemplateColumn>
@@ -500,7 +483,9 @@
                 <DataTrigger
                     Binding="{Binding is_delta_beta_dirty}"
                     Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
                 </DataTrigger>
               </Style.Triggers>
             </Style>
@@ -511,14 +496,12 @@
                   Text="{Binding delta_beta, Converter={StaticResource DoubleTextConverter}}"
                   VerticalAlignment="Center"
                   Margin="2,0,2,0"
-                  ContextMenu="{StaticResource DeltaBetaContextMenu}"
-                  Style="{StaticResource TextBlockCellElement}" />
+                  ContextMenu="{StaticResource DeltaBetaContextMenu}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
           <DataGridTemplateColumn.CellEditingTemplate>
             <DataTemplate>
-              <TextBox
-                Text="{Binding delta_beta, Converter={StaticResource DoubleTextConverter}}" />
+              <TextBox Text="{Binding delta_beta, Converter={StaticResource DoubleTextConverter}}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellEditingTemplate>
         </DataGridTemplateColumn>
@@ -535,7 +518,9 @@
                 <DataTrigger
                     Binding="{Binding is_vega_beta_dirty}"
                     Value="True">
-                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
+                  <Setter
+                      Property="BorderBrush"
+                      Value="Red" />
                 </DataTrigger>
               </Style.Triggers>
             </Style>
@@ -543,11 +528,10 @@
           <DataGridTemplateColumn.CellTemplate>
             <DataTemplate>
               <TextBlock
-                Text="{Binding vega_beta, Converter={StaticResource DoubleTextConverter}}"
-                VerticalAlignment="Center"
-                Margin="2,0,2,0"
-                ContextMenu="{StaticResource VegaBetaContextMenu}"
-                Style="{StaticResource TextBlockCellElement}" />
+                  Text="{Binding vega_beta, Converter={StaticResource DoubleTextConverter}}"
+                  VerticalAlignment="Center"
+                  Margin="2,0,2,0"
+                  ContextMenu="{StaticResource VegaBetaContextMenu}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
           <DataGridTemplateColumn.CellEditingTemplate>

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

@@ -1,14 +1,10 @@
-#nullable enable
-namespace mbts.ui.shell {
-   using bts.api.analytics;
+namespace mbts.ui.shell {
+   using bts.api;
 
    using mbts.spark;
    using mbts.ui.controls;
-   using mbts.ui.converters;
    using mbts.ui.extensions;
 
-   using Spark.Core.Disposables;
-
    using System;
    using System.Windows;
    using System.Windows.Controls;
@@ -20,8 +16,8 @@ namespace mbts.ui.shell {
    /// Interaction logic for AnalyticsExpirationParametersView.xaml
    /// </summary>
    partial class AnalyticsExpirationParametersView : UserControl {
-      IDisposable? _context_menu_op;
-      IDisposable? _data_context_hooks;
+      IDisposable _context_menu_op;
+      IDisposable _data_context_hooks;
 
       public AnalyticsExpirationParametersView() {
          InitializeComponent();
@@ -35,28 +31,6 @@ namespace mbts.ui.shell {
          }
       }
 
-      public static ExpirationTextConverter expiration_text_converter =>
-         new() {
-            ShowSymbol = true,
-            ShowType = true,
-            MapExp = true
-         };
-
-      public static IValueConverter driver_display_text_converter =>
-         ValueConverter.create<ExpirationDriverImmutable?, string?>(
-            d => d.HasValue ?
-               d.Value.ModeCase switch {
-               ExpirationDriver.ModeOneofCase.Security =>
-                  expiration_text_converter.convert(d.Value.Security.to_sec_exp()),
-               ExpirationDriver.ModeOneofCase.TimeWeightedInterpolated => "Calculate",
-               _ => null
-            } :
-            null);
-
-      public static IValueConverter expiration_is_defined_converter =>
-         ValueConverter.create<SecurityExpiration?, bool>(exp =>
-            exp is not null && exp.expiration != default);
-
       void _grid_PreviewMouseRightButtonUp(object sender, MouseButtonEventArgs e) {
          Disposable.dispose(ref _context_menu_op);
          if (e.OriginalSource is not FrameworkElement el || DataContext is not AnalyticsExpirationParametersVM vm) {
@@ -73,4 +47,30 @@ namespace mbts.ui.shell {
          e.Handled = true;
       }
    }
+
+   class ExpTextConverter : IValueConverter {
+      public ExpTextConverter() {
+         NullOrEmptyText = "None";
+      }
+
+      public bool ShowType { get; set; }
+      public bool ShowSymbol { get; set; }
+      public bool MapExp { get; set; }
+      public string NullOrEmptyText { get; set; }
+
+      public object Convert(object value, Type targetType, object parameter, System.Globalization.CultureInfo culture) {
+         var exp = value as SecurityExpiration;
+         if (exp == null || exp.is_empty()) {
+            return NullOrEmptyText;
+         }
+         return ShowSymbol ?
+            SecurityFormatter.format_future(exp.symbol, exp.expiration) :
+            DateFormatter.Format(exp.expiration, DateFormat.MonthCodeLastDigitYear);
+      }
+
+      public object ConvertBack(object value, Type targetType, object parameter, System.Globalization.CultureInfo culture) {
+         throw new NotImplementedException();
+      }
+   }
+
 }

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

@@ -1,13 +1,10 @@
-namespace mbts.spark {
+namespace mbts.spark {
    using bts.api;
    using bts.spark;
 
    using mbts.ui;
    using mbts.ui.shell;
 
-   using Spark.Core.Disposables;
-
-   using System;
    using System.Collections.Generic;
    using System.Windows;
    using System.Windows.Input;
@@ -41,30 +38,11 @@ namespace mbts.spark {
 
       public void thread_init() {
          _vm = new AnalyticsExpirationParametersVM(_bus, _init_settings);
-
-         var auto_copy_rolls_cmd = new SparkCommandCommand(
-            "Auto Copy Rolls", null, _vm.toggle_auto_copy_rolls_cmd);
-         _vm.SubscribeDisposed(_vm.observe_auto_copy_rolls().Subscribe(v =>
-            auto_copy_rolls_cmd.icon = v ? Icons.RecurringSchedule : Icons.RecurringScheduleGray));
-
-         var auto_copy_rates_cmd = new SparkCommandCommand(
-            "Auto Copy Rates", null, _vm.toggle_auto_copy_rates_cmd);
-         _vm.SubscribeDisposed(_vm.observe_auto_copy_rates().Subscribe(v =>
-            auto_copy_rates_cmd.icon = v ? Icons.FinancialGrowth : Icons.FinancialGrowthGray));
-
+         _view = new AnalyticsExpirationParametersView { DataContext = _vm };
          _commands = new() {
             new SparkCommandCommand("Commit", Icons.Disk, _vm.commit_cmd, new KeyGesture(Key.S, ModifierKeys.Control)),
             new SparkCommandCommand("Revert", Icons.UndoCircular, _vm.revert_cmd, new KeyGesture(Key.Z, ModifierKeys.Control)),
-            auto_copy_rates_cmd,
-            auto_copy_rolls_cmd,
-            new SparkCommandCommand(
-               "Set Driver to Nearest Exp", null, _vm.set_driver_to_nearest_exp_cmd) {
-               show_in_toolbar = false,
-               show_in_context_menu = true
-            },
          };
-
-         _view = new AnalyticsExpirationParametersView { DataContext = _vm };
       }
    }
 }

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

@@ -1,69 +1,101 @@
-#nullable enable
+using System;
+using System.Collections.Generic;
+using System.Linq;
+
+using bts;
+using mbts.analytics;
+using bts.api.analytics;
+using System.Reactive.Linq;
+using bts.api;
+using System.Threading;
+
 namespace mbts.spark {
-   using bts;
-   using bts.api;
-   using bts.api.analytics;
+   // 1. Reads exp params from the network and publishes
+   //    it to the BB
+   // 2. Listens to ExpirationParametersCommitTag and
+   //    writes the calls into persistence to save the data
+   public class AnalyticsParametersManager : IDisposable {
+      private readonly ThreadedBlackboard _bb;
+      private AnalyticsService _analytics_service;
+      private List<IDisposable> _disposables = new List<IDisposable>();
+      private IDictionary<mbts.SecurityExpiration, AnalyticsExpirationParameters>
+         _data = new Dictionary<mbts.SecurityExpiration, AnalyticsExpirationParameters>();
+      private readonly ITag<IEnumerable<AnalyticsExpirationParameters>>
+         _in_bb_exp_params_commit_tag = SparkTags.ExpirationParametersCommitTag;
+      private readonly ITag<SystemContractData> _in_contracts_tag = SparkTags.SystemContractsTag;
+      private readonly ITag<AnalyticsExpirationParametersMap> _out_exp_params_tag =
+         SparkTags.ExpirationParametersInputTag;
+      private HighPerformanceTimer _timer = new HighPerformanceTimer();
 
-   using mbts.analytics;
+      public AnalyticsParametersManager(ThreadedBlackboard bb,
+                                        AnalyticsService analytics_server) {
+         _bb = bb;
+         _analytics_service = analytics_server;
+         var exp_params_sub = _analytics_service.subscribei_exp_parameters()
+           .ObserveOn(SynchronizationContext.Current)
+           .Subscribe(_on_exp_parameters);
+         _disposables.Add(exp_params_sub);
+         _bb.subscribe(_in_bb_exp_params_commit_tag);
+         _bb.subscribe(_in_contracts_tag);
+         _bb.data_callback += _on_bb_data;
+      }
 
-   using Spark.Core.Disposables;
-
-   using System;
-   using System.Collections.Generic;
-   using System.Linq;
-   using System.Reactive.Linq;
-   using System.Threading;
-
-   /// <summary>
-   /// Reads exp params from the network and publishes it to the bus; listens to
-   /// <see cref="SparkTags.ExpirationParametersCommitTag"/> and persists the data
-   /// </summary>
-   public sealed class AnalyticsParametersManager : IDisposable {
-      IDisposable? _dispose;
-
-      public AnalyticsParametersManager(IBus bus, AnalyticsService analytics_service) {
-         var contracts_src = bus.subscribe(SparkTags.SystemContractsTag);
-
-         var exp_params_in_src = analytics_service.subscribei_exp_parameters()
-            .Select(upd => upd.all
-               .SelectMany(ep => ep.ParamList
-               .Select(ep => new AnalyticsExpirationParameters(ep)))
-               .ToDictionary(ep => ep.security));
-
-         var exp_params_out_src = bus.subscribe(SparkTags.ExpirationParametersCommitTag)
-            .Select(eps => eps
-               .Where(ep => ep.security.expiration.Date >= DateTime.Today - TimeSpan.FromDays(1)));
-
-         _dispose = Disposable.Create(
-            exp_params_in_src.CombineLatest(contracts_src)
-               .Select(tup => new AnalyticsExpirationParametersMap(tup.First, tup.Second))
-            .ObserveOn(SynchronizationContext.Current ?? throw new InvalidOperationException())
-            .Subscribe(bus.post_callback(SparkTags.ExpirationParametersInputTag)),
-            exp_params_out_src.Subscribe(save_exp_params));
-
-         void save_exp_params(IEnumerable<AnalyticsExpirationParameters> exp_params) {
-            Func<AnalyticsExpirationParameters, bool> is_unexpired = (p) => {
-               var st = p.driver_security.security_tuple.to_api_sec_tuple();
-               var exp = p.security.expiration;
-               return SecurityExpirationHelper.is_unexpired(st, exp);
-            };
-            exp_params = exp_params.Where(t => is_unexpired(t));
+      private void _on_bb_data(object tag, object data) {
+         if (_in_contracts_tag.Equals(tag)) {
+            _assemble_and_publish();
+         } else if (_in_bb_exp_params_commit_tag == tag) {
             // listens to the commit tag and saves it
-            Log.Gen.info($"AnalyticsParametersManager received commit req. count:{exp_params.Count()}");
-            var to_save = new ExpirationParameterEntryList();
+            IEnumerable<AnalyticsExpirationParameters> exp_params =
+               data as IEnumerable<AnalyticsExpirationParameters>;
+            exp_params = exp_params.Where(e => e.security.expiration.Date >=
+               DateTime.Now.Date.Subtract(TimeSpan.FromDays(1)));
+            bts.Log.Gen.info(
+               String.Format("AnalyticsParametersManager._on_bb_data received commit count:{0}",
+                             exp_params.Count()));
+            ExpirationParameterEntryList to_save = new ExpirationParameterEntryList();
             to_save.ParamList.AddRange(exp_params.Select(i => i.to_exp_param_entry()));
-            Log.Gen.record(
-               null,
-               (dt, elapsed, res) => {
-                  var msg = "AnalyticsParametersManager saved exp_params. " +
-                     $"count:{exp_params.Count()} t:{elapsed.TotalMilliseconds:0.000}ms";
-                  return (LogLevel.Info, msg);
-               },
-               () => analytics_service.set_exp_parameters(to_save));
+            _timer.start();
+            _analytics_service.set_exp_parameters(to_save);
+            _timer.stop();
+            bts.Log.Gen.info(
+               String.Format("AnalyticsParametersManager saved exp_params count:{0} t:{1} msecs",
+                              exp_params.Count(), _timer.lastIntervalTime));
          }
       }
 
-      public void Dispose() =>
-         Disposable.dispose(ref _dispose);
+      void _on_exp_parameters(bts.api.core.Update<ExpirationParameterEntryListImmutable, int> update) {
+         _data = new Dictionary<mbts.SecurityExpiration, AnalyticsExpirationParameters>();
+         bts.Log.Gen.info(String.Format("AnalyticsParametersManager._on_exp_parameters received count:{0}",
+                        update.all.Count()));
+         bts.Log.assert(update.all.Count() == 0 || update.all.Count() == 1);
+         foreach (ExpirationParameterEntryListImmutable l in update.all) {
+            foreach (ExpirationParameterEntryImmutable e in l.ParamList) {
+               AnalyticsExpirationParameters new_entry = new AnalyticsExpirationParameters(e);
+               _data[new_entry.security] = new_entry;
+            }
+            break;
+         }
+         Log.Gen.info($"AnalyticsParametersManager._on_exp_parameters count: {_data.Count}");
+         _assemble_and_publish();
+         // _bb.post(_out_exp_params_tag, new AnalyticsExpirationParametersMap(_data));
+      }
+
+      private void _assemble_and_publish() {
+         if (_data != null) {
+            SystemContractData sc_data = _bb.read_state(_in_contracts_tag);
+            if (sc_data != null) {
+               _bb.post(_out_exp_params_tag, new AnalyticsExpirationParametersMap(_data, sc_data));
+            }
+         }
+      }
+
+      #region IDisposable
+      public void Dispose() {
+         _bb.data_callback -= _on_bb_data;
+         foreach (IDisposable d in _disposables) {
+            d.Dispose();
+         }
+      }
+      #endregion
    }
 }

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

@@ -125,8 +125,8 @@ namespace mbts.spark {
          if (_is_different(res)) {
             _last_published = new OptionDriverPriceMap(_sec_tup.security_name, res);
             var to_fire = new OptionDriverPriceMap(_sec_tup.security_name, res);
-            // bts.Log.Gen.info("SingleOptionDriverPricePublisher._compute_and_fire \n" +
-            //                   $"map:{to_fire.log_string()}");
+            bts.Log.Gen.info("SingleOptionDriverPricePublisher._compute_and_fire \n" +
+                              $"map:{to_fire.log_string()}");
             _logger.stop_default_timer();
             _bb.post(SparkTags.OptionDriverBBOTag(_sec_tup.security_name),
                      new OptionDriverPriceMap(_sec_tup.security_name, res));

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

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

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

@@ -1,19 +1,17 @@
-namespace mbts.spark {
-   using bts;
-   using bts.api;
-   using bts.api.analytics;
-
-   using mbts.analytics;
-
-   using Spark.Core.Protobuf;
-
-   using System;
-   using System.Collections;
-   using System.Collections.Generic;
-   using System.Linq;
-   using System.Reactive.Linq;
-   using System.Threading;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using mbts.analytics;
+using bts;
+using bts.api.analytics;
+using System.Reactive.Linq;
+using System.Threading;
+using bts.api;
+using System.Collections;
 
+namespace mbts.spark {
    // For a single VolSurface this class
    // 1. Listents to commmits and calls the service to persist data
    // 2. Gathers the vol surface input from the nw and publishes it
@@ -80,8 +78,11 @@
                                        _snp_shot_map.Values);
       }
 
-      static VolSurfaceInput _to_vs_input(VolSurfaceEntryImmutable vs) =>
-         ProtobufSerializationHelper.deserialize<VolSurfaceInput>(vs.Volsurface.ToByteArray());
+      static VolSurfaceInput _to_vs_input(VolSurfaceEntryImmutable vs) {
+         byte[] vs_bytes = vs.Volsurface.ToByteArray();
+         return
+            mbts.analytics.VolSurfaceUtilityFunctions.deserialize_proto<VolSurfaceInput>(vs_bytes);
+      }
 
       private void _on_bb_data(object tag, object data) {
          if (_in_bb_committ_tag.Equals(tag)) {

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

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

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

@@ -32,7 +32,7 @@ namespace mbts.spark {
 
       public SingleVolSurfaceRequestCalculator(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}");
          _vs_id = vs_id;
          _symbols = new HashSet<string>(symbols);
          _bb = threaded_bb;
@@ -89,8 +89,8 @@ 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 time:" +
+                                $"{_timer.lastIntervalTime} vs_output:{_last_output.log_string()}");
                _bb.post(SparkTags.VolSurfaceCalculationResponseTag(_vs_id),
                         new VolSurfaceCalculationResponse(_last_output, effective_req.request_id));
             }

