Merged in SPARK-1903 (pull request #133)

RTM SPARK-1903 front end crash when sorting

Approved-by: Jake Norbut <jake.norbut@bluetradesys.com>
Approved-by: Eric Harding <eric.harding@bluetradesys.com>

.gitignore

@@ -28,3 +28,5 @@ src/server/sparkd/orderman/perf_analysis/trace_data/
 *.fsx.lock
 src/lib/orderman/perf_analysis/logs/latency_data/
 trace_data/
+/src/lib/orderman/perf_analysis/last_pretty_log.csv
+/src/lib/orderman/perf_analysis/log.csv

.vscode/launch.json

@@ -33,12 +33,12 @@
          "requireExactSource": false
         },
       {
-         "name": "FIX Launch",
+         "name": "SDK Launch",
          "type": "clr",
          "request": "launch",
-         "program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
-         "args": ["fix","-f","spark_fix.cfg","-d"],
-         "cwd": "${workspaceRoot}/build/Debug/bin/net471/",
+         "program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",         
+         "args": ["md","GLBX","Future","CL", "CLZ9", "--user=bts", "--pass="],
+         "cwd": "${workspaceRoot}",
          "stopAtEntry": false,
          "externalConsole": true,
          "requireExactSource": false
@@ -48,7 +48,7 @@
          "type": "clr",
          "request": "launch",
          "program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
-         "args": ["${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64.xll"],
+         "args": ["${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"],
          "cwd": "${workspaceRoot}",
          "stopAtEntry": false,
          "externalConsole": true,
@@ -209,7 +209,7 @@
             "type": "cppdbg",
             "request": "launch",
             "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
-            "args": ["test","Co2Tests"],
+            "args": ["test","AuthToken"],
             "stopAtEntry": false,
             "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
             "environment": [],

doc/dev/dev_process.md

@@ -53,6 +53,19 @@ implementation phase developers should reach out to Pedro for UI
 reviews, architecture and design concerns as well as specification
 trade off concerns.
 
+* Verification. Once code is complete think carefully about the best way
+to verify that it is good before it goes to production.  We don't have a
+dedicated QA cycle to flush out bugs so it's important that a change be
+fully tested before it's marked "Ready to Merge."  For any non-trivial
+change consider enlisting a 'test buddy' to help review the code and
+think of test cases that you may not have considered.  Stability from
+release to release is especially critical right now as we develop a
+reputation in the futures world.
+  - Code Reviews
+  - Unit tests
+  - System tests
+  - Manual tests
+
 * Merge. Once a project is considered complete by developers, a PR
 that includes Pedro should be created (unless, as mentioned above, an
 early PR was already created in the development phase). Whether the PR

doc/user/docs/release_notes.md

@@ -1,4 +1,39 @@
 # Release Notes
+## 1.4.6
+### Ladder Usability Improvements
+  - The ladder can now be zoomed in/out according to a user's preference
+  - The zoom slider can be enabled from Ladder Form -> Settings button -> Left Pane tab -> check Zoom Slider checkbox
+  - The zoom functionality can also be performed via hotkey and mouse wheel combinations
+    - Zoom In = CTRL + Mouse wheel up
+    - Zoom Out = CTRL + Mouse wheel down
+    - Reset zoom = CTRL + Mouse wheel click or double click on the zoom slider
+### Exchange simulator
+  - Improved the exchange simulator to track real market data more closely
+### Bug Fixes
+  - Fixed a UI crash in some cases when attempting to sort the order book by time
+
+## 1.4.5
+  - Fixed entitlement validation for ICS spreads
+  - Tuned performance logging
+  
+## 1.4.4
+
+### Performance Improvements
+  - Reduced performance logging activity
+  
+## 1.4.3
+
+### Ladder Usability Improvements
+  - Controls found in Left Pane of the ladder can now be hidden via the checkboxes found under Ladder Form -> Settings button -> Left Pane tab
+  - The Left Pane is now scrollable with the mouse wheel when there isn't enough vertical space to accomodate the entire form
+  - The Left Pane can now grown and shrunk horizontally via the splitter between the left pane and the main ladder area
+### Performance Improvements
+  - Requoting and hedging latency has been reduced by up to 30%
+### Software Development Kit (SDK) Improvements
+  - The API now enforces authentication 
+### Bug Fixes
+  - The Market View form now honors filters when new securities are added
+  
 ## 1.4.2
 
 ### User Interface Improvements

spark_client.sln

@@ -23,8 +23,6 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\sp
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_excel", "src\client\spark_excel\spark_excel.csproj", "{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}"
 EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_fix", "src\client\spark_fix\spark_fix.csproj", "{D8031C13-7BEA-430A-BB60-40927D15CFC3}"
-EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
 		Debug|Any CPU = Debug|Any CPU
@@ -221,26 +219,6 @@ Global
 		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x64.Build.0 = Release|x64
 		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x86.ActiveCfg = Release|x64
 		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x86.Build.0 = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Debug|Any CPU.ActiveCfg = Debug|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Debug|x64.ActiveCfg = Debug|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Debug|x64.Build.0 = Debug|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Debug|x86.ActiveCfg = Debug|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|Any CPU.ActiveCfg = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|Any CPU.Build.0 = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|x64.ActiveCfg = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|x64.Build.0 = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|x86.ActiveCfg = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|x86.Build.0 = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Release|Any CPU.ActiveCfg = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Release|x64.ActiveCfg = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Release|x64.Build.0 = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Release|x86.ActiveCfg = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|Any CPU.ActiveCfg = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|Any CPU.Build.0 = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|x86.ActiveCfg = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|x86.Build.0 = Release|x64
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE

src/client/spark/Admin/AdminModel.cs

@@ -1,12 +1,12 @@
 using bts;
 using bts.api.admin;
-using bts.api.core;
 using System;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
 using System.Linq;
 using System.Reactive.Linq;
 using System.Reactive.Subjects;
+using bts.api.core;
 
 namespace mbts.spark {
    [Export]

src/client/spark/Daemons/MDDaemon.cs

@@ -17,31 +17,22 @@ using bts.api.user;
 
 namespace bts {
    [Export(typeof(IInitializable))]
-   class MDSource : IObserver<List<SecurityAndHandle>>, IInitializable, IDisposable {
+   class MDDaemon : bts.md.MDSource, IObserver<List<SecurityAndHandle>>, IInitializable, IDisposable {
       readonly Lazy<IBus> _bus;
-      readonly Lazy<AuthToken> _token;
+      readonly Lazy<AuthTokenImmutable> _token;
       readonly Lazy<SyntheticSecurityService> _ss;
-      readonly MDConsumer _consumer = new MDConsumer();
-      readonly Co2RelayControl _relay;
       readonly Dictionary<SecurityKey, SecurityMD> _deleted_synthetics = new Dictionary<SecurityKey, SecurityMD>();
-      long _version = 0;
-      readonly ConcurrentDictionary<SecurityKey, SecurityMD> _exchange_sec_map = new ConcurrentDictionary<SecurityKey, SecurityMD>();
-      List<IDisposable> _dispose = new List<IDisposable>();
+
+      static uint get_naggle() => mbts.config.Configuration.get<bts.md.RelayOptions>().naggle_ms;
 
       [ImportingConstructor]
-      public MDSource(
-         Lazy<IBus> bus,
-         Lazy<AuthToken> token, 
-         Lazy<SyntheticSecurityService> ss) {
+      public MDDaemon(Lazy<IBus> bus, Lazy<AuthTokenImmutable> token, Lazy<SyntheticSecurityService> ss) : base(get_naggle(), true) {
          _bus = bus;
          _token = token;
-         _ss = ss;
-         _relay = new Co2RelayControl(_consumer);
-         _relay.preload_securities((co2.MDRequest.Types.Flags)0xff).ignore();
-         _dispose.Add(_consumer.on_security.Subscribe(this));
+         _ss = ss;         
       }
 
-      public void initialize() {
+      override public void initialize() {
          _relay.set_token(_token.Value);
          _dispose.Add(
             _ss.Value.subscribei_metadata()
@@ -66,6 +57,9 @@ namespace bts {
                // Post full dictionary of syntheics here
                bus.post(SparkTags.SyntheticstrategiesTag, t);
             }));
+         _dispose.Add( this.on_securities.Subscribe( (md) => {
+            bus.post(SparkTags.SecuritiesTag, md);
+         }));            
          Task.Run(run);
       }
 
@@ -74,37 +68,5 @@ namespace bts {
 
       public int priority => 55;
       IBus bus => _bus.Value;
-
-      public void OnCompleted() { }
-      public void OnError(Exception error) => Log.Md.error(error.ToString());
-      public void OnNext(List<SecurityAndHandle> values) {
-         if (values.Count > 0) {
-            foreach (var v in values) {
-               var smd = new SecurityMD(v.security, v.handle);
-               _exchange_sec_map.AddOrUpdate(smd.security.Id, smd, (_, __) => smd);
-            }
-            _version += 1;
-         }
-      }
-
-      public void Dispose() => Disposable.dispose(_dispose);
-      async Task run() {
-         long run_version = 0;
-         while (true) {
-            var exch = _exchange_sec_map;
-            long current_version = _version;
-            if (current_version > run_version) {
-               run_version = current_version;
-               try {
-                  Log.Md.info($"MDSource publishing {exch.Count} securities");
-                  bus.post(SparkTags.SecuritiesTag, exch);
-               } catch (Exception e) {
-                  Log.Md.error($"Error in publish_securities: {e}");
-               }
-            }
-            await Task.Delay(TimeSpan.FromSeconds(1));
-         }
-      }
-
    }
 }

src/client/spark/Daemons/ShellServices.cs

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

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

@@ -35,7 +35,7 @@ namespace mbts.spark {
          readonly CellProperty<string> _working_bids_text, _working_asks_text;
          readonly MyOrderSummarizer _order_summarizer = new MyOrderSummarizer();
          readonly MDDisplayHelper.SizeFormatter _size_formatter = MDDisplayHelper.get_formatter(MarketSizeDisplay.get_default());
-         uint _bid_direct_size, _bid_merged_size, _ask_direct_size, _ask_merged_size;
+         Property<uint> _bid_direct_size, _bid_merged_size, _ask_direct_size, _ask_merged_size;
          string _bid_merged_size_text, _ask_merged_size_text;
          ulong _bbo_ref, _last_ref;
 
@@ -45,28 +45,33 @@ namespace mbts.spark {
             _security_text = smd.security.ToString();
             _security_key_text = security_key.ToString();
             string format_price(double price) => security.ContractSpec.format(price);
-            _position = new CellProperty<int>(0);
+            _position = new CellProperty<int>(this, nameof(position), 0);
             _bid_price = backing(nameof(bid_price), double.NaN);
             _ask_price = backing(nameof(ask_price), double.NaN);
             _last_price = backing(nameof(last_price), double.NaN);
-            _last_size = new CellProperty<uint>(0);
+            _last_size = new CellProperty<uint>(this, nameof(last_size), 0);
             _day_change = backing(nameof(day_change), double.NaN);
             _session_low = backing(nameof(session_low), double.NaN);
             _session_high = backing(nameof(session_high), double.NaN);
             _settlement = backing(nameof(settlement), double.NaN);
-            _volume = new CellProperty<ulong>(0);
-            _inside_bids = new CellProperty<bool>();
-            _inside_asks = new CellProperty<bool>();
-            _working_bid_volume = new CellProperty<int>();
-            _working_ask_volume = new CellProperty<int>();
+            _volume = new CellProperty<ulong>(this, nameof(volume), 0);
+            _inside_bids = new CellProperty<bool>(this, nameof(inside_bids));
+            _inside_asks = new CellProperty<bool>(this, nameof(inside_asks));
+            _working_bid_volume = new CellProperty<int>(this, nameof(working_bid_volume));
+            _working_ask_volume = new CellProperty<int>(this, nameof(working_ask_volume));
+            //
+            _bid_direct_size = backing(nameof(bid_direct_size), default(uint));
+            _bid_merged_size = backing(nameof(bid_merged_size), default(uint));
+            _ask_direct_size = backing(nameof(ask_direct_size), default(uint));
+            _ask_merged_size = backing(nameof(ask_merged_size), default(uint));
             //
             _working_orders = new ObservableFilterCollection<OrderRecordImmutable>(_orders, o => o.is_active());
             _working_bids = new ObservableFilterCollection<OrderRecordImmutable>(_working_orders, o => o.Def.Side == Side.Buy);
             _working_asks = new ObservableFilterCollection<OrderRecordImmutable>(_working_orders, o => o.Def.Side == Side.Sell);
-            _working_best_bid = new CellProperty<double>(format_price, double.NaN);
-            _working_best_ask = new CellProperty<double>(format_price, double.NaN);
-            _working_bids_text = new CellProperty<string>(string.Empty);
-            _working_asks_text = new CellProperty<string>(string.Empty);
+            _working_best_bid = new CellProperty<double>(this, nameof(working_best_bid), format_price, double.NaN);
+            _working_best_ask = new CellProperty<double>(this, nameof(working_best_ask), format_price, double.NaN);
+            _working_bids_text = new CellProperty<string>(this, nameof(working_bids_text), string.Empty);
+            _working_asks_text = new CellProperty<string>(this, nameof(working_asks_text), string.Empty);
             //
             default_command = new DelegateCommand(_show_ladder);
             bid_price_click = new DelegateCommand(() => _show_order_ticket(MarketViewView.Columns.Bid));
@@ -100,15 +105,15 @@ namespace mbts.spark {
          public double last_price => _last_price.Value;
          public uint last_size => _last_size.value;
          public double bid_price => _bid_price.Value;
-         public uint bid_direct_size => _bid_direct_size;
-         public uint bid_implied_size => _bid_merged_size - _bid_direct_size;
-         public uint bid_merged_size => _bid_merged_size;
-         public string bid_merged_size_text => _bid_merged_size_text ?? (_bid_merged_size_text = _size_formatter(_bid_merged_size, bid_implied_size));
+         public uint bid_direct_size => _bid_direct_size.Value;
+         public uint bid_implied_size => _bid_merged_size.Value - _bid_direct_size.Value;
+         public uint bid_merged_size => _bid_merged_size.Value;
+         public string bid_merged_size_text => _bid_merged_size_text ?? (_bid_merged_size_text = _size_formatter(_bid_merged_size.Value, bid_implied_size));
          public double ask_price => _ask_price.Value;
-         public uint ask_direct_size => _ask_direct_size;
-         public uint ask_implied_size => _ask_merged_size - _ask_direct_size;
-         public uint ask_merged_size => _ask_merged_size;
-         public string ask_merged_size_text => _ask_merged_size_text ?? (_ask_merged_size_text = _size_formatter(_ask_merged_size, ask_implied_size));
+         public uint ask_direct_size => _ask_direct_size.Value;
+         public uint ask_implied_size => _ask_merged_size.Value - _ask_direct_size.Value;
+         public uint ask_merged_size => _ask_merged_size.Value;
+         public string ask_merged_size_text => _ask_merged_size_text ?? (_ask_merged_size_text = _size_formatter(_ask_merged_size.Value, ask_implied_size));
          public ulong volume => _volume.value;
          public double settlement => _settlement.Value;
          public double day_change => _day_change.Value;
@@ -144,9 +149,9 @@ namespace mbts.spark {
             bool dirty = false;
             if (md.md.get_bbo(ref _bbo_ref, out NativePriceSize b, out NativePriceSize a)) {
                _bid_price.set(b.price);
-               refresh_size(ref b, ref _bid_direct_size, ref _bid_merged_size, ref _bid_merged_size_text, nameof(bid_merged_size_text));
+               refresh_size(ref b, _bid_direct_size, _bid_merged_size, ref _bid_merged_size_text, nameof(bid_merged_size_text));
                _ask_price.set(a.price);
-               refresh_size(ref a, ref _ask_direct_size, ref _ask_merged_size, ref _ask_merged_size_text, nameof(ask_merged_size_text));
+               refresh_size(ref a, _ask_direct_size, _ask_merged_size, ref _ask_merged_size_text, nameof(ask_merged_size_text));
                _inside_bids.on_next_distinct(_bid_price.Value >= _working_best_bid.value, ref dirty);
                _inside_asks.on_next_distinct(_ask_price.Value <= _working_best_ask.value, ref dirty);
             }
@@ -162,10 +167,10 @@ namespace mbts.spark {
             if (dirty)
                invalidated?.Invoke();
 
-            void refresh_size(ref NativePriceSize nps, ref uint direct, ref uint merged, ref string text, string text_prop) {
-               if (nps.size != merged || nps.direct_size != direct) {
-                  merged = nps.size;
-                  direct = nps.direct_size;
+            void refresh_size(ref NativePriceSize nps, Property<uint> direct, Property<uint> merged, ref string text, string text_prop) {
+               if (nps.size != merged.Value || nps.direct_size != direct.Value) {
+                  merged.set(nps.size);
+                  direct.set(nps.direct_size);
                   text = null;
                   dirty = true;
                   RaisePropertyChanged(text_prop);
@@ -205,36 +210,28 @@ namespace mbts.spark {
             var order = _orders_model.factory.order(security);
             switch (col) {
                case MarketViewView.Columns.Bid:
-                  order.Side = Side.Sell;
-                  _bus.post(SparkTags.ShowOrderTicketTag, (order, bid_price, 0u));
+                  _bus.post(SparkTags.ShowOrderTicketTag, (order.with(side:Side.Sell), bid_price, 0u));
                   break;
                case MarketViewView.Columns.BidMergedSize:
-                  order.Side = Side.Sell;
-                  _bus.post(SparkTags.ShowOrderTicketTag, (order, bid_price, bid_merged_size));
+                  _bus.post(SparkTags.ShowOrderTicketTag, (order.with(side:Side.Sell), bid_price, bid_merged_size));
                   break;
                case MarketViewView.Columns.BidDirectSize:
-                  order.Side = Side.Sell;
-                  _bus.post(SparkTags.ShowOrderTicketTag, (order, bid_price, bid_direct_size));
+                  _bus.post(SparkTags.ShowOrderTicketTag, (order.with(side:Side.Sell), bid_price, bid_direct_size));
                   break;
                case MarketViewView.Columns.BidImpliedSize:
-                  order.Side = Side.Sell;
-                  _bus.post(SparkTags.ShowOrderTicketTag, (order, bid_price, bid_implied_size));
+                  _bus.post(SparkTags.ShowOrderTicketTag, (order.with(side:Side.Sell), bid_price, bid_implied_size));
                   break;
                case MarketViewView.Columns.Ask:
-                  order.Side = Side.Buy;
-                  _bus.post(SparkTags.ShowOrderTicketTag, (order, ask_price, 0u));
+                  _bus.post(SparkTags.ShowOrderTicketTag, (order.with(side:Side.Buy), ask_price, 0u));
                   break;
                case MarketViewView.Columns.AskMergedSize:
-                  order.Side = Side.Buy;
-                  _bus.post(SparkTags.ShowOrderTicketTag, (order, ask_price, ask_merged_size));
+                  _bus.post(SparkTags.ShowOrderTicketTag, (order.with(side:Side.Buy), ask_price, ask_merged_size));
                   break;
                case MarketViewView.Columns.AskDirectSize:
-                  order.Side = Side.Sell;
-                  _bus.post(SparkTags.ShowOrderTicketTag, (order, ask_price, ask_direct_size));
+                  _bus.post(SparkTags.ShowOrderTicketTag, (order.with(side:Side.Sell), ask_price, ask_direct_size));
                   break;
                case MarketViewView.Columns.AskImpliedSize:
-                  order.Side = Side.Sell;
-                  _bus.post(SparkTags.ShowOrderTicketTag, (order, ask_price, ask_implied_size));
+                  _bus.post(SparkTags.ShowOrderTicketTag, (order.with(side:Side.Sell), ask_price, ask_implied_size));
                   break;
                case MarketViewView.Columns.Last:
                   _bus.post(SparkTags.ShowOrderTicketTag, (order, last_price, 0u));
@@ -266,7 +263,15 @@ namespace mbts.spark {
             _working_best_ask.on_next_distinct(_order_summarizer.best_working_ask, ref dirty);
             _inside_bids.on_next_distinct(_order_summarizer.best_working_bid >= bid_price, ref dirty);
             _inside_asks.on_next_distinct(_order_summarizer.best_working_ask <= ask_price, ref dirty);
-            RaisePropertyChanged(nameof(working_bids_text), nameof(working_asks_text));
+
+            RaisePropertyChanged(
+               // Implied might not be ever set, so it probably does not RaisePropertyChanged either
+               // This might be part of the filter funk?
+               //nameof(bid_implied_size),
+               //nameof(ask_implied_size),
+               nameof(working_bids_text), 
+               nameof(working_asks_text)
+            );
          }
          #endregion
 

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

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

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

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

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

@@ -294,9 +294,9 @@ namespace mbts.spark {
          base.Dispose(disposing);
       }
 
-      static string _deduce_symbol(SecurityImmutable security) {
-         if (!string.IsNullOrWhiteSpace(security.Symbol)) return security.Symbol;
-         if (security.Synthetic.Legs.Count() > 0) return security.Synthetic.Legs.First().Security.Symbol;
+      static string _deduce_symbol(SecurityImmutable? security) {
+         if (!string.IsNullOrWhiteSpace(security?.Symbol)) return security?.Symbol;
+         if (security?.Synthetic.Legs.Count() > 0) return security?.Synthetic.Legs.First().Security.Symbol;
          return string.Empty;
       }
 

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

@@ -178,7 +178,7 @@ namespace mbts.spark {
          } else return model.on_fill_tuples;
       }
 
-      static IConnectableObservable<IIncrementalUpdate<FillTuple, FillTupleKey>> _get_observable(IBus bus, OrdersModel model, IObservable<StartupData> state) =>
+      static IConnectableObservable<IIncrementalUpdate<FillTuple, FillTupleKey>> _get_observable(IBus bus, OrdersModel model, IObservable<StartupData> state) =>
          state.SelectManyInSeries(s => _get_observable(bus, model, s));
 
       public class Row : SecurityRow, IEquatable<Row>, IRowVM {
@@ -186,7 +186,7 @@ namespace mbts.spark {
          readonly FillImmutable _fill;
          readonly OrderRecordImmutable _order;
 
-         public Row(FillTuple fill_tuple, OrdersModel model) : base(fill_tuple.security_md.HasValue ? fill_tuple.security_md.Value.security : SecurityDataHelper.Defaults.Security) {
+         public Row(FillTuple fill_tuple, OrdersModel model) : base(fill_tuple.security_md.HasValue ? fill_tuple.security_md.Value.security : SecurityDataHelper.Defaults.SecurityImmutable) {
             _fill = fill_tuple.fill;
             _order = fill_tuple.order ?? OrderDataHelper.Defaults.OrderRecordImmutable;
             _model = model;

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

@@ -61,10 +61,12 @@ namespace bts.shell {
          var view = new Lazy<UIElement>(() => {
             var model = new LadderModel(md, _orders_model, _md_auxiliary_model);
             var settings_manager = new WindowSettingsManager<LadderSettings>(
-               _settings_hub, state_settings,
+               _settings_hub, state_settings == null || state_settings.use_defaults ? null : state_settings,
                us => sanitize_ladder_settings(us.ladder),
                (us, v) => us.with(sanitize_ladder_settings(v)));
-            var vm = new LadderVM(_bus, model, settings_manager);
+            var init = state_settings ?? settings_manager.default_settings;
+            init.use_defaults |= state_settings == null;
+            var vm = new LadderVM(_bus, model, settings_manager, init);
             return new LadderView(vm);
          });
          string thread = Configuration.get<bts.config.toggles.LaddersOnThreads>().enabled ? $"Ladder{id:00}" : "";

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

@@ -14,6 +14,8 @@ namespace mbts.spark {
    class OrderBookRowCollection : ObservableCollection<OrderBookRowVM> {
       static readonly IEqualityComparer<INode<OrderBookRowVM>> _node_equality_comparer = EqualityComparer.Create<INode<OrderBookRowVM>, uint>(n => n.value.order_key);
       readonly Func<OrderRecordTuple, OrderBookRowVM> _row_factory;
+      /// Critical: Any and all row mutations <see cref="OrderBookRowVM"/> must be executed through <see cref="SortedTree{T, TKey}.TryReplace(TKey, Func{T, T})"/>.
+      /// Mutations can change the sort-position of a row, and <see cref="_tree"/> will be broken if its elements aren't properly sorted (it relies heavily on binary-search logic).
       SortedTree<OrderBookRowVM, uint> _tree;
       IComparer<OrderBookRowVM> _comparer;
       Func<OrderRecordTuple, bool> _filter;

src/client/spark/Orders/OrderPropertiesEditorVM.cs

@@ -139,13 +139,13 @@ namespace mbts.spark {
             tif => time_in_forces.Contains(tif));
           _dispose = Disposable.Create(() => _order_type.Changed -= on_selected_order_type_changed);
          // local methods
-         IOrderTypeVM create_order_type_vm(CustomOrderDefinitionImmutable cd, string id, string display_name) {
+         IOrderTypeVM create_order_type_vm(CustomOrderDefinitionImmutable? cd, string id, string display_name) {
             IOrderTypeVM vm = null;
-            if(cd.CustomCase == CustomOrderDefinition.CustomOneofCase.Dynamic)
-               vm = OrderTypeVMFactory.create(cd.CustomCase, id, display_name, model, security_md_source, cd.Dynamic.DynamicOrderType);        
+            if(cd?.CustomCase == CustomOrderDefinition.CustomOneofCase.Dynamic)
+               vm = OrderTypeVMFactory.create(cd.Value.CustomCase, id, display_name, model, security_md_source, cd.Value.Dynamic.DynamicOrderType);        
             else
-               vm = OrderTypeVMFactory.create(cd.CustomCase, id, display_name, model, security_md_source);
-            vm.load_from(cd);
+               vm = OrderTypeVMFactory.create(cd.Value.CustomCase, id, display_name, model, security_md_source);
+            vm.load_from(cd.Value);
             return vm;
          }
          InlineUserProperty<IOrderTypeVM> get_order_type_vm_prop(InlineOrderProperties p) {

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

@@ -19,7 +19,8 @@ namespace mbts.spark {
                var so = model.factory.spreader_order();
                so.Security = s.CloneToMutable();
                so.ExecutionStrategy = strategy.CloneToMutable();
-               return new InlineUserProperty<SpreaderOrderDefinitionImmutable>(so, true);
+               var soi = new SpreaderOrderDefinitionImmutable(so);
+               return new InlineUserProperty<SpreaderOrderDefinitionImmutable>(soi, true);
             })), id, display_name) { }
 
          public SpreaderOrderVM(

src/client/spark/Orders/OrdersModel.cs

@@ -93,10 +93,13 @@ namespace mbts.spark {
       #endregion
 
       #region Input
-      public async Task<uint?> send_order(OrderDefinitionImmutable order, double price, uint size) {
-         var result = (await send_order_get_error(order, price, size));
-         _activity.on_send_order(order, price, size, result.key, result.error);
-         return result.key;
+      public async Task<uint?> send_order(OrderDefinitionImmutable? order, double price, uint size) {
+         if (order.HasValue) {
+            var result = (await send_order_get_error(order.Value, price, size));
+            _activity.on_send_order(order.Value, price, size, result.key, result.error);
+            return result.key;
+         }
+         return 0;
       }
 
       async Task<(uint? key, string error)> send_order_get_error(OrderDefinitionImmutable order, double price, uint size) {

src/client/spark/Spark.csproj

@@ -8,6 +8,7 @@
     <AllowUnsafeBlocks>true</AllowUnsafeBlocks>
     <Configurations>Debug;Release</Configurations>
     <Platforms>x64</Platforms>
+    <RuntimeIdentifiers>win7-x64</RuntimeIdentifiers>
     <PlatformTarget>AnyCPU</PlatformTarget>
     <LanguageTargets>$(MSBuildExtensionsPath)\$(VisualStudioVersion)\Bin\Microsoft.CSharp.targets</LanguageTargets>
     <ApplicationIcon>logo.ico</ApplicationIcon>

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

@@ -3,6 +3,7 @@ using bts.api.orderman;
 using bts.shell;
 using mbts.spark;
 using mbts.ui;
+using mbts;
 using System;
 using System.Collections.Generic;
 

src/client/spark/core/GlobalExtensions/GlobalExtensions.cs

@@ -218,9 +218,7 @@ namespace mbts
          private Func<T, T, int> _comparer_func;
          public DelegateComparer(Func<T, T, int> comparer_func) { _comparer_func = comparer_func; }
          public int Compare(T x, T y) { return _comparer_func(x, y); }
-      }
-
-      public static void ignore(this Task t) { }
+      }      
 
       public static Google.Protobuf.WellKnownTypes.Timestamp ToGoogleTime(this DateTime self) {
          return Google.Protobuf.WellKnownTypes.Timestamp.FromDateTime(self);

src/client/spark/core/Settings/UserPersistFactory.cs

@@ -22,12 +22,12 @@ namespace mbts.ui.settings
       readonly PersistenceService _persist;
 
       [ImportingConstructor]
-      public UISettingsFactory(UserService login, [Import("settings")] PersistenceService persist) {
+      public UISettingsFactory(AuthService login, [Import("settings")] PersistenceService persist) {
          _persist = persist;
          _users = get_users(login);
       }
 
-      async Task<User[]> get_users(UserService login) {
+      async Task<User[]> get_users(AuthService login) {
          var users = await login.get_users_async(null);
          if (users.success) return users.value.Users.ToArray();
          else return new User[0];

src/client/spark/core/ShellInterface/UISettings.cs

@@ -120,7 +120,7 @@ namespace mbts.persist
       public IObservable<IEnumerable<PersistResult<T>>> subscribe<T>(string ns, string pattern) {
          var re = new Regex(pattern);
          return _persist
-            .subscribe_ns(new NamespaceSubArgs() { Ns = uns(ns) })
+            .subscribe_ns(uns(ns))
             .Select(update =>
                update.added
                   .Where(item => re.IsMatch(item.Key))

src/client/spark/view/Controls/DIYGrid/CellProperty.cs

@@ -1,16 +1,21 @@
-using System;
+using mbts.ui.shell;
+using System;
 using System.Reactive.Linq;
 using System.Reactive.Subjects;
 
 namespace mbts.spark {
    class CellProperty<T> : ISubject<T, (T oldval, T newval)> {
       readonly Func<T, string> _format;
+      readonly IRaiseNotifyPropertyChanged _owner;
+      readonly string _prop_name;
       string _text;
 
-      public CellProperty(T initial_value = default)
-         : this(t => t.ToString(), initial_value) { }
+      public CellProperty(IRaiseNotifyPropertyChanged owner, string prop_name, T initial_value = default)
+         : this(owner, prop_name, t => t.ToString(), initial_value) { }
 
-      public CellProperty(Func<T, string> format, T initial_value = default) {
+      public CellProperty(IRaiseNotifyPropertyChanged owner, string prop_name, Func<T, string> format, T initial_value = default) {
+         _owner = owner;
+         _prop_name = prop_name;
          _format = format;
          value = initial_value;
       }
@@ -24,6 +29,7 @@ namespace mbts.spark {
          if (!value.Equals(this.value)) {
             OnNext(value);
             dirty = true;
+            _owner.raise_notify_property_changed(_prop_name);
          }
       }
 

src/client/spark/view/Controls/Dialogs/SupportRequestWindow.xaml.cs

@@ -34,9 +34,11 @@ namespace bts.view.controls {
       private void any_button_click(object sender, RoutedEventArgs e) {
          Close();
       }
-      internal static void Show(ErrorReportService srv, ErrorReport report) {
-         var window = new SupportRequestWindow(new SupportRequestVM(srv, report));
-         window.Show();
+      internal static void Show(ErrorReportService srv, ErrorReportImmutable? report) {
+         if (report.HasValue) {
+            var window = new SupportRequestWindow(new SupportRequestVM(srv, report.Value));
+            window.Show();
+         }
       }
    }
 