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

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

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

@@ -15,8 +15,6 @@ using System.Reactive.Linq;
 using System.Collections;
 using mbts.spark;
 using System.DirectoryServices.ActiveDirectory;
-using Spark.Core.Protobuf;
-using mbts.ui;
 // using mbts.bb;
 
 namespace mbts.spark {
@@ -55,7 +53,6 @@ namespace mbts.spark {
    // 2. Listens to the activation tag (also published by the UI) and
    //    creates the SingleVolSurfaceManager for the VS   
    public class VolSurfaceBusManager : IDisposable {
-      private List<IDisposable> _disps = new List<IDisposable>();
       private ThreadedBlackboard _bb;
       private bts.api.analytics.AnalyticsService _analytics_service;
       // in tags
@@ -77,11 +74,10 @@ namespace mbts.spark {
       private HighPerformanceTimer _timer = new HighPerformanceTimer();
 
       public VolSurfaceBusManager(bts.api.IBus bus,
-                                         bts.api.analytics.AnalyticsService analytics_service,
-                                         bts.api.orderman.OrderService order_service) {
+                                         bts.api.analytics.AnalyticsService analytics_service) {
          bts.Log.Ui.info("VSBusManager cons tid:{VolSurfaceTroubleshootingFunctions.tid()}");
          _bus = bus;
-         _bb = new ThreadedBlackboard("AW2", bus);
+         _bb = new ThreadedBlackboard(bus);
          _analytics_service = analytics_service;
          // subs to bb
          _bb.subscribe(_in_scdata_tag);
@@ -100,121 +96,48 @@ namespace mbts.spark {
             .Subscribe(_on_vs_usage_update);
          _subs.Add(vs_sub);
          _subs.Add(vs_usage_sub);
-         _subs.Add(new AnalyticsParametersManager(bus, _analytics_service));
+         _subs.Add(new AnalyticsParametersManager(_bb, _analytics_service));
          _subs.Add(new ResourceAllocator(bus, _bb));
          _subs.Add(new SymbolAggregationPublisher<OptionDriverPriceMap>(
-            _bb, SecurityType.Option, sym => SparkTags.OptionDriverBBOTag(sym),
+            _bb, (sym) => SparkTags.OptionDriverBBOTag(sym),
             SparkTags.AllOptionDriverBBOTag));
          _subs.Add(new SymbolAggregationPublisher<OptionTheoInterpolationData>(
-            _bb, SecurityType.Option, sym => SparkTags.SymbolInterpGreeksTag(sym),
+            _bb, (sym) => SparkTags.SymbolInterpGreeksTag(sym),
             SparkTags.AllInterpGreeks));
-         _subs.Add(new SymbolAggregationPublisher<ExpStrikeKeyedData<TheoPoint>>(
-            _bb, SecurityType.Option, sym => SparkTags.TC2Tags.LiveTheosTag(sym),
-            SparkTags.TC2Tags.AllLiveTheosTag));
          _subs.Add(new LiveTheoPublisher(_bb));
-         _subs.Add(new InterpTheosServerPublisher(_bb, order_service));
          _subs.Add(new VolSurfaceInterpGreeksMultiplexer(_bb));
-         // usage         
-         var list_sub = _bus.subscribe(SparkTags.VolSurfaceListTag).OnDispatcher().Subscribe(t => {
-            VolSurfaceUsageList ulist = new VolSurfaceUsageList();
-            IDictionary<string, int> name_to_ids = new Dictionary<string, int>();
-            foreach (var kv in t) {
-               name_to_ids[kv.Value] = kv.Key;
+         //_subs.Add(new AnalyticsServiceTester(_bb));
+         // TODO: temporatily publish values
+         VolSurfaceUsageList ulist = new VolSurfaceUsageList();
+         ulist.UsageList.Add(new VolSurfaceUsageEntry() {
+            VsId = 6,
+            SecTup = new bts.api.SecurityTuple() {
+               Type = SecurityType.Option,
+               Venue = VolSurfaceTemp.get_default_venue(SecurityType.Option, "BTC"),
+               Symbol = "BTC"
             }
-            Log.Ui.info($"VolSurfaceUsageList name_to_ids count: {name_to_ids.Count}");
-            var vs_usage = mbts.config.Configuration.get<bts.config.toggles.VolSurfaceUsage>();
-            Log.Ui.info($"VolSurfaceUsageList vs_usage acount: {vs_usage.vol_surface_usage.Count}");
-            foreach (var u in vs_usage.vol_surface_usage) {
-               string option_name = u.option_name;
-               string vs_name = u.vs_name;
-               int vs_key;
-               if (name_to_ids.TryGetValue(vs_name, out vs_key)) {
-                  ulist.UsageList.Add(new VolSurfaceUsageEntry() {
-                     VsId = vs_key,
-                     SecTup = new bts.api.SecurityTuple {
-                        Type = SecurityType.Option,
-                        Venue = Venue.Deribit,
-                        Symbol = option_name
-                     }
-                  });
-               } else {
-                  Log.Gen.error($"Could not find vol surface with name: {vs_name}");
-               }
-            }
-            var list_imm = new VolSurfaceUsageListImmutable(ulist);
-            Log.Ui.info(list_imm.log_string());
-            _bb.post(SparkTags.VolSurfaceUsageTag, list_imm);
-            _spin_vss(list_imm);
          });
-         _disps.Add(list_sub);
-         // f(contract keyed theos, securities) -> id keyed theos
-         // (so the newer UI controls can access theos vis sec keys)
-         var theo_sub =
-         _bus.subscribe(SparkTags.TC2Tags.AllLiveTheosTag)
-            .CombineLatest(bus.subscribe(SparkTags.SystemContractsTag),
-            (theos, sc_data) => (theos, sc_data)).Subscribe(
-               tup => {
-                  var keyed_theos = _assemble_keyed_theos(tup.sc_data, tup.theos);
-                  _bus.post(SparkTags.KeyedTheos, keyed_theos);
-               }
-            );
-         _disps.Add(theo_sub);
-      }
-
-      static IReadOnlyDictionary<uint, VolSurfaceTheoPoint> _assemble_keyed_theos(
-         SystemContractData sc_data,
-         IReadOnlyDictionary<string, ExpStrikeKeyedData<TheoPoint>> theos) {
-         if (sc_data is null || theos is null) {
-            return new Dictionary<uint, VolSurfaceTheoPoint>(0);
-         }
-
-         HighPerformanceTimer timer = new HighPerformanceTimer();
-         timer.start();
-         Dictionary<uint, VolSurfaceTheoPoint> rv = new Dictionary<uint, VolSurfaceTheoPoint>();
-         foreach (var kv in theos) {
-            var symbol = kv.Key;
-            ExpStrikeKeyedData<TheoPoint> sym_theos = kv.Value;
-            if (sym_theos == null)
-               continue;
-            foreach (var s_kv in sym_theos.get_data_linearly()) {
-               DateTime exp = s_kv.first;
-               double strike = s_kv.second;
-               TheoPoint tp = s_kv.third;
-               // TODO: fix exchange later
-               Tuple<uint?, uint?> keys =
-                  sc_data.get_option_sec_id(Venue.Deribit, symbol, exp, strike);
-               if (keys != null) {
-                  var c_key = keys.Item1;
-                  var p_key = keys.Item2;
-                  if (c_key.HasValue) {
-                     rv[c_key.Value] = new VolSurfaceTheoPoint(tp, true);
-                  }
-                  if (p_key.HasValue) {
-                     rv[p_key.Value] = new VolSurfaceTheoPoint(tp, false);
-                  }
-               }
+         ulist.UsageList.Add(new VolSurfaceUsageEntry() {
+            VsId = 7,
+            SecTup = new bts.api.SecurityTuple() {
+               Type = SecurityType.Option,
+               Venue = VolSurfaceTemp.get_default_venue(SecurityType.Option, "ETH"),
+               Symbol = "ETH"
             }
-         }
-         timer.stop();
-         Log.Gen.info($"VolSurfaceBusManager keyed theos count: {rv.Count} " +
-                      $"time: {timer.lastIntervalTime}");
-         return rv;
-      }
-
-      public ThreadedBlackboard bb() {
-         return _bb;
-      }
-
-      void _spin_vss(VolSurfaceUsageListImmutable ulist) {
-         foreach (var u in ulist.UsageList) {
-            var vs_id = u.VsId;
-            _bb.post(SparkTags.VolSurfaceActiveUITag(vs_id), true);
-         }
+         });
+         _bb.post(SparkTags.VolSurfaceUsageTag, new VolSurfaceUsageListImmutable(ulist));
       }
 
       void _on_vs_usage_update(Update<VolSurfaceUsageListImmutable, int> update) {
          // TODO
          return;
+         // int vs_count = update.all.Count();
+         // Log.Gen.info($"VSBusManager._on_vs_usage_update " +
+         //              $"tid:{Thread.CurrentThread.ManagedThreadId} count:{update.all.Count()}");
+         // Log.assert(vs_count <= 1);
+         // if (update.all.TryGetSingle(out var to_write)) {
+         //    _bb.post(SparkTags.VolSurfaceUsageTag, to_write);
+         // }
       }
 
       void _on_vss(bts.api.core.Update<VolSurfaceEntryImmutable, UInt64> update) {
@@ -249,7 +172,7 @@ namespace mbts.spark {
             // callback
             mbts.analytics.VolSurfaceSettings vs_settings = data as mbts.analytics.VolSurfaceSettings;
             bts.Log.Gen.info(String.Format("VSBusManager._on_bb_update received vs creation tag vs:{0}",
-                              ProtobufSerializationHelper.serialize_to_string(vs_settings)));
+                              VolSurfaceUtilityFunctions.serialize_proto_to_text(vs_settings)));
             _waiting_creations.Enqueue(vs_settings);
          } else if (_in_bb_delete_tag.Equals(tag)) {
             int vs_id = (int)data;

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

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

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

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

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

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

src/client/spark/AW2/InterpTheosServerPublisher.cs

@@ -1,108 +0,0 @@
-using System;
-using System.Collections.Generic;
-using mbts.analytics;
-using bts.api;
-using bts.collections;
-using System.Linq;
-using bts.api.orderman;
-using bts;
-
-namespace mbts.spark {
-   // Listens to the interp theos, decorates the data 
-   // and sends them over to the sparkd server
-   public class InterpTheosServerPublisher : IDisposable {
-      private readonly ThreadedBlackboard _bb;
-      private readonly bts.api.orderman.OrderService _order_service;
-      private HighPerformanceTimer _timer = new HighPerformanceTimer();
-
-      public InterpTheosServerPublisher(ThreadedBlackboard bb,
-         bts.api.orderman.OrderService order_service) {
-         bts.Log.Ui.info(
-            $"InterpTheosServerPublisher cons tid:{VolSurfaceTroubleshootingFunctions.tid()}");
-         _bb = bb;
-         _order_service = order_service;
-         _bb.subscribe(SparkTags.AllInterpGreeks);
-         _bb.subscribe(SparkTags.SystemContractsTag);
-         _bb.data_callback += _on_data;
-      }
-
-      private void _on_data(object tag, object data) {
-         if (tag.Equals(SparkTags.SystemContractsTag) ||
-            tag.Equals(SparkTags.AllInterpGreeks)) {
-            _publish_data();
-         }
-      }
-
-      private static IDictionary<UInt32, DriverMD> _get_drivers(
-            IReadOnlyDictionary<string, OptionDriverPriceMap> driver_map,
-            SystemContractData sc_data) {
-         var rv = new Dictionary<UInt32, DriverMD>();
-         foreach (var kv in driver_map) {
-            rv.AddRange(
-               SecurityNormalizer.normalize_drivers(kv.Value, sc_data).ToArray());
-         }
-         return rv;
-      }
-
-      private static IEnumerable<Tuple<SecurityImmutable, TheoPoint>> _get_theos(
-         IReadOnlyDictionary<string, OptionTheoInterpolationData> theo_data,
-         SystemContractData sc_data) {
-         var rv = new List<Tuple<SecurityImmutable, TheoPoint>>();
-         foreach (var kv in theo_data) {
-            rv.AddRange(
-               SecurityNormalizer.normalize_interp_theos(kv.Value, sc_data));
-         }
-         return rv;
-      }
-
-      private void _publish_data() {
-         SystemContractData sc_data = _bb.read_state(SparkTags.SystemContractsTag, null);
-         IReadOnlyDictionary<string, OptionTheoInterpolationData> all_theos =
-            _bb.read_state(SparkTags.AllInterpGreeks, null);
-         IReadOnlyDictionary<string, OptionDriverPriceMap> all_drivers =
-            _bb.read_state(SparkTags.AllOptionDriverBBOTag, null);
-         if (sc_data == null || all_theos == null || all_drivers == null)
-            return;
-         _timer.start();
-         IDictionary<UInt32, DriverMD> driver_map = _get_drivers(all_drivers, sc_data);
-         IEnumerable<Tuple<SecurityImmutable, TheoPoint>> theo_map = _get_theos(all_theos, sc_data);
-         // assemble it together and send it to the server
-         var ptp_list = new List<bts.api.orderman.PrecomputedTheoPoint>();
-         foreach (var tup in theo_map) {
-            SecurityImmutable sec = tup.Item1;
-            TheoPoint tp = tup.Item2;
-            bool is_call = sec.Option.CallPut == PutOrCall.Call;
-            var sec_id = sec.Id;
-            DriverMD dmd = null;
-            driver_map.TryGetValue(sec_id, out dmd);
-            PrecomputedTheoPoint ptp = new PrecomputedTheoPoint();
-            ptp.SecId = sec_id;
-            ptp.Driver = tp.driver;
-            ptp.DriverSecId = dmd != null && dmd.driver_security.HasValue ?
-               dmd.driver_security.Value.Id : 0;
-            ptp.Theo = is_call ? tp.call : tp.put;
-            ptp.Delta = is_call ? tp.cdelta : tp.pdelta;
-            ptp.Gamma = is_call ? tp.cgamma : tp.pgamma;
-            ptp.Vega = is_call ? tp.cvega : tp.pvega;
-            ptp.Theta = is_call ? tp.c_theta : tp.p_theta;
-            ptp.Rho = Double.NaN;
-            ptp_list.Add(ptp);
-         }
-         bts.api.orderman.PrecomputedTheos server_theos = new PrecomputedTheos();
-         server_theos.Theos.AddRange(ptp_list);
-         _timer.stop();
-         var comp_time = _timer.lastIntervalTime;
-         _timer.start();
-         _order_service.set_precomputed_theos(server_theos);
-         _timer.stop();
-         var pub_time = _timer.lastIntervalTime;
-         bts.Log.Gen.info($"InterpTheosServerPublisher._publish_data " +
-                          $"size: {server_theos.Theos.Count} comp_time: {comp_time} msecs " +
-                          $"pub_time: {pub_time}");
-      }
-
-      public void Dispose() {
-         _bb.data_callback -= _on_data;
-      }
-   }
-}

src/client/spark/AW2/LiveTheoPublisher.cs

@@ -3,10 +3,6 @@ using System.Collections.Generic;
 using mbts.analytics;
 using bts.api;
 using mbts.ui;
-using MathNet.Numerics.Providers.FourierTransform;
-using BCG;
-using System.Windows.Automation;
-using bts.collections;
 
 namespace mbts.spark {
    // Publishes theos for all options (on the side, also publishes the theos for TC2)
@@ -19,15 +15,12 @@ namespace mbts.spark {
       private readonly HighPerformanceTimer _timer = new HighPerformanceTimer();
       private readonly PerfStatsLogger _logger = new PerfStatsLogger(50, 100);
       private readonly string _log_id = "LiveTheoPublisher";
-      private DateTime _last_future_theos_published = DateTime.MinValue;
-      private TimeSpan _futures_theos_publish_period = TimeSpan.FromMilliseconds(300);
 
       public LiveTheoPublisher(ThreadedBlackboard bb) {
          _bb = bb;
          _bb.subscribe(_greeks_tag);
          _bb.subscribe(_drivers_tag);
          _bb.data_callback += _on_data;
-         _bb.timer_callback += _on_timer;
          _interp_and_publish();
       }
 
@@ -38,10 +31,6 @@ namespace mbts.spark {
          }
       }
 
-      private void _on_timer() {
-         _publish_future_theos();
-      }
-
       private void _log_interpgreeks(
          IReadOnlyDictionary<string, OptionTheoInterpolationData> interp_greeks) {
          string log_msg = String.Empty;
@@ -70,14 +59,19 @@ namespace mbts.spark {
       }
 
       private void _log_theos(SystemContractData sc_data,
-                               IReadOnlyDictionary<uint, GreeksTuple> greeks_map) {
+                               IReadOnlyDictionary<uint, GreeksTuple> greeks_map,
+                               DateTime? exp_filt = null) {
          string rv = "LiveTheosPublisher data: ";
          foreach (var kv in greeks_map) {
             var id = kv.Key;
             var g_tup = kv.Value;
             if (sc_data.sec_md_map.TryGetValue(id, out var smd)) {
-               string sec_str = smd.ToString();
-               rv += "\n" + $"id: {id} sec: {sec_str} greeks: {g_tup}";
+               if (exp_filt == null ||
+               (smd.security.security_type() == SecurityType.Option &&
+                  smd.security.Option.expiration_date().Equals(exp_filt.Value))) {
+                  string sec_str = smd.ToString();
+                  rv += "\n" + $"id: {id} sec: {sec_str} greeks: {g_tup}";
+               }
             }
          }
          bts.Log.Gen.info(rv);
@@ -131,93 +125,36 @@ namespace mbts.spark {
             return;
          }
          var k_theos = new Dictionary<SecurityStrike, TheoPoint>();
-         // option spreads
          foreach (var kv in sc_data.strike_map) {
             foreach (SecurityStrike k in kv.Value) {
-               var (call_id, put_id) = k.call_put_id;
+               var cp_id = k.call_put_id;
                var driver = _get_option_driver(driver_map, k);
                var tp = _interp_theo(interp_greeks, k, driver.get_driver());
                k_theos[k] = tp;
                // put it in the output map
-               if (call_id.HasValue) {
-                  var normalized_theo = VolSurfaceCoreFunctions.normalize_theo(tp.call, tp.driver);
-                  res.Add(call_id.Value,
+               if (cp_id.Item1.HasValue) {
+                  res.Add(cp_id.Item1.Value,
                            new GreeksTuple(tp.vol, tp.driver, tp.call, tp.cdelta, tp.cgamma,
-                                           tp.cvega, tp.c_theta, Double.NaN, normalized_theo));
+                                           tp.cvega, tp.c_theta, Double.NaN));
                }
-               if (put_id.HasValue) {
-                  var normalized_theo = VolSurfaceCoreFunctions.normalize_theo(tp.put, tp.driver);
-                  res.Add(put_id.Value,
+               if (cp_id.Item2.HasValue) {
+                  res.Add(cp_id.Item2.Value,
                            new GreeksTuple(tp.vol, tp.driver, tp.put, tp.pdelta, tp.pgamma,
-                                           tp.pvega, tp.p_theta, Double.NaN, normalized_theo));
+                                           tp.pvega, tp.p_theta, Double.NaN));
                }
             }
          }
-         // futures
-         var future_theos = _get_future_theos();
-         res.AddRange(future_theos);
-         // spreads, all option and future non tied spreads
-         foreach (var spr in sc_data.spreads) {
-            GreeksTuple gtup = StatelessSpreadCalculator.compute_non_tied_spread(spr.security, res);
-            res.Add(spr.security.Id, gtup);
-         }
-         // copy and publish
          IReadOnlyDictionary<uint, GreeksTuple> res_ro = res;
          bts.Log.Gen.info($"LiveTheoPublisher._interp_and_publish posting " +
-                             $"count: {res_ro.Count}");
+                          $"count: {res_ro.Count}");
          _timer.stop();
          _logger.log(_log_id, _log_id, _timer.lastIntervalTime);
          _bb.post(SparkTags.Greeks, res_ro);
-         // oh and those TC2 theos for comptability
          _publish_tc2_theos(k_theos);
       }
 