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

@@ -0,0 +1,31 @@
+using System;
+using System.Collections.Generic;
+using System.Globalization;
+using System.Linq;
+using System.Windows;
+using System.Windows.Data;
+
+namespace mbts.ui.converters {
+   class ResponsiveTextConverter : IValueConverter {
+
+      public string ShortText { get; set; }
+      public string LongText { get; set; }
+      public double Threshold { get; set; }
+
+
+      public object Convert(object value, Type targetType, object parameter, CultureInfo culture) {
+         if (value is double _input) {
+            if (_input < Threshold) {
+               return ShortText;
+            } else {
+               return LongText;
+            }
+         }
+         return LongText;
+      }
+
+      public object ConvertBack(object value, Type targetType, object parameter, CultureInfo culture) {
+         throw new NotImplementedException();
+      }
+   }
+}

src/client/spark/view/Shell/Login/LoginModel.cs

@@ -1,39 +1,29 @@
-using System;
-using System.Collections.Generic;
-using System.Collections.ObjectModel;
-using System.ComponentModel.Composition;
-using System.Diagnostics;
-using System.Linq;
-using System.Text;
-using System.Threading;
-using System.Threading.Tasks;
-using System.Windows;
-using System.Windows.Threading;
-using mbts.config;
-using mbts.ui.native;
-using mbts.utils;
-using bts.co2;
-using bts.api.user;
+using bts;
+using bts.api;
+using bts.api.core;
 using bts.api.persistence;
-using bts;
+using bts.api.user;
+using mbts.config;
+using System;
+using System.Collections.Generic;
+using System.ComponentModel.Composition;
+using System.Linq;
+using System.Threading.Tasks;
+using System.Windows.Threading;
 
-namespace mbts.ui.shell
-{
+namespace mbts.ui.shell {
    // The LoginContainer participates in the startup Import/Export dependency system
    // Since the login form should not depend on *anything* it will be shown before this is created
    // Once this is created it access the global LoginModel and retrieves the username
    internal class LoginContainer
    {
       [ImportingConstructor]
-      public LoginContainer(UserService user, [Import("settings")] PersistenceService persist) {
+      public LoginContainer(ServiceContext context) {
          var model = LoginModel.instance;
-         model.provide_services(user, persist);
+         model.provide_services(context);
          // await_login pumps the dispatcher but doesn't allow control to return to MEF until the username and workspace are available
          model.await_login();
-         var u = model.get_user();
-         UserName = u.name;
-         UserId = u.id;
-         Token = u.token;
+         (UserName,UserId,Token) = model.get_user();
          Workspace = model.get_workspace();
          model.Dispose();
       }
@@ -44,21 +34,19 @@ namespace mbts.ui.shell
       [Export("userid")]
       public uint UserId { get; private set; }
       [Export]
-      public AuthToken Token { get; private set; }
+      public AuthTokenImmutable Token { get; private set; }
 
       [Export("workspace")]
       public string Workspace { get; private set; }
    }
 
    public struct User {
-      public User(string name, uint id, AuthToken token) {
+      public User(string name, uint id) {
          this.name = name;
          this.id = id;
-         this.token = token;
       }
       public readonly string name;
       public readonly UInt32 id;
-      public readonly AuthToken token;
    }
 
    public class LoginModel : IDisposable
@@ -66,11 +54,10 @@ namespace mbts.ui.shell
       // Singleton to help bootstrap the system
       private static LoginModel _instance = new LoginModel();
       public static LoginModel instance { get { return _instance; } }
-      private User _user;
       private string _workspace;
       private PreloginWorkspaceEnumerator _enum_workspace;
-      
-      UserService _logon;
+
+      ServiceContext _ctx;
       DispatcherFrame _frame = new DispatcherFrame();
 
       private LoginModel() {
@@ -82,13 +69,14 @@ namespace mbts.ui.shell
       public string ErrorMessage { get; private set; }
       public bool HasFatalError { get; set; }
       public User[] Users { get; private set; }
-      
-      
+
+
       // The final username
-      public User get_user() { 
-         Log.assert_d(!string.IsNullOrEmpty(_user.name)); 
-         return _user;
+      public (string, uint, AuthTokenImmutable) get_user() {
+         Log.assert_d(!string.IsNullOrEmpty(_ctx.user));
+         return (_ctx.user, _ctx.user_id, _ctx.token.Value);
       }
+
       public string get_workspace() {
          return _workspace ?? "";
       }
@@ -112,13 +100,13 @@ namespace mbts.ui.shell
          }
 
          // Wait for the hub to create the login doodad
-         (var users, var persist) = await _hub_src.Task;
-         _logon = users;
+         _ctx = await _hub_src.Task;
          // Populate the UI
-         _enum_workspace = new PreloginWorkspaceEnumerator(persist);
-         var response = await _logon.get_users_async(new GetUsersRequest());
+         _enum_workspace = new PreloginWorkspaceEnumerator(_ctx.locate<PersistenceService>("settings"));
+         var auth = _ctx.locate<AuthService>();
+         var response = await auth.get_users_async(new GetUsersRequest());
          if (response.success) {
-            Users = response.value.Users.Select(x => new User(x.Login,x.Id, null)).OrderBy(u => u.name).ToArray();
+            Users = response.value.Users.Select(x => new User(x.Login,x.Id)).OrderBy(u => u.name).ToArray();
          }
          else {
             ErrorMessage = "Logon: " + response.error_message;
@@ -129,49 +117,37 @@ namespace mbts.ui.shell
 
       #endregion
 
-      public async Task<(bool success,string info)> do_login(string username, string workspace, string password) {
+      public async Task<LoginResult> do_login(string username, string workspace, string password) {
          if (Users.Select(u => u.name).Contains(username)) {
-            var response = await _logon.authenticate_login_async(new AuthenticateLoginRequest() {
-               Login = username,
-               Password = password ??""
-            });
-            if (response.success) {
-               if (response.value.IsValid) {
-                  _workspace = workspace;
-                  set_authenticated_user(new User(username, response.value.UserId, response.value.Token));
-                  return (true, "");
-               }
-               else {
-                  return (false, response.value.Reason);
-               }
-            }
-            else {
-               return (false, response.error_message);
+            var result = await _ctx.login(username, password);
+            if (result.success) {
+               _workspace = workspace;
+               on_user_authenticated(_ctx.user, _ctx.token);
             }
+            return result;
          }
-         return (false, "Invalid username");
+         return new LoginResult("Invalid username");
       }
 
-      private void set_authenticated_user(User user) {
-         Log.assert(!string.IsNullOrEmpty(user.name));
-         Log.assert(Users.Select(u => u.name).Contains(user.name));
-         _user = user;
-         Environment.SetEnvironmentVariable("BTS_USER", user.name);
+      private void on_user_authenticated(string username, AuthTokenImmutable? token) {
+         Log.assert(!string.IsNullOrEmpty(username));
+         Log.assert(Users.Select(u => u.name).Contains(username));
+         Environment.SetEnvironmentVariable("BTS_USER", username);
          _frame.Continue = false;
       }
 
       public void await_login() {
-         if (string.IsNullOrEmpty(_user.name)) {
+         if (!_ctx.token.HasValue) {
             Dispatcher.PushFrame(_frame);
          }
       }
 
       
       #region provide hub
-      public void provide_services(UserService u, PersistenceService p) {
-         _hub_src.TrySetResult((u,p));
+      internal void provide_services(ServiceContext ctx) {
+         _hub_src.TrySetResult(ctx);
       }
-      private TaskCompletionSource<(UserService, PersistenceService)> _hub_src = new TaskCompletionSource<(UserService, PersistenceService)>();
+      private TaskCompletionSource<ServiceContext> _hub_src = new TaskCompletionSource<ServiceContext>();
       #endregion
 
       #region Dispose

src/client/spark/view/Shell/Login/LoginViewModel.cs

@@ -138,14 +138,15 @@ namespace mbts.ui.shell
          if (selected_workspace == "New workspace...") {
             selected_workspace = null;
          }
-         (bool success, string message) = await _model.do_login(Name, selected_workspace, Password);
-         if (success) { VisualState = "Loading"; }
-         if (!success && !string.IsNullOrEmpty(message)) {
-            WarningMessage = message;
+         var result = await _model.do_login(Name, selected_workspace, Password);
+         if (result.success) { VisualState = "Loading"; }
+         if (!result.success && !string.IsNullOrEmpty(result.reason)) {
+            WarningMessage = result.reason;
             VisualState = "BadPassword";
          }
-         else if (!string.IsNullOrEmpty(message)) {
-            BTSMessageBox.Show(message, "Login Message", BTSMessageBoxButtons.OK, MessageBoxImage.Information);
+         else if (!string.IsNullOrEmpty(result.reason)) {
+            // Login was successful but we have a message for the user
+            BTSMessageBox.Show(result.reason, "Login Message", BTSMessageBoxButtons.OK, MessageBoxImage.Information);
          }
       }
       private void OnCancel(object unused) {

src/client/spark/view/Shell/Workspaces/SettingsManagerTool.cs

@@ -11,7 +11,7 @@ namespace bts.settings {
    public class SettingsManagerTool {
       public static void run() {
          var sc = new ServiceContext();
-         var users = sc.locate<UserService>();
+         var users = sc.locate<AuthService>();
          var persist = sc.locate<PersistenceService>("settings");
          var user_list = users.get_users(new GetUsersRequest());
          var user_names = user_list.Users.Select(u => u.Login);

src/client/spark/view/Spark/Core/TickUtils.cs

@@ -123,7 +123,7 @@ namespace mbts.spark {
          return intpart + floatpart;
       }
 
-      public static RegionalTickFactors get_regional_ticks(ContractSpecificationImmutable spec) =>
+      public static RegionalTickFactors get_regional_ticks(ContractSpecificationImmutable? spec) =>
          TickStore.get(spec);
 
       public static RegionalTickFactors get_regional_ticks(SecurityImmutable security) =>
@@ -177,8 +177,14 @@ namespace mbts.spark {
          public static RegionalTickFactors get(ContractSpecification spec) =>
             _exchange_ticks.GetOrAdd(new SpecKey(spec), _create_rtf);
 
-         public static RegionalTickFactors get(ContractSpecificationImmutable spec) =>
-            _exchange_ticks.GetOrAdd(new SpecKey(spec), _create_rtf);
+         public static RegionalTickFactors get(ContractSpecificationImmutable? spec) {
+            if (spec.HasValue) {
+               return _exchange_ticks.GetOrAdd(new SpecKey(spec.Value), _create_rtf);
+            }
+            else {
+               return null;
+            }
+         }
 
          public static RegionalTickFactors get(SecurityImmutable security) =>
             security.HasContractSpec ? get(security.ContractSpec) : default_rtf;

src/client/spark/view/Spark/Ladder/LadderGridHost.cs

@@ -110,7 +110,7 @@ namespace mbts.spark {
       {
             var lgh = source as LadderGridHost;
             double width_adjustment = (double)(uint) e.NewValue - (double)(uint) e.OldValue;
-            lgh._adjust_column_width(lgh.columns.First(c => c.column_type == ColumnType.Order), width_adjustment);    
+            lgh._adjust_column_width(lgh.columns.FirstOrDefault(c => c.column_type == ColumnType.Order), width_adjustment);    
       }
 
       public uint bid_column_width
@@ -126,7 +126,7 @@ namespace mbts.spark {
       {
          var lgh = source as LadderGridHost;
          double width_adjustment = (double)(uint) e.NewValue - (double)(uint) e.OldValue;
-         lgh._adjust_column_width(lgh.columns.First(c => c.column_type == ColumnType.Bid), width_adjustment);    
+         lgh._adjust_column_width(lgh.columns.FirstOrDefault(c => c.column_type == ColumnType.Bid), width_adjustment);    
       }
 
       public uint price_column_width
@@ -142,7 +142,7 @@ namespace mbts.spark {
       {
             var lgh = source as LadderGridHost;
             double width_adjustment = (double)(uint) e.NewValue - (double)(uint) e.OldValue;
-            lgh._adjust_column_width(lgh.columns.First(c => c.column_type == ColumnType.Price), width_adjustment);    
+            lgh._adjust_column_width(lgh.columns.FirstOrDefault(c => c.column_type == ColumnType.Price), width_adjustment);    
       }
 
 
@@ -159,14 +159,14 @@ namespace mbts.spark {
       {
             var lgh = source as LadderGridHost;
             double width_adjustment = (double)(uint) e.NewValue - (double)(uint) e.OldValue;
-            lgh._adjust_column_width(lgh.columns.First(c => c.column_type == ColumnType.Ask), width_adjustment);    
+            lgh._adjust_column_width(lgh.columns.FirstOrDefault(c => c.column_type == ColumnType.Ask), width_adjustment);    
       }
 
       public static readonly DependencyProperty VolumeColumnWidthProperty =
          WPFHelper.create_dp<uint, LadderGridHost>(
             nameof(VolumeColumnWidth),
             FrameworkPropertyMetadataOptions.BindsTwoWayByDefault,
-            (o, oldval, newval) => o._adjust_column_width(o.columns.First(c => c.column_type == ColumnType.Volume), (double)newval - (double)oldval),
+            (o, oldval, newval) => o._adjust_column_width(o.columns.FirstOrDefault(c => c.column_type == ColumnType.Volume), (double)newval - (double)oldval),
             50u);
 
       public uint VolumeColumnWidth {
@@ -178,7 +178,7 @@ namespace mbts.spark {
          WPFHelper.create_dp<uint, LadderGridHost>(
             nameof(LastColumnWidth),
             FrameworkPropertyMetadataOptions.BindsTwoWayByDefault,
-            (o, oldval, newval) => o._adjust_column_width(o.columns.First(c => c.column_type == ColumnType.Last), (double)newval - (double)oldval),
+            (o, oldval, newval) => o._adjust_column_width(o.columns.FirstOrDefault(c => c.column_type == ColumnType.Last), (double)newval - (double)oldval),
             50u);
 
       public uint LastColumnWidth {
@@ -327,6 +327,8 @@ namespace mbts.spark {
       }
 
       void _adjust_column_width(Column column, double adjustment) {
+         if (column == null)
+            return;
          int new_col_width;
          switch (column.column_type) {
             case ColumnType.Order: new_col_width = (int)orders_column_width; break;
@@ -662,22 +664,10 @@ namespace mbts.spark {
          } else {
             init = false;
             prev_row_height = _settings.row_height;
-            // This is a general issue with default-settings:
-            // "Not every property in the settings object should be shared across windows."
-            // Column widths are one such property (they are changed from the actual Ladder window, not the settings dialog).
-            // Below is a hack which prevents overwriting current column widths; until we come up with a better solution this will suffice.
-            // TODO: fix this by moving such properties from the settings proto into a separate proto (or come up with a better workaround/solution)
-            copy_col_width(v => v.orders_column);
-            copy_col_width(v => v.bid_column);
-            copy_col_width(v => v.price_column);
-            copy_col_width(v => v.ask_column);
-            copy_col_width(v => v.volume_column.general);
-            copy_col_width(v => v.last_column);
-            void copy_col_width(Func<LadderSettings, LadderColumnSettings> select_col) =>
-               select_col(s).width = select_col(_settings).width;
          }
-         //
-         _settings = s;
+         /// The viewmodel will always have the most up-to-date settings, so ignore <see cref="s"/> and just get it from <see cref="_vm"/>.
+         /// This is a workaround for the global settings-defaults issue: when defaults are updated, some properties are inadvertantly overwritten, such as column-widths, etc.
+         _settings = _vm.get_save_state();
          _bid_vis_tup.glyph_context = glyph_context(s.bid_column);
          _ask_vis_tup.glyph_context = glyph_context(s.ask_column);
          _price_vis_tup.glyph_context = glyph_context(s.price_column);
@@ -698,18 +688,19 @@ namespace mbts.spark {
          // Renders the grid lines and column backgrounds
          _visualHost.AddVisualChild(_gridvis);
          // Orders column
-         orders_column_width = s.orders_column.width;
+         SetCurrentValue(orders_column_widthProperty, s.orders_column.width);
          _ordershost.update_settings(_price_list, _price_comparer, s.row_height, s.orders_column);
          foreach (var col in columns) {
             if (col.visual_tup != null) {
                if (col.settings.show) {
                   _visualHost.AddVisualChild(col.visual_tup.visual);
                   switch (col.column_type) {
-                     case ColumnType.Bid: bid_column_width = col.settings.width; break;
-                     case ColumnType.Price: price_column_width = col.settings.width; break;
-                     case ColumnType.Ask: ask_column_width = col.settings.width; break;
+                     case ColumnType.Bid: SetCurrentValue(bid_column_widthProperty, col.settings.width); break;
+                     case ColumnType.Price: SetCurrentValue(price_column_widthProperty, col.settings.width); break;
+                     case ColumnType.Ask: SetCurrentValue(ask_column_widthProperty, col.settings.width); break;
+                     case ColumnType.Last: SetCurrentValue(LastColumnWidthProperty, col.settings.width); break;
                      case ColumnType.Volume:
-                        VolumeColumnWidth = col.settings.width;
+                        SetCurrentValue(VolumeColumnWidthProperty, col.settings.width);
                         _volume_container.mark_dirty();
                         break;
                   }

src/client/spark/view/Spark/Ladder/LadderSettings.cs

@@ -8,6 +8,7 @@ using System.Windows;
 using bts.proto;
 using mbts.ui.spark;
 using System.Collections.Generic;
+using System.ComponentModel;
 
 namespace mbts.spark {
    // IMPORTANT: BE SURE TO ADD ANY NEW PROPERTIES TO THE EQUALS FUNCTION!
@@ -179,6 +180,34 @@ namespace mbts.spark {
    // Settings are liable to change in the near future, so an internal IEqualityComparer simply won't do as it risks becoming out of date.
    [ProtoContract]
    class LadderSettings : IEquatable<LadderSettings> {
+      const double _default_order_entry_panel_width = 110.0;
+      const double _default_zoom_factor = 1.0;
+
+      // Default proto constructor
+      // Added this so that when clients upgrade to a version with new settings,
+      // the default values are applied correctly; thx to John for this tip
+      public LadderSettings() {
+         day_visible = true;
+         high_visible = true;
+         low_visible = true;
+         open_visible = true;
+         settle_visible = true;
+         volume_visible = true;
+         account_visible = true;
+         tif_visible = true;
+         order_type_visible = true;
+         account_position_visible = true;
+         size_presets_visible = true;
+         cancel_buys_visible = true;
+         cancel_sells_visible = true;
+         cancel_all_visible = true;
+         auto_clear_visible = true;
+         clear_visible = true;
+         order_entry_panel_initial_width = _default_order_entry_panel_width;
+         zoom_factor = _default_zoom_factor;
+         use_defaults = true;
+      }
+
       public static LadderSettings Default {
          get {
             LadderColumnSettings
@@ -216,7 +245,26 @@ namespace mbts.spark {
                session_high_line = new LadderMarketBreakLine { color = BTSColors.MarketData.session_high, show = true },
                session_range_fill = new LadderMarketBreakLine { color = BTSColors.MarketData.session_range_fill, show = true },
                alternate_order_size = 0,
-               size_display = MarketSizeDisplay.get_default()
+               size_display = MarketSizeDisplay.get_default(),
+               day_visible = true,
+               high_visible = true,
+               low_visible = true,
+               open_visible = true,
+               settle_visible = true,
+               volume_visible = true,
+               account_visible = true,
+               tif_visible = true,
+               order_type_visible = true,
+               account_position_visible = true,
+               size_presets_visible = true,
+               cancel_buys_visible = true,
+               cancel_sells_visible = true,
+               cancel_all_visible = true,
+               auto_clear_visible = true,
+               clear_visible = true,
+               order_entry_panel_initial_width = _default_order_entry_panel_width,
+               zoom_slider_visible = false,
+               zoom_factor = _default_zoom_factor,
             };
          }
       }
@@ -278,6 +326,54 @@ namespace mbts.spark {
       [ProtoMember(26)]
       public MarketSizeDisplay size_display { get; set; }
 
+      // order entry panel items show/hide
+      [ProtoMember(27), DefaultValue(true)]
+      public bool day_visible { get; set; }
+      [ProtoMember(28), DefaultValue(true)]
+      public bool high_visible { get; set; }
+      [ProtoMember(29), DefaultValue(true)]
+      public bool low_visible { get; set; }
+      [ProtoMember(30), DefaultValue(true)]
+      public bool open_visible { get; set; }
+      [ProtoMember(31), DefaultValue(true)]
+      public bool settle_visible { get; set; }
+      [ProtoMember(32), DefaultValue(true)]
+      public bool volume_visible { get; set; }
+      [ProtoMember(33), DefaultValue(true)]
+      public bool account_visible { get; set; }
+      [ProtoMember(34), DefaultValue(true)]
+      public bool tif_visible { get; set; }
+      [ProtoMember(35), DefaultValue(true)]
+      public bool order_type_visible { get; set; }
+      [ProtoMember(36), DefaultValue(true)]
+      public bool account_position_visible { get; set; }
+      [ProtoMember(37), DefaultValue(true)]
+      public bool size_presets_visible { get; set; }
+      [ProtoMember(38), DefaultValue(true)]
+      public bool cancel_buys_visible { get; set; }
+      [ProtoMember(39), DefaultValue(true)]
+      public bool cancel_sells_visible { get; set; }
+      [ProtoMember(40), DefaultValue(true)]
+      public bool cancel_all_visible { get; set; }
+      [ProtoMember(41), DefaultValue(true)]
+      public bool auto_clear_visible { get; set; }
+      [ProtoMember(42), DefaultValue(true)]
+      public bool clear_visible { get; set; }
+      //
+      [ProtoMember(43), DefaultValue(_default_order_entry_panel_width)]
+      public double order_entry_panel_initial_width { get; set; }  
+
+      [ProtoMember(44), DefaultValue(true)]
+      public bool use_defaults { get; set; }
+
+      // the zoom slider is the first new widget on the panel
+      // since our initial general release, so its enablement
+      // will be opt-in (default not visible)
+      [ProtoMember(45)]
+      public bool zoom_slider_visible { get; set; }
+      [ProtoMember(46), DefaultValue(_default_zoom_factor)]
+      public double zoom_factor { get; set; }
+
       public bool Equals(LadderSettings other) =>
          other != null &&
          row_height == other.row_height &&
@@ -302,7 +398,27 @@ namespace mbts.spark {
          session_high_line.safe_equals(other.session_high_line) &&
          session_range_fill.safe_equals(other.session_range_fill) &&
          volume_column.safe_equals(other.volume_column) &&
-         size_display.safe_equals(other.size_display);
+         size_display.safe_equals(other.size_display) &&
+         day_visible == other.day_visible &&
+         high_visible == other.high_visible &&
+         low_visible == other.low_visible &&
+         open_visible == other.open_visible &&
+         settle_visible == other.settle_visible &&
+         volume_visible == other.volume_visible &&
+         account_visible == other.account_visible &&
+         tif_visible == other.tif_visible &&
+         order_type_visible == other.order_type_visible &&
+         account_position_visible == other.account_position_visible &&
+         size_presets_visible == other.size_presets_visible &&
+         cancel_buys_visible == other.cancel_buys_visible &&
+         cancel_sells_visible == other.cancel_sells_visible &&
+         cancel_all_visible == other.cancel_all_visible &&
+         auto_clear_visible == other.auto_clear_visible &&
+         clear_visible == other.clear_visible &&
+         order_entry_panel_initial_width == other.order_entry_panel_initial_width &&
+         zoom_slider_visible == other.zoom_slider_visible &&
+         zoom_factor == other.zoom_factor &&
+         use_defaults == other.use_defaults;
 
       public override bool Equals(object obj) => Equals(obj as LadderSettings);
 
@@ -330,7 +446,46 @@ namespace mbts.spark {
             EqualityComparer.safe_get_hash_code(session_high_line),
             EqualityComparer.safe_get_hash_code(session_range_fill),
             EqualityComparer.safe_get_hash_code(volume_column),
-            EqualityComparer.safe_get_hash_code(size_display));
+            EqualityComparer.safe_get_hash_code(size_display),
+            day_visible.GetHashCode(),
+            high_visible.GetHashCode(),
+            low_visible.GetHashCode(),
+            open_visible.GetHashCode(),
+            settle_visible.GetHashCode(),
+            volume_visible.GetHashCode(),
+            account_visible.GetHashCode(),
+            tif_visible.GetHashCode(),
+            order_type_visible.GetHashCode(),
+            account_position_visible.GetHashCode(),
+            size_presets_visible.GetHashCode(),
+            cancel_buys_visible.GetHashCode(),
+            cancel_sells_visible.GetHashCode(),
+            cancel_all_visible.GetHashCode(),
+            auto_clear_visible.GetHashCode(),
+            clear_visible.GetHashCode(),
+            order_entry_panel_initial_width.GetHashCode(),
+            zoom_slider_visible.GetHashCode(),
+            zoom_factor.GetHashCode(),
+            use_defaults.GetHashCode());
+
+      public struct WindowSpecifics {
+         public readonly double order_entry_panel_width, zoom_factor;
+         public readonly uint orders_column_width, bid_column_width, price_column_width, ask_column_width, last_column_width, volume_column_width;
+
+         public WindowSpecifics(LadderSettings s)
+            : this(s.order_entry_panel_initial_width, s.orders_column.width, s.bid_column.width, s.price_column.width, s.ask_column.width, s.last_column.width, s.volume_column.general.width, s.zoom_factor) { }
+
+         public WindowSpecifics(double order_entry_panel_width, uint orders_column_width, uint bid_column_width, uint price_column_width, uint ask_column_width, uint last_column_width, uint volume_column_width, double zoom_factor) {
+            this.order_entry_panel_width = order_entry_panel_width;
+            this.orders_column_width = orders_column_width;
+            this.bid_column_width = bid_column_width;
+            this.price_column_width = price_column_width;
+            this.ask_column_width = ask_column_width;
+            this.last_column_width = last_column_width;
+            this.volume_column_width = volume_column_width;
+            this.zoom_factor = zoom_factor;
+         }
+      }
    }
 
    static class LadderSettingsExtensions {
@@ -345,5 +500,22 @@ namespace mbts.spark {
 
       public static IEnumerable<LadderColumnSettings> visible_columns(this LadderSettings settings) =>
          settings.all_columns().Where(c => c.show);
+
+      public static LadderSettings.WindowSpecifics get_window_specifics(this LadderSettings settings) =>
+         new LadderSettings.WindowSpecifics(settings);
+
+      public static LadderSettings with_window_specifics(this LadderSettings source, LadderSettings.WindowSpecifics specifics) {
+         // must use clone bc we are applying settings that are specific to each individual LadderWindow, and should not be shared among all ladders (even if it is default settings).
+         source = SparkUtils.clone_proto(source);
+         source.order_entry_panel_initial_width = specifics.order_entry_panel_width;
+         source.orders_column.width = specifics.orders_column_width;
+         source.bid_column.width = specifics.bid_column_width;
+         source.price_column.width = specifics.price_column_width;
+         source.ask_column.width = specifics.ask_column_width;
+         source.last_column.width = specifics.last_column_width;
+         source.volume_column.general.width = specifics.volume_column_width;
+         source.zoom_factor = specifics.zoom_factor;
+         return source;
+      }
    }
 }

src/client/spark/view/Spark/Ladder/LadderSettingsVM.cs

@@ -17,6 +17,7 @@ namespace mbts.spark {
       readonly Property<LadderSettings.BadgeStyle> _badge_style;
       readonly Property<uint> _alternate_order_size;
       readonly DelegateProperty<double> _row_height;
+      Func<double> _get_order_entry_panel_width, _get_zoom_factor;
       LadderSettings _current;
       LadderColumnSettingsVM
          _orders = new OrdersColumnSettingsVM(),
@@ -32,14 +33,35 @@ namespace mbts.spark {
          _session_low_mkt_line = new LadderMarketBreakLineVM("Session Low", 2, 1),
          _session_high_mkt_line = new LadderMarketBreakLineVM("Session High", 2, 1, false),
          _session_range_fill = new LadderMarketBreakLineVM("Session Range", 0, 0, false);
+      OrderEntryPanelItemVisibilityVM
+         _zoom_slider_visbility = new OrderEntryPanelItemVisibilityVM("Zoom Slider"),
+         _day_visibility = new OrderEntryPanelItemVisibilityVM("Day Change"),
+         _high_visibility = new OrderEntryPanelItemVisibilityVM("High"),
+         _low_visibility = new OrderEntryPanelItemVisibilityVM("Low"),
+         _open_visibility = new OrderEntryPanelItemVisibilityVM("Open"),
+         _settle_visibility = new OrderEntryPanelItemVisibilityVM("Settle"),
+         _volume_visibility = new OrderEntryPanelItemVisibilityVM("Volume"),
+         _account_visibility = new OrderEntryPanelItemVisibilityVM("Account"),
+         _tif_visibility = new OrderEntryPanelItemVisibilityVM("Time In Force"),
+         _order_type_visibility = new OrderEntryPanelItemVisibilityVM("Order Type"),
+         _account_position_visibility = new OrderEntryPanelItemVisibilityVM("Account Position"),
+         _size_preset_visibility = new OrderEntryPanelItemVisibilityVM("Size Presets"),
+         _auto_clear_visibility = new OrderEntryPanelItemVisibilityVM("Auto Clear"),
+         _clear_visibility = new OrderEntryPanelItemVisibilityVM("Clear"),
+         _cancel_buys_visibility = new OrderEntryPanelItemVisibilityVM("Cancel Buys"),
+         _cancel_sells_visibility = new OrderEntryPanelItemVisibilityVM("Cancel Sells"),
+         _cancel_all_visibility = new OrderEntryPanelItemVisibilityVM("Cancel All");
 
-      public LadderSettingsVM(bool is_synthetic) {
+      public LadderSettingsVM(bool is_synthetic, Func<double> get_left_panel_width, Func<double> get_zoom_factor) {
          this.is_synthetic = is_synthetic;
          size_presets = new ObservableEditableCollection<IMutableValueWrapperVM<uint>>(_create_size_preset_vm);
          size_presets.CollectionChanged += (s, e) => RaisePropertyChanged(nameof(size_presets_text));
          _badge_style = backing<LadderSettings.BadgeStyle>(nameof(badge_style));
          _badge_style.Changed += _badge_style_Changed;
          _alternate_order_size = backing<uint>(nameof(alternate_order_size));
+         _get_order_entry_panel_width = get_left_panel_width;
+         _get_zoom_factor = get_zoom_factor;
+         // be sure to initialize backings before this measure_row_height call
          _row_height = backing(nameof(row_height), () => LadderRender.measure_row_height(get_result()));
          _orders.font_size_changed += on_font_size_changed;
          _bid.font_size_changed += on_font_size_changed;
@@ -108,6 +130,28 @@ namespace mbts.spark {
          }
       }
 