-      // If we do any rolls like SP for futures, it will be here
-      IDictionary<UInt32, GreeksTuple> _get_future_theos() {
-         var rv = new Dictionary<UInt32, GreeksTuple>();
-         SystemContractData sc_data = _bb.read_state(SparkTags.SystemContractsTag);
-         if (sc_data == null)
-            return rv;
-         foreach (var kv in sc_data.exp_map) {
-            var id = kv.Value;
-            SecurityMD sec_md;
-            if (sc_data.sec_md_map.TryGetValue(id, out sec_md)) {
-               if (sec_md.security.HasFuture) {
-                  SecurityExpiration exp = kv.Key;
-                  double pr = sec_md.md.fixing_price;
-                  rv.Add(sec_md.security.Id,
-                        new GreeksTuple(0, pr, pr, 1, 0, 0, 0, 0, pr));
-               }
-            }
-         }
-         return rv;
-      }
-
-      // recomputes and publishes them periodicially
-      void _publish_future_theos() {
-         if (DateTime.Now - _last_future_theos_published < _futures_theos_publish_period)
-            return;
-         _last_future_theos_published = DateTime.Now;
-         var rv = new Dictionary<SecurityExpiration, FutureTheoStructure>();
-         SystemContractData sc_data = _bb.read_state(SparkTags.SystemContractsTag);
-         if (sc_data == null)
-            return;
-         foreach (var kv in sc_data.exp_map) {
-            var id = kv.Value;
-            SecurityMD sec_md;
-            if (sc_data.sec_md_map.TryGetValue(id, out sec_md)) {
-               if (sec_md.security.HasFuture) {
-                  SecurityExpiration exp = kv.Key;
-                  double pr = sec_md.md.fixing_price;
-                  rv.Add(exp, new FutureTheoStructure(exp.expiration, pr, pr, 1, 0));
-               }
-            }
-         }
-         _bb.post(SparkTags.TC2Tags.LiveFutureTheosTag, rv);
-      }
-
       public void Dispose() {
          _bb.data_callback -= _on_data;
       }
    }
-}
+}

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

@@ -24,7 +24,7 @@ namespace mbts.spark {
             var exp = kv.Key;
             if (!temp.ContainsKey(kv.Key)) {
                temp.Add(kv.Key,
-                  new AnalyticsExpirationParameters(exp, null, empty, empty, 0, 0, 0, 0, 0));
+                  new AnalyticsExpirationParameters(exp, empty, empty, empty, 0, 0, 0, 0, 0));
             }
          }
          exp_map = temp;

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

@@ -1,50 +1,58 @@
-#nullable enable
+using System;
+using System.Collections.Generic;
+using mbts.analytics;
+using bts.api;
+using bts.api.persistence;
+using System.Linq;
+
 namespace mbts.spark {
-   using bts.api;
-
-   using mbts.analytics;
-
-   using System;
-   using System.Collections.Generic;
-   using System.Linq;
-
    // All driver prices (along with some more info) for an option symbol
    public class OptionDriverPriceMap {
-      public readonly string option_symbol;
-      public readonly IDictionary<SecurityExpiration, DriverMD> exp_price_map;
-
-      Dictionary<SecurityExpiration, DriverMD>? _unexpired_exp_price_map_backing;
-
+      public readonly String option_symbol = null;
+      public readonly IDictionary<SecurityExpiration, DriverMD> exp_price_map = null;
       public OptionDriverPriceMap(
-         string option_symbol, IDictionary<SecurityExpiration, DriverMD> exp_price_map) {
-         this.option_symbol = option_symbol;
-         this.exp_price_map = exp_price_map;
+                           string option_symbol_a,
+                           IDictionary<SecurityExpiration, DriverMD> exp_price_map_a) {
+         option_symbol = option_symbol_a;
+         exp_price_map = exp_price_map_a;
+      }
+      public IDictionary<SecurityExpiration, DriverMD> unexpired_exp_price_map {
+         get {
+            return exp_price_map.Where(
+               kv => kv.Key.expiration >= DateTime.Now.Date).ToDictionary(
+                  kv => kv.Key, kv => kv.Value);
+         }
       }
-
-      public IDictionary<SecurityExpiration, DriverMD> unexpired_exp_price_map =>
-         _unexpired_exp_price_map_backing ??=
-            exp_price_map.Where(kv => kv.Key.expiration >= DateTime.Now.Date).ToDictionary();
-
       // this is the BS needed because of ignoring exchange
-      public DriverMD get_driver_md(DateTime exp) =>
-         exp_price_map.FirstOrDefault(kv => kv.Key.expiration == exp).Value ?? DriverMD.empty;
-
-      public DriverMD get_driver_md(SecurityExpiration exp) =>
-         exp_price_map.GetValueOrDefault(exp) ?? DriverMD.empty;
+      public DriverMD get_driver_md(DateTime exp) {
+         foreach (var kv in exp_price_map) {
+            if (kv.Key.expiration == exp) {
+               return kv.Value;
+            }
+         }
+         return DriverMD.empty;
+      }
+      public DriverMD get_driver_md(SecurityExpiration exp) {
+         if (exp_price_map.TryGetValue(exp, out var d))
+            return d;
+         return DriverMD.empty;
+      }
 
       public static IDictionary<VolSurfaceExpiration, DriverMD> get_vs_price_map(
          IReadOnlyDictionary<string, OptionDriverPriceMap> all_sym_map,
-         Func<string, bool>? sym_filter = null
-      ) {
-         sym_filter ??= _ => true;
-         return all_sym_map.SafeWhere(kv => kv.Value is not null && sym_filter(kv.Key))
-            .SelectMany(kv => kv.Value.exp_price_map)
-            .ToDictionaryCrushed(kv => kv.Key.to_vs_exp(), kv => kv.Value);
+         Func<string, bool> sym_filter = null) {
+         var rv = new Dictionary<VolSurfaceExpiration, DriverMD>();
+         if (all_sym_map != null)
+            foreach (var kv in all_sym_map) {
+               string sym = kv.Key;
+               OptionDriverPriceMap sym_map = kv.Value;
+               if (sym_filter == null || sym_filter(sym)) {
+                  foreach (var kv_int in sym_map.exp_price_map) {
+                     rv[new VolSurfaceExpiration(kv_int.Key)] = kv_int.Value;
+                  }
+               }
+            }
+         return rv;
       }
-
-      public IReadOnlyDictionary<SecurityExpiration, DriverMD> get_price_map() {
-         return new Dictionary<SecurityExpiration, DriverMD>(exp_price_map);
-      }
-
    }
-}
+}

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

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

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

@@ -1,5 +1,4 @@
-using System;
-using System.Collections.Concurrent;
+using System;
 using System.Collections.Generic;
 using System.Linq;
 
@@ -108,22 +107,6 @@ namespace mbts.spark {
          }
       }
 
-      public SecurityImmutable? get_option_contract(
-         Venue venue, string symbol, DateTime exp, double strike, PutOrCall cp) {
-         var k_tup = get_option_sec_id(venue, symbol, exp, strike);
-         if (k_tup != null) {
-            var id = cp == PutOrCall.Call ? k_tup.Item1 : k_tup.Item2;
-            if (id.HasValue) {
-               var id_val = id.Value;
-               SecurityMD sec_md;
-               if (sec_md_map.TryGetValue(id_val, out sec_md)) {
-                  return sec_md.security;
-               }
-            }
-         }
-         return null;
-      }
-
       public Tuple<uint?, uint?> get_option_sec_id(
          Venue venue, string symbol, DateTime exp, double strike) {
          var s_exp = new SecurityExpiration(venue, SecurityType.Option, symbol, exp);
@@ -190,7 +173,7 @@ namespace mbts.spark {
          }
          IDictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>> rv_data =
             new Dictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>>();
-         return Tuple.Create(exp.to_security_expiration(type: SecurityType.Option), rv_data);
+         return Tuple.Create(exp.to_security_expiration(), rv_data);
       }
 
       internal IDictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>> get_option_bbo(
@@ -199,11 +182,12 @@ namespace mbts.spark {
          Dictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>> rv =
             new Dictionary<double, Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>>();
          foreach (SecurityStrike k in strikes) {
-            var (call_id, put_id) = k.call_put_id;
             // call
+            uint? call_id = k.call_put_id.Item1;
             var call_sec_md = get_sec_md(call_id);
             VolSurfaceMDUnit call_bbo = call_sec_md == null ? VolSurfaceMDUnit.empty : call_sec_md.Item2;
             // put
+            uint? put_id = k.call_put_id.Item2;
             var put_sec_md = get_sec_md(put_id);
             VolSurfaceMDUnit put_bbo = put_sec_md == null ? VolSurfaceMDUnit.empty : put_sec_md.Item2;
             rv.Add(k.strike, new Tuple<VolSurfaceMDUnit, VolSurfaceMDUnit>(call_bbo, put_bbo));
@@ -259,28 +243,5 @@ namespace mbts.spark {
                                  kv.Value.Count > 0).Select(kv => kv.Key.expiration);
       }
 
-      public IEnumerable<SecurityMD> spreads {
-         get {
-            return sec_md_map.Where(kv => kv.Value.security.HasSpread)
-                   .Select(kv => kv.Value);
-         }
-      }
-
-      public IEnumerable<SecurityMD> get_securities(Func<SecurityMD, bool> criteria) {
-         return sec_md_map.Values.Where(sec_md => criteria(sec_md));
-      }
-
-      public IEnumerable<SecurityMD> get_options(
-         Venue? exchange, string option_name, DateTime? exp, double? strike, PutOrCall? cp) {
-         return get_securities(sc => {
-            var s = sc.security;
-            return s.security_type() == SecurityType.Option &&
-                  (exchange == null || s.Exchange == exchange) &&
-                  (exp == null || s.earliest_expiration() == exp) &&
-                  (strike == null || s.strike() == strike) &&
-                  (cp == null || s.Option.CallPut == cp);
-         });
-      }
-
    }
 }

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

@@ -22,7 +22,6 @@ namespace mbts.spark {
    /// from the same secondary thread.
    /// </summary>
    public class ThreadedBlackboard {
-      private readonly string _bb_name;
       private IBus _bus;
       private List<IDisposable> _subs = new List<IDisposable>();
       private HashSet<object> _tag_map = new HashSet<object>();
@@ -32,10 +31,9 @@ namespace mbts.spark {
       private IDictionary<object, object> _cache = new
          Dictionary<object, object>();
       private static int _tid() { return VolSurfaceTroubleshootingFunctions.tid(); }
-      public ThreadedBlackboard(string name, IBus bus) {
-         bts.Log.Ui.info($"ThreadedBlackBoard.cons tid:{_tid()} bb_name: {name}");
+      public ThreadedBlackboard(IBus bus) {
+         bts.Log.Ui.info($"ThreadedBlackBoard.cons tid:{ _tid()}");
          _bus = bus;
-         _bb_name = name;
          subscribe(SparkTags.SparkTimer);
          System.Threading.Thread timer_thread = new System.Threading.Thread(() => {
             DateTime start_time = DateTime.Now;
@@ -63,13 +61,15 @@ namespace mbts.spark {
             return;
          }
          _tag_map.Add(tag);
-         bts.Log.Ui.info($"ThreadedBlackBoard.subscribe tag:{tag} tid:{_tid()}");
+         bts.Log.Ui.info($"ThreadedBlackBoard.subscribe tag:{tag} tid:{ _tid()}");
          var observable = _bus.subscribe(tag).OnDispatcher().Subscribe(
             data => _on_bus_data(tag, data));
          _subs.Add(observable);
       }
 
       public void post<T>(ITag<T> tag, T data, bool block_until_written = false) {
+         bts.Log.Ui.diag($"ThreadedBlackBoard.post tag:{tag} data:{_data_string(data)} " +
+                         $"tid:{_tid()}");
          _cache[tag] = data;
          _bus.post(tag, data);
       }
@@ -92,6 +92,8 @@ namespace mbts.spark {
             timer_callback();
             return;
          }
+         bts.Log.Ui.diag($"ThreadedBlackBoard._on_bus_data tag:{tag} data:{_data_string(data)} " +
+                         $"tid:{_tid()}");
          data_callback(tag, data);
       }
 

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

@@ -1,25 +1,17 @@
-using bts.api;
-using bts.api.analytics;
-using bts.collections;
-using bts.utils;
-
-using IronPython.Compiler.Ast;
-
-using mbts;
-using mbts.analytics;
-using mbts.spark;
-using mbts.ui.controls;
-using mbts.ui.converters;
-using mbts.ui.shell;
-
-using Spark.Core;
-
 using System;
 using System.Collections.Generic;
-using System.Collections.Immutable;
 using System.Linq;
 using System.Text;
 using System.Threading.Tasks;
+using mbts;
+using mbts.analytics;
+using mbts.ui.controls;
+using mbts.ui.shell;
+using mbts.spark;
+using bts.utils;
+using bts.api;
+using bts.collections;
+using System.Collections.Immutable;
 
 namespace mbts.spark {
    /// This contains the list of global values for the vol
@@ -63,27 +55,6 @@ namespace mbts.spark {
          return rv;
       }
 
-      public static string log_string(this VolSurfaceCalculationRequest vs_req) {
-         if (vs_req == null) {
-            return "Null";
-         }
-         string action_str = String.Empty;
-         foreach (var kv in vs_req.action_map) {
-            action_str += $"exp: {kv.Key.ToString()} action: {kv.Value.ToString()}, ";
-         }
-         action_str = action_str.TrimEnd(',', ' ');
-         return $"vs_inp: {vs_req.volsurface_input.log_string()}\nreq_id: {vs_req.request_id}\n" +
-                $"action_map: {action_str}\nup: {vs_req.cascade_up} down: {vs_req.cascade_down}";
-      }
-
-      public static string log_string(this VolSurfaceCalculationResponse resp) {
-         if (resp == null) {
-            return "Null";
-         }
-         return $"req_id: {resp.request_id} vs_output: " +
-                $"{resp.volsurface_calculation_output.volsurface_input.log_string()}";
-      }
-
       private static string _trim_leading_char(string s, char c) {
          if (!s.is_null_or_empty() && s.EndsWith(c)) {
             return s.Remove(s.Length - 1, 1);
@@ -92,12 +63,11 @@ namespace mbts.spark {
       }
 
       internal static string log_string(this VolSurfaceDisplayModel.DisplayModelData dm_data) {
-         var vs_output = dm_data.vs_output;
-         var exp_grid = dm_data.exp_grid;
-         var vs_output_str = vs_output == null ? "NULL" : vs_output.volsurface_input.log_string();
-         var exp_grid_str = exp_grid == null ? "NULL" : exp_grid.log_string();
-         var rv = $"DisplayModelData\nvs_output:\n{vs_output_str}\n" +
-                  $"exp_grid\n{exp_grid_str}\n";
+         string rv = String.Empty;
+         string global_grid_str = dm_data.global_grid == null ? "Null" : dm_data.global_grid.log_string();
+         rv += $"global_grid: {global_grid_str} \n";
+         string exp_grid_str = dm_data.exp_grid == null ? "Null" : dm_data.exp_grid.log_string();
+         rv += $"exp_grid: {exp_grid_str} \n";
          return rv;
       }
 
@@ -113,19 +83,19 @@ namespace mbts.spark {
       }
 
       internal static string log_string(this VolSurfaceDisplayGrid dgrid) {
-         Func<IDictionary<string, object>, string> log_exp = (col_val_map) => {
+         Func<IDictionary<string, object>, string> log_exp = (map) => {
             string rv = String.Empty;
-            foreach (var kv in col_val_map) {
+            foreach (var kv in map) {
                string val_string = kv.Value == null ? "Null" : kv.Value.ToString();
-               rv += $"{kv.Key}: {val_string}, ";
+               rv += $"{kv.Key}:{val_string},";
             }
             return _trim_leading_char(rv, ',');
          };
          string rv = String.Empty;
          foreach (var kv in dgrid.data_map) {
-            rv += $"Exp: {kv.Key.expiration.ToShortDateString()} Data: {log_exp(kv.Value)}\n";
+            rv += $"Exp:{kv.Key.expiration.ToShortDateString()} Data:{log_exp(kv.Value)},";
          }
-         return rv;
+         return _trim_leading_char(rv, ',');
       }
 
       internal static string log_string(this OptionDriverPriceMap map) {
@@ -162,7 +132,7 @@ namespace mbts.spark {
 
       internal static string log_string(this Theos t) {
          string rv = $"strike: {t.strike} fwd: {t.fwd} driver: {t.driver} " +
-                     $"move: {t.move} vol: {t.vol} c_theo: {t.call} " +
+                     $"move: { t.move} vol: {t.vol} c_theo: {t.call} " +
                      $"p_theo: {t.put}";
          return rv;
       }
@@ -181,8 +151,8 @@ namespace mbts.spark {
          foreach (var kv in sc_data.strike_map) {
             var exp = kv.Key;
             foreach (var k in kv.Value) {
-               rv += $"exp: {exp} k: {k} c_id: {k_id(k.call_put_id.call)} " +
-                     $"p_id: {k.call_put_id.put}" + "\n";
+               rv += $"exp: {exp} k: {k} c_id: {k_id(k.call_put_id.Item1)} " +
+                     $"p_id: {k.call_put_id.Item2}" + "\n";
             }
          }
          return rv;
@@ -208,67 +178,6 @@ namespace mbts.spark {
          return rv;
       }
 
-      internal static string log_string(this ComboFullData cf_data) {
-         string rv = String.Empty;
-         if (cf_data.option_expirations != null) {
-            foreach (var kv in cf_data.option_pos_map) {
-               var exp = kv.Key;
-               foreach (var kv_in in kv.Value) {
-                  double k = kv_in.Key;
-                  ComboStrikeData kp = kv_in.Value;
-                  rv += $"exp: {exp.ToString()} k: {k} Pos: {kp.call_pos},{kp.put_pos} ({kp.call_raw_pos},{kp.put_raw_pos}) ";
-               }
-            }
-         }
-         if (cf_data.future_pos_map != null) {
-            foreach (var kv in cf_data.future_pos_map) {
-               rv += $"exp: {kv.Key.ToString()} {kv.Value.Item1},{kv.Value.Item2} ";
-            }
-         }
-         return rv;
-      }
-
-      internal static string log_string(this SlideFullData sl_data) {
-         Func<SlideGreekUnitKey, string> sguk_str = (sguk) => sguk.display_name;
-         Func<SlideGreekUnit, string> sgu_str = (sgu) => {
-            if (sgu == null)
-               return "No Handles";
-            string rv = $"Handle: {sgu.driver_price} ";
-            foreach (double d in sgu.position_greeks)
-               rv += $"{d}, ";
-            rv = rv.Trim();
-            if (rv.EndsWith(","))
-               rv = rv.TrimEnd(',');
-            return rv;
-         };
-         string rv = String.Empty;
-         foreach (var kv in sl_data.map) {
-            rv += $"SlideGreekUnitKey: {sguk_str(kv.Key)}\n";
-            foreach (var i_kv in kv.Value) {
-               rv += sgu_str(i_kv.Value) + "\n";
-            }
-         }
-         rv += $"Overriden?: {sl_data.ui_override != null}";
-         return rv;
-      }
-
-      internal static string log_string(this VolSurfaceUsageListImmutable vsu_list) {
-         string rv = "VolSurfaceUsageList:";
-         foreach (var u in vsu_list.UsageList) {
-            rv += $" {u.SecTup.Symbol}:{u.VsId}";
-         }
-         return rv;
-      }
-
-      internal static string log_string(this IPNLUnit p) {
-         string rv = "IPNLUnit:";
-         rv += $" account: {p.account} sec: {p.security.security_desc()} driver: {p.driver} theo: {p.theo} settle: {p.settle_price}" +
-               $" start_pos: {p.start_long_pos - p.start_short_pos} day_pos: {p.day_long_pos - p.day_short_pos}" +
-               $" start_pnl: {p.start_pnl} start_delta: {p.start_delta} start_vega: {p.start_vega}" +
-               $" day_pnl: {p.day_pnl} day_delta: {p.day_delta} day_vega: {p.day_vega}";
-         return rv;
-      }
-
       internal static int tid() {
          return System.Threading.Thread.CurrentThread.ManagedThreadId;
       }

src/client/spark/AW2/Testing/AnalyticsServiceTester.cs

@@ -86,14 +86,9 @@ namespace mbts.spark {
       }
 
       private void _save_exp_params() {
-         var api_driver = new ExpirationDriverImmutable(new() {
-            Security = driver_exp.to_api_sec_exp()
-         });
-         var exp_params = new AnalyticsExpirationParameters[] {
-            new AnalyticsExpirationParameters(
-               option_exp1, api_driver, driver_exp, driver_exp, 0, 0, double.NaN, 1, 1),
-            new AnalyticsExpirationParameters(
-               option_exp2, api_driver, driver_exp, driver_exp, 0, 0, double.NaN, 1, 1),
+         var exp_params = new AnalyticsExpirationParameters[]{
+            new AnalyticsExpirationParameters(option_exp1, driver_exp, driver_exp, driver_exp, 0, 0, Double.NaN, 1, 1),
+            new AnalyticsExpirationParameters(option_exp2, driver_exp, driver_exp, driver_exp, 0, 0, Double.NaN, 1, 1),
          };
          _bb.post(SparkTags.ExpirationParametersCommitTag, exp_params);
       }
@@ -108,4 +103,4 @@ namespace mbts.spark {
       }
       #endregion
    }
-}
+}

src/client/spark/AW2/UIAdapters/DriverUIAdapter.cs

@@ -31,24 +31,11 @@ namespace mbts.ui.controls {
             VolSurfaceExpiration exp = p.Key;
             VolCurveOutput exp_output = p.Value;
             IDictionary<VolSurfaceDisplayGridColumn, object> out_exp_map = VolSurfaceUIAdapterUtils.get_exp_data(ref out_grid, exp);
-            out_exp_map[_fwd_col] = exp_output?.fwd ?? double.NaN;
-
-            out_exp_map[_ref_fwd_col] = exp_output
-               ?.adjusted_curve_parameters
-               ?.core_parameters
-               ?.ref_forward
-               ?? double.NaN;
-
-            out_exp_map[_live_driver_col] = exp_output
-               ?.aux_data
-               ?.driver_price
-               ?? double.NaN;
-
-            out_exp_map[_driver_override_col] = exp_output
-               ?.adjusted_curve_parameters
-               ?.core_parameters
-               ?.driver_override
-               ?? double.NaN;
+            out_exp_map[_fwd_col] = exp_output == null ? Double.NaN : exp_output.fwd;
+            out_exp_map[_ref_fwd_col] = exp_output != null && exp_output.adjusted_curve_parameters != null && exp_output.adjusted_curve_parameters.core_parameters != null ?
+                                        exp_output.adjusted_curve_parameters.core_parameters.ref_forward : Double.NaN;
+            out_exp_map[_live_driver_col] = (exp_output != null && exp_output.aux_data != null) ? exp_output.aux_data.driver_price : Double.NaN;
+            out_exp_map[_driver_override_col] = exp_output.adjusted_curve_parameters.core_parameters.driver_override;
          }
       }
 

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

@@ -3,16 +3,15 @@ namespace mbts.spark {
 
    using mbts.ui;
    using mbts.ui.controls.graph;
+   using mbts.ui.shell;
 
    using ProtoBuf;
 
-   using Spark.Core.Protobuf;
-
    using System;
    using System.Collections.Generic;
 
    [ProtoContract]
-   class VolSurfaceGraphSettings : IProtobuf<VolSurfaceGraphSettings> {
+   class VolSurfaceGraphSettings : IEquatable<VolSurfaceGraphSettings>, ICloneable {
       public static VolSurfaceGraphSettings get_default() {
          return new VolSurfaceGraphSettings {
             put_control_points = new ScatterSeriesSettings {
@@ -110,8 +109,8 @@ namespace mbts.spark {
       //   }
       //}
 
-      public VolSurfaceGraphSettings Clone() =>
-         ProtobufSerializationHelper.clone(this);
+      public object Clone() =>
+         ProtoBufSerializationHelper.clone_protobuf(this);
 
       public bool Equals(VolSurfaceGraphSettings other) =>
          other != null &&

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

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

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

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

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

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

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

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

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

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

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

@@ -26,7 +26,7 @@ namespace mbts.spark.VolSurface {
          id = key ?? throw new InvalidOperationException("Column key cannot be null");
       }
 
-      public VolSurfaceDisplayGridColumn model { get; }
+      public VolSurfaceDisplayGridColumn model { get; set; }
       public VolSurfaceColumnType type => model.type;
 
       public new VolSurfaceColumnSettings create() {
@@ -43,7 +43,7 @@ namespace mbts.spark.VolSurface {
       static Thickness _header_cell_padding => new(6, 0, 4, 0);
 
       IValueConverter _data_context_converter =>
-         ValueConverter.create<VolSurfaceRowVM, object>(row => row?.get_cell(model));
+         ValueConverter.create<VolSurfaceRowContext, object>(row => row?.get_cell(model));
 
       public override FrameworkElement view_factory() {
          return type switch {
@@ -58,7 +58,7 @@ namespace mbts.spark.VolSurface {
                HorizontalAlignment = HorizontalAlignment.Left,
                Foreground = BTSColors.header_text.to_brush(),
             };
-            text.SetBinding(TextBlock.TextProperty, new Binding(nameof(VolSurfaceRowVM.expiration)));
+            text.SetBinding(TextBlock.TextProperty, new Binding(nameof(VolSurfaceRowContext.expiration)));
             var bd = new Border {
                HorizontalAlignment = HorizontalAlignment.Stretch,
                Padding = _header_cell_padding,
@@ -73,12 +73,12 @@ namespace mbts.spark.VolSurface {
             var view = new TextBlock {
                HorizontalAlignment = HorizontalAlignment.Right,
                Margin = _cell_padding,
-               Foreground = BTSColors.VolSurfaceGrid.readonly_column_foreground
+               Foreground = Brushes.Blue,
             };
             view.SetBinding(FrameworkElement.DataContextProperty, new Binding() {
                Converter = _data_context_converter
             });
-            view.SetBinding(TextBlock.TextProperty, new Binding(nameof(VolSurfaceCellVM.candidate_value)) {
+            view.SetBinding(TextBlock.TextProperty, new Binding(nameof(VolGridCellVM.candidate_value)) {
                Converter = ValueConverter.create(obj => model.format(obj))
             });
             return view;
@@ -101,16 +101,16 @@ namespace mbts.spark.VolSurface {
             view.SetBinding(FrameworkElement.DataContextProperty, new Binding() {
                Converter = _data_context_converter
             });
-            view.SetBinding(VolSurfaceCellView.CommittedValueProperty, new Binding(nameof(VolSurfaceCellVM.committed_value)) {
+            view.SetBinding(VolSurfaceCellView.CommittedValueProperty, new Binding(nameof(VolGridCellVM.committed_value)) {
                Mode = BindingMode.OneWay,
                Converter = ValueConverter.create(obj => model.format(obj))
             });
-            view.SetBinding(VolSurfaceCellView.CandidateValueProperty, new Binding(nameof(VolSurfaceCellVM.candidate_value)) {
+            view.SetBinding(VolSurfaceCellView.CandidateValueProperty, new Binding(nameof(VolGridCellVM.candidate_value)) {
                Mode = BindingMode.TwoWay,
                Converter = ValueConverter.create<object, string>(obj => model.format(obj), obj => model.parse(obj))
             });
-            view.SetBinding(VolSurfaceCellView.TickDownCommandProperty, new Binding(nameof(VolSurfaceTickCellVM.tick_down_cmd)));
-            view.SetBinding(VolSurfaceCellView.TickUpCommandProperty, new Binding(nameof(VolSurfaceTickCellVM.tick_up_cmd)));
+            view.SetBinding(VolSurfaceCellView.TickDownCommandProperty, new Binding(nameof(VolGridTickCellVM.tick_down_cmd)));
+            view.SetBinding(VolSurfaceCellView.TickUpCommandProperty, new Binding(nameof(VolGridTickCellVM.tick_up_cmd)));
             var bd = new Border {
                HorizontalAlignment = HorizontalAlignment.Stretch,
                VerticalAlignment = VerticalAlignment.Stretch,

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

@@ -1,5 +1,4 @@
-#nullable enable
-namespace mbts.spark.VolSurface {
+namespace mbts.spark.VolSurface {
    using bts;
    using bts.collections;
    using bts.utils;
@@ -12,10 +11,6 @@ namespace mbts.spark.VolSurface {
    using mbts.ui.shell;
    using mbts.ui.utility;
 
-   using Spark.Core;
-   using Spark.Core.Disposables;
-   using Spark.Core.Collections;
-
    using System;
    using System.Collections.Generic;
    using System.Collections.ObjectModel;
@@ -30,20 +25,17 @@ namespace mbts.spark.VolSurface {
    class VolSurfaceGridVM : DisposableViewModelBase {
       readonly VolSurfaceVM _parent;
       readonly ObservableCollection<VolSurfaceDisplayGridExpiration> _expirations = new();
-      readonly DeferrableAction _invalidate_rows;
+      readonly DeferrableActionWrapper _invalidate_rows;
       readonly ColumnsModel _columns_model;
 
       ISet<string> _hidden_columns;
-      ISet<VolSurfaceExpiration>? _hidden_expirations;
-      IDisposable? _shift_editor;
+      ISet<VolSurfaceExpiration> _hidden_expirations;
+      IDisposable _shift_editor;
 
-      public VolSurfaceGridVM(
-         VolSurfaceVM vm,
-         VolSurfaceDisplayModel model,
-         ISet<string> hidden_columns,
-         ISet<VolSurfaceExpiration> hidden_expirations) {
-         Log.notnull(hidden_columns);
-         Log.notnull(hidden_expirations);
+      public VolSurfaceGridVM(VolSurfaceVM vm, VolSurfaceDisplayModel model,
+         ISet<string> hidden_columns, ISet<VolSurfaceExpiration> hidden_expirations) {
+         Log.assert(hidden_columns != null);
+         Log.assert(hidden_expirations != null);
          _parent = vm;
          this.model = model;
          _columns_model = new(create_exp_column_view());
@@ -71,31 +63,16 @@ namespace mbts.spark.VolSurface {
          };
 
          _dispose = Disposable.Create(
-            ObservableAutoWrapper.connect(_expirations, rows, row_factory),
-            ObservableAutoWrapper.connect_item_hooks(rows, connect_row),
+            ObservableAutoWrapper.connect(_expirations, rows, exp => new VolSurfaceRowContext(this, exp), row => row.Dispose()),
             sorted_visible_rows.bind(visible_rows),
             Disposable.Create(() => {
                this.model.on_candidate_grid_change -= _on_grid_updated;
                this.model.on_committed_grid_change -= _on_grid_updated;
-               rows.DisposeAll(true);
+               Disposable.dispose(rows);
                Disposable.dispose(ref _shift_editor);
             }),
             _columns_model);
 
-         VolSurfaceRowVM row_factory(VolSurfaceDisplayGridExpiration exp) =>
-            new(this, exp);
-
-         IDisposable connect_row(VolSurfaceRowVM row) {
-            row.request_calculate += request_recalc;
-            return Disposable.Create(() => {
-               row.request_calculate -= request_recalc;
-               row.Dispose();
-            });
-
-            void request_recalc() =>
-               model.set_candidate_grid(current_grid);
-         }
-
          VolSurfaceColumn create_exp_column_view() {
             var filter = new ComboCheckBox();
             filter.SetResourceReference(FrameworkElement.StyleProperty, "ExpirationFilterDropDown");
@@ -115,7 +92,7 @@ namespace mbts.spark.VolSurface {
          }
       }
 
-      public event Action<IEnumerable<VolSurfaceDisplayGridExpiration>>? on_selection_changed;
+      public event Action<IEnumerable<VolSurfaceDisplayGridExpiration>> on_selection_changed;
 
       public VolSurfaceDisplayGrid current_grid { get; private set; }
       public VolSurfaceDisplayGrid committed_grid { get; private set; }
@@ -125,14 +102,14 @@ namespace mbts.spark.VolSurface {
       public IReadOnlyObservableCollection<DIYGrid.ColumnBase> columns =>
          _columns_model.views_with_header_ro;
 
-      public ObservableCollection<VolSurfaceRowVM> rows { get; } = new();
-      public ObservableCollection<VolSurfaceRowVM> visible_rows { get; } = new();
-      public ObservableSortedCollection<VolSurfaceRowVM> sorted_visible_rows { get; } = new(_row_comparer);
+      public ObservableCollection<VolSurfaceRowContext> rows { get; } = new();
+      public ObservableCollection<VolSurfaceRowContext> visible_rows { get; } = new();
+      public ObservableSortedCollection<VolSurfaceRowContext> sorted_visible_rows { get; } = new(_row_comparer);
 
       public bool any_masters_selected =>
          selected_rows.select_display_exp().where_master().Any();
 
-      public IEnumerable<VolSurfaceRowVM> selected_rows =>
+      public IEnumerable<VolSurfaceRowContext> selected_rows =>
          visible_rows.where_selected();
 
       public IEnumerable<DIYGridSuperHeaderVM> super_headers =>
@@ -141,14 +118,13 @@ namespace mbts.spark.VolSurface {
             .Select(group => new DIYGridSuperHeaderVM(group.Key, group.Count(), collapsed_content: _short_header(group.Key)))
             .ToList();
 
-      public ICommand populate_empty_exps_cmd => _parent.populate_empty_exps_cmd;
-      public ICommand main_settings_cmd => _parent.main_settings_cmd;
-      public ICommand advanced_settings_cmd => _parent.advanced_settings_cmd;
-      public ICommand graph_settings_cmd => _parent.vol_curve_vm.settings_command;
-      public ICommand grid_settings_cmd => _parent.grid_settings_cmd;
+      public ICommand main_settings_command => _parent.main_settings_command;
+      public ICommand advanced_settings_command => _parent.advanced_settings_command;
+      public ICommand graph_settings_command => _parent.vol_curve_vm.settings_command;
+      public ICommand grid_settings_command => _parent.grid_settings_command;
 
-      static IComparer<VolSurfaceRowVM> _row_comparer =>
-         Comparer<VolSurfaceDisplayGridExpiration>.Default.wrap<VolSurfaceDisplayGridExpiration, VolSurfaceRowVM>(r => r.expiration);
+      static IComparer<VolSurfaceRowContext> _row_comparer =>
+         Comparer<VolSurfaceDisplayGridExpiration>.Default.wrap<VolSurfaceDisplayGridExpiration, VolSurfaceRowContext>(r => r.expiration);
 
       public void load_from(VolSurfaceMacroGridSettings grid_settings) {
          _hidden_columns = new HashSet<string>(grid_settings.hidden_cols());
@@ -165,14 +141,13 @@ namespace mbts.spark.VolSurface {
          rows.select_exp().Except(visible_rows.select_exp());
 
       public void invalidate_rows() =>
-         _invalidate_rows.Invoke();
+         _invalidate_rows.execute();
 
       public IDisposable defer_invalidate_rows() =>
-         _invalidate_rows.defer();
+         _invalidate_rows.defer_execution();
 
       public VolSurfaceColumn get_column(string id) =>
-         columns.FirstOrDefault(c => c.id == id) as VolSurfaceColumn ??
-            throw new InvalidOperationException($"Failed to find column '{id}'");
+         columns.FirstOrDefault(c => c.id == id) as VolSurfaceColumn;
 
       internal void signal_selection_changed() {
          var e = on_selection_changed;
@@ -218,23 +193,23 @@ namespace mbts.spark.VolSurface {
          }
       }
 