+      public IEnumerable<OrderEntryPanelItemVisibilityVM> order_entry_panel_items {
+         get {
+            yield return _zoom_slider_visbility;
+            yield return _day_visibility;
+            yield return _high_visibility;
+            yield return _low_visibility;
+            yield return _open_visibility;
+            yield return _settle_visibility;
+            yield return _volume_visibility;
+            yield return _account_visibility;
+            yield return _tif_visibility;
+            yield return _order_type_visibility;
+            yield return _account_position_visibility;
+            yield return _size_preset_visibility;
+            yield return _clear_visibility;
+            yield return _auto_clear_visibility;
+            yield return _cancel_buys_visibility;
+            yield return _cancel_sells_visibility;
+            yield return _cancel_all_visibility;
+         }
+      }
+
       public string key => GridOrLadderSettingsSelectorKeys.Ladder;
 
       public void load(LadderSettings settings) {
@@ -128,6 +172,27 @@ namespace mbts.spark {
          _session_low_mkt_line.assign_from(_current.session_low_line);
          _session_high_mkt_line.assign_from(_current.session_high_line);
          _session_range_fill.assign_from(_current.session_range_fill);
+         _zoom_slider_visbility.show = settings.zoom_slider_visible;
+         _day_visibility.show = settings.day_visible;
+         _high_visibility.show = settings.high_visible;
+         _low_visibility.show = settings.low_visible;
+         _open_visibility.show = settings.open_visible;
+         _settle_visibility.show = settings.settle_visible;
+         _volume_visibility.show = settings.volume_visible;
+         _account_visibility.show = settings.account_visible;
+         _tif_visibility.show = settings.tif_visible;
+         _order_type_visibility.show = settings.order_type_visible;
+         _account_position_visibility.show = settings.account_position_visible;
+         _size_preset_visibility.show = settings.size_presets_visible;
+         _clear_visibility.show = settings.clear_visible;
+         _auto_clear_visibility.show = settings.auto_clear_visible;
+         _cancel_buys_visibility.show = settings.cancel_buys_visible;
+         _cancel_sells_visibility.show = settings.cancel_sells_visible;
+         _cancel_all_visibility.show = settings.cancel_all_visible;
+         // do not read the order entry panel width here from settings
+         // because it could have changed from the UI
+         // there might be a better way of doing this, like how
+         // does the widths of the ladder grid column pull this off?
       }
 
       public LadderSettings get_result() {
@@ -149,6 +214,25 @@ namespace mbts.spark {
          clone.session_high_line = _session_high_mkt_line.get_settings();
          clone.session_range_fill = _session_range_fill.get_settings();
          clone.row_height = LadderRender.measure_row_height(clone);
+         clone.day_visible = _day_visibility.show;
+         clone.high_visible = _high_visibility.show;
+         clone.low_visible = _low_visibility.show;
+         clone.open_visible = _open_visibility.show;
+         clone.settle_visible = _settle_visibility.show;
+         clone.volume_visible = _volume_visibility.show;
+         clone.account_visible = _account_visibility.show;
+         clone.tif_visible = _tif_visibility.show;
+         clone.order_type_visible = _order_type_visibility.show;
+         clone.account_position_visible = _account_position_visibility.show;
+         clone.size_presets_visible = _size_preset_visibility.show;
+         clone.auto_clear_visible = _auto_clear_visibility.show;
+         clone.clear_visible = _clear_visibility.show;
+         clone.cancel_buys_visible = _cancel_buys_visibility.show;
+         clone.cancel_sells_visible = _cancel_sells_visibility.show;
+         clone.cancel_all_visible = _cancel_all_visibility.show;
+         clone.order_entry_panel_initial_width = _get_order_entry_panel_width();
+         clone.zoom_slider_visible = _zoom_slider_visbility.show;
+         clone.zoom_factor = _get_zoom_factor();
          return clone;
       }
 
@@ -276,6 +360,19 @@ namespace mbts.spark {
             };
       }
 
+      public class OrderEntryPanelItemVisibilityVM : ViewModelBase {
+         readonly Property<bool> _show;
+
+         public OrderEntryPanelItemVisibilityVM(string name) {
+            this.name = name;
+            _show = backing(nameof(show), true);
+         }
+
+         public string name { get; }
+         public bool show { get => _show.Value; set => _show.Value = value; }
+
+      }
+
       public class VolumeColumnVM : ViewModelBase {
          readonly DelegateProperty<bool> _any_visible;
          public VolumeColumnVM() {

src/client/spark/view/Spark/Ladder/LadderSettingsView.xaml

@@ -140,6 +140,7 @@
           <Setter Property="VerticalContentAlignment" Value="Top"/>
         </Style>
       </TabControl.ItemContainerStyle>
+      <!-- Fonts and Colors Tab -->
       <TabItem Header="Fonts and Colors" VerticalAlignment="Stretch">
         <Grid>
           <Grid.RowDefinitions>
@@ -232,6 +233,7 @@
           </WrapPanel>
         </Grid>
       </TabItem>
+      <!-- Market Break Lines Tab -->
       <TabItem Header="Market Break Lines" VerticalAlignment="Stretch">
         <Grid>
           <Grid.RowDefinitions>
@@ -350,6 +352,7 @@
           </ItemsControl>
         </Grid>
       </TabItem>
+      <!-- Market Size Tab -->
       <TabItem Header="Market Size Display">
         <Grid DataContext="{Binding size_display}">
           <Grid.RowDefinitions>
@@ -440,6 +443,7 @@
           </GroupBox>
         </Grid>
       </TabItem>
+      <!-- Volume Display Tab -->
       <TabItem Header="Volume Display" VerticalAlignment="Stretch" Visibility="{Binding is_synthetic, Converter={StaticResource FalseVisibilityConverter}}">
         <Grid>
           <Grid.RowDefinitions>
@@ -557,6 +561,7 @@
           </WrapPanel>
         </Grid>
       </TabItem>
+      <!-- Size Presets Tab-->
       <TabItem Header="Size Presets" VerticalAlignment="Stretch">
         <Grid HorizontalAlignment="Left">
           <Grid.RowDefinitions>
@@ -592,6 +597,63 @@
           </Button>
         </Grid>
       </TabItem>
+      <!-- Order Entry Panel Item Control Visbility -->
+      <TabItem Header="Left Panel" VerticalAlignment="Stretch">
+        <Grid HorizontalAlignment="Left" Grid.IsSharedSizeScope="True">
+          <Grid.RowDefinitions>
+            <RowDefinition Height="*"/>
+            <RowDefinition Height="{Binding Source={StaticResource VerticalPush}}"/>
+            <RowDefinition Height="Auto"/>
+          </Grid.RowDefinitions>
+          <ItemsControl Grid.Row="0" ItemsSource="{Binding order_entry_panel_items}" Grid.IsSharedSizeScope="True">
+            <ItemsControl.ItemsPanel>
+              <ItemsPanelTemplate>
+                <UniformGrid Columns="2" Focusable="False"/>
+              </ItemsPanelTemplate>
+            </ItemsControl.ItemsPanel>
+            <ItemsControl.ItemTemplate>
+              <DataTemplate>
+                <Grid>
+                  <Grid.ColumnDefinitions>
+                    <ColumnDefinition Width="Auto" SharedSizeGroup="A" />
+                  </Grid.ColumnDefinitions>
+                  <Border Margin="0,5,5,0">
+                    <CheckBox Content="{Binding name}" FlowDirection="RightToLeft" IsChecked="{Binding show}">
+                      <CheckBox.Resources>
+                        <Style TargetType="{x:Type Path}">
+                          <Setter Property="FlowDirection" Value="LeftToRight" />
+                        </Style>
+                      </CheckBox.Resources>
+                    </CheckBox>
+                  </Border>
+                </Grid>
+              </DataTemplate>
+            </ItemsControl.ItemTemplate>
+          </ItemsControl>
+          <!--
+          <ItemsControl ItemsSource="{Binding order_entry_panel_items}">
+            <ItemsControl.ItemsPanel>
+              <ItemsPanelTemplate>
+                <UniformGrid Columns="2" Focusable="False"/>
+              </ItemsPanelTemplate>
+            </ItemsControl.ItemsPanel>
+            <ItemsControl.ItemTemplate>
+              <DataTemplate>
+                <Grid>
+                  <Grid.ColumnDefinitions>
+                    <ColumnDefinition Width="Auto"/>
+                    <ColumnDefinition Width="52"/>
+                  </Grid.ColumnDefinitions>
+                  <TextBlock Grid.Column="0" VerticalAlignment="Center" Text="{Binding name}"/>
+                  <CheckBox Grid.Column="1" HorizontalAlignment="Center" VerticalAlignment="Center" IsChecked="{Binding show}"/>
+                </Grid>
+              </DataTemplate>
+            </ItemsControl.ItemTemplate>
+          </ItemsControl>
+          -->
+        </Grid>
+      </TabItem>
+
     </TabControl>
   </Grid>
 </UserControl>

src/client/spark/view/Spark/Ladder/LadderVM.cs

@@ -20,18 +20,24 @@ using System.Windows.Media;
 
 namespace mbts.spark {
    class LadderVM : DisposableViewModelBase, IWillLetYouKnowWhenIDispose, IKeyListener {
+      static readonly Brush _transparent_status_brush = BTSColors.UI.transparent;
+
       readonly IBus _bus;
       readonly LadderModel _model;
-      readonly Property<double> _high, _low, _change, _open, _settlement, _position;
+      readonly Property<double> _high, _low, _change, _open, _settlement, _position, _left_panel_width, _zoom_factor;
+      //readonly Property<double> _window_width, _window_height;
+      readonly Property<uint> _orders_column_width, _bid_column_width, _price_column_width, _ask_column_width, _last_column_width, _volume_column_width;
       readonly Property<ulong> _volume;
-      readonly Property<bool> _auto_clear;
+      readonly Property<bool> _auto_clear, _show_day, _show_high, _show_low, _show_open, _show_settle, _show_volume, _show_account,
+         _show_tif, _show_order_type, _show_account_position, _show_size_preset, _show_auto_clear, _show_clear, _show_cancel_buys,
+         _show_cancel_sells, _show_cancel_all, _show_zoom;
       readonly Property<Brush> _bid_background, _bid_foreground, _ask_background, _ask_foreground;
       IWindowSettingsManager<LadderSettings> _settings_manager;
       ulong _misc_time = 0;
       IEqualityComparer<double> _equality;
       Dictionary<double, LadderOrderVM> _slot_price_vs_orders;
 
-      public LadderVM(IBus bus, LadderModel model, IWindowSettingsManager<LadderSettings> settings_manager) {
+      public LadderVM(IBus bus, LadderModel model, IWindowSettingsManager<LadderSettings> settings_manager, LadderSettings init) {
          _bus = bus;
          _model = model;
          _equality = TickUtils.tick_equality_comparer(_model.security.ContractSpec);
@@ -44,13 +50,23 @@ namespace mbts.spark {
          _change = backing(nameof(change), double.NaN);
          _open = backing(nameof(open), double.NaN);
          _settlement = backing(nameof(settlement), double.NaN);
+         // init window-specific settings: these properties should not observe settings updates; they are independent from the settings dialog, so it doesn't make sense that the settings dialog should cause them to change.
+         var ws = init.get_window_specifics();
+         _orders_column_width = backing(nameof(orders_column_width), ws.orders_column_width);
+         _bid_column_width = backing(nameof(bid_column_width), ws.bid_column_width);
+         _price_column_width = backing(nameof(price_column_width), ws.price_column_width);
+         _ask_column_width = backing(nameof(ask_column_width), ws.ask_column_width);
+         _last_column_width = backing(nameof(last_column_width), ws.last_column_width);
+         _volume_column_width = backing(nameof(volume_column_width), ws.volume_column_width);
+         _left_panel_width = backing(nameof(left_panel_width), ws.order_entry_panel_width);
+         _zoom_factor = backing(nameof(zoom_factor), ws.zoom_factor);
          // remember: account_positions needs to subscribe to selected_account; both the sub and account_positions need to be disposed
          var account_positions = new KeyDrivenObservableSeries<string, double>(a => _model.order_gateway.security_total_position(security.Id, a));
          _position = backing(nameof(position), account_positions.OnDispatcher());
          _volume = backing(nameof(volume), 0ul);
          _auto_clear = backing(nameof(auto_clear), false);
          _status = backing(nameof(status_message), "");
-         _status_brush = backing(nameof(status_background), (Brush)BTSColors.UI.spark_menu_background);
+         _status_brush = backing(nameof(status_background), _transparent_status_brush);
          // brush props
          _bid_background = brush_prop(nameof(bid_background), s => s.bid_column.background.rgb_brush());
          _bid_foreground = brush_prop(nameof(bid_foreground), s => s.bid_column.foreground.rgb_brush());
@@ -58,7 +74,31 @@ namespace mbts.spark {
          _ask_foreground = brush_prop(nameof(ask_foreground), s => s.ask_column.foreground.rgb_brush());
          Property<Brush> brush_prop(string name, Func<LadderSettings, Brush> get_brush) =>
             backing(name, settings_manager.subscribe_current().OnDispatcher(), get_brush);
+         // bool visibility props
+         _show_day = bool_prop(nameof(show_day), s => s.day_visible);
+         _show_high = bool_prop(nameof(show_high), s => s.high_visible);
+         _show_low = bool_prop(nameof(show_low), s => s.low_visible);
+         _show_open = bool_prop(nameof(show_open), s => s.open_visible);
+         _show_settle = bool_prop(nameof(show_settle), s => s.settle_visible);
+         _show_volume = bool_prop(nameof(show_volume), s => s.volume_visible);
+         _show_account = bool_prop(nameof(show_account), s => s.account_visible);
+         _show_tif = bool_prop(nameof(show_tif), s => s.tif_visible);
+         _show_order_type = bool_prop(nameof(show_order_type), s => s.order_type_visible);
+         _show_account_position = bool_prop(nameof(show_account_position), s => s.account_position_visible);
+         _show_size_preset = bool_prop(nameof(show_size_preset), s => s.size_presets_visible);
+         _show_auto_clear = bool_prop(nameof(show_auto_clear), s => s.auto_clear_visible);
+         _show_clear = bool_prop(nameof(show_clear), s => s.clear_visible);
+         _show_cancel_buys = bool_prop(nameof(show_cancel_buys), s => s.cancel_buys_visible);
+         _show_cancel_sells = bool_prop(nameof(show_cancel_sells), s => s.cancel_sells_visible);
+         _show_cancel_all = bool_prop(nameof(show_cancel_all), s => s.cancel_all_visible);
+         _show_zoom = bool_prop(nameof(show_zoom), s => s.zoom_slider_visible);
+
+         Property<bool> bool_prop(string name, Func<LadderSettings, bool> get_bool) =>
+            backing(name, settings_manager.subscribe_current().OnDispatcher(), get_bool);
+
          //
+         //_window_height = backing(nameof(window_height), settings_manager.subscribe_current().OnDispatcher().Select(s => s.zoom_factor), (scale) => scale * 600);
+         //_window_width = backing(nameof(window_width), settings_manager.subscribe_current().OnDispatcher().Select(s => s.zoom_factor), (scale) => scale * 420);
          position_click_command = new DelegateCommand(() => size_calculator.value = DoubleHelper.safe_convert_to_uint(Math.Abs(position)));
          send_order_command = new DelegateCommand<(double price, Side? side, bool size_from_alternate)>(send_order);
          cancel_command = new AsyncCommand<LadderModel.CancelType>(_model.cancel_orders, true);
@@ -67,11 +107,11 @@ namespace mbts.spark {
          settings_command = new DialogCommand(() => {
          var vm = new WindowSettingsDialogVM<LadderSettings, LadderSettingsVM>(
                settings_manager, s => s.ladder, UserSettings.FileExtensions.LADDER,
-               s => {
-                  var svm = new LadderSettingsVM(security.ContractCase == Security.ContractOneofCase.Synthetic);
+               s => { 
+                  var svm = new LadderSettingsVM(security.ContractCase == Security.ContractOneofCase.Synthetic, () => left_panel_width, () => zoom_factor);
                   svm.load(s);
                   return svm;
-               });
+               }, s => s.with_window_specifics(get_save_state().get_window_specifics()));
             var dialog = new ui.spark.SimpleGridSettingsDialog {
                DataContext = vm,
                Title = $"Ladder Settings - '{security}'"
@@ -202,7 +242,7 @@ namespace mbts.spark {
             await Task.Delay(TimeSpan.FromSeconds(5));
             if (_status.Value == a.message) {
                _status.set("");
-               _status_brush.set(BTSColors.UI.spark_menu_background);
+               _status_brush.set(_transparent_status_brush);
             }
          }
       }
@@ -233,16 +273,41 @@ namespace mbts.spark {
       public Brush ask_background => _ask_background.Value;
       public Brush ask_foreground => _ask_foreground.Value;
       public DialogCommand settings_command { get; }
+      public bool show_day { get => _show_day.Value; set => _show_day.set(value); }
+      public bool show_high { get => _show_high.Value; set => _show_high.set(value); }
+      public bool show_low { get => _show_low.Value; set => _show_low.set(value); }
+      public bool show_open { get => _show_open.Value; set => _show_open.set(value); }
+      public bool show_settle { get => _show_settle.Value; set => _show_settle.set(value); }
+      public bool show_volume { get => _show_volume.Value; set => _show_volume.set(value); }
+      public bool show_account { get => _show_account.Value; set => _show_account.set(value); }
+      public bool show_tif { get => _show_tif.Value; set => _show_tif.set(value); }
+      public bool show_order_type { get => _show_order_type.Value; set => _show_order_type.set(value); }
+      public bool show_account_position { get => _show_account_position.Value; set => _show_account_position.set(value); }
+      public bool show_size_preset { get => _show_size_preset.Value; set => _show_size_preset.set(value); }
+      public bool show_auto_clear { get => _show_auto_clear.Value; set => _show_auto_clear.set(value); }
+      public bool show_clear { get => _show_clear.Value; set => _show_clear.set(value); }
+      public bool show_cancel_buys { get => _show_cancel_buys.Value; set => _show_cancel_buys.set(value); }
+      public bool show_cancel_sells { get => _show_cancel_sells.Value; set => _show_cancel_sells.set(value); }
+      public bool show_cancel_all { get => _show_cancel_all.Value; set => _show_cancel_all.set(value); }
+      public bool show_zoom { get => _show_zoom.Value; set => _show_zoom.set(value); }
+      public double left_panel_width { get => _left_panel_width.Value; set => _left_panel_width.set(value); }
+      public double zoom_factor { get => _zoom_factor.Value; set => _zoom_factor.set(value); }
+      //public double window_height { get => _window_height.Value; set => _window_height.set(value); }
+      //public double window_width { get => _window_width.Value; set => _window_width.set(value); }
+      public uint orders_column_width { get => _orders_column_width.Value; set => _orders_column_width.set(value); }
+      public uint bid_column_width { get => _bid_column_width.Value; set => _bid_column_width.set(value); }
+      public uint price_column_width { get => _price_column_width.Value; set => _price_column_width.set(value); }
+      public uint ask_column_width { get => _ask_column_width.Value; set => _ask_column_width.set(value); }
+      public uint last_column_width { get => _last_column_width.Value; set => _last_column_width.set(value); }
+      public uint volume_column_width { get => _volume_column_width.Value; set => _volume_column_width.set(value); }
       internal LadderModel model => _model;
       internal IObservable<LadderSettings> settings => _settings_manager.subscribe_current();
 
       public LadderSettings get_save_state() {
-         // TODO: save an actual OrderDefinition to preserve order params.
-         if (_settings_manager.instance_settings == null)
-            return null;
-         var settings_clone = SparkUtils.clone_proto(_settings_manager.instance_settings);
-         settings_clone.default_order_type = order_properties_vm.selected_order_type?.order_type ?? settings_clone.default_order_type;
-         return settings_clone;
+         var state = _settings_manager.current_settings();
+         state = state.with_window_specifics(new LadderSettings.WindowSpecifics(left_panel_width, orders_column_width, bid_column_width, price_column_width, ask_column_width, last_column_width, volume_column_width, zoom_factor));
+         state.use_defaults = _settings_manager.instance_settings == null;
+         return state;
       }
 
       public void key_down(KeyEventArgs e) {
@@ -299,6 +364,7 @@ namespace mbts.spark {
                _change.set(mid - md.settlement_price);
             }
             _volume.set(volume);
+            _misc_time = _model.md.misc_timestamp;
          }
       }
 

src/client/spark/view/Spark/Ladder/LadderView.xaml

@@ -1,16 +1,20 @@
-<UserControl x:Class="mbts.spark.LadderView"
-             xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
-             xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
-             xmlns:mbts="clr-namespace:mbts.ui"
-             xmlns:controls="clr-namespace:mbts.ui.controls"
-             xmlns:spark="clr-namespace:mbts.spark"
-             xmlns:uag="clr-namespace:mbts.ui.spark.algo"
-             xmlns:converters="clr-namespace:mbts.ui.converters"
-             xmlns:txt="clr-namespace:mbts.ui.utility.text"
-             Height="600"
-             Width="420"
-             Background="{x:Static mbts:BTSColors.common_background_brush}"
-             TextElement.FontSize="{x:Static mbts:FontSizes.Small}">
+<UserControl
+  x:Class="mbts.spark.LadderView"
+  x:ClassModifier="internal"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:mbts="clr-namespace:mbts.ui"
+  xmlns:controls="clr-namespace:mbts.ui.controls"
+  xmlns:spark="clr-namespace:mbts.spark"
+  xmlns:uag="clr-namespace:mbts.ui.spark.algo"
+  xmlns:converters="clr-namespace:mbts.ui.converters"
+  xmlns:txt="clr-namespace:mbts.ui.utility.text"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  Height="600"
+  Width="420"
+  Background="{x:Static mbts:BTSColors.common_background_brush}"
+  TextElement.FontSize="{x:Static mbts:FontSizes.Small}"
+>
   <UserControl.Resources>
     <ResourceDictionary>
       <ResourceDictionary.MergedDictionaries>
@@ -27,6 +31,13 @@
       </converters:BooleanToObjectConverter>
       <converters:EnumCharacterCasingConverter x:Key="casing_converter"/>
       <converters:DoubleTextConverter x:Key="PositionTextConverter" Format="0" NaNText="-"/>
+      <converters:GridLengthConverter x:Key="GridLengthPixelConverter" UnitType="Pixel" />
+      <converters:ResponsiveTextConverter x:Key="DayTextConverter" LongText="Day:" ShortText="D:" Threshold="99" />
+      <converters:ResponsiveTextConverter x:Key="HighTextConverter" LongText="High:" ShortText="H:" Threshold="99"  />
+      <converters:ResponsiveTextConverter x:Key="LowTextConverter" LongText="Low:" ShortText="L:" Threshold="99" />
+      <converters:ResponsiveTextConverter x:Key="OpenTextConverter" LongText="Open:" ShortText="O:" Threshold="99" />
+      <converters:ResponsiveTextConverter x:Key="SettleTextConverter" LongText="Settle:" ShortText="S:" Threshold="99" />
+      <converters:ResponsiveTextConverter x:Key="VolumeTextConverter" LongText="Volume:" ShortText="V:" Threshold="99" />
       <Style TargetType="GridViewColumnHeader">
         <Setter Property="Background" Value="{mbts:BTSColor header}"/>
         <Setter Property="Foreground" Value="{mbts:BTSColor header_text}"/>
@@ -34,6 +45,7 @@
         <Setter Property="BorderThickness" Value="0,0,1,0"/>
         <Setter Property="HorizontalContentAlignment" Value="Center" />
         <Setter Property="Height" Value="23" />
+        <Setter Property="MinWidth" Value="30" />
         <Setter Property="Template">
           <Setter.Value>
             <ControlTemplate TargetType="{x:Type GridViewColumnHeader}">
@@ -57,8 +69,8 @@
                     </Border>
                   </Grid>
                 </Border>
-                <Canvas>
-                  <Thumb x:Name="PART_HeaderGripper">
+                <Canvas MinWidth="{Binding RelativeSource={RelativeSource TemplatedParent}, Path=MinWidth, Mode=OneTime}">
+                  <Thumb x:Name="PART_HeaderGripper" DragDelta="Thumb_DragDelta">
                     <Thumb.Style>
                       <Style TargetType="{x:Type Thumb}">
                         <Setter Property="Canvas.Right" Value="-9"/>
@@ -123,7 +135,7 @@
       <Style x:Key="LadderMenuButton" TargetType="Button">
         <Setter Property="BorderThickness" Value="1"/>
         <Setter Property="HorizontalAlignment" Value="Stretch"/>
-        <Setter Property="Margin" Value="5,0,5,5"/>
+        <Setter Property="Margin" Value="2,0,2,5"/>
         <Setter Property="Padding" Value="2"/>
       </Style>
       <Style x:Key="CancelBuys" TargetType="Button" BasedOn="{StaticResource LadderMenuButton}">
@@ -244,8 +256,7 @@
                 Background="{mbts:BTSColor UI.Button.normal_background}"
                 Padding="{TemplateBinding Padding}"
                 SnapsToDevicePixels="True"
-                VerticalAlignment="Bottom"
-                Margin="0,0,0,12">
+                Margin="2,0,2,10">
                 <ContentPresenter 
                   HorizontalAlignment="Center"
                   VerticalAlignment="Center"
@@ -263,108 +274,166 @@
           </Setter.Value>
         </Setter>
       </Style>
+      <sys:Double x:Key="MaxZoomFactor">1.5</sys:Double>
+      <sys:Double x:Key="MinZoomFactor">0.5</sys:Double>
     </ResourceDictionary>
   </UserControl.Resources>
   <AdornerDecorator>
     <Grid x:Name="_root">
-    <Grid.ColumnDefinitions>
-      <ColumnDefinition Width="112"/>
-      <ColumnDefinition Width="2"/>
-      <ColumnDefinition/>
-    </Grid.ColumnDefinitions>
-    <Grid.RowDefinitions>
-      <RowDefinition Height="Auto" />
-      <RowDefinition Height="*" />
-    </Grid.RowDefinitions>
-    <Grid RowSpan="2" Background="{mbts:BTSColor UI.spark_menu_background}">
+      <Grid.LayoutTransform>
+        <ScaleTransform CenterX="0" CenterY="0"
+            ScaleX="{Binding ElementName=_ui_scaler, Path=Value}"
+            ScaleY="{Binding ElementName=_ui_scaler, Path=Value}"
+        />
+      </Grid.LayoutTransform>
+      <Grid.ColumnDefinitions>
+        <ColumnDefinition Width="{Binding left_panel_width, Mode=TwoWay, Converter={StaticResource GridLengthPixelConverter}}" 
+                          MinWidth="60" MaxWidth="150"/>
+        <ColumnDefinition/>
+      </Grid.ColumnDefinitions>
       <Grid.RowDefinitions>
-        <RowDefinition Height="Auto"/>
-        <RowDefinition/>
+        <RowDefinition Height="Auto" />
+        <RowDefinition Height="*" />
       </Grid.RowDefinitions>
-      <StackPanel Margin="5,0">
-        <StackPanel.Resources>
-          <Style TargetType="Button" BasedOn="{StaticResource {x:Type Button}}">
-            <Setter Property="HorizontalAlignment" Value="Stretch" />
-          </Style>
-        </StackPanel.Resources>
-        <Grid Margin="8,4,0,0">
+      <ScrollViewer Grid.Row="0" Grid.RowSpan="2" VerticalScrollBarVisibility="Hidden">
+        <Grid RowSpan="2" Background="{mbts:BTSColor UI.spark_menu_background}">
           <Grid.RowDefinitions>
-            <RowDefinition Height="Auto"/>
-            <RowDefinition Height="4"/>
-            <RowDefinition Height="Auto"/>
-            <RowDefinition Height="4"/>
-            <RowDefinition Height="Auto"/>
-            <RowDefinition Height="4"/>
-            <RowDefinition Height="Auto"/>
-            <RowDefinition Height="4"/>
-            <RowDefinition Height="Auto"/>
-            <RowDefinition Height="4"/>
-            <RowDefinition Height="Auto"/>
-            <RowDefinition Height="Auto"/>
+            <RowDefinition Height="*"/>
+            <RowDefinition/>
           </Grid.RowDefinitions>
-          <Grid.ColumnDefinitions>
-            <ColumnDefinition Width="Auto"/>
-            <ColumnDefinition Width="6"/>
-            <ColumnDefinition Width="Auto"/>
-          </Grid.ColumnDefinitions>
-          <TextBlock Grid.Column="0" Grid.Row="0" Text="Day"/>
-          <TextBlock Grid.Column="0" Grid.Row="2" Text="High"/>
-          <TextBlock Grid.Column="0" Grid.Row="4" Text="Low"/>
-          <TextBlock Grid.Column="0" Grid.Row="6" Text="Open"/>
-          <TextBlock Grid.Column="0" Grid.Row="8" Text="Settle"/>
-          <TextBlock Grid.Column="0" Grid.Row="10" Text="Volume"/>
-
-          <TextBlock Grid.Column="2" Grid.Row="0" Foreground="{Binding change, Converter={StaticResource NumericSignBrushConverter}}" FontWeight="Bold">
-            <TextBlock.Text>
-              <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
-                <Binding Path="change"/>
-                <Binding Path="security.ContractSpec"/>
-              </MultiBinding>
-            </TextBlock.Text>
-          </TextBlock>
-          <TextBlock Grid.Column="2" Grid.Row="2" Foreground="{mbts:BTSColor UI.default_text}" FontWeight="Bold">
-            <TextBlock.Text>
-              <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
-                <Binding Path="high"/>
-                <Binding Path="security.ContractSpec"/>
-              </MultiBinding>
-            </TextBlock.Text>
-          </TextBlock>
-          <TextBlock Grid.Column="2" Grid.Row="4" Foreground="{mbts:BTSColor UI.default_text}" FontWeight="Bold">
-            <TextBlock.Text>
-              <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
-                <Binding Path="low"/>
-                <Binding Path="security.ContractSpec"/>
-              </MultiBinding>
-            </TextBlock.Text>
-          </TextBlock>
-          <TextBlock Grid.Column="2" Grid.Row="6" FontWeight="Bold">
-            <TextBlock.Text>
-              <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
-                <Binding Path="open"/>
-                <Binding Path="security.ContractSpec"/>
-              </MultiBinding>
-            </TextBlock.Text>
-          </TextBlock>
-          <TextBlock Grid.Column="2" Grid.Row="8" FontWeight="Bold">
-            <TextBlock.Text>
-              <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
-                <Binding Path="settlement"/>
-                <Binding Path="security.ContractSpec"/>
-              </MultiBinding>
-            </TextBlock.Text>
-          </TextBlock>
-          <TextBlock Grid.Column="2" Grid.Row="10" Text="{Binding volume, Mode=OneWay}" FontWeight="Bold" />
-        </Grid>
-        <ComboBox DataContext="{Binding order_properties_vm}" Margin="2,10,2,2" ItemsSource="{Binding accounts}" SelectedItem="{Binding selected_account}"/>
-        <ComboBox DataContext="{Binding order_properties_vm}" ItemsSource="{Binding time_in_forces}" SelectedItem="{Binding selected_time_in_force}" Margin="2">
-          <ComboBox.ItemTemplate>
-            <DataTemplate>
-                <TextBlock Text="{Binding Converter={StaticResource casing_converter}, ConverterParameter=Upper}" />
-              </DataTemplate>           
-          </ComboBox.ItemTemplate>
-        </ComboBox>
-        <uag:OrderDetailsPopupControl
+          <StackPanel Margin="2,0,5,0">
+            <StackPanel.Resources>
+              <Style TargetType="Button" BasedOn="{StaticResource {x:Type Button}}">
+                <Setter Property="HorizontalAlignment" Value="Stretch" />
+              </Style>
+            </StackPanel.Resources>
+            <StackPanel x:Name="_slider_stack_panel" Margin="5,5,5,0">
+              <Slider x:Name="_ui_scaler" Value="{Binding zoom_factor}" 
+                      Minimum="{StaticResource MinZoomFactor}"
+                      Maximum="{StaticResource MaxZoomFactor}"
+                      Width="{Binding Path=ActualWidth, ElementName=_slider_stack_panel}"
+                      Visibility="{Binding show_zoom, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+            </StackPanel>
+            <Grid Margin="2,4,2,0">
+              <Grid.RowDefinitions>
+                <RowDefinition Height="Auto"/>
+                <RowDefinition Height="Auto"/>
+                <RowDefinition Height="Auto"/>
+                <RowDefinition Height="Auto"/>
+                <RowDefinition Height="Auto"/>
+                <RowDefinition Height="Auto"/>
+                <RowDefinition Height="Auto"/>
+              </Grid.RowDefinitions>
+              <Grid.ColumnDefinitions>
+                <ColumnDefinition Width="Auto"/>
+                <ColumnDefinition Width="6"/>
+                <ColumnDefinition Width="Auto"/>
+              </Grid.ColumnDefinitions>
+              <!-- Day -->
+              <TextBlock Grid.Column="0" Grid.Row="0"
+                     Text="{Binding left_panel_width, Converter={StaticResource DayTextConverter}}"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_day, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+              <TextBlock Grid.Column="2" Grid.Row="0" FontWeight="Bold"
+                     Margin="0,0,0,4"
+                     Foreground="{Binding change, Converter={StaticResource NumericSignBrushConverter}}" 
+                     Visibility="{Binding show_day, Converter={StaticResource BooleanToVisibilityConverter}}">
+                <TextBlock.Text>
+                  <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                    <Binding Path="change"/>
+                    <Binding Path="security.ContractSpec"/>
+                  </MultiBinding>
+                </TextBlock.Text>
+              </TextBlock>
+              <!-- High -->
+              <TextBlock Grid.Column="0" Grid.Row="1"
+                     Text="{Binding left_panel_width, Converter={StaticResource HighTextConverter}}"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_high, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+              <TextBlock Grid.Column="2" Grid.Row="1" Foreground="{mbts:BTSColor UI.default_text}" FontWeight="Bold"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_high, Converter={StaticResource BooleanToVisibilityConverter}}">
+                <TextBlock.Text>
+                  <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                    <Binding Path="high"/>
+                    <Binding Path="security.ContractSpec"/>
+                  </MultiBinding>
+                </TextBlock.Text>
+              </TextBlock>
+              <!-- Low -->
+              <TextBlock Grid.Column="0" Grid.Row="2"
+                     Text="{Binding left_panel_width, Converter={StaticResource LowTextConverter}}"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_low, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+              <TextBlock Grid.Column="2" Grid.Row="2" Foreground="{mbts:BTSColor UI.default_text}" FontWeight="Bold"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_low, Converter={StaticResource BooleanToVisibilityConverter}}">
+                <TextBlock.Text>
+                  <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                    <Binding Path="low"/>
+                    <Binding Path="security.ContractSpec"/>
+                  </MultiBinding>
+                </TextBlock.Text>
+              </TextBlock>
+              <!-- Open -->
+              <TextBlock Grid.Column="0" Grid.Row="3"
+                     Text="{Binding left_panel_width, Converter={StaticResource OpenTextConverter}}"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_open, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+              <TextBlock Grid.Column="2" Grid.Row="3" FontWeight="Bold"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_open, Converter={StaticResource BooleanToVisibilityConverter}}">
+                <TextBlock.Text>
+                  <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                    <Binding Path="open"/>
+                    <Binding Path="security.ContractSpec"/>
+                  </MultiBinding>
+                </TextBlock.Text>
+              </TextBlock>
+              <!-- Settle -->
+              <TextBlock Grid.Column="0" Grid.Row="4"
+                     Text="{Binding left_panel_width, Converter={StaticResource SettleTextConverter}}"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_settle, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+              <TextBlock Grid.Column="2" Grid.Row="4" FontWeight="Bold"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_settle, Converter={StaticResource BooleanToVisibilityConverter}}">
+                <TextBlock.Text>
+                  <MultiBinding Converter="{StaticResource TickDisplayConverter}" Mode="OneWay">
+                    <Binding Path="settlement"/>
+                    <Binding Path="security.ContractSpec"/>
+                  </MultiBinding>
+                </TextBlock.Text>
+              </TextBlock>
+              <!-- Volume -->
+              <TextBlock Grid.Column="0" Grid.Row="5"
+                     Text="{Binding left_panel_width, Converter={StaticResource VolumeTextConverter}}"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_volume, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+              <TextBlock Grid.Column="2" Grid.Row="5" Text="{Binding volume, Mode=OneWay}" FontWeight="Bold"
+                     Margin="0,0,0,4"
+                     Visibility="{Binding show_volume, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+            </Grid>
+            <!-- Account combobox -->
+            <ComboBox DataContext="{Binding order_properties_vm}" Margin="2,10,2,2" 
+                  ItemsSource="{Binding accounts}" SelectedItem="{Binding selected_account}"
+                  Visibility="{Binding RelativeSource={RelativeSource FindAncestor, AncestorType={x:Type UserControl}},
+                              Path = DataContext.show_account,
+                              Converter={StaticResource BooleanToVisibilityConverter}}"/>
+            <!-- TIF combobox-->
+            <ComboBox DataContext="{Binding order_properties_vm}" ItemsSource="{Binding time_in_forces}" 
+                  SelectedItem="{Binding selected_time_in_force}" Margin="2"
+                  Visibility="{Binding RelativeSource={RelativeSource FindAncestor, AncestorType={x:Type UserControl}},
+                              Path = DataContext.show_tif,
+                              Converter={StaticResource BooleanToVisibilityConverter}}">
+              <ComboBox.ItemTemplate>
+                <DataTemplate>
+                  <TextBlock Text="{Binding Converter={StaticResource casing_converter}, ConverterParameter=Upper}" />
+                </DataTemplate>
+              </ComboBox.ItemTemplate>
+            </ComboBox>
+            <!-- Order Type combobox -->
+            <uag:OrderDetailsPopupControl
           DataContext="{Binding order_properties_vm}"
           Margin="2"
           ExpandDirection="Left"
@@ -372,19 +441,25 @@
           IsOpen="{Binding selected_order_type.editable_properties_open, FallbackValue=False}"
           ItemsSource="{Binding order_types}"
           SelectedItem="{Binding selected_order_type}"
+          Visibility="{Binding RelativeSource={RelativeSource FindAncestor, AncestorType={x:Type UserControl}},
+                      Path = DataContext.show_order_type,
+                      Converter={StaticResource BooleanToVisibilityConverter}}"
         />
-        <Button
+            <!-- Position into qty button -->
+            <Button
           Margin="2"
           Command="{Binding position_click_command}"
           Content="{Binding position, Converter={StaticResource PositionTextConverter}}"
           FontWeight="Bold"
           Foreground="{Binding position, Converter={StaticResource NumericSignBrushConverter}}"
+          Visibility="{Binding show_account_position, Converter={StaticResource BooleanToVisibilityConverter}}"
         >
-          <Button.ToolTip>
-            <TextBlock Text="{Binding order_properties_vm.selected_account, StringFormat='{}{0} total position (click to copy to size)'}"/>
-          </Button.ToolTip>
-        </Button>
-        <TextBox
+              <Button.ToolTip>
+                <TextBlock Text="{Binding order_properties_vm.selected_account, StringFormat='{}{0} total position (click to copy to size)'}"/>
+              </Button.ToolTip>
+            </Button>
+            <!-- Qty textbox -->
+            <TextBox
           mbts:TextBoxBehavior.InputFilter="{mbts:RegexInputFilter Regex={x:Static Member=Integer, MemberType={mbts:Nested txt:TextUtils.RegexFilters}}}"
           mbts:TextBoxBehavior.IncrementDecrementOnMouseClick="True"
           HorizontalContentAlignment="Right"
@@ -392,42 +467,64 @@
           Text="{Binding size_calculator.value, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
           ContextMenu="{x:Null}"
         />
-        <ItemsControl ItemsSource="{Binding size_calculator.buttons}" Focusable="False">
-          <ItemsControl.ItemsPanel>
-            <ItemsPanelTemplate>
-              <UniformGrid Columns="2" Focusable="False"/>
-            </ItemsPanelTemplate>
-          </ItemsControl.ItemsPanel>
-          <ItemsControl.ItemTemplate>
-            <DataTemplate>
-              <Button Margin="2" Command="{Binding Path=DataContext.size_calculator.click, RelativeSource={RelativeSource AncestorType=ItemsControl}}" CommandParameter="{Binding}" Content="{Binding}" Focusable="False"/>
-            </DataTemplate>
-          </ItemsControl.ItemTemplate>
-        </ItemsControl>
-        <Button Margin="2" HorizontalAlignment="Stretch" Command="{Binding size_calculator.clear}">Clear</Button>
-        <!-- reset to defaults after order -->
-        <CheckBox Margin="2" IsChecked="{Binding auto_clear}">Auto Clear</CheckBox>
-      </StackPanel>
-      <Grid Grid.Row="1">
-        <Grid.RowDefinitions>
-          <RowDefinition Height="Auto"/>
-          <RowDefinition/>
-        </Grid.RowDefinitions>
-        <StackPanel Margin="0,17,0,0" VerticalAlignment="Top">
-          <Button Command="{Binding cancel_command}" CommandParameter="Bids" Style="{StaticResource CancelBuys}"/>
-          <Button Command="{Binding cancel_command}" CommandParameter="Asks" Style="{StaticResource CancelSells}"/>
-          <Button Command="{Binding cancel_command}" CommandParameter="All" Style="{StaticResource CancelAll}"/>
-        </StackPanel>
-        <Button Grid.Row="1" HorizontalContentAlignment="Stretch" Command="{Binding settings_command}" Style="{StaticResource SettingsButton}" />
-      </Grid>
-    </Grid>
-    <Border Grid.Column="2" HorizontalAlignment="Stretch">
-      <GridViewHeaderRowPresenter x:Name="_column_headers_presenter" AllowsColumnReorder="False"/>
-    </Border>
-    <spark:LadderGridHost x:Name="_ladder" Grid.Column="2" Grid.Row="1" 
-      Command="{Binding send_order_command}" 
-      Orders="{Binding orders}">
-      <spark:LadderGridHost.Resources>
+            <!-- Qty quick buttons -->
+            <ItemsControl ItemsSource="{Binding size_calculator.buttons}" Focusable="False"
+                      Visibility="{Binding show_size_preset, Converter={StaticResource BooleanToVisibilityConverter}}"
+                      >
+              <ItemsControl.ItemsPanel>
+                <ItemsPanelTemplate>
+                  <UniformGrid Columns="2" Focusable="False"/>
+                </ItemsPanelTemplate>
+              </ItemsControl.ItemsPanel>
+              <ItemsControl.ItemTemplate>
+                <DataTemplate>
+                  <Button Margin="2" Command="{Binding Path=DataContext.size_calculator.click, RelativeSource={RelativeSource AncestorType=ItemsControl}}" CommandParameter="{Binding}" Content="{Binding}" Focusable="False"/>
+                </DataTemplate>
+              </ItemsControl.ItemTemplate>
+            </ItemsControl>
+            <!-- Clear button -->
+            <Button Margin="2" HorizontalAlignment="Stretch" Command="{Binding size_calculator.clear}"
+                    Visibility="{Binding show_clear, Converter={StaticResource BooleanToVisibilityConverter}}">Clear</Button>
+            <!-- Auto Clear button - reset to defaults after order -->
+            <CheckBox Margin="2" IsChecked="{Binding auto_clear}"
+                  Visibility="{Binding show_auto_clear, Converter={StaticResource BooleanToVisibilityConverter}}">
+              Auto Clear
+            </CheckBox>
+            <StackPanel Margin="0,17,0,0" VerticalAlignment="Top">
+              <!-- Cancel Buttons -->
+              <Button Command="{Binding cancel_command}" CommandParameter="Bids" Style="{StaticResource CancelBuys}"
+                  Visibility="{Binding show_cancel_buys, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+              <Button Command="{Binding cancel_command}" CommandParameter="Asks" Style="{StaticResource CancelSells}"
+                  Visibility="{Binding show_cancel_sells, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+              <Button Command="{Binding cancel_command}" CommandParameter="All" Style="{StaticResource CancelAll}"
+                  Visibility="{Binding show_cancel_all, Converter={StaticResource BooleanToVisibilityConverter}}"/>
+            </StackPanel>
+            <StackPanel Grid.Row="1" Margin="0,17,0,0" VerticalAlignment="Bottom">
+              <!-- Settings Button -->
+              <Button Command="{Binding settings_command}" Style="{StaticResource SettingsButton}"/>
+            </StackPanel>
+          </StackPanel>
+        </Grid>
+      </ScrollViewer>
+      <!-- Ladder Column Headers -->
+      <Border Grid.Column="2" HorizontalAlignment="Stretch">
+        <GridViewHeaderRowPresenter x:Name="_column_headers_presenter" AllowsColumnReorder="False" />
+      </Border>
+      <!-- LadderGridHost -->
+      <spark:LadderGridHost
+        x:Name="_ladder"
+        Grid.Column="2"
+        Grid.Row="1" 
+        Command="{Binding send_order_command}" 
+        Orders="{Binding orders}"
+        orders_column_width="{Binding orders_column_width, Mode=TwoWay}"
+        bid_column_width="{Binding bid_column_width, Mode=TwoWay}"
+        price_column_width="{Binding price_column_width, Mode=TwoWay}"
+        ask_column_width="{Binding ask_column_width, Mode=TwoWay}"
+        LastColumnWidth="{Binding last_column_width, Mode=TwoWay}"
+        VolumeColumnWidth="{Binding volume_column_width, Mode=TwoWay}"
+      >
+        <spark:LadderGridHost.Resources>
         <Style TargetType="controls:Badge">
           <Setter Property="Background" Value="{Binding background}" />
           <Setter Property="BorderBrush" Value="{Binding border}" />
@@ -467,7 +564,7 @@
         </Style>
       </spark:LadderGridHost.Resources>
     </spark:LadderGridHost>
-    <spark:RecenterCountdown Grid.Column="2" Grid.Row="1" Margin="0,0,18,0"
+      <spark:RecenterCountdown Grid.Column="2" Grid.Row="1" Margin="0,0,18,0"
                              VerticalAlignment="Bottom" HorizontalAlignment="Right" 
                              Width="30" Height="30"
                              Mode="Pie" Delay="0:0:10"
@@ -483,14 +580,19 @@
         <Pen Thickness="0" Brush="MediumPurple" />
       </spark:RecenterCountdown.PieStroke>
     </spark:RecenterCountdown>
-                            
-    <Button x:Name="_status" Grid.ColumnSpan="4" Grid.Row="1" VerticalAlignment="Bottom" HorizontalAlignment="Left" Command="{Binding status_click_command}">
-      <Button.Template>
-        <ControlTemplate>
-          <TextBlock Text="{Binding status_message}" Background="{Binding status_background}" Padding="5,0" />
-        </ControlTemplate>
-      </Button.Template>
-    </Button>
-  </Grid>
+      <!-- Since the GridSplitter will share a cell with other elements,
+      we add it in toward the end, but we still want the ladder status
+      message to have the topmost Z order
+      -->
+      <GridSplitter Grid.Column="0" Grid.RowSpan="2" Width="5" />
+      <!-- Ladder Status message -->                        
+      <Button x:Name="_status" Grid.ColumnSpan="4" Grid.Row="1" VerticalAlignment="Bottom" HorizontalAlignment="Left" Command="{Binding status_click_command}">
+        <Button.Template>
+          <ControlTemplate>
+            <TextBlock Text="{Binding status_message}" Background="{Binding status_background}" Padding="5,0" />
+          </ControlTemplate>
+        </Button.Template>
+      </Button>
+    </Grid>
   </AdornerDecorator>
 </UserControl>

src/client/spark/view/Spark/Ladder/LadderView.xaml.cs

@@ -3,10 +3,14 @@ using System.Collections.Generic;
 using System.Linq;
 using System.Windows;
 using System.Windows.Controls;
+using System.Windows.Controls.Primitives;
 using System.Windows.Data;
+using System.Windows.Input;
 
 namespace mbts.spark {
-   public partial class LadderView : UserControl {
+   partial class LadderView : UserControl {
+      readonly double _max_zoom, _min_zoom;
+
       internal LadderView(LadderVM vm) {
          InitializeComponent();
          _column_headers_presenter.Columns = new GridViewColumnCollection();
@@ -15,12 +19,87 @@ namespace mbts.spark {
          this.vm = vm;
          DataContext = vm;
          DataContextChanged += datacontext_changed;
+         if (TryFindResource("MaxZoomFactor") is double found_max) {
+            _max_zoom = found_max;
+         } else {
+            // is there a better way of not specifying the constant twice ?
+            // once in the resource dictionary here and again in the xaml, seems like there has to be a better way
+            _max_zoom = 1.5;
+         }
+         // ditto
+         if (TryFindResource("MinZoomFactor") is double found_min) {
+            _min_zoom = found_min;
+         } else {
+            _min_zoom = 0.5;
+         }
+         _ui_scaler.MouseDoubleClick += _ui_scaler_MouseDoubleClick;
+         this.PreviewMouseWheel += LadderView_PreviewMouseWheel;
+         this.PreviewMouseDown += LadderView_PreviewMouseDown;
       }
 
+
+
+      // (Left|Right) CTRL + Wheel to zoom
+      // This is neat b/c the user doesn't even need to have the slider visible to zoom
+      private void LadderView_PreviewMouseWheel(object sender, System.Windows.Input.MouseWheelEventArgs e) {
+         base.OnPreviewMouseWheel(e);
+         if (Keyboard.IsKeyDown(Key.LeftCtrl) || Keyboard.IsKeyDown(Key.RightCtrl)) {
+            var delta = (e.Delta > 0) ? 0.1 : -0.1;
+            var proposed_scaler_value = _ui_scaler.Value + delta;
+            // Here we enforce the same contraints that are on the gui slider regarding min and max
+            if (_min_zoom < proposed_scaler_value && proposed_scaler_value < _max_zoom) {
+               _ui_scaler.Value = proposed_scaler_value;
+            }
+         }
+      }
+
+      // (Left|Right) CTRL + Wheel Click to reset
+      private void LadderView_PreviewMouseDown(object sender, MouseButtonEventArgs e) {
+         base.OnPreviewMouseDown(e);
+         if (Keyboard.IsKeyDown(Key.LeftCtrl) || Keyboard.IsKeyDown(Key.RightCtrl)) {
+            if (e.MiddleButton == MouseButtonState.Pressed) {
+               _ui_scaler_MouseDoubleClick(_ui_scaler, e);
+            }
+         }
+      }
+
+      // Double click on scaler itself to reset
+      private void _ui_scaler_MouseDoubleClick(object sender, System.Windows.Input.MouseButtonEventArgs e) {
+         if (sender is Slider _the_slider) {
+            _the_slider.Value = 1.0;
+         }
+      }
+
+
       private void datacontext_changed(object sender, DependencyPropertyChangedEventArgs e) {
          this.vm = DataContext as LadderVM;
       }
 
+      // I found this on StackOverflow (and the XAML) and thought it was a neat
+      // way of enforcing a MinWidth on the columns. This is so that the columns
+      // cannot be resized to nothing with the mouse.
+      private void Thumb_DragDelta(object sender, System.Windows.Controls.Primitives.DragDeltaEventArgs e) {
+         if (sender != null) {
+            DependencyObject parent = sender as DependencyObject;
+            if (parent != null) {
+               try {
+                  do {
+                     parent = System.Windows.Media.VisualTreeHelper.GetParent(parent as DependencyObject);
+                  } while (parent.GetType() != typeof(Canvas));
+
+                  Canvas canvas = parent as Canvas;
+                  if (canvas != null) {
+                     if (canvas.ActualWidth + e.HorizontalChange < canvas.MinWidth) {
+                        e.Handled = true;
+                     }
+                  }
+               } catch {
+               }
+            }
+         }
+      }
+
+
       internal LadderVM vm { get; private set; }
 
       protected override void OnDragOver(DragEventArgs e) {
@@ -40,31 +119,31 @@ namespace mbts.spark {
             switch (type) {
                case LadderGridHost.ColumnType.Order:
                   header = "Orders";
-                  width_prop = nameof(LadderGridHost.orders_column_width);
+                  width_prop = nameof(LadderVM.orders_column_width);
                   break;
                case LadderGridHost.ColumnType.Bid:
                   header = "Bid";
-                  width_prop = nameof(LadderGridHost.bid_column_width);
+                  width_prop = nameof(LadderVM.bid_column_width);
                   break;
                case LadderGridHost.ColumnType.Price:
                   header = "Price";
-                  width_prop = nameof(LadderGridHost.price_column_width);
+                  width_prop = nameof(LadderVM.price_column_width);
                   break;
                case LadderGridHost.ColumnType.Ask:
                   header = "Ask";
-                  width_prop = nameof(LadderGridHost.ask_column_width);
+                  width_prop = nameof(LadderVM.ask_column_width);
                   break;
                case LadderGridHost.ColumnType.Volume:
                   header = "Volume";
-                  width_prop = nameof(LadderGridHost.VolumeColumnWidth);
+                  width_prop = nameof(LadderVM.volume_column_width);
                   break;
                case LadderGridHost.ColumnType.Last:
                   header = "Last";
-                  width_prop = nameof(LadderGridHost.LastColumnWidth);
+                  width_prop = nameof(LadderVM.last_column_width);
                   break;
                default: throw ExceptionBuilder.Argument.unexpected_case(type, nameof(type));
             }
-            return _create(host, header, width_prop);
+            return _create(host, header, $"DataContext.{width_prop}");
          }
 
          static GridViewColumn _create(LadderGridHost host, string header, string width_prop) {
@@ -77,5 +156,6 @@ namespace mbts.spark {
             return gvc;
          }
       }
+
    }
 }

src/client/spark/view/Spark/PAndL/PnLSummaryRow.cs

@@ -15,7 +15,7 @@ namespace mbts.spark {
    class PnLSummaryRow : ViewModelBase, IEquatable<PnLSummaryRow>, DIYGrid.IRowVM {
       static readonly SignedDataStore<Brush> _brushes;
       readonly PnLDoubleBrushCell _start_pnl, _day_pnl, _total_pnl;
-      readonly PnLPriceCell _pnl_price, _weighted_average_buy, _weighted_average_sell;
+      readonly CellProperty<double> _pnl_price, _weighted_average_buy, _weighted_average_sell;
       (string account, Venue? exchange, string symbol, SecurityImmutable? security, SecurityMD? sec_md, SecurityType? sec_type) key;
       IEnumerable<FillImmutable> _fills;
       double _driver;
@@ -38,9 +38,9 @@ namespace mbts.spark {
          day_short_quantity = day_sell_quant;
          total_net_position = net_pos;
          start_net_position = sod_pos;
-         _pnl_price = new PnLPriceCell(this, nameof(pnl_price));
-         _weighted_average_buy = new PnLPriceCell(this, nameof(weighted_average_buy), wavg_buy);
-         _weighted_average_sell = new PnLPriceCell(this, nameof(weighted_average_sell), wavg_sell);
+         _pnl_price = new CellProperty<double>(this, nameof(pnl_price), price => this.security.spec_or_default().format(price), 0);
+         _weighted_average_buy = new CellProperty<double>(this, nameof(weighted_average_buy), price => this.security.spec_or_default().format(price), wavg_buy);
+         _weighted_average_sell = new CellProperty<double>(this, nameof(weighted_average_sell), price => this.security.spec_or_default().format(price), wavg_sell);
          _fills = fills;
 
          // set the initial pnl and pnl_price when there has been a
@@ -193,19 +193,13 @@ namespace mbts.spark {
       class PnLDoubleBrushCell : CellProperty<double> {
          Brush _background;
 
-         public PnLDoubleBrushCell(PnLSummaryRow owner, string prop) : base(d => double.IsNaN(d) ? string.Empty : d.ToString("N2"), double.NaN) =>
+         public PnLDoubleBrushCell(PnLSummaryRow owner, string prop) : base(owner, prop, d => double.IsNaN(d) ? string.Empty : d.ToString("N2"), double.NaN) =>
             _value_set += _ => {
                _background = null;
-               owner.RaisePropertyChanged(prop);
             };
 
          public Brush background => _background ?? (_background = _brushes.get(value));
       }
 
-      class PnLPriceCell : CellProperty<double> {
-         public PnLPriceCell(PnLSummaryRow owner, string prop, double init = 0)
-            : base(price => owner.security.spec_or_default().format(price), init) =>
-            _value_set += _ => owner.RaisePropertyChanged(prop);
-      }
    }
 }

src/client/spark/view/Spark/Utilities/OrderDataHelper.cs

@@ -165,7 +165,8 @@ namespace mbts.spark.utilities {
       }
       #endregion
 
-      public OrderDefinition order(SecurityImmutable security) => order(security, _admin_model.get_default_account());
+      public OrderDefinitionImmutable order(SecurityImmutable security) =>
+         new OrderDefinitionImmutable(order(security, _admin_model.get_default_account()));
       public OrderDefinition order(SecurityImmutable security, AccountTuple? account) {
          var rv = new OrderDefinition {
             SecurityKey = security.Id,

src/client/spark/view/Spark/Utilities/WindowSettingsDialogVM.cs

@@ -17,7 +17,9 @@ namespace mbts.spark {
       readonly DelegateProperty<IEnumerable<DialogSkirtItem>> _left_skirt_items;
       readonly List<IDisposable> _resources = new List<IDisposable>(2); // initialize with 2 capacity bc the only potential disposables are the instance/default vms
 
-      public WindowSettingsDialogVM(IWindowSettingsManager<T> settings_manager, Func<UserSettings, T> get_factory_settings, string settings_file_ext, Func<T, TVM> vm_factory) {
+      public WindowSettingsDialogVM(IWindowSettingsManager<T> settings_manager, Func<UserSettings, T> get_factory_settings, string settings_file_ext, Func<T, TVM> vm_factory, Func<T, T> merge_with_current = null) {
+         if (merge_with_current == null)
+            merge_with_current = s => s;
          // by default, each new window will use their own instance settings
          _use_default = backing(nameof(use_default), settings_manager.instance_settings == null);
          default_vm = vm_factory(settings_manager.default_settings);
@@ -59,15 +61,14 @@ namespace mbts.spark {
             _resources.Add(dispose_dvm);
          // local methods
          void apply() {
+            var result = merge_with_current(instance_vm.get_result());
             if (!use_default) {
-               settings_manager.instance_settings = instance_vm.get_result();
+               settings_manager.instance_settings = result;
             } else {
                settings_manager.instance_settings = null;
-
                // copy the current instance settings and persist
-               var my_default = instance_vm.get_result();
-               if (!my_default.safe_equals(settings_manager.default_settings))
-                  settings_manager.save_default_settings(my_default).ignore();
+               if (!result.safe_equals(settings_manager.default_settings))
+                  settings_manager.save_default_settings(result).ignore();
             }
          }
 

src/client/spark_api/Co2/Co2NativeMethods.cs

@@ -13,14 +13,9 @@ namespace mbts.co2
    {
       internal static unsafe T deserialize<T>(byte* buffer, ulong length) where T : new() {
          var stream = new System.IO.UnmanagedMemoryStream(buffer, (long)length);
-         if (typeof(IMessage).IsAssignableFrom(typeof(T))) {
-            IMessage result = (IMessage)new T();
-            result.MergeFrom(stream);
-            return (T)result;
-         }
-         else {
-            return ProtoBuf.Serializer.Deserialize<T>(stream);
-         }
+         IMessage result = (IMessage)new T();
+         result.MergeFrom(stream);
+         return (T)result;
       }
 
       [DllImport("libspark")]
@@ -81,7 +76,7 @@ namespace mbts.co2
       [DllImport("libspark")]
       internal unsafe static extern IntPtr add_relay_symbol(IntPtr relay, UserSymbol symbol, bts.co2.MDRequest.Types.Flags flags);
       [DllImport("libspark")]
-      internal unsafe static extern IntPtr set_relay_token(IntPtr relay, string user_name);
+      internal unsafe static extern IntPtr set_relay_token(IntPtr relay, byte[] token, long token_size);
 
       [DllImport("libspark")]
       internal unsafe static extern void post_on_scan_security_thread(Action callback);

src/client/spark_api/Co2/Co2RelayControl.cs

@@ -14,17 +14,16 @@ namespace mbts.co2
    {
       MDConsumer _consumer;
       IntPtr _relay;
-      public Co2RelayControl(MDConsumer consumer) {
+      public Co2RelayControl(MDConsumer consumer, uint naggle_ms) {
          _consumer = consumer;
          Log.assert(consumer.native_pointer() != IntPtr.Zero);
-         _relay = 
-            Co2NativeMethods.start_private_relay(consumer.native_pointer(),
-               config.Configuration.get<bts.md.RelayOptions>().naggle_ms);
+         _relay = Co2NativeMethods.start_private_relay(consumer.native_pointer(), naggle_ms);
          Log.assert(_relay != IntPtr.Zero);
       }
 
-      public void set_token(AuthToken token) {
-         Co2NativeMethods.set_relay_token(_relay, token.Token);
+      public void set_token(AuthTokenImmutable token) {
+         var buffer = token.Token.ToByteArray();
+         Co2NativeMethods.set_relay_token(_relay, buffer, buffer.LongLength);
       }
 
       public async Task preload_securities(MDRequest.Types.Flags flags=MDRequest.Types.Flags.Security) {

src/client/spark_api/Co2/MDConsumer.cs

@@ -9,6 +9,7 @@ using System.Runtime.InteropServices;
 using System.Text;
 using System.Threading.Tasks;
 using security_key = System.UInt32;
+using bts;
 
 namespace mbts.co2
 {

src/client/spark_api/Properties/AssemblyAttributes.cs

@@ -3,5 +3,4 @@ using System.Runtime.CompilerServices;
 [assembly: InternalsVisibleTo("spark_core")]
 [assembly: InternalsVisibleTo("sparkcmd")]
 [assembly: InternalsVisibleTo("spark_test")]
-[assembly: InternalsVisibleTo("spark_fix")]
 

src/client/spark_api/api/ApiNativeMethods.cs

@@ -64,7 +64,7 @@ namespace bts.api.core {
       internal static extern void api_client_send(IntPtr nchannel, byte[] buffer, int length, raw_pb_callback p, IntPtr extra);
 
       [DllImport("libspark")]
-      internal static extern IntPtr api_client_subscribe(IntPtr client, string method_and_qualifier, raw_subscription_callback cb, IntPtr extra);
+      internal static extern IntPtr api_client_subscribe(IntPtr client, string method, string qualifier, raw_subscription_callback cb, IntPtr extra);
       [DllImport("libspark")]
       internal static extern void api_client_unsubscribe(IntPtr client, IntPtr subscription);
 