-      internal void copy_to_selection(
-         VolSurfaceDisplayGridExpiration exp,
-         VolSurfaceDisplayGridColumn column,
-         GridColumnSet set) =>
-         _replicate(exp, selected_rows.select_display_exp().Except(exp), _get_columns(column, set));
+      internal void copy_to_selection(VolSurfaceDisplayGridExpiration exp, VolSurfaceDisplayGridColumn column, GridColumnSet set) {
+         if (column.type == VolSurfaceColumnType.ReadWriteTick) {
+            _replicate(exp, selected_rows.select_display_exp().Except(exp), _get_columns(column, set));
+         }
+      }
 
-      internal void copy_to_masters(
-         VolSurfaceDisplayGridExpiration exp,
-         VolSurfaceDisplayGridColumn column,
-         GridColumnSet set) =>
-         _replicate(exp, _expirations.where_master().Except(exp), _get_columns(column, set));
+      internal void copy_to_masters(VolSurfaceDisplayGridExpiration exp, VolSurfaceDisplayGridColumn column, GridColumnSet set) {
+         if (column.type == VolSurfaceColumnType.ReadWriteTick) {
+            _replicate(exp, _expirations.where_master().Except(exp), _get_columns(column, set));
+         }
+      }
 
-      internal void copy_to_all(
-         VolSurfaceDisplayGridExpiration exp,
-         VolSurfaceDisplayGridColumn column,
-         GridColumnSet set) =>
-         _replicate(exp, _expirations.Except(exp), _get_columns(column, set));
+      internal void copy_to_all(VolSurfaceDisplayGridExpiration exp, VolSurfaceDisplayGridColumn column, GridColumnSet set) {
+         if (column.type == VolSurfaceColumnType.ReadWriteTick) {
+            _replicate(exp, _expirations.Except(exp), _get_columns(column, set));
+         }
+      }
 
       static string _short_header(string header) =>
          string.Join("", header.Where(Char.IsUpper));
@@ -243,7 +218,7 @@ namespace mbts.spark.VolSurface {
          !_hidden_columns.Contains(column.unique_col_name);
 
       void _on_grid_updated() {
-         using var _ = _invalidate_rows.defer();
+         using var _ = _invalidate_rows.defer_execution();
          var grid_new = model.get_active_grid();
          // add/remove columns
          var cols_new = grid_new.get_ordered_columns()
@@ -268,7 +243,7 @@ namespace mbts.spark.VolSurface {
          }
          current_grid = grid_new;
          committed_grid = is_dirty ? model.get_committed_grid() : current_grid;
-         _invalidate_rows.Invoke();
+         _invalidate_rows.execute();
       }
 
       void _launch_shift_editor(VolSurfaceDisplayGridColumn column, Action<double> commit_shift) {
@@ -324,7 +299,7 @@ namespace mbts.spark.VolSurface {
          VolSurfaceDisplayGridExpiration source,
          IEnumerable<VolSurfaceDisplayGridExpiration> target_exps,
          IEnumerable<VolSurfaceDisplayGridColumn> cols) {
-         foreach (var col in cols.Where(c => c.type.is_editable())) {
+         foreach (var col in cols) {
             foreach (var exp in target_exps) {
                _copy(source, exp, col);
             }
@@ -332,14 +307,7 @@ namespace mbts.spark.VolSurface {
          _commit();
       }
 
-      void _copy(
-         VolSurfaceDisplayGridExpiration source,
-         VolSurfaceDisplayGridExpiration dest,
-         VolSurfaceDisplayGridColumn col
-      ) {
-         if (!col.type.is_editable()) {
-            throw new ArgumentException("Expected col to be editable", nameof(col));
-         }
+      void _copy(VolSurfaceDisplayGridExpiration source, VolSurfaceDisplayGridExpiration dest, VolSurfaceDisplayGridColumn col) {
          if (current_grid.read(source, col, out var value)) {
             current_grid.set_grid_data(dest, col.unique_col_name, value);
          }
@@ -349,7 +317,7 @@ namespace mbts.spark.VolSurface {
          model.set_candidate_grid(current_grid);
 
       class ColumnsModel : IDisposable {
-         IDisposable? _dispose;
+         IDisposable _dispose;
 
          public ColumnsModel(VolSurfaceColumn row_header_col) {
             views_with_header_ro = ObservableAutoWrapper.create_read_only_wrapper(views_with_header);

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

@@ -0,0 +1,335 @@
+namespace mbts.spark.VolSurface {
+   using mbts.ui;
+   using mbts.ui.controls;
+   using mbts.ui.shell;
+   using mbts.ui.utility;
+
+   using System;
+   using System.Collections.Generic;
+   using System.Collections.ObjectModel;
+   using System.Linq;
+   using System.Reactive.Linq;
+   using System.Windows.Input;
+   using System.Windows.Media;
+
+   public struct VolSurfaceCellState {
+      public bool is_dirty => committed_text != null;
+      public FormattedText text;
+      public FormattedText committed_text;
+   }
+
+   class VolSurfaceRowContext : DisposableViewModelBase, ISelectable, IFormatCellsToClipboard, DIYGrid.IRowVM {
+      readonly VolSurfaceGridVM _parent;
+      readonly VolSurfaceDisplayGridExpiration _exp;
+      /// TODO: remove _text_cache when we are sure that the new row view
+      /// (<see cref="VolSurfaceRowView"/>) is solid.  It must remain in place
+      /// until then, as it is used by old row view
+      /// (<see cref="VolSurfaceRowControl"/>).
+      readonly Dictionary<string, CellData> _cells = new();
+
+      MenuContext _context_menu;
+      bool _is_selected;
+
+      public VolSurfaceRowContext(VolSurfaceGridVM parent, VolSurfaceDisplayGridExpiration exp) {
+         _parent = parent;
+         _exp = exp;
+         _dispose = Disposable.Create(() => {
+            _cells.Values.DisposeAll();
+            _cells.Clear();
+         });
+      }
+
+      public event Action<bool> is_selected_changed;
+      public event Action invalidated;
+
+      public VolSurfaceDisplayGridExpiration expiration => _exp;
+
+      public bool is_selected {
+         get => _is_selected;
+         set {
+            if (_is_selected != value) {
+               _is_selected = value;
+               is_selected_changed?.Invoke(value);
+               _parent.signal_selection_changed();
+            }
+         }
+      }
+
+      public MenuContext context_menu =>
+         _context_menu ??= new(_parent, this);
+
+      public VolGridCellVM get_cell(VolSurfaceDisplayGridColumn column) {
+         if (!_cells.TryGetValue(column.unique_col_name, out var cell_data)) {
+            _cells.Add(column.unique_col_name, cell_data = _create_cell(column));
+         }
+         return cell_data.vm;
+      }
+
+      public void invalidate() {
+         foreach (var cell in _cells.Values) {
+            _sync_cell(cell.vm);
+         }
+         raise_invalidated();
+      }
+
+      public override string ToString() =>
+         _exp.ToString();
+
+      public string[] get_cell_clipboard_strings() =>
+         new[] { _exp.ToString() }.Concat(
+            _parent.columns.OfType<VolSurfaceColumn>()
+            .Skip(1)
+            .Select(c => {
+               var val = _parent.current_grid.read(_exp, c.model.unique_col_name);
+               return c.model.format(val);
+            }))
+         .ToArray();
+
+      public void raise_invalidated() =>
+         invalidated?.Invoke();
+
+      CellData _create_cell(VolSurfaceDisplayGridColumn column) {
+         var cell = column.type switch {
+            VolSurfaceColumnType.ReadWriteTick => create_tick_cell(),
+            _ => new VolGridCellVM(column.unique_col_name),
+         };
+         _sync_cell(cell);
+         var dispose = cell.observe_candidate().DistinctUntilChanged().OnDispatcher().Subscribe(value => {
+            var curr = _parent.current_grid.read(expiration, column);
+            if (Equals(value, curr)) {
+               return;
+            }
+            var grid = _parent.current_grid;
+            grid.write(expiration, column, value);
+            _parent.model.set_candidate_grid(grid);
+         });
+         return new(cell, dispose);
+
+         VolGridTickCellVM create_tick_cell() {
+            var cell = new VolGridTickCellVM(column.unique_col_name);
+            cell.request_tick += is_up => {
+               var col = _parent.get_column(column.unique_col_name);
+               if (col is null) {
+                  throw new InvalidOperationException($"Failed to find column with id {column.unique_col_name}");
+               }
+               if (col.model?.tick_move is var tm) {
+                  cell.candidate_value = tm(cell.candidate_value, is_up);
+                  return;
+               }
+               throw new InvalidOperationException($"tick_move is not defined");
+            };
+            return cell;
+         }
+      }
+
+      void _sync_cell(VolGridCellVM cell) {
+         if (cell is null) {
+            return;
+         }
+         cell.committed_value = _parent.committed_grid.read(_exp, cell.column_id);
+         cell.candidate_value = _parent.current_grid.read(_exp, cell.column_id);
+      }
+
+      public class MenuContext : ViewModelBase {
+         readonly VolSurfaceRowContext _row;
+         readonly VolSurfaceGridVM _parent;
+
+         VolSurfaceColumn _col;
+         DIYGridSuperHeaderVM _supercol;
+
+         ICommand _revert_command;
+         ICommand _shift_selection_command;
+         ICommand _shift_masters_command;
+         ICommand _shift_all_command;
+         ICommand _clear_command;
+         ICommand _copy_to_selection_command;
+         ICommand _copy_to_masters_command;
+         ICommand _copy_to_all_command;
+         ICommand _copy_all_to_clipboard_command;
+         ICommand _smart_copy_rolls_rates_command;
+         ICommand _import_csv_command;
+
+         public MenuContext(
+            VolSurfaceGridVM parent,
+            VolSurfaceRowContext row) {
+            _parent = parent;
+            _row = row;
+         }
+
+         public string column_name => _col.model.display_name;
+         public string group_name => _supercol.id;
+         public string expiration_name => _row.ToString();
+         public VolSurfaceColumn column {
+            get => _col;
+            set => Set(ref _col, value);
+         }
+         public DIYGridSuperHeaderVM super_header {
+            get => _supercol;
+            set => Set(ref _supercol, value);
+         }
+         public VolSurfaceDisplayGridExpiration expiration => _row.expiration;
+
+         public class SymbolFilter {
+            readonly MenuContext _context;
+            bool? _visible;
+
+            public SymbolFilter(MenuContext context, string symbol, int count, int visible_count) {
+               _context = context;
+               this.symbol = symbol;
+               if (count == visible_count) {
+                  _visible = true;
+               } else if (visible_count == 0) {
+                  _visible = false;
+               } else {
+                  _visible = null;
+               }
+            }
+
+            public string symbol { get; private set; }
+            public bool? visible {
+               get => _visible;
+               set {
+                  _visible = value;
+                  if (value == true) {
+                     _context._show_symbol(symbol);
+                  } else if (value == false) {
+                     _context._hide_symbol(symbol);
+                  }
+               }
+            }
+         }
+
+         public IEnumerable<SymbolFilter> symbols {
+            get {
+               var visible_exps = _parent.visible_rows
+                  .Cast<VolSurfaceRowContext>()
+                  .GroupBy(r => r._exp.symbol)
+                  .ToDictionary(g => g.Key);
+               var result = _parent.rows
+                  .GroupBy(r => r._exp.symbol)
+                  .OrderBy(g => g.Key)
+                  .Select(g => new SymbolFilter(this, g.Key, g.Count(), visible_exps.ContainsKey(g.Key) ? visible_exps[g.Key].Count() : 0));
+               return result;
+            }
+         }
+
+         public bool is_input_cell => _col.type == VolSurfaceColumnType.ReadWriteTick;
+
+         public ICommand main_settings_command => _parent.main_settings_command;
+         public ICommand advanced_settings_command => _parent.advanced_settings_command;
+         public ICommand grid_settings_command => _parent.grid_settings_command;
+         public ICommand graph_settings_command => _parent.graph_settings_command;
+
+         public ICommand revert_command =>
+            _revert_command ??= new DelegateCommand(_ => _row.get_cell(_col.model)?.revert());
+
+         public ICommand shift_selection_command =>
+            _shift_selection_command ??= new DelegateCommand(() => {
+               if (_col.model.type == VolSurfaceColumnType.ReadWriteTick) {
+                  _parent.shift_selection(_col.model);
+               }
+            }, () => _col.model.type == VolSurfaceColumnType.ReadWriteTick);
+
+         public ICommand shift_masters_command =>
+            _shift_masters_command ??= new DelegateCommand(() => {
+               if (_col.model.type == VolSurfaceColumnType.ReadWriteTick) {
+                  _parent.shift_masters(_col.model);
+               }
+            }, () => _col.model.type == VolSurfaceColumnType.ReadWriteTick);
+
+         public ICommand shift_all_command =>
+            _shift_all_command ??= new DelegateCommand(() => {
+               if (_col.model.type == VolSurfaceColumnType.ReadWriteTick) {
+                  _parent.shift_all(_col.model);
+               }
+            }, () => _col.model.type == VolSurfaceColumnType.ReadWriteTick);
+
+         public ICommand clear_command =>
+            _clear_command ??= new DelegateCommand<string>(where => {
+               if (Enum.TryParse(where, out GridColumnSet gc)) {
+                  _parent.clear(_col.model, gc);
+               }
+            },
+            _has_editable_cells);
+
+         public ICommand copy_to_selection_command =>
+            _copy_to_selection_command ??= new DelegateCommand<string>(where => {
+               if (Enum.TryParse(where, out GridColumnSet gc)) {
+                  _parent.copy_to_selection(expiration, _col.model, gc);
+               }
+            },
+            _has_editable_cells);
+
+         public ICommand copy_to_masters_command =>
+            _copy_to_masters_command ??= new DelegateCommand<string>(where => {
+               if (Enum.TryParse(where, out GridColumnSet gc)) {
+                  _parent.copy_to_masters(expiration, _col.model, gc);
+               }
+            },
+            _has_editable_cells);
+
+         public ICommand copy_to_all_command =>
+            _copy_to_all_command ??= new DelegateCommand<string>(where => {
+               if (Enum.TryParse(where, out GridColumnSet gc)) {
+                  _parent.copy_to_all(expiration, _col.model, gc);
+               }
+            },
+            _has_editable_cells);
+
+         public ICommand copy_all_to_clipboard_command =>
+            _copy_all_to_clipboard_command ??= new DelegateCommand(() => {
+               string clipboard_text = ClipboardHelper.GetExcelFormattedText(
+                  _parent.visible_rows
+                  .OfType<VolSurfaceRowContext>()
+                  .Select(r => r.get_cell_clipboard_strings())
+                  .Where(cells => cells != null));
+               if (!clipboard_text.is_null_or_empty()) {
+                  ClipboardHelper.CopyTextToClipboard(clipboard_text);
+               }
+            });
+
+         public ICommand smart_copy_rolls_rates_command =>
+            _smart_copy_rolls_rates_command ??= new DelegateCommand(_ => _parent.model.sync_slave_ref_forwards(expiration.ToVSExp()));
+
+         public ICommand import_csv_command =>
+            _import_csv_command ??= FileDialogCommand.open_file(
+               _parent.model.import_csv_file,
+               () => _parent.model.csv_importing_enabled(),
+               null);
+
+         bool _has_editable_cells(string where) =>
+            !Enum.TryParse(where, out GridColumnSet gc) ||
+            gc == GridColumnSet.Column || _col.model.type != VolSurfaceColumnType.ReadOnly;
+
+         void _hide_symbol(string symbol) {
+            _parent.visible_rows.RemoveAll(s => ((VolSurfaceRowContext)s).expiration.symbol == symbol);
+            _parent.signal_selection_changed();
+         }
+
+         void _show_symbol(string symbol) {
+            // Insert items from rows to visible_Rows that have symbol=true in sorted order
+            // do this by making the desired collection and then leveraging sync_with
+            var visible = new HashSet<VolSurfaceDisplayGridExpiration>(_parent.visible_rows.Cast<VolSurfaceRowContext>().Select(row => row.expiration));
+            var desired = _parent.rows.Where(row => row.expiration.symbol == symbol || visible.Contains(row.expiration));
+            _parent.visible_rows.sync_with(desired);
+         }
+      }
+
+      class CellData : IDisposable {
+         IDisposable _dispose;
+         VolGridCellVM _vm;
+
+         public CellData(VolGridCellVM vm, IDisposable dispose) {
+            _vm = vm;
+            _dispose = dispose;
+         }
+
+         public VolGridCellVM vm => _vm;
+
+         public void Dispose() {
+            Disposable.dispose(ref _vm);
+            Disposable.dispose(ref _dispose);
+         }
+      }
+   }
+}

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

@@ -1,220 +0,0 @@
-#nullable enable
-namespace mbts.spark {
-   using bts.collections;
-
-   using mbts.spark.VolSurface;
-   using mbts.ui;
-   using mbts.ui.controls;
-   using mbts.ui.shell;
-   using mbts.ui.utility;
-
-   using Spark.Core.Disposables;
-
-   using System;
-   using System.Collections.Generic;
-   using System.Collections.ObjectModel;
-   using System.Linq;
-   using System.Reactive.Linq;
-   using System.Windows.Input;
-
-   class VolSurfaceRowContextMenuVM : DisposableViewModelBase {
-      readonly VolSurfaceRowVM _row;
-      readonly VolSurfaceGridVM _parent;
-      readonly Property<VolSurfaceColumn?> _column;
-      readonly Property<DIYGridSuperHeaderVM?> _super_header;
-
-      ICommand? _revert_cmd;
-      ICommand? _shift_selection_cmd;
-      ICommand? _shift_masters_cmd;
-      ICommand? _shift_all_cmd;
-      ICommand? _clear_cmd;
-      ICommand? _copy_to_selection_cmd;
-      ICommand? _copy_to_masters_cmd;
-      ICommand? _copy_to_all_cmd;
-      ICommand? _copy_all_to_clipboard_cmd;
-      ICommand? _smart_copy_rolls_rates_cmd;
-      ICommand? _import_csv_cmd;
-
-      public VolSurfaceRowContextMenuVM(VolSurfaceGridVM parent, VolSurfaceRowVM row) {
-         _parent = parent;
-         _row = row;
-         _column = backing<VolSurfaceColumn?>(nameof(column));
-         _super_header = backing<DIYGridSuperHeaderVM?>(nameof(super_header));
-
-         _dispose = Disposable.Create(
-            _column.invalidate_others_on_change(nameof(column_name)),
-            _super_header.invalidate_others_on_change(nameof(group_name)),
-            _parent.visible_rows.ObserveSelf()
-               .BufferLatest(TimeSpan.FromSeconds(1))
-               .OnDispatcher()
-               .Subscribe(_ => sync_symbols()));
-
-         void sync_symbols() {
-            var visible_exps = _parent.visible_rows.Map(r => r.expiration.symbol);
-            symbols.sync_with_models(
-               visible_exps,
-               kv => new SymbolItemVM(this, kv.Key),
-               (svm, kv) => {
-                  svm.symbol = kv.Key;
-                  svm.visible = SelectAllToggle.is_all_selected(
-                     visible_exps[svm.symbol].Count(),
-                     kv.Value.Count());
-                  return svm;
-               });
-         }
-      }
-
-      public string column_name => column?.model?.display_name ?? string.Empty;
-      public string group_name => super_header?.id ?? string.Empty;
-      public string expiration_name => _row.ToString();
-      public VolSurfaceColumn? column {
-         get => _column.Value;
-         set => _column.set(value);
-      }
-      public DIYGridSuperHeaderVM? super_header {
-         get => _super_header.Value;
-         set => _super_header.set(value);
-      }
-      public VolSurfaceDisplayGridExpiration expiration => _row.expiration;
-
-      public ObservableCollection<SymbolItemVM> symbols { get; } = new();
-
-      public bool is_input_cell => column?.type == VolSurfaceColumnType.ReadWriteTick;
-
-      public ICommand populate_empty_exps_cmd => _parent.populate_empty_exps_cmd;
-      public ICommand main_settings_cmd => _parent.main_settings_cmd;
-      public ICommand advanced_settings_cmd => _parent.advanced_settings_cmd;
-      public ICommand grid_settings_cmd => _parent.grid_settings_cmd;
-      public ICommand graph_settings_cmd => _parent.graph_settings_cmd;
-
-      public ICommand revert_cmd =>
-         _revert_cmd ??= new Command(_ => {
-            _row.get_cell(_assert_model())?.revert();
-         });
-
-      public ICommand shift_selection_cmd =>
-         _shift_selection_cmd ??= new Command(() => {
-            if (_assert_model().type == VolSurfaceColumnType.ReadWriteTick) {
-               _parent.shift_selection(_assert_model());
-            }
-         }, () => _assert_model().type == VolSurfaceColumnType.ReadWriteTick);
-
-      public ICommand shift_masters_cmd =>
-         _shift_masters_cmd ??= new Command(() => {
-            if (_assert_model().type == VolSurfaceColumnType.ReadWriteTick) {
-               _parent.shift_masters(_assert_model());
-            }
-         }, () => _assert_model().type == VolSurfaceColumnType.ReadWriteTick);
-
-      public ICommand shift_all_cmd =>
-         _shift_all_cmd ??= new Command(() => {
-            if (_assert_model().type == VolSurfaceColumnType.ReadWriteTick) {
-               _parent.shift_all(_assert_model());
-            }
-         }, () => _assert_model().type == VolSurfaceColumnType.ReadWriteTick);
-
-      public ICommand clear_cmd =>
-         _clear_cmd ??= new Command<string>(where => {
-            if (Enum.TryParse(where, out GridColumnSet gc)) {
-               _parent.clear(_assert_model(), gc);
-            }
-         },
-         _has_editable_cells);
-
-      public ICommand copy_to_selection_cmd =>
-         _copy_to_selection_cmd ??= new Command<string>(where => {
-            if (Enum.TryParse(where, out GridColumnSet gc)) {
-               _parent.copy_to_selection(expiration, _assert_model(), gc);
-            }
-         });
-
-      public ICommand copy_to_masters_cmd =>
-         _copy_to_masters_cmd ??= new Command<string>(where => {
-            if (Enum.TryParse(where, out GridColumnSet gc)) {
-               _parent.copy_to_masters(expiration, _assert_model(), gc);
-            }
-         });
-
-      public ICommand copy_to_all_cmd =>
-         _copy_to_all_cmd ??= new Command<string>(where => {
-            if (Enum.TryParse(where, out GridColumnSet gc)) {
-               _parent.copy_to_all(expiration, _assert_model(), gc);
-            }
-         });
-
-      public ICommand copy_all_to_clipboard_cmd =>
-         _copy_all_to_clipboard_cmd ??= new Command(() => {
-            string clipboard_text = ClipboardHelper.GetExcelFormattedText(
-               _parent.visible_rows
-               .OfType<VolSurfaceRowVM>()
-               .Select(r => r.get_cell_clipboard_strings())
-               .Where(cells => cells != null));
-            if (!clipboard_text.is_null_or_empty()) {
-               ClipboardHelper.CopyTextToClipboard(clipboard_text);
-            }
-         });
-
-      public ICommand smart_copy_rolls_rates_cmd =>
-         _smart_copy_rolls_rates_cmd ??= new Command(
-            () => _parent.model.sync_slave_ref_forwards(expiration.ToVSExp()));
-
-      public ICommand import_csv_cmd =>
-         _import_csv_cmd ??= FileDialogCommand.open_file(
-            _parent.model.import_csv_file,
-            _parent.model.csv_importing_enabled,
-            null);
-
-      VolSurfaceDisplayGridColumn _assert_model() =>
-         column?.model ?? throw new InvalidOperationException();
-
-      bool _has_editable_cells(string where) =>
-         !Enum.TryParse(where, out GridColumnSet gc) ||
-         gc == GridColumnSet.Column || _assert_model().type != VolSurfaceColumnType.ReadOnly;
-
-      void _hide_symbol(string symbol) {
-         _parent.visible_rows.RemoveAll(s => s.expiration.symbol == symbol);
-         _parent.signal_selection_changed();
-      }
-
-      void _show_symbol(string symbol) {
-         // Insert items from rows to visible_Rows that have symbol=true in sorted order
-         // do this by making the desired collection and then leveraging sync_with
-         var visible = _parent.visible_rows
-            .Select(row => row.expiration)
-            .ToHashSet();
-         var desired = _parent.rows.Where(
-            row => row.expiration.symbol == symbol || visible.Contains(row.expiration));
-         _parent.visible_rows.sync_with(desired);
-      }
-
-      public class SymbolItemVM : ViewModelBase {
-         readonly VolSurfaceRowContextMenuVM _context;
-         string _symbol;
-         bool? _visible;
-
-         public SymbolItemVM(
-            VolSurfaceRowContextMenuVM context, string symbol) {
-            _context = context;
-            _symbol = symbol;
-         }
-
-         public string symbol {
-            get => _symbol;
-            set => Set(ref _symbol, value);
-         }
-
-         public bool? visible {
-            get => _visible;
-            set {
-               if (Set(ref _visible, value)) {
-                  if (value is true) {
-                     _context._show_symbol(symbol);
-                  } else if (value is false) {
-                     _context._hide_symbol(symbol);
-                  }
-               }
-            }
-         }
-      }
-   }
-}

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

@@ -0,0 +1,372 @@
+// using mbts;
+// using mbts.ui;
+// using mbts.ui.controls;
+// using mbts.ui.dpi;
+// using mbts.ui.utility.text;
+
+// using System;
+// using System.Collections.Generic;
+// using System.Diagnostics;
+// using System.Globalization;
+// using System.Linq;
+// using System.Text;
+// using System.Threading.Tasks;
+// using System.Windows;
+// using System.Windows.Controls;
+// using System.Windows.Input;
+// using System.Windows.Media;
+
+// namespace mbts.spark.VolSurface {
+//    class VolSurfaceRowControl : DIYGrid.HighPerformanceRow<VolSurfaceRowContext> {
+//       FormattedText _exp_text;
+//       readonly double _padding = 5.0;
+//       readonly Pen _dirty_pen = new Pen(Brushes.Red, 1.0);
+//       readonly Pen _selection_pen = new Pen(Brushes.Black, 1.0) { DashStyle = DashStyles.Dot };
+
+//       TickUpDown _cell_editor_backing;
+//       TickUpDown _cell_editor => _cell_editor_backing ??= new ();
+
+//       int? _selected_cell;
+
+//       public VolSurfaceRowControl() {
+//          Loaded += (s, e) => ContextMenu = TryFindResource("context_menu") as ContextMenu;
+//          GotKeyboardFocus += (s, e) => {
+//             if (e.OriginalSource is not FrameworkElement el) {
+//                return;
+//             }
+//             var cell_tl = el.TranslatePoint(new Point(0, 0), this);
+//             _on_focus_move(DIYGrid.RowUtils.column_at(_column_layout, cell_tl));
+//          };
+//       }
+
+//       int? _column_index(DIYGrid.ColumnGeometry col) =>
+//          _column_layout.TryGetFirst(c => c.Equals(col), out var _, out var idx) ? idx : null;
+
+//       //private static int _render_count = 0;
+//       protected override void OnRender(DrawingContext dc) {
+//          // Fill with transparent for hit testing
+//          dc.DrawRectangle(new SolidColorBrush(Color.FromArgb(0, 0, 0, 0)), null, new Rect(0, 0, _column_layout.Sum(c => c.width), RenderSize.Height));
+
+//          string last_group = "";
+//          foreach (var cell in _column_layout) {
+//             // Render collapsed columns
+//             if (cell.column.is_collapsed) {
+//                dc.DrawRectangle(BTSColors.AW2.collapsed, null, new Rect(cell.left, 0, cell.width, Height));
+//                continue;
+//             }
+
+//             var column = (VolSurfaceSimplifiedColumn)cell.column;
+//             VolSurfaceCellState celldata;
+
+//             // Get the cell text
+//             if (column.type == VolSurfaceSimplifiedColumnType.RowHeader) {
+//                // Fill in this one
+//                dc.DrawRectangle(BTSColors.header, null, new Rect(cell.left, 0, cell.width, Height));
+//                var exp = _row.expiration;
+//                if (_exp_text == null) {
+//                   _exp_text = format_text(exp.ToString(), exp.is_slave ? Brushes.LightGray : Brushes.White);
+//                }
+//                celldata = new VolSurfaceCellState() {
+//                   text = _exp_text
+//                };
+//             } else if (column.type == VolSurfaceSimplifiedColumnType.ReadOnly) {
+//                celldata = _row.get_value(column.volsurface_column, format(Brushes.Blue), _ => null);
+//             } else {
+//                celldata = _row.get_value(column.volsurface_column, format(Brushes.Black), format(Brushes.DarkGray));
+//             }
+
+//             // If the cell is partly hidden clip the draw
+//             if (cell.is_partially_obscured) {
+//                dc.PushClip(new RectangleGeometry(
+//                   new Rect(cell.left, 0, cell.width, Height)));
+//             }
+
+//             // draw text centered vertially
+//             double total_width = _padding + celldata.text.Width;
+//             double pad_top = (Height - celldata.text.Height) / 2.0;
+//             dc.DrawText(celldata.text, new Point(cell.unclipped_left + _padding, pad_top));
+//             if (celldata.committed_text != null) {
+//                pad_top = (Height - celldata.committed_text.Height) / 2.0;
+//                dc.DrawText(celldata.committed_text, new Point(cell.unclipped_left + total_width, pad_top));
+//                total_width += celldata.committed_text.Width;
+//             }
+
+//             // draw grid lines
+//             double line_width; Brush fill;
+//             if (last_group == cell.group) { line_width = 1; fill = _grid.VerticalGridLineBrush; } else { line_width = 2; fill = _grid.VerticalGroupSeparatorBrush; }
+//             dc.DrawRectangle(fill, null, new Rect(cell.left - line_width, 0, line_width, Height));
+//             Rect cell_border_rect = new Rect(cell.unclipped_left + 1, 0, Math.Max(0, cell.width - (line_width * 2)), Height - 1);
+//             // draw dirty rect
+//             if (celldata.is_dirty) {
+//                dc.DrawRectangle(null, _dirty_pen, cell_border_rect);
+//             }
+
+//             // Draw selection
+//             if (_selected_cell == _column_index(cell) && column.type != VolSurfaceSimplifiedColumnType.ReadWriteTick) {
+//                dc.DrawRectangle(null, _selection_pen, cell_border_rect);
+//             }
+
+//             if (cell.is_partially_obscured) { dc.Pop(); }
+
+//             total_width += _padding;//right padding
+//             if (!celldata.is_dirty && column.type == VolSurfaceSimplifiedColumnType.ReadWriteTick) total_width += 22; // size of buttons on a tickupdown
+//             if (total_width > cell.width) {
+//                Dispatcher.BeginInvoke(((Action)(() => cell.column.Width = total_width)));
+//             }
+//             last_group = cell.group;
+//          }
+
+//          if (_selected_cell != NO_CELL) {
+//             if (_cell_editor.Visibility == Visibility.Visible) {
+//                var position = _column_geometry[_selected_cell];
+//                PositionControlOver(tud, position);
+//             }
+//          }
+
+//          //++_render_count;
+//          //dc.DrawText(
+//          //   format_text(_render_count.ToString(), Brushes.Black),
+//          //   new Point(0, 0));
+//       }
+
+//       Func<string, FormattedText> format(Brush brush) =>
+//          str => format_text(str, brush);
+
+//       void _on_focus_move(DIYGrid.ColumnGeometry? new_column) {
+//          if (new_column != null) {
+//             enable_edit(new_column.Value);
+//          }
+//          InvalidateVisual();
+//       }
+
+//       private async void enable_edit(DIYGrid.ColumnGeometry column) {
+//          await Task.Yield();
+//          var col = (VolSurfaceSimplifiedColumn)column.column;
+//          var tud = _grid.get_edit_control<TickUpDown>();
+//          if (col.type == VolSurfaceSimplifiedColumnType.ReadWriteTick) {
+//             tud.DataContext = _row.get_edit_context(col.volsurface_column);
+//             PositionControlOver(tud, column);
+//             var fe = tud.Content as TextBox;
+//             if (fe != null) {
+//                await Task.Yield();
+//                fe.Focus();
+//                fe.SelectAll();
+//             }
+//          } else {
+//             tud.DataContext = null;
+//             tud.Visibility = Visibility.Collapsed;
+//             var item = this.find_ancestor_of_type<ListBoxItem>();
+//             if (item != null) {
+//                item.Focus();
+//             }
+//          }
+//       }
+
+//       protected override void OnMouseRightButtonUp(MouseButtonEventArgs e) {
+//          // _grid.column
+//          var cell = DIYGrid.RowUtils.column_at(_column_layout, e.GetPosition(this));
+//          if (ContextMenu != null) {
+//             if (cell.HasValue && DIYGrid.RowUtils.column_index(_column_layout, cell.Value) > (_grid.FrozenColumnCount - 1)) {
+//                ContextMenu.DataContext = _row.get_context_menu_context((VolSurfaceSimplifiedColumn)cell.Value.column, cell.Value.super_column);
+//             } else {
+//                e.Handled = true;
+//                ContextMenu.DataContext = null;
+//             }
+//          }
+//          base.OnMouseRightButtonDown(e);
+//       }
+
+//       FormattedText format_text(string content, Brush fg) {
+//          var ft = new FormattedText(content, CultureInfo.CurrentCulture, FlowDirection.LeftToRight,
+//             TextUtils.StandardTypeface, FontSizes.Regular, Brushes.Black, HighDpiExtensions.dpi_ratio);
+//          return ft;
+//       }
+//    }
+// }
+
+// using mbts;
+// using mbts.ui;
+// using mbts.ui.controls;
+// using mbts.ui.dpi;
+// using mbts.ui.utility.text;
+
+// using System;
+// using System.Collections.Generic;
+// using System.Diagnostics;
+// using System.Globalization;
+// using System.Linq;
+// using System.Text;
+// using System.Threading.Tasks;
+// using System.Windows;
+// using System.Windows.Controls;
+// using System.Windows.Input;
+// using System.Windows.Media;
+
+// namespace mbts.spark.VolSurface {
+//    class VolSurfaceRowControl : DIYGrid.RowBase {
+//       VolSurfaceRowContext _row;
+//       FormattedText _exp_text;
+//       readonly double _padding = 5.0;
+//       readonly Pen _dirty_pen = new Pen(Brushes.Red, 1.0);
+//       readonly Pen _selection_pen = new Pen(Brushes.Black, 1.0) { DashStyle = DashStyles.Dot };
+
+//       public VolSurfaceRowControl() {
+//          DataContextChanged += OnDataContextChanged;
+//          Loaded += OnLoaded;
+//       }
+
+//       #region SelectedCell
+//       public static readonly DependencyProperty SelectedCellProperty =
+//          WPFHelper.create_dp<object, VolSurfaceRowControl>(nameof(SelectedCell));
+
+//       public object SelectedCell {
+//          get => GetValue(SelectedCellProperty);
+//          set => SetValue(SelectedCellProperty, value);
+//       }
+//       #endregion
+
+//       void OnLoaded(object sender, RoutedEventArgs e) {
+//          ContextMenu = TryFindResource("context_menu") as ContextMenu;
+//       }
+
+//       void OnDataContextChanged(object sender, DependencyPropertyChangedEventArgs e) {
+//          var oldrow = e.OldValue as VolSurfaceRowContext;
+//          if (oldrow != null) {
+//             oldrow.on_invalidate -= InvalidateVisual;
+//          }
+//          _row = DataContext as VolSurfaceRowContext;
+//          _row.on_invalidate += InvalidateVisual;
+//       }
+
+//       //private static int _render_count = 0;
+//       protected override void OnRender(DrawingContext dc) {
+//          if (_grid == null) return;
+//          // Fill with transparent for hit testing
+//          dc.DrawRectangle(new SolidColorBrush(Color.FromArgb(0, 0, 0, 0)), null, new Rect(0, 0, _column_geometry.Sum(g => g.width), RenderSize.Height));
+
+//          string last_group = "";
+//          foreach (var cell in _column_geometry) {
+//             // Render collapsed columns
+//             if (cell.column.is_collapsed) {
+//                dc.DrawRectangle(BTSColors.AW2.collapsed, null, new Rect(cell.left, 0, cell.width, Height));
+//                continue;
+//             }
+
+//             var column = (VolSurfaceSimplifiedColumn)cell.column;
+//             VolSurfaceCellState celldata;
+
+//             // Get the cell text
+//             if (column.type == VolSurfaceSimplifiedColumnType.RowHeader) {
+//                // Fill in this one
+//                dc.DrawRectangle(BTSColors.header, null, new Rect(cell.left, 0, cell.width, Height));
+//                var exp = _row.expiration;
+//                if (_exp_text == null) {
+//                   _exp_text = format_text(exp.ToString(), exp.is_slave ? Brushes.LightGray : Brushes.White);
+//                }
+//                celldata = new VolSurfaceCellState() { text = _exp_text };
+//             } else if (column.type == VolSurfaceSimplifiedColumnType.ReadOnly) {
+//                celldata = _row.get_value(column.volsurface_column, format(Brushes.Blue), _ => null);
+//             } else {
+//                celldata = _row.get_value(column.volsurface_column, format(Brushes.Black), format(Brushes.DarkGray));
+//             }
+
+//             // If the cell is partly hidden clip the draw
+//             if (cell.is_partially_obscured) {
+//                dc.PushClip(new RectangleGeometry(
+//                   new Rect(cell.left, 0, cell.width, Height)));
+//             }
+
+//             // draw text centered vertially
+//             double total_width = _padding + celldata.text.Width;
+//             double pad_top = (Height - celldata.text.Height) / 2.0;
+//             dc.DrawText(celldata.text, new Point(cell.unclipped_left + _padding, pad_top));
+//             if (celldata.committed_text != null) {
+//                pad_top = (Height - celldata.committed_text.Height) / 2.0;
+//                dc.DrawText(celldata.committed_text, new Point(cell.unclipped_left + total_width, pad_top));
+//                total_width += celldata.committed_text.Width;
+//             }
+
+//             // draw grid lines
+//             double line_width; Brush fill;
+//             if (last_group == cell.group) { line_width = 1; fill = _grid.VerticalGridLineBrush; } else { line_width = 2; fill = _grid.VerticalGroupSeparatorBrush; }
+//             dc.DrawRectangle(fill, null, new Rect(cell.left - line_width, 0, line_width, Height));
+//             Rect cell_border_rect = new Rect(cell.unclipped_left + 1, 0, Math.Max(0, cell.width - (line_width * 2)), Height - 1);
+//             // draw dirty rect
+//             if (celldata.is_dirty) {
+//                dc.DrawRectangle(null, _dirty_pen, cell_border_rect);
+//             }
+
+//             // Draw selection
+//             if (_selected_cell == column_index(cell) && column.type != VolSurfaceSimplifiedColumnType.ReadWriteTick) {
+//                dc.DrawRectangle(null, _selection_pen, cell_border_rect);
+//             }
+
+//             if (cell.is_partially_obscured) { dc.Pop(); }
+
+//             total_width += _padding;//right padding
+//             if (!celldata.is_dirty && column.type == VolSurfaceSimplifiedColumnType.ReadWriteTick) total_width += 22; // size of buttons on a tickupdown
+//             if (total_width > cell.width) {
+//                Dispatcher.BeginInvoke(((Action)(() => cell.column.Width = total_width)));
+//             }
+//             last_group = cell.group;
+//          }
+
+//          //++_render_count;
+//          //dc.DrawText(
+//          //   format_text(_render_count.ToString(), Brushes.Black),
+//          //   new Point(0, 0));
+//       }
+//       private Func<string, FormattedText> format(Brush brush) {
+//          return str => format_text(str, brush);
+//       }
+//       protected override void OnClick(DIYGrid.ColumnGeometry column) {
+//       }
+
+//       protected override void OnFocusMove(DIYGrid.ColumnGeometry? new_column) {
+//          if (new_column != null) enable_edit(new_column.Value);
+//          InvalidateVisual();
+//       }
+
+//       private async void enable_edit(DIYGrid.ColumnGeometry column) {
+//          await Task.Yield();
+//          var col = (VolSurfaceSimplifiedColumn)column.column;
+//          var tud = _grid.get_edit_control<TickUpDown>();
+//          if (col.type == VolSurfaceSimplifiedColumnType.ReadWriteTick) {
+//             tud.DataContext = _row.get_edit_context(col.volsurface_column);
+//             PositionControlOver(tud, column);
+//             var fe = tud.Content as TextBox;
+//             if (fe != null) {
+//                await Task.Yield();
+//                fe.Focus();
+//                fe.SelectAll();
+//             }
+//          } else {
+//             tud.DataContext = null;
+//             tud.Visibility = Visibility.Collapsed;
+//             var item = this.find_ancestor_of_type<ListBoxItem>();
+//             if (item != null) {
+//                item.Focus();
+//             }
+//          }
+//       }
+
+//       protected override void OnMouseRightButtonUp(MouseButtonEventArgs e) {
+//          var cell = column_at(e.GetPosition(this));
+//          if (ContextMenu != null) {
+//             if (cell.HasValue && column_index(cell.Value) > (_grid.FrozenColumnCount - 1)) {
+//                ContextMenu.DataContext = _row.get_context_menu_context((VolSurfaceSimplifiedColumn)cell.Value.column, cell.Value.super_column);
+//             } else {
+//                e.Handled = true;
+//                ContextMenu.DataContext = null;
+//             }
+//          }
+//          base.OnMouseRightButtonDown(e);
+//       }
+
+//       FormattedText format_text(string content, Brush fg) {
+//          var ft = new FormattedText(content, CultureInfo.CurrentCulture, FlowDirection.LeftToRight,
+//             TextUtils.StandardTypeface, FontSizes.Regular, Brushes.Black, HighDpiExtensions.dpi_ratio);
+//          return ft;
+//       }
+//    }
+// }