@@ -96,7 +96,7 @@ namespace bts.api.core {
       }
 
       [DllImport("libspark")]
-      internal static extern IntPtr api_server_create_table(IntPtr server, string method_and_qualifier);
+      internal static extern IntPtr api_server_create_table(IntPtr server, string method, string qualifier);
       [DllImport("libspark")]
       internal static extern void api_server_update_table(IntPtr table, [In] StreamUpdate[] changes, long change_count);
       [DllImport("libspark")]

src/client/spark_api/api/ApiServer.cs

@@ -17,15 +17,6 @@ namespace bts.api.core
 
    internal abstract class ApiServer : IApiServer
    {
-      static JsonFormatter _formatter = new JsonFormatter(new JsonFormatter.Settings(true));
-      static Regex _fmt_cleanup = new Regex(@"[\s_+]", RegexOptions.Compiled | RegexOptions.Multiline);
-      public static string format_qualifier<T>(string method, T arg) where T : IMessage {
-         if (arg != null) {
-            string arg_fmt = _fmt_cleanup.Replace(_formatter.Format(arg), "");
-            return method + arg_fmt;
-         }
-         return method;
-      }
       public abstract void dispatch(RequestHeader header, Stream request, Action<byte[]> on_response);
 
       protected void respond<T>(int request_id, Task<T> task, Action<byte[]> on_response) where T : IMessage, IImmutableMessage {

src/client/spark_api/api/ApiUtils.cs

@@ -1,68 +1,68 @@
-using Google.Protobuf;
-using System;
-using System.Collections.Generic;
-using System.Diagnostics;
-using System.IO;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-
-namespace bts.api {
-   internal static class ApiUtils {
-
-
-      public static byte[] serialize<T>(this RequestHeader header, T body) where T : IImmutableMessage {
-         int body_size = body?.CalculateSize() ?? 0;
-         int header_size = header.CalculateSize() + 1; // 1 byte header length
-         var buffer = new byte[header_size+body_size];
+using bts.api.core;
+using Google.Protobuf;
+using System;
+using System.Collections.Generic;
+using System.Diagnostics;
+using System.IO;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+
+namespace bts.api {
+   internal static class ApiUtils {
+
+      public static byte[] serialize<T>(this RequestHeader header, T body) where T : IImmutableMessage {
+         int body_size = body?.CalculateSize() ?? 0;
+         int header_size = header.CalculateSize() + 1; // 1 byte header length
+         var buffer = new byte[header_size + body_size];
          using (var stream = new MemoryStream(buffer)) {
             checked { stream.WriteByte((byte)header_size); }
             header.WriteTo(stream);
             if (body != null) body.WriteTo(stream);
-         }
-
-         return buffer;
-      }
-
-      public struct DeserializeResult<THeader,TBody> {
-         public THeader header;
-         public TBody body;
-      }
-
-      private static DeserializeResult<THeader, TBody> mkresult<THeader,TBody>(THeader header, TBody body) {
-         return new DeserializeResult<THeader, TBody>() { header = header, body = body }; }
-
-      public static unsafe DeserializeResult<THeader, TBody> deserialize<THeader,TBody>(byte* buffer, long buffer_length) where THeader : IMessage,new() where TBody : class,IMessage,new() {
-         var header_size = buffer[0];
-         Debug.Assert(header_size <= buffer_length);
-         THeader header = new THeader();
-         header.MergeFrom(new UnmanagedMemoryStream(buffer+1, header_size - 1));
-         TBody body = new TBody();
-         if (buffer_length > header_size) {
-            body.MergeFrom(new UnmanagedMemoryStream(buffer + header_size, buffer_length - header_size));
-         }
-         return mkresult(header, body);
-      }
-
-      public static byte[] serialize<T>(this ResponseHeader header, T body) where T : IImmutableMessage {
-         int header_size = 1 + header.CalculateSize();
-         int body_size = body == null ? 0 : body.CalculateSize();
+         }
+
+         return buffer;
+      }
+
+      public struct DeserializeResult<THeader, TBody> {
+         public THeader header;
+         public TBody body;
+      }
+
+      private static DeserializeResult<THeader, TBody> mkresult<THeader, TBody>(THeader header, TBody body) {
+         return new DeserializeResult<THeader, TBody>() { header = header, body = body }; }
+
+      public static unsafe DeserializeResult<THeader, TBody> deserialize<THeader, TBody>(byte* buffer, long buffer_length) where THeader : IMessage, new() where TBody : class, IMessage, new() {
+         var header_size = buffer[0];
+         Debug.Assert(header_size <= buffer_length);
+         THeader header = new THeader();
+         header.MergeFrom(new UnmanagedMemoryStream(buffer + 1, header_size - 1));
+         TBody body = new TBody();
+         if (buffer_length > header_size) {
+            body.MergeFrom(new UnmanagedMemoryStream(buffer + header_size, buffer_length - header_size));
+         }
+         return mkresult(header, body);
+      }
+
+      public static byte[] serialize<T>(this ResponseHeader header, T body) where T : IImmutableMessage {
+         int header_size = 1 + header.CalculateSize();
+         int body_size = body == null ? 0 : body.CalculateSize();
          var buffer = new byte[header_size + body_size];
-         using (var stream = new MemoryStream(buffer)) {
-            checked { stream.WriteByte((byte)header_size); }
-            header.WriteTo(stream);
-            if (body != null) body.WriteTo(stream);
+         using (var stream = new MemoryStream(buffer)) {
+            checked { stream.WriteByte((byte)header_size); }
+            header.WriteTo(stream);
+            if (body != null) body.WriteTo(stream);
          }
          return buffer;
-      }
-      public static byte[] serialize(this ResponseHeader header) {
-         int header_size = 1 + header.CalculateSize();
-         var buffer = new byte[header_size];
-         using (var stream = new MemoryStream(buffer)) {
-            checked { stream.WriteByte((byte)header_size); }
-            header.WriteTo(stream);
-         }
-         return buffer;
-      }
-   }
-}
+      }
+      public static byte[] serialize(this ResponseHeader header) {
+         int header_size = 1 + header.CalculateSize();
+         var buffer = new byte[header_size];
+         using (var stream = new MemoryStream(buffer)) {
+            checked { stream.WriteByte((byte)header_size); }
+            header.WriteTo(stream);
+         }
+         return buffer;
+      }
+   }
+}

src/client/spark_api/api/Channels/QuickBusClientChannel.cs

@@ -35,6 +35,7 @@ namespace bts.api.core {
          var header = new RequestHeader() {
             Method = method_id,
             RequestId = id,
+            Token = _context.token.HasValue ? new AuthToken() { Token = _context.token?.Token } : null
          };
          var buffer = header.serialize(request);
          var tcs = new TaskCompletionSource<Result<Response>>();
@@ -56,60 +57,99 @@ namespace bts.api.core {
          return tcs.Task;
       }
 
-      public unsafe override IObservable<RawUpdate<TOut>> subscribe<TParse,TOut>(string method_and_qualifier, MessageParser<TParse> parser, Func<TParse,TOut> converter) {
-         var result = Observable.Create<RawUpdate<TOut>>(observer => {
-            bool first_update = true;
-            // Memory optimization. There is only one update per subscription.
-            RawUpdate<TOut> the_update = new RawUpdate<TOut>();
-            ApiNativeMethods.raw_subscription_callback cb = (event_type, changes, change_count, unused) => {
-               the_update.Clear();
-               try {
-                  if (event_type == ApiNativeMethods.EventType.TABLE_UPDATED) {
-                     foreach (var change in changes) {
-                        switch (change.type) {
-                           case ApiNativeMethods.ChangeType.REMOVE:
-                              the_update.removed_keys.Add(change.key);
-                              break;
-                           case ApiNativeMethods.ChangeType.REPLACE:
-                              the_update.changed_items.Add(converter(parser.ParseFrom(new UnmanagedMemoryStream(change.buffer, change.buffer_len))));
-                              the_update.changed_keys.Add(change.key);
-                              break;
-                           case ApiNativeMethods.ChangeType.CREATE:
-                              the_update.added_items.Add(converter(parser.ParseFrom(new UnmanagedMemoryStream(change.buffer, change.buffer_len))));
-                              the_update.added_keys.Add(change.key);
-                              break;
-                        }
-                     }
-                     observer.OnNext(the_update);
+      public override IObservable<RawUpdate<TOut>> subscribe<TParse,TOut>(int method_id, string method, string qualifier, MessageParser<TParse> parser, Func<TParse,TOut> converter) {
+         var result = Observable.Create<RawUpdate<TOut>>(async observer => {
+            IntPtr temp_subscription = IntPtr.Zero;
+            void unsubscribe_temp_sub() {
+               // Unsubscribe late to keep qb refcount > 0 continuously
+               if (temp_subscription != IntPtr.Zero) ApiNativeMethods.api_client_unsubscribe(_client, temp_subscription);
+            }
+            while (true) {
+               var response = await check_stream_access(method_id, qualifier);
+               if (response.success) {
+                  if (response.value.Authorized) {
+                     // success. Break loop and subscribe
+                     break;
                   }
-                  else if (event_type == ApiNativeMethods.EventType.TABLE_CREATED) {
-                     if (!first_update) {
-                        observer.OnNext(the_update.MarkAsReset());
-                     }
-                     first_update = false;
+                  else {
+                     // Not authorized. return empty stream
+                     unsubscribe_temp_sub();
+                     observer.OnCompleted();
+                     return System.Reactive.Disposables.Disposable.Empty;
                   }
                }
-               catch (Exception e) {
-                  ApiNativeMethods.api_client_log_error($"Exception in subscription callback for sub: '{method_and_qualifier}' \n--\n '{e}'");
-                  // Sleep to let the log message get asyncronously written to disk
-                  Thread.Sleep(100);
-                  Environment.Exit(-1);
+               else {
+                  // Wait for stream to fire once before trying again
+                  unsubscribe_temp_sub();
+                  var tcs = new TaskCompletionSource<bool>();
+                  ApiNativeMethods.raw_subscription_callback cb = (event_type, changes, change_count, unused) => {
+                     tcs.TrySetResult(true);
+                  };
+                  temp_subscription = ApiNativeMethods.api_client_subscribe(_client, method, qualifier, cb, IntPtr.Zero);
+                  await tcs.Task;
+                  GC.KeepAlive(cb);
                }
-            };
-            var subscription = ApiNativeMethods.api_client_subscribe(_client, method_and_qualifier, cb, IntPtr.Zero);
-            return FinalizeableAnonymousDisposable.Create((disposing) => {
-               ApiNativeMethods.api_client_unsubscribe(_client, subscription);
-               subscription = IntPtr.Zero;
-               GC.KeepAlive(cb);
-               cb = null;
-               // Cannot (ever) call logging from the finalizer thread
-               // if (!disposing) {
-               //    ApiNativeMethods.api_client_log_error($"Subscription has been terminated because the returned IDisposable has been finalized. Subscription: {method_and_qualifier}");
-               // }
-            });
+            }
+
+            // Authorized. Stream events
+            unsubscribe_temp_sub();
+            return SubscribeNative(method, qualifier, parser, converter, observer);
          });
          return result;
       }
+      private Task<Result<StreamAccessResponse>> check_stream_access(int method_id, string qualifier) {
+         var request = new StreamAccessRequest() { Qualifier = qualifier ?? "" };
+         return send<StreamAccessRequest, StreamAccessResponse>(method_id, request);
+      }
+
+      private unsafe IDisposable SubscribeNative<TParse, TOut>(string method, string qualifier, MessageParser<TParse> parser, Func<TParse, TOut> converter, IObserver<RawUpdate<TOut>> observer) where TParse : IMessage<TParse> {
+         bool first_update = true;
+         // Memory optimization. There is only one update per subscription.
+         RawUpdate<TOut> the_update = new RawUpdate<TOut>();
+         ApiNativeMethods.raw_subscription_callback cb = (event_type, changes, change_count, unused) => {
+            the_update.Clear();
+            try {
+               if (event_type == ApiNativeMethods.EventType.TABLE_UPDATED) {
+                  foreach (var change in changes) {
+                     switch (change.type) {
+                        case ApiNativeMethods.ChangeType.REMOVE:
+                           the_update.removed_keys.Add(change.key);
+                           break;
+                        case ApiNativeMethods.ChangeType.REPLACE:
+                           the_update.changed_items.Add(converter(parser.ParseFrom(new UnmanagedMemoryStream(change.buffer, change.buffer_len))));
+                           the_update.changed_keys.Add(change.key);
+                           break;
+                        case ApiNativeMethods.ChangeType.CREATE:
+                           the_update.added_items.Add(converter(parser.ParseFrom(new UnmanagedMemoryStream(change.buffer, change.buffer_len))));
+                           the_update.added_keys.Add(change.key);
+                           break;
+                     }
+                  }
+                  observer.OnNext(the_update);
+               }
+               else if (event_type == ApiNativeMethods.EventType.TABLE_CREATED) {
+                  if (!first_update) {
+                     observer.OnNext(the_update.MarkAsReset());
+                  }
+                  first_update = false;
+               }
+            }
+            catch (Exception e) {
+               ApiNativeMethods.api_client_log_error($"Exception in subscription callback for sub: '{method}/{qualifier}' \n--\n '{e}'");
+               // Sleep to let the log message get asyncronously written to disk
+               Thread.Sleep(100);
+               Environment.Exit(-1);
+            }
+         };
+         var subscription = ApiNativeMethods.api_client_subscribe(_client, method, qualifier, cb, IntPtr.Zero);
+         return FinalizeableAnonymousDisposable.Create((disposing) => {
+            ApiNativeMethods.api_client_unsubscribe(_client, subscription);
+            subscription = IntPtr.Zero;
+            GC.KeepAlive(cb);
+            cb = null;
+         });
+      }
+
       private class FinalizeableAnonymousDisposable : IDisposable {
          private Action<bool> _action;
          public FinalizeableAnonymousDisposable(Action<bool> dispose) {

src/client/spark_api/api/ClientChannel.cs

@@ -5,7 +5,7 @@ using System.Threading.Tasks;
 namespace bts.api.core {
    internal abstract class ClientChannel : IDisposable
    {
-      readonly ServiceContext _context;
+      protected readonly ServiceContext _context;
 
       public ClientChannel(ServiceContext context) {
          _context = context;
@@ -13,7 +13,7 @@ namespace bts.api.core {
       public abstract void Dispose();
       public abstract Task<Result<Response>> send<Request, Response>(int method_id, Request request)
          where Request: IImmutableMessage where Response : class,IMessage,new();
-      public abstract IObservable<RawUpdate<TOut>> subscribe<TParse,TOut>(string method_and_qualifier, MessageParser<TParse> parser, Func<TParse,TOut> converter=null) 
+      public abstract IObservable<RawUpdate<TOut>> subscribe<TParse,TOut>(int method_id, string method, string qualifier, MessageParser<TParse> parser, Func<TParse,TOut> converter=null) 
          where TParse : IMessage<TParse>;
 
       public abstract bool is_sync_call_ok();

src/client/spark_api/api/Result.cs

@@ -37,7 +37,12 @@ namespace bts.api.core
       public T value {
          get {
             if (success) return _result;
-            else throw new ApiException(error_message);
+            else {
+               if (typeof(T).IsValueType) { throw new ApiException(error_message); }
+               else {
+                  return default(T);// always null
+               }
+            }
          }
       }
       public bool success { get { return _code == ApiError.Success; } }

src/client/spark_api/api/ServerChannel.cs

@@ -34,8 +34,8 @@ namespace bts.api.core {
       }
       public Action<RequestHeader, Stream, Action<byte[]>> on_request;
 
-      public IntPtr create_table(string method_and_qualifier) {
-         return ApiNativeMethods.api_server_create_table(_server, method_and_qualifier);
+      public IntPtr create_table(string method, string qualifier) {
+         return ApiNativeMethods.api_server_create_table(_server, method, qualifier);
       }
 
       public void Dispose() {

src/client/spark_api/api/ServiceContext.cs

@@ -4,12 +4,14 @@ using System.Linq;
 using System.Text;
 using System.Threading.Tasks;
 using System.Reflection;
+using bts.api.user;
 
-namespace bts.api.core
-{
+namespace bts.api.core {
    public class ServiceContext : IDisposable
    {
       IntPtr _qbus;
+      AuthToken _token;
+
       public ServiceContext() {
          _qbus = ApiNativeMethods.api_create_quickbus(null, 0);
       }
@@ -22,7 +24,6 @@ namespace bts.api.core
          Type[] arg_types = new[] { typeof(ClientChannel) };
          ConstructorInfo ctor = typeof(T).GetConstructors(BindingFlags.NonPublic | BindingFlags.Instance).First(ci => ci.GetParameters().SingleOrDefault()?.ParameterType == typeof(ClientChannel));
          return (T)ctor.Invoke(new object[] { channel });
-         //return (T)Activator.CreateInstance(typeof(T), channel);
       }
 
       internal ServerChannel publish<T>(T service, string service_type, string qualifier) where T : IApiServer {
@@ -31,6 +32,38 @@ namespace bts.api.core
          return ch;
       }
 
+      public AuthTokenImmutable? token => _token ?? (AuthTokenImmutable?)null;
+      public string user { get; private set; }
+      public uint user_id { get; private set; }
+      public bool is_authenticated => token.HasValue;
+
+      public async Task<LoginResult> login(string username, string password) {
+         var auth_service = locate<AuthService>();
+         var result = await auth_service.authenticate_login_async(new AuthenticateLoginRequest() {
+            Login = username ?? "",
+            Password = password ?? ""
+         });
+         if (result.success) {
+            if (result.value.IsValid) {
+               _token = result.value.Token;
+               user = username;
+               user_id = result.value.UserId;
+               return new LoginResult();
+            }
+            else {
+               return new LoginResult(result.value.Reason);
+            }
+         }
+         else {
+            return new LoginResult(result.error_message);
+         }
+      }
+      public void login(AuthTokenImmutable token) {
+         this.user = "";
+         this.user_id = 0;
+         this._token = token.CloneToMutable();
+      }
+
       #region IDisposable Support
 
       protected virtual void Dispose(bool disposing) {
@@ -52,4 +85,11 @@ namespace bts.api.core
       }
       #endregion
    }
+
+   public class LoginResult {
+      public LoginResult() { success = true; }
+      public LoginResult(string reason) { success = false; this.reason = reason; }
+      public bool success { get; }
+      public string reason { get; }
+   }
 }

src/client/spark_api/md/Authenticator.cs

@@ -1,23 +0,0 @@
-using System;
-using System.Threading.Tasks;
-using bts.api;
-using bts.api.core;
-
-namespace bts.api
-{
-   public class Authenticator
-   {
-      readonly static Lazy<user.UserService> _auth = new Lazy<user.UserService>(() => Locator.locate<user.UserService>(), true);
-      user.AuthToken _token = null;
-      public Authenticator() { }
-
-      public user.AuthToken last_token => _token;
-      public async Task<user.AuthToken> login(string login, string password)
-      {
-         var res = await _auth.Value.authenticate_login_async(new user.AuthenticateLoginRequest { Login = login, Password = password });
-         if (res.success)
-            _token = res.value.Token;            
-         return _token;
-      }
-   }
-}

src/client/spark_api/md/MDBook.cs

@@ -0,0 +1,59 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+
+using bts.api;
+using mbts;
+using mbts.co2;
+
+namespace bts.md
+{
+   interface IMDUpdate
+   {
+      bool update(SecurityMD smd, ref ulong last_update_time);
+   }
+
+   public interface IMDData 
+   {
+      SecurityImmutable security { get; } 
+   } 
+   
+   public interface IMDBook : IMDData
+   {
+      List<PriceSize> bids { get; }
+      List<PriceSize> asks { get; }
+   }
+
+   class MDBook : IMDBook, IMDUpdate
+   {
+      public MDBook()
+      {
+      }
+      public SecurityImmutable security { get; private set; }
+      
+      public List<PriceSize> bids { get; private set; }
+      public List<PriceSize> asks { get; private set; }
+            
+      bool IMDUpdate.update(SecurityMD smd, ref ulong last_update_time)
+      {
+         this.security = smd.security;
+         NativePriceSize[] bids = null, asks = null;
+         if (smd.md.get_depth(ref last_update_time, ref bids, ref asks, NativePriceHelpers.COCONUT_MAX_DEPTH)) 
+         {            
+            this.bids = bids.Select(x => new PriceSize(x.size, x.direct_size, x.implied_size, x.price)).ToList();
+            this.asks = asks.Select(x => new PriceSize(x.size, x.direct_size, x.implied_size, x.price)).ToList();
+            return true;
+         }
+         return false;
+      }
+
+      public override string ToString()
+      {         
+         return security.ToString() + Environment.NewLine + 
+               "Bid BidSz BidISz" + Environment.NewLine + 
+               string.Join("\n", bids.Select(x => x.ToString())) + Environment.NewLine +
+               "Ask AskSz AskISz" + Environment.NewLine +
+               string.Join("\n", asks.Select(x => x.ToString()));
+      }
+   }
+}

src/client/spark_api/md/MDCombined.cs

@@ -0,0 +1,61 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using bts.api;
+using mbts;
+
+namespace bts.md
+{
+   public interface IMDCombined : IMDData, IMDMisc, IMDLast, IMDBook
+   {
+   }
+
+   class MDCombined : IMDCombined, IMDUpdate
+   {
+      MDBook _book = new MDBook();
+      MDLast _last = new MDLast();
+      MDMisc _misc = new MDMisc();
+      public MDCombined()
+      {
+      }
+      public SecurityImmutable security { get; private set; }
+
+      public ulong total_volume => _misc.total_volume;
+      public double settlement_price => _misc.settlement_price;
+      public DateTime settlement_date => _misc.settlement_date;
+      public double previous_settlement_price => _misc.previous_settlement_price;
+      public DateTime previous_settlement_date => _misc.previous_settlement_date;
+      
+      public double open_price => _misc.open_price;
+      public DateTime open_date => _misc.open_date;
+      public double close_price => _misc.close_price;
+      public DateTime close_date => _misc.close_date;
+      public double session_high => _misc.session_high;
+      public double session_low => _misc.session_low;
+      public double fixing_price => _misc.fixing_price;
+
+      public PriceSize last => _last.last;
+      public ulong total_volume2 => _last.total_volume;
+      public DateTime last_time => _last.last_time;
+
+      public List<PriceSize> bids => _book.bids;
+      public List<PriceSize> asks => _book.asks;
+      
+
+      bool IMDUpdate.update(SecurityMD smd, ref ulong last_update_time)
+      {
+         this.security = smd.security;
+         var bl = last_update_time;
+         bool b = ((IMDUpdate)_book).update(smd, ref bl);
+
+         var ll = last_update_time;
+         bool l = ((IMDUpdate)_last).update(smd, ref ll);
+
+         var ml = last_update_time;
+         bool m = ((IMDUpdate)_misc).update(smd, ref ml);
+
+         last_update_time = new[] { bl, ll, ml }.Max();
+         return b || l || m;
+      }
+   }   
+}

src/client/spark_api/md/MDLast.cs

@@ -0,0 +1,40 @@
+using System;
+using bts.api;
+using mbts;
+using mbts.co2;
+
+namespace bts.md
+{
+   public interface IMDLast : IMDData
+   {
+      PriceSize last{ get; }
+      ulong total_volume { get; }
+      DateTime last_time { get; }
+   }
+
+   class MDLast : IMDLast, IMDUpdate
+   {
+      public MDLast()
+      {
+      }
+      public SecurityImmutable security { get; private set; }
+
+      public PriceSize last { get; private set; }
+      public ulong total_volume { get; private set; }
+      public DateTime last_time { get; private set; }
+
+      bool IMDUpdate.update(SecurityMD smd, ref ulong last_update_time)
+      {
+         this.security = smd.security;
+         NativePriceSize x; DateTime ts; ulong vol;
+         if (smd.md.get_last_trade(ref last_update_time, out x, out ts, out vol))
+         {
+            last = new PriceSize(x.size, x.direct_size, x.implied_size, x.price);
+            total_volume = vol;
+            last_time = ts;
+            return true;
+         }
+         return false;
+      }
+   }   
+}

src/client/spark_api/md/MDMisc.cs

@@ -0,0 +1,67 @@
+using System;
+using bts.api;
+using mbts;
+
+namespace bts.md
+{
+   public interface IMDMisc : IMDData
+   {
+      ulong total_volume { get; }
+      double settlement_price { get; }
+      DateTime settlement_date { get; }
+      double previous_settlement_price { get; }
+      DateTime previous_settlement_date { get; }
+
+      double open_price { get; }
+      DateTime open_date { get; }
+      double close_price { get; }
+      DateTime close_date { get; }
+      double session_high { get; }
+      double session_low { get; }
+      double fixing_price { get; }
+   }
+
+   class MDMisc : IMDMisc, IMDUpdate
+   {
+      public MDMisc()
+      {
+      }
+      public SecurityImmutable security { get; private set; }
+
+      public ulong total_volume { get; private set; }
+      public double settlement_price { get; private set; }
+      public DateTime settlement_date { get; private set; }
+      public double previous_settlement_price { get; private set; }
+      public DateTime previous_settlement_date { get; private set; }
+      
+      public double open_price { get; private set; }
+      public DateTime open_date { get; private set; }
+      public double close_price { get; private set; }
+      public DateTime close_date { get; private set; }
+      public double session_high { get; private set; }
+      public double session_low { get; private set; }
+      public double fixing_price { get; private set; }
+
+      bool IMDUpdate.update(SecurityMD smd, ref ulong last_update_time)
+      {
+         this.security = smd.security;
+         if (smd.md.misc_timestamp > last_update_time)
+         {
+            total_volume = smd.md.total_volume;
+            settlement_price = smd.md.settlement_price;
+            settlement_date = smd.md.settlement_date;
+            previous_settlement_price = smd.md.previous_settlement_price;
+            previous_settlement_date = smd.md.previous_settlement_date;
+
+            open_price = smd.md.open_price;
+            open_date = smd.md.open_date;
+            close_price = smd.md.close_price;
+            close_date = smd.md.close_date;
+            session_high = smd.md.session_high;
+            session_low = smd.md.session_low;
+            fixing_price = smd.md.fixing_price;
+         }
+         return false;
+      }
+   }   
+}

src/client/spark_api/md/MDSource.cs

@@ -0,0 +1,90 @@
+using bts.api;
+using bts.api.synthetic;
+using mbts;
+using mbts.co2;
+using System;
+using System.Collections.Generic;
+using System.Reactive.Linq;
+using System.Threading.Tasks;
+using System.Linq;
+using SecurityKey = System.UInt32;
+using System.Collections.Concurrent;
+using System.Threading;
+using bts.api.user;
+using System.Reactive.Subjects;
+
+namespace bts.md
+{
+   class MDSource : IObserver<List<SecurityAndHandle>>, IDisposable
+   {   
+      protected readonly MDConsumer _consumer = new MDConsumer();
+      protected readonly Co2RelayControl _relay;
+      protected long _version = 0;
+      protected readonly ConcurrentDictionary<SecurityKey, SecurityMD> _exchange_sec_map = new ConcurrentDictionary<SecurityKey, SecurityMD>();
+      protected List<IDisposable> _dispose = new List<IDisposable>();
+
+      public MDSource(uint naggle_ms, bool defer_init = false)
+      {         
+         _relay = new Co2RelayControl(_consumer, naggle_ms);
+         _relay.preload_securities((co2.MDRequest.Types.Flags)0xff).ignore();
+         _dispose.Add(_consumer.on_security.Subscribe(this));
+         if(!defer_init)
+            initialize();
+      }
+
+      readonly BehaviorSubject<ConcurrentDictionary<SecurityKey, SecurityMD>> _on_securities = 
+         new BehaviorSubject<ConcurrentDictionary<SecurityKey, SecurityMD>>( new ConcurrentDictionary<SecurityKey, SecurityMD>() );
+      public IObservable<ConcurrentDictionary<SecurityKey, SecurityMD>> on_securities => _on_securities;
+
+      virtual public void initialize()
+      {
+         Task.Run(run);
+      }
+
+      public void set_token(AuthTokenImmutable token)
+      {
+         _relay.set_token(token);
+      }
+
+      public void OnCompleted() { }
+      public void OnError(Exception error) => Log.Md.error(error.ToString());
+      public void OnNext(List<SecurityAndHandle> values)
+      {
+         if (values.Count > 0)
+         {
+            foreach (var v in values)
+            {
+               var smd = new SecurityMD(new SecurityImmutable(v.security), v.handle);
+               _exchange_sec_map.AddOrUpdate(smd.security.Id, smd, (_, __) => smd);
+            }
+            _version += 1;
+         }
+      }
+
+      public void Dispose() => Disposable.dispose(_dispose);
+      async protected Task run()
+      {
+         long run_version = 0;
+         while (true)
+         {
+            var exch = _exchange_sec_map;
+            long current_version = _version;
+            if (current_version > run_version)
+            {
+               run_version = current_version;
+               try
+               {
+                  Log.Md.info($"MDSource publishing {exch.Count} securities");
+                  _on_securities.OnNext(exch);
+               }
+               catch (Exception e)
+               {
+                  Log.Md.error($"Error in publish_securities: {e}");
+               }
+            }
+            await Task.Delay(TimeSpan.FromSeconds(1));
+         }
+      }
+
+   }
+}

src/client/spark_api/md/MarketDataClient.cs

@@ -11,108 +11,224 @@ using System.Reactive.Subjects;
 using bts.api;
 using bts.api.core;
 using bts.co2;
+using mbts;
+using SecurityKey = System.UInt32;
 
-namespace bts.api.md
+namespace bts.md
 {
-   using security_key = System.UInt32;
-   public class MarketDataClient : IDisposable
+
+   public class MarketDataClient : IDisposable 
    {
-      class Data
-      {
-         public long last_update_time;
-         public ChannelUpdate data;
-      }
+      static uint naggle_ms = 100;      
+      readonly static bts.md.MDSource _subscription = new MDSource(naggle_ms);
 
-      const UInt32 _all_flags = (uint)(
-            MDRequest.Types.Flags.Security | 
-            MDRequest.Types.Flags.Bbo |
-            MDRequest.Types.Flags.Direct | 
-            MDRequest.Types.Flags.Implied | 
-            MDRequest.Types.Flags.LastTrade);
-      
-      readonly ConcurrentDictionary<security_key, Data> _data = new ConcurrentDictionary<security_key, Data>();
-      readonly ConcurrentDictionary<security_key, string> _security_key_to_desc= new ConcurrentDictionary<security_key, string>();
-      readonly ConcurrentDictionary<string, security_key> _security_desc_to_key = new ConcurrentDictionary<string, security_key>();      
-      readonly MDRequest _subscription;
-      readonly Venue _venue;
-
-      readonly static Lazy<MarketDataRelay> _md = new Lazy<MarketDataRelay>(() => Locator.locate<MarketDataRelay>(), true);
-      readonly static ConcurrentDictionary<api.Venue, MarketDataClient> _venue_cache = new ConcurrentDictionary<api.Venue, api.md.MarketDataClient>();
-      static readonly List<Product> _all_products;
-      static MarketDataClient()
+      readonly ConcurrentDictionary<SecurityKey, SecurityMD> _data = new ConcurrentDictionary<SecurityKey, SecurityMD>();
+      readonly List<IDisposable> _disp = new List<IDisposable>();
+      readonly uint _default_pump_ms;
+      public MarketDataClient(uint default_pump_ms = 250, AuthTokenImmutable? token = null)
       {
-         _all_products = _md.Value.request_products(new VoidMessage()).Products.ToList();
-      }
+         _default_pump_ms = default_pump_ms;
+         if (token != null)
+            set_auth_token(token);
 
-      public static IEnumerable<api.Venue> cached_exchanges => _venue_cache.Keys;
-      public static bool create_or_get(api.Venue exchange, out MarketDataClient md, user.AuthToken token = null)
-      {
-         if (!_venue_cache.TryGetValue(exchange, out md))
+         _disp.Add(_subscription.on_securities.Subscribe( md =>
          {
-            _venue_cache[exchange] = md = new MarketDataClient(exchange, token);
-            return true;
-         }
-         return false;
+            foreach (var entry in md)
+               _data.AddOrUpdate(entry.Key, entry.Value, (_, __) => entry.Value);
+         }));
+      }
+      public IEnumerable<SecurityImmutable> securities => _data.Values.Select(x => x.security);
+      public IObservable<IEnumerable<SecurityImmutable>> on_securities
+      {
+         get { return _subscription.on_securities.Select(x => x.Values.Select(xx => xx.security)); }
+      }
+
+      public void set_auth_token(AuthTokenImmutable? toke)
+      {
+         if(toke.HasValue)
+            _subscription.set_token(toke.Value);
+      }
+      public IObservable< IEnumerable<IMDBook> > subscribe_book(Func<SecurityImmutable, bool> filter,
+                                                                TimeSpan? update_interval = null, IScheduler scheduler = null)
+      {
+         return _subscribe<MDBook>(filter, update_interval, scheduler);
+      }
+      public IObservable< IEnumerable<IMDLast> > subscribe_last(Func<SecurityImmutable, bool> filter,
+                                                                TimeSpan? update_interval = null, IScheduler scheduler = null)
+      {
+         return _subscribe<MDLast>(filter, update_interval, scheduler);
+      }
+      public IObservable< IEnumerable<IMDMisc> > subscribe_misc(Func<SecurityImmutable, bool> filter,
+                                                                TimeSpan? update_interval = null, IScheduler scheduler = null)
+      {
+         return _subscribe<MDMisc>(filter, update_interval, scheduler);
+      }
+      public IObservable< IEnumerable<IMDCombined> > subscribe_combined(Func<SecurityImmutable, bool> filter,
+                                                                        TimeSpan? update_interval = null, IScheduler scheduler = null)
+      {
+         return _subscribe<MDCombined>(filter, update_interval, scheduler);
+      }
+      
+      IObservable<IEnumerable<T>> _subscribe<T>(Func<SecurityImmutable, bool> filter, 
+                                                TimeSpan? update_interval = null, IScheduler scheduler = null) where T : IMDData, IMDUpdate, new()
+      {
+         List<Slot<T>> slots = new List<Slot<T>>();  int data_size = 0;
+         return timer_pump<IEnumerable<T>>((last_timer_tick, observer) =>
+         {
+            //if the number of securities has changed, or this is the first call
+            if (data_size != _data.Count)
+            {               
+               slots = _data.Values.Where(x => filter(x.security)).Select(xx => new Slot<T>(xx)).ToList();
+               data_size = _data.Count;
+            }
+            List<T> updates = new List<T>();
+            foreach (var slot in slots)
+            {
+               bool did_update = slot.data.update(slot.secmd, ref slot.last_update_time);
+               //if (slot.last_update_time > last_timer_tick)
+               if(did_update)
+                  updates.Add(slot.data);
+            }
+            if(updates.Count > 0)
+               observer.OnNext(updates);
+         },
+         update_interval, scheduler);
+      }
+
+      public IObservable<IEnumerable<IMDBook>> subscribe_book(IEnumerable<SecurityKey> ids, TimeSpan? update_interval = null,
+                                                              IScheduler scheduler = null)
+      {
+         return _subscribe<MDBook>(ids, update_interval, scheduler);
+      }
+      public IObservable<IEnumerable<IMDLast>> subscribe_last(IEnumerable<SecurityKey> ids, TimeSpan? update_interval = null,
+                                                              IScheduler scheduler = null)
+      {
+         return _subscribe<MDLast>(ids, update_interval, scheduler);
+      }
+      public IObservable<IEnumerable<IMDMisc>> subscribe_misc(IEnumerable<SecurityKey> ids, TimeSpan? update_interval = null,
+                                                              IScheduler scheduler = null)
+      {
+         return _subscribe<MDMisc>(ids, update_interval, scheduler);
+      }
+      public IObservable<IEnumerable<IMDCombined>> subscribe_combined(IEnumerable<SecurityKey> ids, TimeSpan? update_interval = null,
+                                                                      IScheduler scheduler = null)
+      {
+         return _subscribe<MDCombined>(ids, update_interval, scheduler);
+      }
+
+      IObservable<IEnumerable<T>> _subscribe<T>(IEnumerable<SecurityKey> ids, TimeSpan? update_interval = null, 
+                                                IScheduler scheduler = null) where T : IMDData, IMDUpdate, new()
+      {
+         List<Slot<T>> slots = ids.Where(ii => _data.TryGetValue(ii, out SecurityMD _)).Select(x =>
+         {
+            _data.TryGetValue(x, out SecurityMD smd);
+            return new Slot<T>(smd);
+         }).ToList();
+         return timer_pump<IEnumerable<T>>((last_timer_tick, observer) =>
+         {
+            List<T> updates = new List<T>();
+            foreach (var slot in slots)
+            {
+               bool did_update = slot.data.update(slot.secmd, ref slot.last_update_time);
+               //if (slot.last_update_time > last_timer_tick)
+               if(did_update)
+                  updates.Add(slot.data);                  
+            }
+            if(updates.Count > 0)
+               observer.OnNext(updates);
+         },
+         update_interval, scheduler);
       }      
 
-      public MarketDataClient(bts.api.Venue exchange = Venue.Unset, user.AuthToken token = null) 
+      class Slot<T> where T : IMDData, IMDUpdate, new()
       {
-         _venue = exchange;
-         _subscription = load_request(exchange, token);
+         public Slot(SecurityMD md)
+         {
+            secmd = md;
+            last_update_time = 0;
+            data = new T();
+         }
+         public SecurityMD secmd;
+         public ulong last_update_time;
+         public T data;
+      }            
+
+      IObservable<T> timer_pump<T>(Action<ulong, IObserver<T>> tick, TimeSpan? interval, IScheduler scheduler = null)
+      {
+         if(!interval.HasValue)
+            interval = TimeSpan.FromMilliseconds(_default_pump_ms);
+         ulong last_update_time = 0;
+         return Observable.Create<T>(observer =>
+         {            
+            return Observable.Timer(interval.Value, interval.Value, scheduler ?? Scheduler.Default).Subscribe(_ =>
+            {
+               tick(last_update_time, observer);
+               last_update_time = (ulong)DateTime.UtcNow.Ticks;
+            });
+         });
+      }      
+
+      public void Dispose()
+      {
+         _disp.ForEach(x => x.Dispose());
       }
 
-      public void set_auth_token(user.AuthToken toke)
-      {
-         _subscription.Token = toke?.Token ?? string.Empty;
-      }
+      #region security search
 
-      MDRequest load_request(bts.api.Venue exchange, user.AuthToken token)
+      public SecurityImmutable? lookup(SecurityKey key)
       {
-         var req = new MDRequest() { Token = token?.Token ?? string.Empty } ;
-         var prods = _all_products.Where(x=>x.Exchange == exchange || exchange == bts.api.Venue.Unset);
-         foreach(var prod in prods)
-            req.Channels.Add(new SecurityChannel() { Exchange = prod.Exchange, Type = prod.Type, Symbol = prod.Symbol, Flags = 0 });
-         return req;
-      }
-
-      public IEnumerable<SecurityImmutable> get_securities()
-      {
-         return _data.Values.Select(x => new SecurityImmutable(x.data.Security));
-      }
-
-      public SecurityImmutable? lookup(security_key key)
-      {
-         Data value;
-         if(_data.TryGetValue(key, out value))
-            return value.data.Security;
+         if (_data.TryGetValue(key, out SecurityMD value))
+            return value.security;
          else
             return null;
       }
 
-      public bool lookup_security_desc(security_key key, out string security_desc)
+      public bool lookup_security_desc(SecurityKey key, out string security_desc)
       {
-         return _security_key_to_desc.TryGetValue(key, out security_desc);
+         security_desc = null;
+         var sec = lookup(key);
+         if (sec.HasValue)
+         {
+            security_desc = sec.Value.glbx_desc();
+            return true;
+         }
+         return false;
       }
 
-      public bool lookup_security_key_from_desc(string security_desc, out security_key key)
+      public bool lookup_security_key_from_desc(string security_desc, out SecurityKey key)
       {
-         return _security_desc_to_key.TryGetValue(security_desc, out key);
+         key = 0;
+         var fnd = find(x => x.glbx_desc() == security_desc).TryFirst();
+         if (fnd.HasValue)
+         {
+            key = fnd.Value.security.Id;
+            return true;
+         }
+         return false;
       }
 
-      public Security find_security(Func<Security, bool> filter)
+      IEnumerable<SecurityMD> find(Func<SecurityImmutable, bool> filter)
       {
-         return _data.Values.Select(x => x.data.Security).Where(xx => filter(xx)).FirstOrDefault();
+         Func<SecurityMD, bool> filt = (SecurityMD secmd) => filter(secmd.security);
+         return _data.Values.Where(filt);
       }
 
-      public async Task<Security> find_security_async(Func<Security, bool> filter, TimeSpan? timeout = null)
+      public SecurityImmutable? find_security(Func<SecurityImmutable, bool> filter)
       {
-         if(!timeout.HasValue) {
-            timeout = TimeSpan.FromMilliseconds(int.MaxValue-1);
+         var fnd = find(filter).TryFirst();
+         return fnd?.security;
+      }
+
+      public async Task<SecurityImmutable?> find_security_async(Func<SecurityImmutable, bool> filter, TimeSpan? timeout = null)
+      {
+         if (!timeout.HasValue)
+         {
+            timeout = TimeSpan.FromMilliseconds(10000);
          }
          CancellationTokenSource src = new CancellationTokenSource(timeout.Value);
-         Security security = await Task.Run<Security>(async () =>
+         SecurityImmutable? security = await Task.Run<SecurityImmutable?>(async () =>
         {
-           Security sec = null;
+           SecurityImmutable? sec = null;
            do
            {
               sec = find_security(filter);
@@ -122,214 +238,11 @@ namespace bts.api.md
            while (sec == null);
            return sec;
         }, src.Token);
-                 
+
          return security ?? throw new KeyNotFoundException("Can't find security for filter"); ;
       }
 
-      public IObservable<ChannelUpdate> subscribe(Product product, 
-                                                  TimeSpan? update_interval = null, IScheduler scheduler = null)
-      {
-         return subscribe(product, _all_flags, update_interval, scheduler);
-      }
 
-
-      public IObservable<ChannelUpdate> subscribe(Product product, uint flags, 
-                                                  TimeSpan? update_interval = null, IScheduler scheduler = null)
-      {
-         check_subscriptions(flags, x =>
-            (x.Exchange == product.Exchange && x.Type == product.Type && x.Symbol == product.Symbol));
-         return _subscribe( 
-            x => (x.Exchange == product.Exchange && ((SecurityImmutable)x).security_type() == product.Type && x.Symbol == product.Symbol), 
-            update_interval,
-            scheduler);
-      }
-
-      IObservable<ChannelUpdate> _subscribe(Func<Security, bool> filter, 
-                                            TimeSpan? update_interval = null, IScheduler scheduler = null)
-      {
-         Data[] slots = new Data[0]; long local_security_count = 0;
-         return timer_pump<Data>((last_update, observer) =>
-        {
-           //if the number of securities has changed, or this is the first call
-           if (slots.Length == 0 || local_security_count != _data.Count)
-              slots = _data.Values.Where(xx => filter(xx.data.Security)).ToArray();
-           foreach (var slot in slots)
-           {
-              Data data;
-              if (_data.TryGetValue(slot.data.Security.Id, out data))
-              {
-                 if (data.last_update_time > last_update)
-                    observer.OnNext(data);
-              }
-           }
-        },
-         update_interval, scheduler).Select(x => x.data);
-      }
-
-      /// <summary>
-      /// Poll for updates for a security on a specified update_interval, on the specified scheduler with default flags
-      /// </summary>
-      /// <param name="security"></param>
-      /// <param name="update_interval"></param>
-      /// <param name="scheduler"></param>
-      /// <returns></returns>             
-      public IObservable<ChannelUpdate> subscribe(Security security, 
-                                                  TimeSpan? update_interval = null, IScheduler scheduler = null)
-      {
-         return subscribe(security, _all_flags, update_interval, scheduler);
-      }      
-
-      /// <summary>
-      /// Poll for updates for a security on a specified update_interval, on the specified scheduler
-      /// </summary>
-      /// <param name="security"></param>
-      /// <param name="flags"></param>
-      /// <param name="update_interval"></param>
-      /// <param name="scheduler"></param>
-      /// <returns></returns>
-      public IObservable<ChannelUpdate> subscribe(Security security, uint flags, 
-                                                  TimeSpan? update_interval = null, IScheduler scheduler = null)
-      {
-         check_subscriptions(flags, x => 
-            (x.Exchange == security.Exchange && x.Type == ((SecurityImmutable)security).security_type() && security.Symbol == security.Symbol));
-         return timer_pump<Data>( (last_update, observer) =>
-         {
-            Data data;
-            if (_data.TryGetValue(security.Id, out data))
-            {
-               if (data.last_update_time > last_update)
-                  observer.OnNext(data);
-            }
-         },
-         update_interval, scheduler).Select(x => x.data);
-      }
-      
-      IObservable<T> timer_pump<T>(Action<long, IObserver<T>> tick, TimeSpan? interval, IScheduler scheduler = null)
-      {
-         if(!interval.HasValue)
-            interval = TimeSpan.FromMilliseconds(25);
-         long last_update_time = 0;
-         return Observable.Create<T>(observer =>
-         {            
-            return Observable.Timer(interval.Value, interval.Value, scheduler ?? Scheduler.Default).Subscribe(_ =>
-            {
-               tick(last_update_time, observer);
-               last_update_time = DateTime.UtcNow.Ticks;
-            });
-         });
-      }
-
-      bool check_subscriptions(uint flags, Func<SecurityChannel, bool> selector)
-      {
-         foreach (var sub in _subscription.Channels)
-         {
-            if (selector(sub))
-            {
-               sub.Flags |= flags;
-               return true;
-            }
-         }
-         return false;
-      }
-
-      /// <summary>
-      /// Start pumping market data for all subscribed channels and securities. Call this without await
-      /// </summary>
-      /// <param name="interval"></param>
-      /// <returns></returns>
-      public async Task start_pump(TimeSpan? interval = null)
-      {
-         await _start_pump(interval);
-      }
-
-      async Task _start_pump(TimeSpan? interval = null, int num_pumps = -1)
-      {
-         var rep = await _md.Value.request_names_async(new VoidMessage()); 
-         int count = 0;
-         do
-         {
-            foreach (var s in rep.value.Securities)
-            {
-               foreach (var ss in s.Names)
-               {
-                  _security_desc_to_key[ss.Value] = ss.Key;
-                  _security_key_to_desc[ss.Key] = ss.Value;
-               }
-            }
-         }
-         while (!rep.success && count++ < 5);
-         count = 0;         
-         while (num_pumps < 0 || count++ < num_pumps)
-         {
-            var reply = await _md.Value.requestmd_async(_subscription);
-            if (reply.success)
-            {
-               foreach (var channel in reply.value.Channels)
-               {
-                  long now = DateTime.UtcNow.Ticks;
-                  foreach (var update in channel.Updates)
-                  {
-                     Data data;
-                     if (_data.TryGetValue(update.Security.Id, out data))
-                     {
-                        //mergefrom concats repeated fields                        
-                        if (update.Direct != null)
-                           data.data.Direct = null;
-                        //this can tear, but the book won't tear, so maybe it's ok
-                        data.data.MergeFrom(update);
-                        data.last_update_time = now;
-                     }
-                     else
-                     {
-                        _data[update.Security.Id] = new Data() { last_update_time = now, data = update };
-                     }
-                  }
-               }
-               await Task.Delay(interval ?? TimeSpan.FromMilliseconds(100), _cts.Token);
-            }
-         }
-      }
-
-      Task _pump_task;
-      public void run_pump(TimeSpan? interval = null)
-      {
-         if (_pump_task == null)
-         {
-            _pump_task = this.start_pump(interval)
-               .ContinueWith(ex =>
-               {
-                  System.Diagnostics.Debug.Assert(ex == null, ex.ToString());
-               }
-               , TaskContinuationOptions.OnlyOnFaulted);
-         }
-      }
-
-      public async void run_pump_async(TimeSpan? interval = null)
-      {
-         await this.start_pump(interval);
-      }
-
-      public void pump_once()
-      {
-         if (_pump_task == null)
-         {
-            _pump_task = this._start_pump(null, 1)
-               .ContinueWith(ex =>
-               {
-                  System.Diagnostics.Debug.Assert(ex == null, ex.ToString());
-               }
-               , TaskContinuationOptions.OnlyOnFaulted);
-         }
-      }
-
-
-      readonly CancellationTokenSource _cts = new CancellationTokenSource();
-      public void Dispose()
-      {
-         _cts.Cancel();
-         _cts.Dispose();
-         if (_md.IsValueCreated)
-            _md.Value.Dispose();
-      }
+      #endregion
    }
 }

src/client/spark_api/md/PriceSize.cs

@@ -0,0 +1,24 @@
+using bts.api;
+using mbts.co2;
+
+namespace bts.md
+{
+   public class PriceSize 
+   {      
+      public uint size { get; }
+      public uint direct_size { get; }
+      public uint implied_size { get; }
+      public double price { get; }
+      public PriceSize(uint sz, uint direct_sz, uint implied_sz, double prx)
+      {
+         size = sz;
+         direct_size = direct_sz;
+         implied_size = implied_sz;
+         price = prx;
+      }
+      public override string ToString()
+      {
+         return $"{price} {size}  {implied_size} ";
+      }
+   }
+}

src/client/spark_api/md/SecurityMD.cs

@@ -6,7 +6,7 @@ using System.Linq;
 using System.Text;
 using System.Threading.Tasks;
 
-namespace mbts.spark {
+namespace mbts {
    struct SecurityMD : IEquatable<SecurityMD> {
       public SecurityImmutable security { get; }
       public MDConsumerHandle md { get; }

src/client/spark_api/security/SecurityFormatter.cs

@@ -3,7 +3,7 @@ using System.Collections.Generic;
 using static bts.api.Security;
 
 namespace bts.api {
-   public struct FutureLeg {
+   struct FutureLeg {
       public readonly Venue exchange;
       public readonly string symbol, exchange_desc;
       public readonly FutureContractImmutable future;
@@ -37,17 +37,17 @@ namespace bts.api {
             $"{symbol}{DateFormatter.Format(future.ExpirationYear, future.ExpirationMonth, future.ExpirationDay, DateFormat.MonthCodeLastDigitYear)}" :
             exch_desc;
 
-      static string _format(SecurityImmutable security) {
-         switch (security.ContractCase) {
-            case ContractOneofCase.Future: return format_future(security.Symbol, security.glbx_desc(), security.Future);
+      static string _format(SecurityImmutable? security) {
+         switch (security?.ContractCase) {
+            case ContractOneofCase.Future: return format_future(security?.Symbol, security?.glbx_desc(), security.Value.Future);
             case ContractOneofCase.Spread:
-               if (security.HasGlbx) {
+               if (security?.HasGlbx == true) {
                   // In case we ever bring it back, pretty printed spread names can be found here:
                   // GlbxSecurityFormatter.FormatSpread(security, out string result)
-                  return security.Glbx.SecurityDesc;
+                  return security?.Glbx.SecurityDesc;
                }
-               return string.Join("", _format_future_legs(SecurityHelper.get_flat_future_legs(security.Spread.Legs)));
-            case ContractOneofCase.Synthetic: return security.Synthetic.Name;
+               return string.Join("", _format_future_legs(SecurityHelper.get_flat_future_legs(security?.Spread.Legs)));
+            case ContractOneofCase.Synthetic: return security?.Synthetic.Name;
             default: return "Unknown-security";
          }
       }

src/client/spark_api/security/SecurityHelper.cs

@@ -4,7 +4,7 @@ using System.Linq;
 using static bts.api.Security;
 
 namespace bts.api {
-   public static class SecurityHelper {
+   internal static class SecurityHelper {
       public static IEnumerable<FutureLeg> get_flat_future_legs(SecurityImmutable sec) {
          switch (sec.ContractCase) {
             case ContractOneofCase.Spread: return _get_flat_future_legs(sec.Spread.Legs, 1);
@@ -66,24 +66,10 @@ namespace bts.api {
          public static readonly IComparer<SecurityImmutable> InstanceImmutable = Comparer<SecurityImmutable>.Create(Compare);
 
          public static int Compare(Security x, Security y) {
-            if (x.ContractCase == ContractOneofCase.Future) return y.ContractCase == ContractOneofCase.Future ? Compare(x.Symbol, x.Future, y.Symbol, y.Future) : -1;
-            else if (y.ContractCase == ContractOneofCase.Future) return 1;
-            var xlegs = get_flat_future_legs(x).ToList();
-            var ylegs = get_flat_future_legs(y).ToList();
-            int max = Math.Min(xlegs.Count, ylegs.Count);
-            for (int i = 0; i < max; i++) {
-               int rv = Compare(xlegs[i].symbol, xlegs[i].future, ylegs[i].symbol, ylegs[i].future);
-               if (rv != 0) return rv;
-            }
-            for (int i = 0; i < max; i++) {
-               int rv = xlegs[i].quantity.CompareTo(ylegs[i].quantity);
-               if (rv != 0) return rv;
-            }
-            for (int i = 0; i < max; i++) {
-               int rv = xlegs[i].exchange.CompareTo(ylegs[i].exchange);
-               if (rv != 0) return rv;
-            }
-            return xlegs.Count.CompareTo(ylegs.Count);
+            if (ReferenceEquals(x, y)) return 0; // x ==y
+            if (x == null) return 1; // y > x
+            if (y == null) return -1; // x > y
+            return Compare(new SecurityImmutable(x), new SecurityImmutable(y));
          }
 
          public static int Compare(SecurityImmutable x, SecurityImmutable y) {

src/client/spark_api/utils/APIExtensions.cs

@@ -1,15 +1,34 @@
 using System;
 using System.Collections.Generic;
+using System.Threading.Tasks;
 
-namespace bts
+namespace mbts
 {
-   public static class APIExtensions
+   static class APIExtensions
    {
       public static T? TryFirst<T>(this IEnumerable<T> src) where T : struct
       {
          foreach (var v in src)
             return v;
          return null;
-      }      
+      }
+
+      public static DateTime lldatetime(this ulong ll)
+      {
+         // Warning: Do not remove these consts, or try to simplify this method.
+         // System.DateTime() requires bits 63-64 to be empty in the "DateTime(long ticks)" constructor.
+         // The only way to set the DateTimeKind is through the "DateTime(long ticks, DateTimeKind kind)" constructor.
+         // (Yes, it is annoying. Internally, System.DateTime stores the DateTimeKind in bits 63-64 - in the exact format we already have!!!)
+         const ulong ticks_mask = 0x3FFFFFFFFFFFFFFF;
+         const int kind_shift = 62;
+         return new DateTime((long)(ll & ticks_mask), (DateTimeKind)(ll >> kind_shift));
+      }
+      
+      public static string fmt(this string input, params object[] vals)
+      {
+         return string.Format(input, vals);
+      }
+
+      public static void ignore(this Task t) { }         
    }
 }

src/client/spark_api/utils/LazyAsync.cs

@@ -2,7 +2,7 @@
 using System;
 using System.Threading.Tasks;
 
-namespace bts
+namespace bts.utils
 {
    public class AsyncLazy<T> : Lazy<Task<T>>
    {

src/client/spark_api/utils/Locator.cs

@@ -11,6 +11,15 @@ namespace bts.api
       public static T locate<T>(string qualifier="")  where T : class, IApiClient
       {
          return _context.Value.locate<T>(qualifier);
+      }
+      static public async Task<LoginResult> login(string username, string password)
+      {
+         return await _context.Value.login(username, password);
+      }
+      static public void login_with_token(AuthTokenImmutable token)
+      {
+         _context.Value.login(token);
       }      
+      static public AuthTokenImmutable? token => _context.Value.token;
    }
 }

src/client/spark_api/utils/Log.cs

@@ -33,8 +33,7 @@ namespace bts {
       Latency,
       DataFlow,
       Plugin,
-      ClientSdk,
-      Fix
+      ClientSdk
       // Please keep this list in sync with logging.h/logging.cpp
    }
    
@@ -76,9 +75,8 @@ namespace bts {
       internal static Logger Assert => new Logger(Subsystem.Assert);
       internal static Logger Ui => new Logger(Subsystem.Ui);
       internal static Logger Testing => new Logger(Subsystem.Testing);
-      internal static Logger DataFlow => new Logger(Subsystem.DataFlow);      
+      internal static Logger DataFlow => new Logger(Subsystem.DataFlow);
       public static Logger ClientSdk => new Logger(Subsystem.ClientSdk);
-      internal static Logger FIX => new Logger(Subsystem.Fix);
 
 
       [Conditional("DEBUG")]

src/client/spark_core/Collections/SortedTree.cs

@@ -61,7 +61,7 @@ namespace bts.collections {
             if (_nursery.TryPopValue(k, out SortedList<Node> children)) {
                // remove orphans from _tree (orphan-nodes must reside in the main _tree until parents arrive)
                foreach (var n in children)
-                  _tree.Remove(n);
+                  _assert_remove(_tree, n);
                node = new Node(item, children);
             } else node = new Node(item, _comparer);
             var pk = parent(item);
@@ -84,13 +84,10 @@ namespace bts.collections {
          if (!_index.TryGetValue(k, out Node node)) {
             return false;
          } else {
-            var newval = replace(node.value);
-            Log.assert(id(newval).Equals(k));
-            _replace(node, newval);
+            _replace(node, replace);
             return true;
          }
       }
-
    
       public void Remove(T item) => Remove(id(item));
 
@@ -185,44 +182,97 @@ namespace bts.collections {
          }
       }
 
-      void _replace(Node node, T newval) {
-         TKey pk = parent(newval);
-         TKey old_pk = parent(node.value);
-         if (pk.Equals(old_pk)) {
-            SortedList<Node> node_list;
-            if (pk.Equals(_root_id))
-               node_list = _tree;
-            else if (_index.TryGetValue(pk, out Node pnode)) {
-               node_list = pnode.children;
-            } else if (!_nursery.TryGetValue(pk, out node_list)) {
-               throw new KeyNotFoundException($"Replace was called with a parent-key ({pk}) that was not found in _index or _nursery; item-key was ({id(newval)}).");
-            }
-            node_list.Remove(node);
-            node.value = newval;
-            node_list.Add(node);
-         } else {
-            if (old_pk.Equals(_root_id)) {
-               _tree.Remove(node);
-            } else {
-               if (_index.TryGetValue(old_pk, out Node pnode))
-                  pnode.children.Remove(node);
-               else {
-                  _remove_from_nursery(old_pk, node);
-               }
-            }
-            node.value = newval;
-            if (pk.Equals(_root_id)) {
+      void _replace(Node node, T new_value) =>
+         _replace(node, _ => new_value);
+
+      void _replace(Node node, Func<T, T> replace_value) {
+         /// STEPS (outline)
+         /// 1) remove node with current value
+         /// 2) replace node.value
+         /// 3) re-insert node with new value
+
+         /// Implementation (details):
+         /// there are 3 scenarios in which step 1 (remove node...) may occur
+         ///    a) node is a root node
+         ///      - remove it from <see cref="_tree"/>.
+         ///    b) node is a child node who's parent is present
+         ///      - remove it from the parent <see cref="Node.children"/>
+         ///    c) the node is a child node who's parent is NOT present
+         ///      - remove it from <see cref="_nursery"/> AND <see cref="_tree"/>.
+         /// In each scenario, after the node is removed, the new parent will be assigned (<see cref="new_pk"/>).
+         /// If the parent has NOT changed, assign the node back to the same list(s), then return.
+         /// If the parent HAS changed, determine the list(s) in which the node needs to be inserted, insert the node, then return.
+         TKey old_pk = parent(node.value), new_pk;
+         if (old_pk.Equals(_root_id)) {
+            // a)
+            _assert_remove(_tree, node);
+            _assert_replace(ref node, replace_value);
+            new_pk = parent(node.value);
+            if (new_pk.Equals(old_pk)) {
+               // the parent has NOT changed; re-insert the node, then return.
                _tree.Add(node);
-            } else if (_index.TryGetValue(pk, out Node pnode)) {
-               pnode.children.Add(node);
-            } else {
-               if (!_nursery.TryGetValue(pk, out SortedList<Node> nursery_list)) {
-                  _nursery.Add(pk, nursery_list = new SortedList<Node>(_comparer));
-               }
+               return;
+            }
+         } else if (_index.TryGetValue(old_pk, out Node old_pnode)) {
+            // b)
+            _assert_remove(old_pnode.children, node);
+            _assert_replace(ref node, replace_value);
+            new_pk = parent(node.value);
+            if (new_pk.Equals(old_pk)) {
+               // the parent has NOT changed; re-insert the node, then return.
+               old_pnode.children.Add(node);
+               return;
+            }
+         } else if (_nursery.TryGetValue(old_pk, out SortedList<Node> nursery_list)) {
+            // c)
+            _assert_remove(nursery_list, node);
+            _assert_remove(_tree, node);
+            _assert_replace(ref node, replace_value);
+            new_pk = parent(node.value);
+            if (new_pk.Equals(old_pk)) {
+               // the parent has NOT changed; re-insert the node, then return.
                nursery_list.Add(node);
                _tree.Add(node);
+               return;
+            } else {
+               // the parent HAS changed; if the old nursery_list is empty, remove it.
+               if (nursery_list.Count == 0)
+                  _nursery.Remove(old_pk);
             }
+         } else {
+            // error)
+            throw new InvalidOperationException($"Unknown parent key '{old_pk}'.");
          }
+         // the parent HAS changed.  Determine the list(s) in which the node needs to inserted.
+         if (new_pk.Equals(_root_id)) {
+            _tree.Add(node);
+         } else if (_index.TryGetValue(new_pk, out Node new_pnode)) {
+            new_pnode.children.Add(node);
+         } else {
+            if (!_nursery.TryGetValue(new_pk, out SortedList<Node> new_nursery_list)) {
+               _nursery.Add(new_pk, new_nursery_list = new SortedList<Node>(_comparer));
+            }
+            new_nursery_list.Add(node);
+            _tree.Add(node);
+         }
+      }
+
+      /// <summary>
+      /// Attempts to removes the node from the list <see cref="SortedList{T}.Remove"/> and throws an exception if it does not succeed.
+      /// </summary>
+      static void _assert_remove(SortedList<Node> list, Node node) {
+         if (!list.Remove(node))
+            throw new InvalidOperationException("Failed to remove node.");
+      }
+
+      /// <summary>
+      /// Replaces <see cref="Node.value"/> using the specified delegate, and throws an exception if the new value's id is different from the old value's id.
+      /// </summary>
+      void _assert_replace(ref Node node, Func<T, T> replace_value) {
+         TKey old_key = id(node.value);
+         node.value = replace_value(node.value);
+         if (!id(node.value).Equals(old_key))
+            throw new InvalidOperationException("Replace op changed Node's id.");
       }
 
       void _remove_from_nursery(TKey pk, Node node) {

src/client/spark_core/utils/GlobalExtensions.cs

@@ -6,9 +6,6 @@ using System.Text;
 
 namespace mbts {
    public static class GlobalExtensions {
-      public static string fmt(this string input, params object[] vals) {
-         return string.Format(input, vals);
-      }
       public static string Repeat(this string s, uint count) {
          if (count == 0) return "";
          if (count == 1) return s;
@@ -27,15 +24,6 @@ namespace mbts {
          return range.Skip(index).First();
       }
 
-      public static DateTime lldatetime(this ulong ll) {
-         // Warning: Do not remove these consts, or try to simplify this method.
-         // System.DateTime() requires bits 63-64 to be empty in the "DateTime(long ticks)" constructor.
-         // The only way to set the DateTimeKind is through the "DateTime(long ticks, DateTimeKind kind)" constructor.
-         // (Yes, it is annoying. Internally, System.DateTime stores the DateTimeKind in bits 63-64 - in the exact format we already have!!!)
-         const ulong ticks_mask = 0x3FFFFFFFFFFFFFFF;
-         const int kind_shift = 62;
-         return new DateTime((long)(ll & ticks_mask), (DateTimeKind)(ll >> kind_shift));
-      }
       
       //this overloaded declaration, (as opposed to one function with comp = null) allows observable_collection.sync_with to be passed into functions as a parameterless Action
       public static void sync_with<T>(this IList<T> dest, IEnumerable<T> src) { dest.sync_with(src, EqualityComparer<T>.Default); }
@@ -69,5 +57,7 @@ namespace mbts {
             }
          }
       }
+
+
    }
 }

src/client/spark_excel/extensions/OrderService_Excel.cs

@@ -17,7 +17,7 @@ namespace bts.api.orderman
 {
    public partial class OrderService_Excel 
    {
-      readonly static Lazy<user.UserService> _users = new Lazy<user.UserService>(() => Locator.locate<user.UserService>(), true);
+      readonly static Lazy<user.AuthService> _users = new Lazy<user.AuthService>(() => Locator.locate<user.AuthService>(), true);
       readonly static Lazy<admin.AdminService> _admin = new Lazy<admin.AdminService>(() => Locator.locate<admin.AdminService>(), true);
 
       [ExcelFunction(Category = "BTS", Description = "Get All Accessible Accounts")]
@@ -26,7 +26,7 @@ namespace bts.api.orderman
          try
          {
             List<string> accts = new List<string>();
-            var admin = await _admin.Value.get_filtered_admin_data_async(new FilteredAdminDataRequest { Token = login_token });
+            var admin = await _admin.Value.get_filtered_admin_data_async(new FilteredAdminDataRequest());
             if (admin.success)
             {
                foreach (var acc in admin.value.Accounts)

src/client/spark_excel/rtd/formatting/BookMDFormatter.cs

@@ -1,21 +1,22 @@
 using System;
+using bts.md;
 
 namespace bts.excel.rtd
 {
    class BookMDFormatter : IExcelFormatter
    {
-      readonly co2.ChannelUpdate _update;
-      public BookMDFormatter(co2.ChannelUpdate upd)
+      readonly IMDBook _update;
+      public BookMDFormatter(IMDBook upd)
       {
          _update = upd;
       }
 
-      public static double format_md(long mantissa, int exponent)
+      public object[,] format(bool include_headers = false)
       {
-         return mantissa * Math.Pow(10, exponent);
+         return format(_update, include_headers);
       }
 
-      public object[,] format(bool include_headers = false)
+      static public object[,] format(IMDBook update, bool include_headers = false)
       {
          const int cols = 5;
          const int rows = 30;
@@ -24,21 +25,21 @@ namespace bts.excel.rtd
             for (int j = 0; j < cols; j++)
                ret[i, j] = string.Empty;
 