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

@@ -1,149 +0,0 @@
-#nullable enable
-namespace mbts.spark.VolSurface {
-   using mbts.ui;
-   using mbts.ui.controls;
-   using mbts.ui.shell;
-
-   using Spark.Core;
-   using Spark.Core.Disposables;
-
-   using System;
-   using System.Collections.Generic;
-   using System.Linq;
-   using System.Reactive.Linq;
-
-   class VolSurfaceRowVM : DisposableViewModelBase, ISelectable, IFormatCellsToClipboard, DIYGrid.IRowVM {
-      readonly VolSurfaceGridVM _parent;
-      readonly VolSurfaceDisplayGridExpiration _exp;
-      readonly Dictionary<string, CellData> _cells = new();
-      readonly DeferrableAction _request_calculate;
-
-      VolSurfaceRowContextMenuVM? _context_menu;
-      bool _is_selected;
-
-      public VolSurfaceRowVM(VolSurfaceGridVM parent, VolSurfaceDisplayGridExpiration exp) {
-         _parent = parent;
-         _exp = exp;
-         _request_calculate = new(() => request_calculate?.Invoke());
-         _dispose = Disposable.Create(() => {
-            _cells.Values.DisposeAll();
-            _cells.Clear();
-            _context_menu?.Dispose();
-         });
-      }
-
-      public event Action<bool>? is_selected_changed;
-      public event Action? invalidated;
-      public event Action? request_calculate;
-
-      public VolSurfaceDisplayGridExpiration expiration => _exp;
-
-      public bool is_selected {
-         get => _is_selected;
-         set {
-            if (Set(ref _is_selected, value)) {
-               is_selected_changed?.Invoke(value);
-               _parent.signal_selection_changed();
-            }
-         }
-      }
-
-      public VolSurfaceRowContextMenuVM context_menu =>
-         _context_menu ??= new(_parent, this);
-
-      public VolSurfaceCellVM get_cell(VolSurfaceDisplayGridColumn column) =>
-         _cells.GetOrAdd(column.unique_col_name, _ => _create_cell(column)).vm;
-
-      public void invalidate() {
-         using (_request_calculate.supress()) {
-            foreach (var cell in _cells.Values) {
-               _sync_cell(cell.vm);
-            }
-         }
-         invalidated?.Invoke();
-      }
-
-      public string[] get_cell_clipboard_strings() =>
-         new[] { _exp.ToString() }.Concat(
-            _parent.columns.OfType<VolSurfaceColumn>().Skip(1).Select(c => {
-               var val = _parent.current_grid.read(_exp, c.model.unique_col_name);
-               return c.model.format(val);
-            }))
-         .ToArray();
-
-      public override string ToString() =>
-         _exp.ToString();
-
-      void DIYGrid.IRowVM.raise_invalidated() =>
-         invalidated?.Invoke();
-
-      CellData _create_cell(VolSurfaceDisplayGridColumn column) {
-         var cell = column.type switch {
-            VolSurfaceColumnType.ReadWriteTick => create_tick_cell(),
-            _ => new VolSurfaceCellVM(_exp, column)
-         };
-         _sync_cell(cell);
-         return new(cell, _connect_cell(cell));
-
-         VolSurfaceCellVM create_tick_cell() {
-            var cell = new VolSurfaceTickCellVM(_exp, column);
-            cell.request_tick += is_up => {
-               var col = _parent.get_column(column.unique_col_name);
-               if (col.model?.tick_move is var tm) {
-                  cell.candidate_value = tm?.Invoke(cell.candidate_value, is_up);
-                  return;
-               }
-               throw new InvalidOperationException($"tick_move is not defined");
-            };
-            return cell;
-         }
-      }
-
-      void _sync_cell(VolSurfaceCellVM cell) {
-         if (cell is null) {
-            return;
-         }
-         using var _ = _request_calculate.supress();
-         cell.reset(
-            committed_value: _parent.committed_grid.read(_exp, cell.column_id),
-            candidate_value: _parent.current_grid.read(_exp, cell.column_id));
-      }
-
-      IDisposable? _connect_cell(VolSurfaceCellVM cell) {
-         return cell.column.type switch {
-            VolSurfaceColumnType.ReadWriteTick => connect_input(),
-            _ => null
-         };
-
-         IDisposable connect_input() {
-            cell.candidate_value_changed += on_candidate_value_changed;
-            return Disposable.Create(() =>
-               cell.candidate_value_changed -= on_candidate_value_changed);
-
-            void on_candidate_value_changed(object? oldval, object? newval) {
-               var curr = _parent.current_grid.read(expiration, cell.column);
-               if (cell.column.comparer.Equals(newval, curr)) {
-                  return;
-               }
-               var grid = _parent.current_grid;
-               grid.write(expiration, cell.column, newval);
-               _request_calculate.Invoke();
-            }
-         }
-      }
-
-      class CellData : IDisposable {
-         IDisposable? _dispose;
-
-         public CellData(VolSurfaceCellVM vm, IDisposable? dispose) {
-            this.vm = vm;
-            _dispose = Disposable.Create(vm, dispose);
-         }
-
-         public VolSurfaceCellVM vm { get; }
-
-         public void Dispose() =>
-            Disposable.dispose(ref _dispose);
-      }
-   }
-}

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

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

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

@@ -3,8 +3,6 @@ using mbts.ui;
 using mbts.ui.shell;
 using mbts.ui.utility;
 
-using Spark.Core.Protobuf;
-
 using System;
 using System.Collections.Generic;
 using System.Linq;
@@ -23,7 +21,7 @@ namespace mbts.spark {
          if (_settings.precomputed_theo_handles == null)
             _settings.precomputed_theo_handles = new List<double>();
          vol_surface_name = vs_name;
-         this.commit = new DelegateCommand(() => request_commit?.Invoke(ProtobufSerializationHelper.clone(_settings)));
+         this.commit = new DelegateCommand(() => request_commit?.Invoke(ProtoBufSerializationHelper.clone_protobuf(_settings)));
       }
 
       public event Action<VolSurfaceAdvancedSettings> request_commit;

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

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

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

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

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

@@ -9,9 +9,6 @@ namespace mbts.spark {
    using mbts.ui.shell;
    using mbts.ui.utility;
 
-   using Spark.Core.Disposables;
-   using Spark.Core.Protobuf;
-
    using System;
    using System.Collections.Generic;
    using System.Collections.Immutable;
@@ -26,9 +23,6 @@ namespace mbts.spark {
       readonly VolSurfaceSettings _settings;
       readonly VolSurfaceCoreSettings _core_settings;
 
-      string _selected_section;
-      bool _can_edit_name = true;
-
       public VolSurfaceSettingsEditorVM(IBus bus, VolSurfaceSettings settings, Action<VolSurfaceSettings> commit) {
          if (settings is null) {
             throw new ArgumentNullException(nameof(settings));
@@ -119,23 +113,7 @@ namespace mbts.spark {
          }
       }
 
-      public string vol_surface_name {
-         get => _core_settings.vol_surface_name;
-         set {
-            using var _ = detect_property_change();
-            _core_settings.vol_surface_name = value;
-         }
-      }
-
-      public bool can_edit_name {
-         get => _can_edit_name;
-         set => Set(ref _can_edit_name, value);
-      }
-
-      public string selected_section {
-         get => _selected_section;
-         set => Set(ref _selected_section, value);
-      }
+      public string vol_surface_name { get { return _core_settings.vol_surface_name; } }
 
       public VSSymbolStructureVM symbol_structure_vm { get; set; }
       public VolModelPolynomialVM vol_model_polynomial_vm { get; } = new();
@@ -375,7 +353,7 @@ namespace mbts.spark {
       public ICommand commit { get; }
 
       public VolSurfaceSettings get_settings() {
-         var rv = ProtobufSerializationHelper.clone(_settings);
+         var rv = ProtoBufSerializationHelper.clone_protobuf(_settings);
          var symbols = symbol_structure_vm.driver_grids
             .SelectMany(dg => dg.symbols.Where(sym => sym.is_selected))
             .ToList();
@@ -540,22 +518,17 @@ namespace mbts.spark {
          public ObservableCollection<VSSymbol> symbols { get; private set; }
 
          public void Dispose() =>
-            symbols.DisposeAll(true);
+            Disposable.dispose(symbols);
       }
 
       public class VSSymbolStructureVM : DisposableViewModelBase {
-         readonly Property<VSSymbolGridVM> _selected_driver_grid;
-
          public VSSymbolStructureVM(IBus bus, VolSurfaceSettings settings) {
             driver_grids = new ObservableCollection<VSSymbolGridVM>();
-            _selected_driver_grid = backing<VSSymbolGridVM>(nameof(selected_driver_grid));
             settings.core_settings.master_slave_relationships ??= new List<VolSurfaceSymbolRelationship>();
             settings.core_settings.implied_vol_marketdata_relationships ??= new List<VolSurfaceSymbolRelationship>();
-            _dispose = Disposable.Create(
-               driver_grids.Subscribe((s, e) =>
-                  selected_driver_grid ??= driver_grids.FirstOrDefault()),
-               bus.subscribe(SparkTags.ExpirationParametersInputTag).OnDispatcher().Subscribe(on_exp_params_input),
-               Disposable.Create(() => driver_grids.DisposeAll(true)));
+            _dispose = new DisposableCombo(
+               bus.subscribe(SparkTags.ExpirationParametersInputTag).OnDispatcher().Subscribe(on_exp_params_input)) + 
+               new Action(() => Disposable.dispose(driver_grids));
 
             void on_exp_params_input(AnalyticsExpirationParametersMap data) {
                var driver_map = data.get_option_driver_map();
@@ -613,10 +586,6 @@ namespace mbts.spark {
 
          public IReadOnlyList<VolSurfaceEnums.VolSurfacePricingModel> pricing_models => EnumHelper.get_values<VolSurfaceEnums.VolSurfacePricingModel>();
          public ObservableCollection<VSSymbolGridVM> driver_grids { get; private set; }
-         public VSSymbolGridVM selected_driver_grid {
-            get => _selected_driver_grid.Value;
-            set => _selected_driver_grid.set(value);
-         }
       }
 
       public class RotationVM : ViewModelBase, IEquatable<RotationVM> {

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

@@ -1,15 +1,14 @@
 namespace mbts.spark {
    using bts;
+   using bts.utils;
 
    using mbts.ui;
    using mbts.ui.shell;
 
-   using Spark.Core.Reflection;
-   using Spark.ViewModel.Commands;
-
    using System;
    using System.Collections.Generic;
    using System.Linq;
+   using System.Windows.Input;
 
    class VolSurfaceMacroActionsVM : ViewModelBase {
       readonly VolSurfaceDisplayModel _model;
@@ -77,8 +76,8 @@
       public IRaiseCanExecuteChangedCommand vol_shift { get; }
 
       IEnumerable<IRaiseCanExecuteChangedCommand> _commands =>
-         ReflectionHelper.property_getters<VolSurfaceMacroActionsVM, IRaiseCanExecuteChangedCommand>()
-         .Select(pg => pg.get(this));
+         ObjectSnapshot.property_delegates_of_type<VolSurfaceMacroActionsVM, IRaiseCanExecuteChangedCommand>()
+         .Select(g => g(this));
 
       public void selection_changed(IEnumerable<VolSurfaceDisplayGridExpiration> selected) {
          _selected_exps = selected.ToList();

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

@@ -7,8 +7,6 @@
    using mbts.ui.shell;
    using mbts.ui.utility;
 
-   using Spark.ViewModel.Commands;
-
    using System;
    using System.Collections.Generic;
    using System.Collections.ObjectModel;

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

@@ -1,5 +1,5 @@
-#nullable enable
 namespace mbts.spark {
+   using bts;
    using bts.api;
    using bts.collections;
 
@@ -8,107 +8,48 @@ namespace mbts.spark {
    using mbts.spark.VolSurface;
    using mbts.ui;
    using mbts.ui.controls;
+   using mbts.ui.settings;
    using mbts.ui.shell;
 