-         if (_update.Direct != null)
+         if (update != null)
          {
             int idx = 0;
-            for (int j = _update.Direct.Asks.Count - 1; j >= 0 && idx < rows; j--)
+            for (int j = update.asks.Count - 1; j >= 0 && idx < rows; j--)
             {
-               var ask = _update.Direct.Asks[j];
-               ret[idx, 1] = format_md(ask.Mantissa, ask.Exponent);
-               ret[idx, 2] = ask.Size;
+               var ask = update.asks[j];
+               ret[idx, 1] = ask.price;
+               ret[idx, 2] = ask.size;
                idx++;
             }
-            for (int j = 0; j < _update.Direct.Bids.Count && idx < rows; j++)
+            for (int j = 0; j < update.bids.Count && idx < rows; j++)
             {
-               var bid = _update.Direct.Bids[j];
-               ret[idx, 1] = format_md(bid.Mantissa, bid.Exponent);
-               ret[idx, 0] = bid.Size;
+               var bid = update.bids[j];
+               ret[idx, 1] = bid.price;
+               ret[idx, 0] = bid.size;
                idx++;
             }
          }

src/client/spark_excel/rtd/formatting/FormatterFactory.cs

@@ -1,4 +1,5 @@
 using System;
+using bts.md;
 
 namespace bts.excel.rtd
 {
@@ -6,7 +7,7 @@ namespace bts.excel.rtd
    {
       public static IExcelFormatter make_formatter(object data)
       {
-         if(data is co2.ChannelUpdate upd)
+         if(data is IMDBook upd)
             return new BookMDFormatter(upd);
          else
          {

src/client/spark_excel/rtd/formatting/LastMDFormatter.cs

@@ -0,0 +1,35 @@
+using System;
+using bts.md;
+
+namespace bts.excel.rtd
+{
+   class LastMDFormatter : IExcelFormatter
+   {
+      readonly IMDLast _update;
+      public LastMDFormatter(IMDLast upd)
+      {
+         _update = upd;
+      }
+
+      public object[,] format(bool include_headers = false)
+      {
+         return format(_update, include_headers);
+      }
+
+      static public object[,] format(IMDLast update, bool include_headers = false)
+      {
+         const int cols = 3;
+         const int rows = 1;
+         var ret = new object[rows, cols];
+         
+         if (update != null)
+         {
+            ret[0, 0] = update.last?.price;
+            ret[0, 1] = update.last?.size;
+            ret[0, 1] = update.last_time;
+         }
+         return ret;
+      }
+   }
+
+}

src/client/spark_excel/rtd/formatting/MiscMDFormatter.cs

@@ -1,16 +1,22 @@
 using System;
+using bts.md;
 
 namespace bts.excel.rtd
 {
    class MiscMDFormatter : IExcelFormatter
    {
-      readonly co2.ChannelUpdate _update;
-      public MiscMDFormatter(co2.ChannelUpdate upd)
+      readonly IMDMisc _update;
+      public MiscMDFormatter(IMDMisc upd)
       {
          _update = upd;
       }
 
       public object[,] format(bool include_headers = false)
+      {
+         return format(_update, include_headers);
+      }
+
+      static public object[,] format(IMDMisc update, bool include_headers = false)
       {
          return new object[0, 0];
       }

src/client/spark_excel/rtd/formatting/TopOfBookMDFormatter.cs

@@ -1,17 +1,22 @@
-
 using System;
+using bts.md;
 
 namespace bts.excel.rtd
 {
    class TopOfBookMDFormatter : IExcelFormatter
    {
-      readonly co2.ChannelUpdate _update;
-      public TopOfBookMDFormatter(co2.ChannelUpdate upd)
+      readonly IMDBook _update;
+      public TopOfBookMDFormatter(IMDBook upd)
       {
          _update = upd;
       }
 
       public object[,] format(bool include_headers = false)
+      {
+         return format(_update, include_headers);
+      }
+
+      static public object[,] format(IMDBook update, bool include_headers = false)
       {
          const int cols = 4;
          const int rows = 1;
@@ -20,22 +25,22 @@ namespace bts.excel.rtd
             for (int j = 0; j < cols; j++)
                ret[i, j] = string.Empty;
          
-         if (_update.Direct != null)
+         if (update != null)
          {
             int idx = 0;
-            for (int j = 0; j < _update.Direct.Asks.Count && idx < rows; j++)
+            for (int j = 0; j < update.asks.Count && idx < rows; j++)
             {
-               var ask = _update.Direct.Asks[j];
-               ret[idx, 2] = BookMDFormatter.format_md(ask.Mantissa, ask.Exponent);
-               ret[idx, 3] = ask.Size;
+               var ask = update.asks[j];
+               ret[idx, 2] = ask.price;
+               ret[idx, 3] = ask.size;
                idx++;
             }
             idx = 0;
-            for (int j = 0; j < _update.Direct.Bids.Count && idx < rows; j++)
+            for (int j = 0; j < update.bids.Count && idx < rows; j++)
             {
-               var bid = _update.Direct.Bids[j];
-               ret[idx, 1] = BookMDFormatter.format_md(bid.Mantissa, bid.Exponent);
-               ret[idx, 0] = bid.Size;
+               var bid = update.bids[j];
+               ret[idx, 1] = bid.price;
+               ret[idx, 0] = bid.size;
                idx++;
             }
          }

src/client/spark_excel/rtd/formatting/TopicMDFormatter.cs

@@ -1,86 +1,95 @@
 
 using System;
+using bts.md;
 
 namespace bts.excel.rtd
 {
    class TopicMDFormatter : IExcelFormatter
    {
-      readonly co2.ChannelUpdate _update;
+      readonly IMDCombined _update;
       readonly string _topic;
-      public TopicMDFormatter(co2.ChannelUpdate upd, string topic)
+      public TopicMDFormatter(IMDCombined upd, string topic)
       {
          _update = upd;
          _topic = topic;
       }
 
       public object[,] format(bool include_headers = false)
+      {
+         return format(_update, _topic, include_headers);
+      }
+
+      static public object[,] format(IMDCombined update, string topic, bool include_headers = false)
       {
          var retval = new object[1, 1];
-         switch (_topic.ToLower())
+         if(update == null || string.IsNullOrEmpty(topic))
+            return retval;
+
+         switch (topic.ToLower())
          {
             case "bid":
             case "bidprice":
-               retval[0, 0] = BookMDFormatter.format_md(_update?.Direct?.Bids?[0]?.Mantissa ?? 0, _update?.Direct?.Bids?[0]?.Exponent ?? 0);
+               retval[0, 0] = update.bids?[0]?.price; 
                break;
             case "ask":
             case "askprice":
-               retval[0, 0] = BookMDFormatter.format_md(_update?.Direct?.Asks?[0]?.Mantissa ?? 0, _update?.Direct?.Asks?[0]?.Exponent ?? 0);
+               retval[0, 0] = update.asks?[0]?.price;
                break;
             case "bidsize":
             case "bidqty":
-               retval[0, 0] = _update?.Direct?.Bids?[0]?.Size;
+               retval[0, 0] = update.bids?[0]?.size;
                break;
             case "asksize":
             case "askqty":
-               retval[0, 0] = _update?.Direct?.Asks?[0]?.Size;
+               retval[0, 0] = update.asks?[0]?.size;
                break;
             case "impliedbid":
             case "impliedbidprice":
-               retval[0, 0] = BookMDFormatter.format_md(_update?.Implied?.Bids?[0]?.Mantissa ?? 0, _update?.Implied?.Bids?[0]?.Exponent ?? 0);
+               retval[0, 0] = update.bids?[0]?.price; //TODO is this the first price with impsz > 0?
                break;
             case "impliedask":
             case "impliedaskprice":
-               retval[0, 0] = BookMDFormatter.format_md(_update?.Implied?.Asks?[0]?.Mantissa ?? 0, _update?.Implied?.Asks?[0]?.Exponent ?? 0);
+               retval[0, 0] = update.asks?[0]?.price;
                break;
             case "impliedbidsize":
             case "impliedbidqty":
-               retval[0, 0] = _update?.Implied?.Bids?[0]?.Size;
+               retval[0, 0] = update.bids?[0]?.implied_size;
                break;
             case "impliedasksize":
             case "impliedaskqty":
-               retval[0, 0] = _update?.Implied?.Asks?[0]?.Size;
+               retval[0, 0] = update.asks?[0]?.implied_size;
                break;
             case "settlement":
             case "settlementprice":
-               retval[0, 0] = BookMDFormatter.format_md(_update?.Misc?.Settlement?.Mantissa ?? 0, _update?.Misc?.Settlement?.Exponent ?? 0);
+               retval[0, 0] = update.settlement_price;
                break;
             case "previoussettlement":
             case "previoussettlementprice":
-               retval[0, 0] = BookMDFormatter.format_md(_update?.Misc?.PreviousSettlementPrice?.Mantissa ?? 0, _update?.Misc?.PreviousSettlementPrice?.Exponent ?? 0);
+               retval[0, 0] = update.previous_settlement_price;
                break;
             case "open":
             case "openprice":
-               retval[0, 0] = _update?.Misc?.OpenPrice;
+               retval[0, 0] = update.open_price;
                break;
             case "close":
             case "closeprice":
-               retval[0, 0] = _update?.Misc?.ClosePrice;
+               retval[0, 0] = update.close_price;
                break;
             case "high":
             case "highprice":
-               retval[0, 0] = _update?.Misc?.SessionHigh;
+               retval[0, 0] = update.session_high;
                break;
             case "low":
             case "lowprice":
-               retval[0, 0] = _update?.Misc?.SessionLow;
+               retval[0, 0] = update.session_low;
                break;
             case "last":
             case "lastprice":
-               retval[0, 0] = BookMDFormatter.format_md(_update?.LastTrade?.Mantissa ?? 0, _update?.LastTrade?.Exponent ?? 0);
+               retval[0, 0] = update?.last?.price;
                break;
             case "lastsize":
             case "lastqty":
-               retval[0, 0] = _update?.LastTrade?.Size;
+               retval[0, 0] = update?.last?.size;
                break;               
          }
          return retval;

src/client/spark_excel/rtd/subscriptions/MDSubscribe.cs

@@ -7,26 +7,26 @@ using ExcelDna.Integration.Rtd;
 using ExcelDna.Registration.Utils;
 using System.Reactive.Linq;
 using bts.api;
-using bts.api.md;
+using bts.md;
 using bts.api.orderman;
 
 namespace bts.excel.rtd
 {
    public class MDSubscribe
    {
-      static Authenticator _auth = new Authenticator();
       [ExcelFunction(Category = "BTS", Description = "Log in to BTS Spark")]
       async public static void spark_login(string login, string password, ExcelAsyncHandle handle) 
       {
          try
          {
-            var toke = await _auth.login(login, password);
-            foreach (var ven in MarketDataClient.cached_exchanges)
+            var res = await Locator.login(login, password);
+            if (res.success && Locator.token.HasValue)
             {
-               MarketDataClient.create_or_get(ven, out MarketDataClient md);
-               md?.set_auth_token(toke);
+               _md.set_auth_token(Locator.token);
+               handle.SetResult("Login Successful");
             }
-            handle.SetResult(toke?.Token ?? "Could not log in check user/pass");
+            else
+               handle.SetResult("Login Error: Could not log in check user/pass " + res.reason);
          }
          catch(Exception ex)
          {
@@ -34,12 +34,10 @@ namespace bts.excel.rtd
          }
       }
 
+      static MarketDataClient _md = new MarketDataClient();
       public static MarketDataClient market_data(api.Venue exchange)
       {
-         var newc = MarketDataClient.create_or_get(exchange, out MarketDataClient md);
-         if(newc)
-            md.run_pump_async(TimeSpan.FromMilliseconds(333));
-         return md;
+         return _md;
       }
 
       static public object spark_lookup_security_desc(string exchange, long security_key)
@@ -51,7 +49,7 @@ namespace bts.excel.rtd
          return desc ?? string.Empty;
       }
 
-      static IObservable<object> md_observable(string contract, string symbol, string security_type, string exchange)
+      static IObservable<IEnumerable<object>> md_observable(string contract, string symbol, string security_type, string exchange)
       {
          security_type = string.IsNullOrEmpty(security_type) ? SecurityType.Future.ToString() : security_type;
          exchange = string.IsNullOrEmpty(exchange) ? Security.ExchangeDataOneofCase.Glbx.ToString() : exchange;
@@ -60,18 +58,18 @@ namespace bts.excel.rtd
          Venue ven;
          SecurityType sectype;
          if (!Utilities.parse_venue(exchange, out ven))
-            return Observable.Return("Can't Parse Exchange: " + exchange ?? string.Empty);
+            return Observable.Return(new [] {"Can't Parse Exchange: " + exchange ?? string.Empty});
          if (!Utilities.parse_security_type(security_type, out sectype))
-            return Observable.Return("Can't Parse Security Type: " + security_type ?? string.Empty);
+            return Observable.Return(new [] {"Can't Parse Security Type: " + security_type ?? string.Empty});
          if (string.IsNullOrEmpty(symbol))
-            return Observable.Return("Can't Parse Symbol: " + symbol ?? string.Empty);
+            return Observable.Return(new []{"Can't Parse Symbol: " + symbol ?? string.Empty});
          if (string.IsNullOrEmpty(contract))
-            return Observable.Return("Can't Parse Contract: " + contract ?? string.Empty);
+            return Observable.Return(new []{"Can't Parse Contract: " + contract ?? string.Empty});
 
-         Product prod = new Product() { Exchange = ven, Type = sectype, Symbol = symbol };
-         Func<Security, bool> filter = (x => x.Glbx.SecurityDesc == contract); //TODO GLBX
+         Func<SecurityImmutable, bool> where = (x => x.Exchange == ven && x.Symbol == symbol && x.security_type() == sectype &&
+                                                x.Glbx.SecurityDesc == contract);
 
-         var stream =  market_data(ven).subscribe(prod).Where(x => filter(x.Security));
+         var stream = market_data(ven).subscribe_combined(where);
          return stream;
       }      
 
@@ -85,10 +83,11 @@ namespace bts.excel.rtd
 
          var param = new object[] { contract, symbol, security_type, exchange };
          return ObservableRtdUtil.Observe(nameof(spark_md_book), param, 
-                                          () => md_observable(contract, symbol, security_type, exchange).Select(x =>
+                                          () => md_observable(contract, symbol, security_type, exchange).Select(data =>
                                           {
-                                             if (x is co2.ChannelUpdate upd)
-                                                return new BookMDFormatter(upd).format();
+                                             var x = data.FirstOrDefault();
+                                             if (x != null && x is IMDBook upd)
+                                                return BookMDFormatter.format(upd);
                                              return x;
                                           }));
          // security_type = string.IsNullOrEmpty(security_type) ? SecurityType.Future.ToString() : security_type;
@@ -111,13 +110,33 @@ namespace bts.excel.rtd
       {
          var param = new object[] { contract, symbol, security_type, exchange };
          return ObservableRtdUtil.Observe(nameof(spark_md_top_of_book), param,
-                                          () => md_observable(contract, symbol, security_type, exchange).Select(x =>
+                                          () => md_observable(contract, symbol, security_type, exchange).Select(data =>
                                           {
-                                             if (x is co2.ChannelUpdate upd)
-                                                return new TopOfBookMDFormatter(upd).format();
+                                             var x = data.FirstOrDefault();
+                                             if (x != null && x is IMDBook upd)
+                                                return TopOfBookMDFormatter.format(upd);
                                              return x;
                                           }));
-      }      
+      }
+
+      [ExcelFunction(Category = "BTS", Description = "Subscribe to BTS Spark last trade market data")]
+      public static object spark_md_last(
+                                    [ExcelArgument("Required. The specific contract, GCZ8 or ZNU8-ZNZ8, etc")] string contract,
+                                    [ExcelArgument("Required. The symbol, GC or ZN, etc")] string symbol,
+                                    [ExcelArgument("Optional. The type, Future or Spread, default = Future")] string security_type = null,
+                                    [ExcelArgument("Optional. The exchange, default = GLBX")] string exchange = null)
+      {
+         var param = new object[] { contract, symbol, security_type, exchange };
+         return ObservableRtdUtil.Observe(nameof(spark_md_last), param,
+                                          () => md_observable(contract, symbol, security_type, exchange).Select(data =>
+                                          {
+                                             var x = data.FirstOrDefault();
+                                             if (x != null && x is IMDLast upd)
+                                                return LastMDFormatter.format(upd);
+                                             return x;
+                                          }));
+
+      }
 
       [ExcelFunction(Category = "BTS", Description = "Subscribe to BTS Spark miscellaneous market data")]
       public static object spark_md_misc(
@@ -128,16 +147,17 @@ namespace bts.excel.rtd
       {
          var param = new object[] { contract, symbol, security_type, exchange };
          return ObservableRtdUtil.Observe(nameof(spark_md_misc), param,
-                                          () => md_observable(contract, symbol, security_type, exchange).Select(x =>
+                                          () => md_observable(contract, symbol, security_type, exchange).Select(data =>
                                           {
-                                             if (x is co2.ChannelUpdate upd)
-                                                return new MiscMDFormatter(upd).format();
+                                             var x = data.FirstOrDefault();
+                                             if (x != null && x is IMDMisc upd)
+                                                return MiscMDFormatter.format(upd);
                                              return x;
                                           }));
 
       }      
       
-      [ExcelFunction(Category = "BTS", Description = "Subscribe to BTS Spark top of book market data")]
+      [ExcelFunction(Category = "BTS", Description = "Subscribe to BTS Spark topic based market data")]
       public static object spark_md(
                                     [ExcelArgument("Required. The 'Topic' string, 'bid', 'ask', etc")] string topic,
                                     [ExcelArgument("Required. The specific contract, GCZ8 or ZNU8-ZNZ8, etc")] string contract,
@@ -147,12 +167,14 @@ namespace bts.excel.rtd
       {
          var param = new object[] { topic, contract, symbol, security_type, exchange };
          return ObservableRtdUtil.Observe(nameof(spark_md), param,
-                                          () => md_observable(contract, symbol, security_type, exchange).Select(x =>
+                                          () => md_observable(contract, symbol, security_type, exchange).Select(data =>
                                           {
-                                             if (x is co2.ChannelUpdate upd)
-                                                return new TopicMDFormatter(upd, topic).format();
+                                             var x = data.FirstOrDefault();
+                                             if (x != null && x is IMDCombined upd)
+                                                return TopicMDFormatter.format(upd, topic);
                                              return x;
                                           }));
       }           
+      
    }
 }

src/client/spark_fix/FixInit.cs

@@ -1,55 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-
-using QuickFix;
-using QuickFix.Fields;
-
-namespace bts.fix
-{
-   public class FixInit
-   {
-      public static int start_acceptor(string settings_file, bool orders_allowed, string http_address = null)
-      {
-         try
-         {
-            SessionSettings settings = new SessionSettings(settings_file);
-            IApplication app = new FixRouter( (th, sess) =>
-            {
-               if(orders_allowed)
-                  return new OrderSession(th, sess);
-               else
-                  return new DropCopySession(th, sess);
-            });
-            IMessageStoreFactory storeFactory = new FileStoreFactory(settings);
-            ILogFactory logFactory = new FileLogFactory(settings);
-            IAcceptor acceptor = new ThreadedSocketAcceptor(app, storeFactory, settings, logFactory);
-
-            acceptor.Start();
-            HttpServer srv = null;
-            if (!string.IsNullOrEmpty(http_address))
-            {
-               if(!http_address.StartsWith("http"))
-                  http_address = "http://127.0.0.1:5080/";
-               srv = new HttpServer(http_address, settings);
-               srv.Start();
-            }
-            Console.WriteLine("press <q> to quit");
-            while (Console.Read() != 'q') { }
-            acceptor.Stop();
-            if(srv != null)
-               srv.Stop();
-            return 0;
-         }
-         catch (System.Exception e)
-         {
-            bts.Log.FIX.fatal(e.ToString());
-            Console.WriteLine("==FATAL ERROR==");
-            Console.WriteLine(e.ToString());
-            return -1;
-         }
-      }
-   }
-}
-

src/client/spark_fix/FixRouter.cs

@@ -1,106 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Collections.Concurrent;
-using System.Linq;
-using System.Reactive.Linq;
-using System.Reactive.Concurrency;
-using System.Text;
-
-using QuickFix;
-using QuickFix.Fields;
-
-using bts.api;
-using bts.api.core;
-using bts.api.orderman;
-using bts.api.user;
-using bts.api.md;
-using bts.api.admin;
-
-using security_key = System.UInt32;
-
-namespace bts.fix
-{
-   interface IFixRouter
-   {
-      IEnumerable<SecurityImmutable> get_securities();
-      SecurityImmutable? lookup(security_key key);
-      SecurityImmutable? lookup(string desc);
-   }
-
-   class FixRouter : QuickFix.MessageCracker, QuickFix.IApplication, IFixRouter
-   {
-      readonly ConcurrentDictionary<SessionID, QuickFix.IApplication> _sessions = new ConcurrentDictionary<SessionID, IApplication>();
-      readonly Func<IFixRouter, SessionID, IApplication> _factory;
-      readonly MarketDataClient _mdglobal = new MarketDataClient();
-
-      public FixRouter(Func<IFixRouter, SessionID, IApplication> factory)
-      {
-         _factory = factory;
-         _mdglobal.pump_once(); //get securities
-      }
-
-      public IApplication session(SessionID sessionID)
-      {
-         IApplication app;
-         if (!_sessions.TryGetValue(sessionID, out app))
-         {
-            app = _factory(this, sessionID);
-            _sessions[sessionID] = app;
-         }
-         return app;
-      }
-
-      public void FromAdmin(Message message, SessionID sessionID)
-      {
-         session(sessionID).FromAdmin(message, sessionID);
-      }
-
-      public void FromApp(Message message, SessionID sessionID)
-      {
-         session(sessionID).FromApp(message, sessionID);
-      }
-
-      public void OnCreate(SessionID sessionID)
-      {
-         session(sessionID).OnCreate(sessionID);
-      }
-
-      public void OnLogon(SessionID sessionID)
-      {
-         session(sessionID).OnLogon(sessionID);
-      }
-
-      public void OnLogout(SessionID sessionID)
-      {
-         session(sessionID).OnLogout(sessionID);
-      }
-
-      public void ToAdmin(Message message, SessionID sessionID)
-      {
-         session(sessionID).ToAdmin(message, sessionID);
-      }
-
-      public void ToApp(Message message, SessionID sessionID)
-      {
-         session(sessionID).ToApp(message, sessionID);
-      }
-
-      IEnumerable<SecurityImmutable> IFixRouter.get_securities()
-      {
-         return _mdglobal.get_securities();
-      }
-
-      SecurityImmutable? IFixRouter.lookup(uint key)
-      {
-         return _mdglobal.lookup(key);
-      }
-
-      SecurityImmutable? IFixRouter.lookup(string desc)
-      {
-         if (_mdglobal.lookup_security_key_from_desc(desc, out uint key))
-            return _mdglobal.lookup(key);
-         else
-            return null;
-      }
-   }
-}