-   using Spark.Core.Disposables;
-   using Spark.ViewModel.Commands;
-
    using System;
    using System.Collections.Generic;
    using System.Collections.ObjectModel;
    using System.Linq;
    using System.Reactive.Linq;
    using System.Threading.Tasks;
-   using System.Windows;
    using System.Windows.Input;
+   using System.Windows.Media;
 
-   class VolSurfaceVM : DisposableViewModelBase {
+   class VolSurfaceVM : ViewModelBase, IDisposable {
       readonly int _vs_id;
       readonly IBus _bus;
       readonly string _request_id = Guid.NewGuid().ToString();
-      readonly VolSurfaceDisplayModel _model;
-      readonly IRaiseCanExecuteChangedCommand _revert_cmd;
-      readonly IRaiseCanExecuteChangedCommand _commit_cmd;
-      readonly IDialogCommand _main_settings_cmd;
-      readonly IDialogCommand _advanced_settings_cmd;
-      readonly IDialogCommand _grid_settings_cmd;
-
-      string? _selected_state = string.Empty;
+      VolSurfaceDisplayModel _model;
       VolSurfaceMacroGridSettings _grid_settings;
-      bool _ignore_implied_vol_settings;
 
-      public VolSurfaceVM(
-         VolSurfaceDisplayModel model, int id, IBus bus, VolSurfaceWindowSettings startup_data) {
+      public VolSurfaceVM(VolSurfaceDisplayModel model, int id, IBus bus, VolSurfaceWindowSettings startup_data) {
+         Log.notnull(startup_data);
          _model = model;
+         var demux = new VolSurfaceEventDemux(model);
          _vs_id = id;
          _bus = bus;
-         macro_actions = new VolSurfaceMacroActionsVM(_model);
-         globals = new VolSurfaceGlobalParameterVM(_model);
-
-         // grid
          _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);
-         grid.on_selection_changed += _on_grid_selection_changed;
          _model.publish_grid_settings(_grid_settings);
 
-         // graphs
-         var demux = new VolSurfaceEventDemux(model);
          vol_curve_vm = new VolSurfaceGraphVM(
-            _model, demux, startup_data, (show_ivol, exp) =>
-               _model.publish_new_grid_selection(_request_id, exp, show_ivol));
+            _model, demux, startup_data, (show_ivol, exp) => _model.publish_new_grid_selection(_request_id, exp, show_ivol));
          vol_terms_vm = new VolTermsGraphVM(_model, demux);
-
-         // command
-         populate_empty_exps_cmd = new Command(() => { _model.populate_empty_expirations(); });
-         _revert_cmd = new Command(o => _model.revert(), o => _model.is_dirty);
-         _commit_cmd = new Command(o => _model.commit(), o => _model.is_dirty);
-         load_previous_cmd = new Command(
-            load_previous, () => !selected_previous_state.is_null_or_empty());
-         _main_settings_cmd = new DialogCommand(mk_main_settings_win);
-         _advanced_settings_cmd = new DialogCommand(mk_advanced_settings_win);
-         _grid_settings_cmd = new DialogCommand(mk_grid_settings_win);
-
-         _model.on_dirty_change += () => {
-            RaisePropertyChanged(nameof(is_dirty));
-            _revert_cmd.RaiseCanExecuteChanged();
-            _commit_cmd.RaiseCanExecuteChanged();
-         };
-         demux.on_candidate_grid_change += () =>
-            previous_states.sync_with(_model.get_previous_states());
-         demux.on_schema_change += () => {
-            var existing_cols = _grid_settings.column_settings.ToDictionary(c => c.id);
-            _grid_settings.set_columns(
-               model.get_active_grid()
-               .get_ordered_columns()
-               .Select(col => existing_cols.GetValueOrDefault(col.unique_col_name) ??
-                  VolSurfaceColumnSettings.from_column_model(col)));
-         };
-
-         _dispose = Disposable.Create(
-            vol_curve_vm,
-            vol_terms_vm,
-            globals,
-            Disposable.Create(() => grid?.Dispose()),
-            _main_settings_cmd,
-            _advanced_settings_cmd,
-            _grid_settings_cmd,
-            _model);
-         Window? mk_main_settings_win() {
+         revert_command = new DelegateCommand(o => _model.revert(), o => _model.is_dirty);
+         commit_command = new DelegateCommand(o => _model.commit(), o => _model.is_dirty);
+         load_previous_command = new DelegateCommand(_ => { var cur = selected_previous_state; selected_previous_state = null; _model.load_previous_state(cur); }, _ => !string.IsNullOrEmpty(selected_previous_state));
+         main_settings_command = new DialogCommand(() => {
             var settings = _model.get_active_settings();
-            if (settings is null) {
+            if (settings == null) {
                return null;
             }
-            return new VolSurfaceSettingsEditor {
-               DataContext = new VolSurfaceSettingsEditorVM(
-                  _bus, settings, _model.set_candidate_settings) {
-                  can_edit_name = false
-               }
-            };
-         }
-
-         Window? mk_advanced_settings_win() {
+            return new VolSurfaceSettingsEditor { DataContext = new VolSurfaceSettingsEditorVM(_bus, settings, _model.set_candidate_settings) };
+         });
+         advanced_settings_command = new DialogCommand(() => {
             var settings = _model.get_active_settings();
             if (settings == null) {
                return null;
@@ -128,72 +69,76 @@ namespace mbts.spark {
             //    )
             // };
             return null;
-         }
-
-         Window? mk_grid_settings_win() {
+         });
+         grid_settings_command = new DialogCommand(() => {
             var settings = _model.get_active_settings();
-            if (settings is null) {
+            if (settings == null) {
                return null;
             }
-            var vm = new VolSurfaceGridSettingsEditorVM(
-               settings.core_settings.vol_surface_name, _grid_settings.Clone());
+            var vm = new VolSurfaceGridSettingsEditorVM(settings.core_settings.vol_surface_name, _grid_settings.Clone());
             vm.request_commit += on_grid_settings;
             return new VolSurfaceGridSettingsEditor {
                DataContext = vm
             };
+         });
+         _model.on_dirty_change += raise_dirty_changed;
+         macro_actions = new VolSurfaceMacroActionsVM(_model);
+         globals = new VolSurfaceGlobalParameterVM(_model);
+         demux.on_candidate_grid_change += () => previous_states.sync_with(_model.get_previous_states());
+         demux.on_schema_change += () => {
+            // _grid_settings.clear_columns();
+            var existing_cols = _grid_settings.column_settings.ToDictionary(c => c.id);
+            _grid_settings.set_columns(
+               model.get_active_grid()
+               .get_ordered_columns()
+               .Select(col => {
+                  if (!existing_cols.TryGetValue(col.unique_col_name, out var rv)) {
+                     rv = VolSurfaceColumnSettings.from_column_model(col);
+                  }
+                  return rv;
+               }));
+         };
+         grid = new VolSurfaceGridVM(this, _model, _grid_settings.hidden_cols(), new HashSet<VolSurfaceExpiration>(startup_data.hidden_exps ?? Enumerable.Empty<VolSurfaceExpiration>()));
+         grid.on_selection_changed += _on_grid_selection_changed;
 
-            void on_grid_settings(VolSurfaceMacroGridSettings new_settings) {
-               using var _ = grid.defer_invalidate_rows();
-               _grid_settings = new_settings;
-               grid.load_from(_grid_settings);
-               grid.invalidate_rows();
-               _model.publish_grid_settings(_grid_settings);
-            }
-         }
-
-         void load_previous() {
-            var cur = selected_previous_state;
-            selected_previous_state = null;
-            _model.load_previous_state(cur);
+         void on_grid_settings(VolSurfaceMacroGridSettings new_settings) {
+            using var _ = grid.defer_invalidate_rows();
+            _grid_settings = new_settings;
+            grid.load_from(_grid_settings);
+            grid.invalidate_rows();
+            _model.publish_grid_settings(_grid_settings);
          }
       }
 
-      public VolSurfaceGridVM grid { get; }
-      public VolSurfaceGraphVM vol_curve_vm { get; }
-      public VolTermsGraphVM vol_terms_vm { get; }
-      public VolSurfaceMacroActionsVM macro_actions { get; }
-      public VolSurfaceGlobalParameterVM globals { get; }
+      public VolSurfaceGridVM grid { get; private set; }
+      public VolSurfaceGraphVM vol_curve_vm { get; private set; }
+      public VolTermsGraphVM vol_terms_vm { get; private set; }
+      public VolSurfaceMacroActionsVM macro_actions { get; private set; }
+      public VolSurfaceGlobalParameterVM globals { get; private set; }
 
-      public bool ignore_implied_vol_settings {
-         get => _ignore_implied_vol_settings;
-         set {
-            if (Set(ref _ignore_implied_vol_settings, value)) {
-               _model.publish_ignore_implied_vol_settings(_request_id, value);
-            }
-         }
-      }
+      private bool _ignore_implied_vol_settings;
+      public bool ignore_implied_vol_settings { get { return _ignore_implied_vol_settings; } set { _model.publish_ignore_implied_vol_settings(_request_id, _ignore_implied_vol_settings = value); } }
 
+      public bool is_dirty { get { return _model.is_dirty; } }
+      public IRaiseCanExecuteChangedCommand revert_command { get; private set; }
+      public IRaiseCanExecuteChangedCommand commit_command { get; private set; }
+      public IDialogCommand main_settings_command { get; private set; }
+      public IDialogCommand advanced_settings_command { get; private set; }
+      public IDialogCommand grid_settings_command { get; private set; }
+      public ICommand details_command => new DelegateCommand(_ => _show_details());
+
+      public ICommand load_previous_command { get; private set; }
       public ObservableCollection<string> previous_states { get; } = new();
-      public string? selected_previous_state {
-         get => _selected_state;
+      private string _selected_state = string.Empty;
+      public string selected_previous_state {
+         get { return _selected_state; }
          set {
-            if (Set(ref _selected_state, value)) {
-               load_previous_cmd.TryRaiseCanExecuteChanged();
-            }
+            _selected_state = value;
+            load_previous_command.TryRaiseCanExecuteChanged();
+            RaisePropertyChanged();
          }
       }
 
-      public bool is_dirty => _model.is_dirty;
-
-      public ICommand revert_cmd => _revert_cmd;
-      public ICommand commit_cmd => _commit_cmd;
-      public ICommand populate_empty_exps_cmd { get; }
-      public ICommand main_settings_cmd => _main_settings_cmd;
-      public ICommand advanced_settings_cmd => _advanced_settings_cmd;
-      public ICommand grid_settings_cmd => _grid_settings_cmd;
-      public ICommand details_command => new Command(_show_details);
-      public ICommand load_previous_cmd { get; }
-
       public VolSurfaceWindowSettings get_startup_data() {
          var rv = new VolSurfaceWindowSettings {
             id = _vs_id,
@@ -207,20 +152,39 @@ namespace mbts.spark {
          return rv;
       }
 
+      public void Dispose() {
+         vol_curve_vm.Dispose();
+         vol_terms_vm.Dispose();
+         globals.Dispose();
+         if (grid != null) grid.Dispose();
+         main_settings_command.Dispose();
+         advanced_settings_command.Dispose();
+         grid_settings_command.Dispose();
+         Disposable.dispose(ref _model);
+      }
+
+      void raise_dirty_changed() {
+         RaisePropertyChanged("is_dirty");
+         revert_command.RaiseCanExecuteChanged();
+         commit_command.RaiseCanExecuteChanged();
+      }
+
       void _on_grid_selection_changed(IEnumerable<VolSurfaceDisplayGridExpiration> selection) {
-         if (selection.TryGetFirst(out var selected)) {
+         var selected = selection.FirstOrDefault();
+         if (selected != null) {
             vol_curve_vm.set_visible_expiration(selected);
             _model.publish_new_grid_selection(_request_id, selected, vol_curve_vm.show_implied_vol);
          }
          macro_actions.selection_changed(selection);
       }
 
-      void _show_details() =>
-         _model.show_details();
-
-      async Task<VolSurfaceSettings?> _get_volsurface_settings() =>
+      async Task<VolSurfaceSettings> _get_volsurface_settings() =>
          (await _bus.subscribe(SparkTags.VolSurfaceCommittedOutputTag(_vs_id)).FirstOrDefaultAsync())
             ?.volsurface_input
             ?.surface_settings;
+
+      void _show_details() =>
+         _model.show_details();
+
    }
 }

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

@@ -1,22 +1,19 @@
-namespace mbts.spark {
-   using bts.api;
-   using bts.collections;
+using bts.api;
+using bts.utils;
 
-   using mbts.analytics;
-   using mbts.collections;
-   using mbts.ui;
-   using mbts.ui.shell;
+using mbts.analytics;
+using mbts.collections;
+using mbts.ui;
+using mbts.ui.shell;
 
-   using Spark.Core;
-   using Spark.Core.Disposables;
-
-   using System;
-   using System.Collections.Generic;
-   using System.Collections.ObjectModel;
-   using System.Collections.Specialized;
-   using System.Linq;
-   using System.Windows.Media;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.Collections.Specialized;
+using System.Linq;
+using System.Windows.Media;
 
+namespace mbts.spark {
    class VolTermsGraphVM : DisposableViewModelBase {
       readonly VolSurfaceDisplayModel _model;
       readonly DateTimeAxisVM _exp_terms_x_axis;

src/client/spark/AW2/VolSurfaceDisplayModel.cs

@@ -5,9 +5,6 @@
    using mbts.analytics;
    using mbts.ui.controls;
 
-   using Spark.Core.Disposables;
-   using Spark.Core.Protobuf;
-
    using System;
    using System.Collections.Generic;
    using System.Linq;
@@ -127,20 +124,6 @@
             _log_bad_transition(_state, "set candidate grid");
       }
 
-      public void populate_empty_expirations() {
-         bts.Log.Ui.info(String.Format("VolSurfaceDisplayModel.populate_expirations called with state: {0}",
-                _state.ToString()));
-         if (_state == DisplayModelState.Idle || _state == DisplayModelState.ResponseReady) {
-            DisplayModelData curr_data = _get_current_data();
-            VolSurfaceInput vs_inp =
-               VolSurfaceDataFunctions.populate_empty_expirations(curr_data.vs_output.volsurface_input);
-            _change_state(DisplayModelState.WaitingForCalcResponse);
-            _bus.post(SparkTags.VolSurfaceCalculationRequestTag(_vs_id),
-                      new VolSurfaceCalculationRequest(vs_inp, _request_version_no++));
-         } else
-            _log_bad_transition(_state, "populate_expirations");
-      }
-
       #endregion
 
       #region Globals
@@ -160,7 +143,6 @@
          return (_committed_data != null && _committed_data.vs_output != null) ? _committed_data.vs_output.volsurface_input.surface_parameters.vol_time : DateTime.MinValue;
       }
       public void set_candidate_vol_time(DateTime vol_time) {
-         bts.Log.Ui.info($"VolSurfaceDisplayModel.set_candidate_vol_time vs_id: {_vs_id} state: {_state.ToString()} vol_time: {vol_time}");
          if (_state == DisplayModelState.Idle || _state == DisplayModelState.ResponseReady) {
             DisplayModelData curr_data = _get_current_data();
             if (curr_data != null) {
@@ -314,7 +296,7 @@
             bool succ = false;
             VolSurfaceInputSnapshot vs_sn = _input_snapshot_list.ToList().Find(v => v.save_marker == state_name);
             if (vs_sn != null) {
-               var vs_inp = ProtobufSerializationHelper.deserialize<VolSurfaceInput>(vs_sn.data);
+               VolSurfaceInput vs_inp = VolSurfaceUtilityFunctions.deserialize_proto<VolSurfaceInput>(vs_sn.data);
                if (vs_inp != null) {
                   _change_state(DisplayModelState.WaitingForCalcResponse);
                   _bus.post(SparkTags.VolSurfaceCalculationRequestTag(_vs_id),
@@ -337,7 +319,7 @@
       public byte[] get_current_state() {
          DisplayModelData curr_data = _get_current_data();
          if (curr_data != null && curr_data.vs_output != null && curr_data.vs_output.volsurface_input != null)
-            return ProtobufSerializationHelper.serialize(curr_data.vs_output.volsurface_input);
+            return VolSurfaceUtilityFunctions.serialize_proto(curr_data.vs_output.volsurface_input);
          else
             return null;
       }
@@ -345,7 +327,7 @@
       /// Sets the state that is passed in bytes form. Returns
       /// true is state is set successfully
       public bool set_state(byte[] file_data) {
-         var vs_input = ProtobufSerializationHelper.deserialize<VolSurfaceInput>(file_data);
+         VolSurfaceInput vs_input = VolSurfaceUtilityFunctions.deserialize_proto<VolSurfaceInput>(file_data);
          if (vs_input != null) {
             if (_state == DisplayModelState.Idle || _state == DisplayModelState.ResponseReady) {
                _change_state(DisplayModelState.WaitingForCalcResponse);
@@ -584,7 +566,9 @@
       private void _change_state(DisplayModelState new_state) {
          bool dirty_before = _translate_to_dirty(_state),
               dirty_after = _translate_to_dirty(new_state);
-         bts.Log.Ui.info($"VolSurfaceDisplayModel._change_state vs_id: {_vs_id} {_state.ToString()}->{new_state.ToString()}");
+         // mbts.Logger.log(bts.log.Level.Info, bts.log.Subsystem.ui,
+         //                String.Format("State change {0}->{1}", _state.ToString(), new_state.ToString()));
+         bts.Log.Ui.info(String.Format("State change {0}->{1}", _state.ToString(), new_state.ToString()));
          _state = new_state;
          if (dirty_before != dirty_after && on_dirty_change != null) {
             _bus.post(SparkTags.VolSurfaceDirtyStateTag(_vs_id), dirty_after);
@@ -627,8 +611,9 @@
          }
       }
 
-      private void _log_bad_transition(DisplayModelState state, string action) {
-         bts.Log.Ui.error($"VoLSurfaceDisplayModel bad_transaction vs_id: {_vs_id} {state}:{action}");
+      private static void _log_bad_transition(DisplayModelState state, string action) {
+         //mbts.Logger.log(bts.log.Level.Error, bts.log.Subsystem.ui, String.Format("{0}:{1}", state, action));
+         bts.Log.Ui.error(String.Format("{0}:{1}", state, action));
       }
 
       private static bool _translate_to_dirty(DisplayModelState state) {