src/client/spark_fix/HttpServer.cs

@@ -1,585 +0,0 @@
-using System;
-using System.IO;
-using System.Net;
-using System.Text;
-using System.Threading;
-using System.Web;
-using QuickFix;
-
-namespace bts.fix
-{
-   public class HttpServer : IDisposable
-   {
-      private readonly HttpListener _httpListener;
-      private Thread _connectionThread;
-      private Boolean _running, _disposed;
-      private readonly SessionSettings _sessionSettings;
-      private StringBuilder _sbHtmlHeader;
-
-
-      public HttpServer(string prefix, SessionSettings settings)
-      {
-         if (!HttpListener.IsSupported)
-         {
-            // Requires at least a Windows XP with Service Pack 2
-            throw new NotSupportedException(
-                "The Http Server cannot run on this operating system.");
-         }
-
-         _httpListener = new HttpListener();
-         _httpListener.Prefixes.Add(prefix);
-         _sessionSettings = settings;
-      }
-
-      public void Start()
-      {
-         if (!_httpListener.IsListening)
-         {
-            _httpListener.Start();
-            _running = true;
-            // Use a thread to listen to the Http requests
-            _connectionThread = new Thread(ConnectionThreadStart);
-            _connectionThread.Start();
-         }
-      }
-
-      public void Stop()
-      {
-         if (_httpListener.IsListening)
-         {
-            _running = false;
-            _httpListener.Stop();
-         }
-      }
-
-      private void ConnectionThreadStart()
-      {
-         try
-         {
-            while (_running)
-            {
-               // Grab the context and pass it to the processor methods to handle it
-               HttpListenerContext context = _httpListener.GetContext();
-               HttpListenerRequest request = context.Request;
-               HttpListenerResponse response = context.Response;
-               string responseString;
-
-               _sbHtmlHeader = new StringBuilder(@"<HEAD><CENTER><TITLE>QuickFIX Engine Web Interface</TITLE><H1>QuickFIX Engine Web Interface</H1></CENTER>");
-               _sbHtmlHeader.AppendFormat(@"<CENTER>[<A HREF='/'>HOME</A>]&nbsp;[<A HREF='{0}'>RELOAD</A>]</CENTER><HR/></HEADER><BODY>", request.Url.OriginalString);
-
-               switch (request.Url.AbsolutePath)
-               {
-                  case "/":
-                     responseString = ProcessRoot(request);
-                     break;
-                  case "/session":
-                     responseString = SessionDetails(request);
-                     break;
-                  case "/resetSession":
-                     responseString = ResetSession(request);
-                     break;
-                  case "/resetSessions":
-                     responseString = ResetSessions(request);
-                     break;
-                  case "/refreshSession":
-                     responseString = RefreshSession(request);
-                     break;
-                  case "/refreshSessions":
-                     responseString = RefreshSessions(request);
-                     break;
-                  case "/enableSessions":
-                     responseString = EnableSessions(request);
-                     break;
-                  case "/disableSessions":
-                     responseString = DisableSessions(request);
-                     break;
-                  default:
-                     responseString = ProcessRoot(request);
-                     break;
-               }
-
-               byte[] buffer = Encoding.UTF8.GetBytes(responseString);
-               response.ContentLength64 = buffer.Length;
-               Stream output = response.OutputStream;
-               output.Write(buffer, 0, buffer.Length);
-               output.Close();
-            }
-         }
-         catch (HttpListenerException)
-         {
-            Console.WriteLine("HTTP server was shut down.");
-         }
-      }
-
-      private string DisableSessions(HttpListenerRequest request)
-      {
-         bool confirm = false;
-         StringBuilder sbHtmlPageBody = _sbHtmlHeader;
-
-         if (request.QueryString["confirm"] != null)
-         {
-            if (Convert.ToInt16(request.QueryString["confirm"]) != 0)
-            {
-               confirm = true;
-               foreach (SessionID session in _sessionSettings.GetSessions())
-               {
-                  Session sessionDetails = Session.LookupSession(session);
-                  sessionDetails.Logout();
-               }
-            }
-         }
-
-         if (confirm)
-         {
-            sbHtmlPageBody = new StringBuilder();
-            sbHtmlPageBody.AppendFormat(@"<HEAD><META http-equiv='refresh' content=2;URL={0} /><CENTER><TITLE>QuickFIX Engine Web Interface</TITLE><H1>QuickFIX Engine Web Interface</H1></CENTER>", "/");
-            sbHtmlPageBody.AppendFormat("<CENTER><h2><A HREF='{0}'>Sessions</A> have been disabled</h2></CENTER>", "/");
-         }
-         else
-         {
-            sbHtmlPageBody.Append("<CENTER><h2>Are you sure you want to disable all sessions ?</h2></CENTER>");
-            sbHtmlPageBody.AppendFormat("<CENTER>[<A HREF='{0}?confirm=1'>YES, disable sessions</A>]&nbsp;[<A HREF='/'>NO, do not disable sessions</A>]</CENTER>", request.Url.OriginalString);
-         }
-         return sbHtmlPageBody.ToString();
-      }
-
-      private string EnableSessions(HttpListenerRequest request)
-      {
-         bool confirm = false;
-         string urlOriginalString = request.Url.OriginalString;
-         StringBuilder sbHtmlPageBody = _sbHtmlHeader;
-
-         if (request.QueryString["confirm"] != null)
-         {
-            if (Convert.ToInt16(request.QueryString["confirm"]) != 0)
-            {
-               confirm = true;
-               foreach (SessionID session in _sessionSettings.GetSessions())
-               {
-                  Session sessionDetails = Session.LookupSession(session);
-                  sessionDetails.Logon();
-               }
-            }
-         }
-
-         if (confirm)
-         {
-            sbHtmlPageBody = new StringBuilder();
-            sbHtmlPageBody.AppendFormat(@"<HEAD><META http-equiv='refresh' content=2;URL={0} /><CENTER><TITLE>QuickFIX Engine Web Interface</TITLE><H1>QuickFIX Engine Web Interface</H1></CENTER>", "/");
-            sbHtmlPageBody.AppendFormat("<CENTER><h2><A HREF='{0}'>Sessions</A> have been enabled</h2></CENTER>", "/");
-         }
-         else
-         {
-            sbHtmlPageBody.Append("<CENTER><h2>Are you sure you want to enable all sessions ?</h2></CENTER>");
-            sbHtmlPageBody.AppendFormat("<CENTER>[<A HREF='{0}?confirm=1'>YES, enable sessions</A>]&nbsp;[<A HREF='/'>NO, do not enable sessions</A>]</CENTER>", urlOriginalString);
-         }
-         return sbHtmlPageBody.ToString();
-      }
-
-      private string RefreshSession(HttpListenerRequest request)
-      {
-         SessionID sessionId = new SessionID(request.QueryString["beginstring"], request.QueryString["sendercompid"], request.QueryString["targetcompid"]);
-         Session sessionDetails = Session.LookupSession(sessionId);
-         if (sessionDetails == null) throw new Exception("Session not found");
-         StringBuilder sbHtmlPageBody = _sbHtmlHeader;
-         bool confirm = false;
-         string urlOriginalString = request.Url.OriginalString;
-
-         string url = "/session?" + GetParameterList(urlOriginalString);
-
-         if (request.QueryString["confirm"] != null)
-         {
-            if (Convert.ToInt16(request.QueryString["confirm"]) != 0)
-            {
-               confirm = true;
-               sessionDetails.Refresh();
-               url = RemoveQueryStringByKey(urlOriginalString, "confirm");
-            }
-         }
-
-         if (confirm)
-         {
-            sbHtmlPageBody = new StringBuilder();
-            sbHtmlPageBody.AppendFormat(@"<HEAD><META http-equiv='refresh' content=2;URL=/session?{0} /><CENTER><TITLE>QuickFIX Engine Web Interface</TITLE><H1>QuickFIX Engine Web Interface</H1></CENTER>", GetParameterList(urlOriginalString));
-            sbHtmlPageBody.AppendFormat(@"<CENTER>[<A HREF='/'>HOME</A>]&nbsp;[<A HREF='{0}'>RELOAD</A>]</CENTER><HR/></HEAD><BODY>", urlOriginalString);
-            sbHtmlPageBody.AppendFormat("<CENTER><h2><A HREF='/session?{0}'>{1}</A> has been refreshed</h2></CENTER>", GetParameterList(url), sessionId);
-         }
-         else
-         {
-            sbHtmlPageBody.AppendFormat("<CENTER><h2>Are you sure you want to refresh session <A HREF='{0}'>{1}</A>?</h2></CENTER>", url, sessionId);
-            sbHtmlPageBody.AppendFormat("<CENTER>[<A HREF='{0}&confirm=1'>YES, refresh session</A>]&nbsp;[<A HREF='{0}'>NO, do not refresh session</A>]</CENTER>", url);
-         }
-         return sbHtmlPageBody.ToString();
-      }
-
-      private string RefreshSessions(HttpListenerRequest request)
-      {
-         bool confirm = false;
-         string urlOriginalString = request.Url.OriginalString;
-         StringBuilder sbHtmlPageBody = _sbHtmlHeader;
-
-         if (request.QueryString["confirm"] != null)
-         {
-            if (Convert.ToInt16(request.QueryString["confirm"]) != 0)
-            {
-               confirm = true;
-               foreach (SessionID session in _sessionSettings.GetSessions())
-               {
-                  Session sessionDetails = Session.LookupSession(session);
-                  sessionDetails.Refresh();
-               }
-            }
-         }
-
-         if (confirm)
-         {
-            sbHtmlPageBody = new StringBuilder();
-            sbHtmlPageBody.AppendFormat(@"<HEAD><META http-equiv='refresh' content=2;URL={0} /><CENTER><TITLE>QuickFIX Engine Web Interface</TITLE><H1>QuickFIX Engine Web Interface</H1></CENTER>", "/");
-            sbHtmlPageBody.AppendFormat("<CENTER><h2><A HREF='{0}'>Sessions</A> have been refreshed</h2></CENTER>", "/");
-         }
-         else
-         {
-            sbHtmlPageBody.Append("<CENTER><h2>Are you sure you want to refresh all sessions ?</h2></CENTER>");
-            sbHtmlPageBody.AppendFormat("<CENTER>[<A HREF='{0}?confirm=1'>YES, refresh sessions</A>]&nbsp;[<A HREF='/'>NO, do not refresh sessions</A>]</CENTER>", urlOriginalString);
-         }
-         return sbHtmlPageBody.ToString();
-      }
-
-      private string ResetSessions(HttpListenerRequest request)
-      {
-         bool confirm = false;
-         string urlOriginalString = request.Url.OriginalString;
-         StringBuilder sbHtmlPageBody = _sbHtmlHeader;
-
-         if (request.QueryString["confirm"] != null)
-         {
-            if (Convert.ToInt16(request.QueryString["confirm"]) != 0)
-            {
-               confirm = true;
-               foreach (SessionID session in _sessionSettings.GetSessions())
-               {
-                  Session sessionDetails = Session.LookupSession(session);
-                  sessionDetails.Reset("Reset from WebInterface");
-               }
-            }
-         }
-
-         if (confirm)
-         {
-            sbHtmlPageBody = new StringBuilder();
-            sbHtmlPageBody.AppendFormat(@"<HEAD><META http-equiv='refresh' content=2;URL={0} /><CENTER><TITLE>QuickFIX Engine Web Interface</TITLE><H1>QuickFIX Engine Web Interface</H1></CENTER>", "/");
-            sbHtmlPageBody.AppendFormat("<CENTER><h2><A HREF='{0}'>Sessions</A> have been reset</h2></CENTER>", "/");
-         }
-         else
-         {
-            sbHtmlPageBody.Append("<CENTER><h2>Are you sure you want to reset all sessions ?</h2></CENTER>");
-            sbHtmlPageBody.AppendFormat("<CENTER>[<A HREF='{0}?confirm=1'>YES, reset sessions</A>]&nbsp;[<A HREF='/'>NO, do not reset sessions</A>]</CENTER>", urlOriginalString);
-         }
-         return sbHtmlPageBody.ToString();
-      }
-
-      private string ResetSession(HttpListenerRequest request)
-      {
-         SessionID sessionId = new SessionID(request.QueryString["beginstring"], request.QueryString["sendercompid"], request.QueryString["targetcompid"]);
-         Session sessionDetails = Session.LookupSession(sessionId);
-         if (sessionDetails == null) throw new Exception("Session not found");
-         StringBuilder sbHtmlPageBody = _sbHtmlHeader;
-
-         bool confirm = false;
-         string urlOriginalString = request.Url.OriginalString;
-
-         string url = "/session?" + GetParameterList(urlOriginalString);
-
-         if (request.QueryString["confirm"] != null)
-         {
-            if (Convert.ToInt16(request.QueryString["confirm"]) != 0)
-            {
-               confirm = true;
-               sessionDetails.Reset("Reset from WebInterface");
-               url = RemoveQueryStringByKey(urlOriginalString, "confirm");
-            }
-         }
-
-         if (confirm)
-         {
-            sbHtmlPageBody = new StringBuilder();
-            sbHtmlPageBody.AppendFormat(@"<HEAD><META http-equiv='refresh' content=2;URL=/session?{0} /><CENTER><TITLE>QuickFIX Engine Web Interface</TITLE><H1>QuickFIX Engine Web Interface</H1></CENTER>", GetParameterList(urlOriginalString));
-            sbHtmlPageBody.AppendFormat(@"<CENTER>[<A HREF='/'>HOME</A>]&nbsp;[<A HREF='{0}'>RELOAD</A>]</CENTER><HR/></HEAD><BODY>", urlOriginalString);
-            sbHtmlPageBody.AppendFormat("<CENTER><h2><A HREF='/session?{0}'>{1}</A> has been reset</h2></CENTER>", GetParameterList(url), sessionId);
-         }
-         else
-         {
-            sbHtmlPageBody.AppendFormat("<CENTER><h2>Are you sure you want to reset session <A HREF='{0}'>{1}</A>?</h2></CENTER>", url, sessionId);
-            sbHtmlPageBody.AppendFormat("<CENTER>[<A HREF='{0}&confirm=1'>YES, reset session</A>]&nbsp;[<A HREF='{0}'>NO, do not reset session</A>]</CENTER>", url);
-         }
-         return sbHtmlPageBody.ToString();
-      }
-
-
-      private string ProcessRoot(HttpListenerRequest request)
-      {
-         StringBuilder sbHtmlPageBody = _sbHtmlHeader;
-
-         //Session count
-         sbHtmlPageBody.AppendFormat("<CENTER><b><i>{0} Sessions managed by QuickFIX</b></i></CENTER><HR/>", _sessionSettings.GetSessions().Count);
-
-         //session management links
-         sbHtmlPageBody.AppendFormat(@"<CENTER><A HREF='/resetSessions{0}'>RESET</A>&nbsp;<A HREF='/refreshSessions'>REFRESH</A>&nbsp;<A HREF='/enableSessions'>ENABLE</A>&nbsp;<A HREF='/disableSessions'>DISABLE</A></CENTER><HR/></HEADER><BODY>", GetParameterList(request.Url.OriginalString));
-
-         //Start the table generation
-         sbHtmlPageBody.Append("<table id=\"sessionlist\" style=\"border-width:1; padding:2; width:100%\">");
-
-         sbHtmlPageBody.Append("<tr>");
-         sbHtmlPageBody.Append(AddCell("Session", true));
-         sbHtmlPageBody.Append(AddCell("Type", true));
-         sbHtmlPageBody.Append(AddCell("Enabled", true));
-         sbHtmlPageBody.Append(AddCell("Session Time", true));
-         sbHtmlPageBody.Append(AddCell("Logged On", true));
-         sbHtmlPageBody.Append(AddCell("Next Incoming", true));
-         sbHtmlPageBody.Append(AddCell("Next Outgoing", true));
-         sbHtmlPageBody.Append("</tr>");
-
-         foreach (SessionID session in _sessionSettings.GetSessions())
-         {
-            Session sessionDetails = Session.LookupSession(session);
-            sbHtmlPageBody.Append("<tr>");
-            sbHtmlPageBody.Append(AddCell(String.Format(
-                "<a href=\"session?BeginString={0}&SenderCompID={1}&TargetCompID={2}\">{0}:{1}->{2}</a>",
-                session.BeginString, session.SenderCompID, session.TargetCompID)));
-            sbHtmlPageBody.Append(AddCell(sessionDetails.IsInitiator ? "initiator" : "acceptor"));
-            sbHtmlPageBody.Append(AddCell(sessionDetails.IsEnabled ? "yes" : "no"));
-            sbHtmlPageBody.Append(AddCell(sessionDetails.IsSessionTime ? "yes" : "no"));
-            sbHtmlPageBody.Append(AddCell(sessionDetails.IsLoggedOn ? "yes" : "no"));
-            sbHtmlPageBody.Append(AddCell(sessionDetails.NextTargetMsgSeqNum.ToString()));
-            sbHtmlPageBody.Append(AddCell(sessionDetails.NextSenderMsgSeqNum.ToString()));
-            sbHtmlPageBody.Append("</tr>");
-         }
-
-         sbHtmlPageBody.Append("</table>");
-         return sbHtmlPageBody.ToString();
-      }
-
-      public string SessionDetails(HttpListenerRequest request)
-      {
-         SessionID sessionId = new SessionID(request.QueryString["beginstring"], request.QueryString["sendercompid"], request.QueryString["targetcompid"]);
-         Session sessionDetails = Session.LookupSession(sessionId);
-         if (sessionDetails == null) throw new Exception("Session not found");
-         StringBuilder sbHtmlPageBody = _sbHtmlHeader;
-
-         string url = request.Url.OriginalString;
-         string urlOriginalString = request.Url.OriginalString;
-
-         if (request.QueryString["enabled"] != null)
-         {
-            if (!Convert.ToBoolean(request.QueryString["enabled"]))
-               sessionDetails.Logout();
-            else
-               sessionDetails.Logon();
-
-            url = RemoveQueryStringByKey(urlOriginalString, "Enabled");
-         }
-
-         if (request.QueryString["next incoming"] != null)
-         {
-            int value = Convert.ToInt16(request.QueryString["next incoming"]);
-            sessionDetails.NextTargetMsgSeqNum = value <= 0 ? 1 : value;
-            url = RemoveQueryStringByKey(urlOriginalString, "next incoming");
-         }
-
-         if (request.QueryString["Next Outgoing"] != null)
-         {
-            int value = Convert.ToInt16(request.QueryString["Next Outgoing"]);
-            sessionDetails.NextSenderMsgSeqNum = value <= 0 ? 1 : value;
-            url = RemoveQueryStringByKey(urlOriginalString, "Next Outgoing");
-         }
-
-         if (request.QueryString["SendRedundantResendRequests"] != null)
-         {
-            sessionDetails.SendRedundantResendRequests = Convert.ToBoolean(request.QueryString["SendRedundantResendRequests"]);
-            url = RemoveQueryStringByKey(urlOriginalString, "SendRedundantResendRequests");
-         }
-
-         if (request.QueryString["CheckCompId"] != null)
-         {
-            sessionDetails.CheckCompID = Convert.ToBoolean(request.QueryString["CheckCompId"]);
-            url = RemoveQueryStringByKey(urlOriginalString, "CheckCompId");
-         }
-
-         if (request.QueryString["CheckLatency"] != null)
-         {
-            sessionDetails.CheckLatency = Convert.ToBoolean(request.QueryString["CheckLatency"]);
-            url = RemoveQueryStringByKey(urlOriginalString, "CheckLatency");
-         }
-
-         if (request.QueryString["MaxLatency"] != null)
-         {
-            int value = Convert.ToInt16(request.QueryString["MaxLatency"]);
-            sessionDetails.MaxLatency = value <= 0 ? 1 : value;
-            url = RemoveQueryStringByKey(urlOriginalString, "MaxLatency");
-         }
-
-         if (request.QueryString["LogonTimeout"] != null)
-         {
-            int value = Convert.ToInt16(request.QueryString["LogonTimeout"]);
-            sessionDetails.LogonTimeout = value <= 0 ? 1 : value;
-            url = RemoveQueryStringByKey(urlOriginalString, "LogonTimeout");
-         }
-
-         if (request.QueryString["LogoutTimeout"] != null)
-         {
-            int value = Convert.ToInt16(request.QueryString["LogoutTimeout"]);
-            sessionDetails.LogoutTimeout = value <= 0 ? 1 : value;
-            url = RemoveQueryStringByKey(urlOriginalString, "LogoutTimeout");
-         }
-
-         if (request.QueryString["ResetOnLogon"] != null)
-         {
-            sessionDetails.ResetOnLogon = Convert.ToBoolean(request.QueryString["ResetOnLogon"]);
-            url = RemoveQueryStringByKey(urlOriginalString, "ResetOnLogon");
-         }
-
-         if (request.QueryString["ResetOnLogout"] != null)
-         {
-            sessionDetails.ResetOnLogout = Convert.ToBoolean(request.QueryString["ResetOnLogout"]);
-            url = RemoveQueryStringByKey(urlOriginalString, "ResetOnLogout");
-         }
-
-         if (request.QueryString["ResetOnDisconnect"] != null)
-         {
-            sessionDetails.ResetOnDisconnect = Convert.ToBoolean(request.QueryString["ResetOnDisconnect"]);
-            url = RemoveQueryStringByKey(urlOriginalString, "ResetOnDisconnect");
-         }
-
-         if (request.QueryString["RefreshOnLogon"] != null)
-         {
-            sessionDetails.RefreshOnLogon = Convert.ToBoolean(request.QueryString["RefreshOnLogon"]);
-            url = RemoveQueryStringByKey(urlOriginalString, "RefreshOnLogon");
-         }
-
-         if (request.QueryString["MillisecondsInTimestamp"] != null)
-         {
-            sessionDetails.MillisecondsInTimeStamp = Convert.ToBoolean(request.QueryString["MillisecondsInTimestamp"]);
-            url = RemoveQueryStringByKey(urlOriginalString, "MillisecondsInTimestamp");
-         }
-
-         if (request.QueryString["PersistMessages"] != null)
-         {
-            sessionDetails.PersistMessages = Convert.ToBoolean(request.QueryString["PersistMessages"]);
-            url = RemoveQueryStringByKey(urlOriginalString, "PersistMessages");
-         }
-
-
-         sbHtmlPageBody.AppendFormat(@"<CENTER>{0}</CENTER><HR/>", sessionId);
-         sbHtmlPageBody.AppendFormat(@"<CENTER>[<A HREF='/resetSession?{0}'>RESET</A>]&nbsp;[<A HREF='/refreshSession?{0}'>REFRESH</A>]</CENTER><HR/></HEADER><BODY>", GetParameterList(urlOriginalString));
-
-         sbHtmlPageBody.Append("<table id=\"session_details\" style=\"border-width:1; padding:2; width:100%\">");
-
-         sbHtmlPageBody.Append(AddRow("Enabled", sessionDetails.IsEnabled, url));
-         sbHtmlPageBody.Append(AddRow("ConnectionType", sessionDetails.IsInitiator ? "initiator" : "acceptor"));
-         sbHtmlPageBody.Append(AddRow("SessionTime", sessionDetails.IsSessionTime));
-         sbHtmlPageBody.Append(AddRow("LoggedOn", sessionDetails.IsLoggedOn));
-         sbHtmlPageBody.Append(AddRow("Next Incoming", sessionDetails.NextTargetMsgSeqNum, url));
-         sbHtmlPageBody.Append(AddRow("Next Outgoing", sessionDetails.NextSenderMsgSeqNum, url));
-         sbHtmlPageBody.Append(AddRow("SendRedundantResendRequests", sessionDetails.SendRedundantResendRequests, url));
-         sbHtmlPageBody.Append(AddRow("CheckCompId", sessionDetails.CheckCompID, url));
-         sbHtmlPageBody.Append(AddRow("CheckLatency", sessionDetails.CheckLatency, url));
-         sbHtmlPageBody.Append(AddRow("MaxLatency", sessionDetails.MaxLatency, url));
-         sbHtmlPageBody.Append(AddRow("LogonTimeout", sessionDetails.LogonTimeout, url));
-         sbHtmlPageBody.Append(AddRow("LogoutTimeout", sessionDetails.LogoutTimeout, url));
-         sbHtmlPageBody.Append(AddRow("ResetOnLogon", sessionDetails.ResetOnLogon, url));
-         sbHtmlPageBody.Append(AddRow("ResetOnLogout", sessionDetails.ResetOnLogout, url));
-         sbHtmlPageBody.Append(AddRow("ResetOnDisconnect", sessionDetails.ResetOnDisconnect, url));
-         sbHtmlPageBody.Append(AddRow("RefreshOnLogon", sessionDetails.RefreshOnLogon, url));
-         sbHtmlPageBody.Append(AddRow("MillisecondsInTimestamp", sessionDetails.MillisecondsInTimeStamp, url));
-         sbHtmlPageBody.Append(AddRow("PersistMessages", sessionDetails.PersistMessages, url));
-
-         sbHtmlPageBody.Append("</table>");
-         return sbHtmlPageBody.ToString();
-      }
-
-      public static string RemoveQueryStringByKey(string url, string key)
-      {
-         var uri = new Uri(url);
-
-         // this gets all the query string key value pairs as a collection
-         var newQueryString = HttpUtility.ParseQueryString(uri.Query);
-
-         // this removes the key if exists
-         newQueryString.Remove(key);
-
-         // this gets the page path from root without QueryString
-         string pagePathWithoutQueryString = uri.GetLeftPart(UriPartial.Path);
-
-         return newQueryString.Count > 0
-             ? $"{pagePathWithoutQueryString}?{newQueryString}"
-             : pagePathWithoutQueryString;
-      }
-
-      public static string GetParameterList(string url)
-      {
-         return HttpUtility.ParseQueryString((new Uri(url).Query)).ToString();
-      }
-
-      private static string AddRow(string colName, bool value, string url = "")
-      {
-         string valueAsStr = value ? "yes" : "no";
-         string innerHtml = url.Length > 0
-             ? $"<a href=\" {url}&{colName}={!value} \">toggle</a>"
-             : "";
-         return AddRow(colName, valueAsStr, innerHtml);
-      }
-
-      private static string AddRow(string colName, int value, string url = "")
-      {
-         string innerHtml = $"<a href=\" {url}&{colName}={value - 10} \"> << </a>" +
-                            $"<a href=\" {url}&{colName}={value - 1} \"> < </a>" +
-                            " | " +
-                            $"<a href=\" {url}&{colName}={value + 1} \"> > </a>" +
-                            $"<a href=\" {url}&{colName}={value + 10} \"> >> </a>";
-         return AddRow(colName, value.ToString(), innerHtml);
-      }
-      private static string AddRow(string colName, string value, string innerHtml = "")
-      {
-         StringBuilder row = new StringBuilder();
-         row.Append("<tr>");
-         row.Append(AddCell(colName));
-         row.Append(AddCell(value));
-         row.Append(AddCell(innerHtml));
-         row.Append("</tr>");
-         return row.ToString();
-      }
-
-      private static string AddCell(string cellContent, bool header = false)
-      {
-         string entryType = header ? "th" : "td";
-         return "<" + entryType + " align=\"left\">" + cellContent + "</" + entryType + ">";
-      }
-
-      public virtual void Dispose()
-      {
-         Dispose(true);
-         GC.SuppressFinalize(this);
-      }
-
-      private void Dispose(bool disposing)
-      {
-         if (_disposed)
-         {
-            return;
-         }
-         if (disposing)
-         {
-            if (_running)
-            {
-               Stop();
-            }
-            if (_connectionThread != null)
-            {
-               _connectionThread.Abort();
-               _connectionThread = null;
-            }
-         }
-         _disposed = true;
-      }
-   }
-}

src/client/spark_fix/Properties/AssemblyAttributes.cs

@@ -1,2 +0,0 @@
-using System.Runtime.CompilerServices;
-

src/client/spark_fix/README.md

@@ -1,2 +0,0 @@
-# BTS Spark FIX Adapter
-

src/client/spark_fix/session/DropCopySession.cs

@@ -1,281 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Reactive.Linq;
-using System.Reactive.Concurrency;
-using System.Text;
-
-using QuickFix;
-using QuickFix.Fields;
-
-using bts.api.core;
-using bts.api.orderman;
-using bts.api.user;
-using bts.api.admin;
-using System.Collections.Concurrent;
-using System.Runtime.CompilerServices;
-
-namespace bts.fix
-{
-   class DropCopySession : SessionBase, QuickFix.IApplication
-   {
-      protected IDisposable _fillsdisp;
-      protected IDisposable _ordersdisp;
-   
-
-      protected readonly ConcurrentDictionary<uint, OrderRecordImmutable> _order_cache = new ConcurrentDictionary<uint, OrderRecordImmutable>();
-      protected readonly ConcurrentDictionary<uint, string> _fix_clorderids = new ConcurrentDictionary<uint, string>();
-      public DropCopySession(IFixRouter router, SessionID sess) : base(router, sess)
-      {
-      }
-
-      override public void OnLogon(SessionID sessionID)
-      {
-         Log.assert_d(sessionID.Equals(_sess));
-         var msg = sessionID.ToString() + " Logged on";
-         log_info(msg);
-
-         subscribe_fills_and_orders(sessionID);
-      }
-      override public void OnLogout(SessionID sessionID)
-      {
-         Log.assert_d(sessionID.Equals(_sess));
-         var msg = sessionID.ToString() + " Logged out";
-         log_info(msg);
-
-         if (_ordersdisp != null)
-            _ordersdisp.Dispose();
-         if (_fillsdisp != null)
-            _fillsdisp.Dispose();
-      }      
-
-      override public void FromApp(Message message, SessionID sessionID)
-      {
-         Log.assert_d(sessionID.Equals(_sess));
-         MsgType type = Message.IdentifyType(message.ToString());
-         switch (type.getValue())
-         {
-            case MsgType.ORDER_STATUS_REQUEST:
-            case MsgType.SECURITYDEFINITIONREQUEST:
-               log_info("IN: " + message);
-               Crack(message, sessionID);
-               break;
-            default:
-               log_info("UNSUPPORTED MESSAGE IN: " + type.getValue());
-               throw new UnsupportedMessageType();
-         }
-      }
-
-      virtual public void OnMessage(QuickFix.FIX44.OrderStatusRequest req, SessionID s)
-      {
-         if (req.IsSetOrderID() && req.IsSetOrdStatusReqID())
-         {
-            uint oid = uint.Parse(req.OrderID.getValue());
-            if (_order_cache.TryGetValue(oid, out OrderRecordImmutable order))
-            {
-               var ostat = build_order_status(s, order);
-               ostat.OrdStatusReqID = new OrdStatusReqID(req.OrdStatusReqID.getValue());
-               send(ostat, s);
-            }
-            else
-               send_reject(s, "Can't find order " + oid, req);
-         }
-         else
-            send_reject(s, "clorderid null", req);
-      }
-
-      virtual public void OnMessage(QuickFix.FIX44.SecurityDefinitionRequest req, SessionID s)
-      {
-         if (req.IsSetSecurityReqID() && req.IsSetSecurityRequestType() &&
-             req.SecurityRequestType.getValue() == SecurityRequestType.REQUEST_LIST_SECURITIES)
-         {
-            var secs = _router.get_securities();
-            if (req.IsSetSymbol())
-               secs = secs.Where(x => x.Symbol.ToLower() == req.Symbol.getValue().ToLower());
-            if (req.IsSetSecurityType())
-               secs = secs.Where(x => security_types_equal(x.security_type(), req.SecurityType));
-            if (req.IsSetSecurityExchange())
-               secs = secs.Where(x => exchanges_equal(x.Exchange, req.SecurityExchange));
-
-            var def = new QuickFix.FIX44.SecurityDefinition(req.SecurityReqID,
-                                                            new SecurityResponseID(Guid.NewGuid().ToString()),
-                                                            new SecurityResponseType(SecurityResponseType.LIST_OF_SECURITIES_RETURNED_PER_REQUEST));
-            send(def, s);
-         }
-         else
-            send_reject(s, "Can't parse secdef request", req);
-      }
-
-
-
-      virtual protected void subscribe_fills_and_orders(SessionID sessionID)
-      {
-
-
-         var scheduler = TaskPoolScheduler.Default;
-         var interval = TimeSpan.FromMilliseconds(500);
-         var on_orders = _orderservice.subscribei_orders().Naggle(interval, scheduler).PermissionFilter(_adminobservable).Table().Cache();
-         var on_fills = _orderservice.subscribei_fills().Naggle(interval, scheduler).PermissionFilter(_adminobservable).Table().Cache();
-
-         _ordersdisp = on_orders.Subscribe(o =>
-         {
-            foreach (var order in o.added)
-            {
-               var ostat = build_order_status(sessionID, order);
-               _order_cache[order.Key] = order;
-               send(ostat, sessionID);
-            }
-            foreach (var order in o.changed)
-            {
-               var ostat = build_order_status(sessionID, order, true);
-               send(ostat, sessionID);
-            }
-         });
-
-         _fillsdisp = on_fills.Subscribe(f =>
-         {
-            foreach (var fill in f.added)
-            {
-               var fi = build_fill(sessionID, fill);
-               send(fi, sessionID);
-            }
-            foreach (var fill in f.changed)
-            {
-               var fi = build_fill(sessionID, fill);
-               send(fi, sessionID);
-            }
-         });
-      }
-
-
-      virtual protected void process_order_state(in OrderStateImmutable state, ref uint filled, ref uint leaves, ref double avgprx,
-                                                 ref QuickFix.Fields.OrdStatus fstatus, ref NativeOrderStateImmutable? native)
-      {
-         filled = state.FilledQuantity;
-         leaves = state.Quantity - state.FilledQuantity;
-         avgprx = state.AvgPrice;
-         fstatus = translate_status(state, ref native);         
-      }
-
-      protected bts.api.SecurityImmutable? resolve_execution_report_security(bts.api.SecurityImmutable? sec, QuickFix.FIX44.ExecutionReport report)
-      {
-         report.SecurityExchange = convert_exchange(sec.Value.Exchange);
-         var sectype = sec.Value.security_type();
-         report.SecurityType = convert_security_type(sectype);
-         if (sec.Value.HasGlbx)
-            report.SecurityDesc = new SecurityDesc(sec.Value.Glbx.SecurityDesc);
-
-         switch (sectype)
-         {
-            case bts.api.SecurityType.Future:
-               report.MaturityMonthYear = new MaturityMonthYear(bts.api.SecurityHelper.expiration_date(sec.Value.Future).ToString("yyyyMMdd"));
-               break;
-            case bts.api.SecurityType.Option:
-               throw new NotSupportedException("No options yet");
-            case bts.api.SecurityType.Spread:
-                  //report.MaturityMonthYear = new MaturityMonthYear(bts.api.SecurityHelper.EarliestExpiration(sec.Value).ToString("yyyyMMdd"));
-                  //TODO
-                  //bug here need to kill MDCLIENT
-               break;
-            default:
-               report.MaturityMonthYear = new MaturityMonthYear(bts.api.SecurityHelper.EarliestExpiration(sec.Value).ToString("yyyyMMdd"));
-               break;
-         }
-         return sec;
-      }
-
-      virtual protected QuickFix.FIX44.ExecutionReport build_fill(SessionID sess, in FillImmutable fill, bool change = false)
-      {
-         var exec = new QuickFix.Fields.ExecType(QuickFix.Fields.ExecType.FILL);
-         QuickFix.Fields.OrdStatus status = new QuickFix.Fields.OrdStatus();
-         uint filled = 0; uint leaves = 0; double prx = 0.0;
-         OrderRecordImmutable order;  NativeOrderStateImmutable? native = null;
-         if (_order_cache.TryGetValue(fill.OrderKey, out order))
-         {
-            process_order_state(order.State, ref filled, ref leaves, ref prx, ref status, ref native);
-            if (leaves > 0)
-               exec = new QuickFix.Fields.ExecType(QuickFix.Fields.ExecType.PARTIAL_FILL);
-         }
-         if (change)
-            exec = new QuickFix.Fields.ExecType(QuickFix.Fields.ExecType.TRADE_CORRECT);
-
-         var sec = _router.lookup(fill.SecurityKey);
-         QuickFix.FIX44.ExecutionReport report = new QuickFix.FIX44.ExecutionReport(
-             new OrderID(fill.OrderKey.ToString()),
-             new ExecID(fill.FillKey.ToString()), 
-             exec,
-             status,
-             new Symbol(sec?.Symbol ?? string.Empty),
-             new Side(fill.Side == bts.api.Side.Buy ? Side.BUY : Side.SELL),
-             new LeavesQty(leaves),
-             new CumQty(filled),
-             new AvgPx(Convert.ToDecimal(prx)));
-             
-         report.Account = new Account(fill.Account);
-         report.LastQty = new LastQty(Convert.ToDecimal(fill.LastShares));
-         report.LastPx = new LastPx(Convert.ToDecimal(fill.LastPrice));
-         var ts = fill.HasTimestamp ? fill.Timestamp.ToDateTime() : DateTime.MinValue;
-         report.TransactTime = new TransactTime(ts, true);
-         report.TradeDate = new TradeDate(ts.ToString("yyyyMMdd"));
-         sec = resolve_execution_report_security(sec, report);
-         if (native.HasValue)
-            report.SecondaryOrderID = new SecondaryOrderID(native.Value.ExchangeOrderId);
-
-         if (sec.HasValue && sec.Value.security_type() == bts.api.SecurityType.Spread || 
-             sec.Value.security_type() == bts.api.SecurityType.Synthetic)
-         {
-            if (fill.FillKind == bts.api.orderman.Fill.Types.FillKind.Leg)
-               report.MultiLegReportingType = new MultiLegReportingType('2');
-            else
-               report.MultiLegReportingType = new MultiLegReportingType('3');
-         }
-         return report;
-      }
-
-      virtual protected QuickFix.FIX44.ExecutionReport build_order_status(SessionID sess, in OrderRecordImmutable order, bool change = false)
-      {
-         var exec = new QuickFix.Fields.ExecType(QuickFix.Fields.ExecType.NEW);
-         if (_order_cache.TryGetValue(order.Key, out OrderRecordImmutable _))
-            exec = new QuickFix.Fields.ExecType(QuickFix.Fields.ExecType.ORDER_STATUS);
-            
-         QuickFix.Fields.OrdStatus status = new QuickFix.Fields.OrdStatus();         
-         uint filled = 0; uint leaves = 0; double prx = 0.0;  NativeOrderStateImmutable? native = null;
-         process_order_state(order.State, ref filled, ref leaves, ref prx, ref status, ref native);
-
-         var sec = _router.lookup(order.Def.SecurityKey);
-         QuickFix.FIX44.ExecutionReport report = new QuickFix.FIX44.ExecutionReport(
-             new OrderID(order.Key.ToString()),
-             new ExecID("0"),
-             exec,
-             status,
-             new Symbol(sec?.Symbol ?? string.Empty),
-             new Side(order.Def.Side == bts.api.Side.Buy ? Side.BUY : Side.SELL),
-             new LeavesQty(leaves),
-             new CumQty(filled),
-             new AvgPx(Convert.ToDecimal(prx)));
-
-         report.Account = new Account(order.Def.Account);
-         report.OrderQty = new OrderQty(order.State.Quantity);
-         report.Price = new Price(Convert.ToDecimal(order.State.Price));
-         report.TimeInForce = new QuickFix.Fields.TimeInForce((char)order.Def.TimeInForce);
-         var ts = order.State.LastChange.ToDateTime();
-         report.TransactTime = new TransactTime(ts, true);
-         if(!string.IsNullOrEmpty(order.State.LastMsg))
-            report.Text = new Text(order.State.LastMsg);
-
-         sec = resolve_execution_report_security(sec, report);
-         if (native.HasValue)
-         {          
-            report.SecondaryOrderID = new SecondaryOrderID(native.Value.ExchangeOrderId);
-            report.OrdType = new OrdType((char)native.Value.NativeType);
-         }
-         //TODO Big race here, we need a correlation id of some sort
-         if (_fix_clorderids.TryGetValue(order.Key, out string clorderid))
-         {
-            report.ClOrdID = new ClOrdID(clorderid);
-         }
-         return report;         
-      }      
-
-   }
-}

src/client/spark_fix/session/OrderSession.cs

@@ -1,99 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-
-using QuickFix;
-using QuickFix.Fields;
-
-using bts.api;
-using bts.api.orderman;
-
-namespace bts.fix
-{
-   class OrderSession : DropCopySession, QuickFix.IApplication
-   {
-      public OrderSession(IFixRouter router, SessionID sess) : base(router, sess)
-      {
-      }
-
-      override public void FromApp(Message message, SessionID sessionID)
-      {
-         Log.assert_d(sessionID.Equals(_sess));
-         MsgType type = Message.IdentifyType(message.ToString());
-         switch (type.getValue())
-         {
-            case MsgType.ORDER_STATUS_REQUEST:
-            case MsgType.SECURITYDEFINITIONREQUEST:
-
-            case MsgType.NEWORDERSINGLE:
-            case MsgType.ORDERCANCELREPLACEREQUEST:
-            case MsgType.ORDERCANCELREQUEST:
-               log_info("IN: " + message);
-               Crack(message, sessionID);
-               break;
-            default:
-               log_info("UNSUPPORTED MESSAGE IN: " + type.getValue());
-               throw new UnsupportedMessageType();
-         }
-      }
-
-      virtual public void OnMessage(QuickFix.FIX44.NewOrderSingle req, SessionID s)
-      {
-         Venue ven = convert_exchange(req.SecurityExchange);
-         if(ven != Venue.Glbx)
-            throw new IncorrectTagValue(req.SecurityExchange.Tag);
-
-         var sec = _router.lookup(req.Symbol.getValue());
-         if(sec == null)
-            sec = _router.lookup(req.SecurityDesc.getValue());
-         if(!sec.HasValue)
-            throw new IncorrectTagValue(req.SecurityDesc.Tag);
-
-         OrderDefinition def = new OrderDefinition()
-         {
-            Account = req.Account.getValue(),
-            AccountId = lookup_account(req.Account.getValue()),
-            SecurityKey = sec.Value.Id,
-            Side = (api.Side)int.Parse(req.Side.getValue().ToString()),
-            TimeInForce = (api.orderman.TimeInForce)int.Parse(req.TimeInForce.getValue().ToString()),
-            User = _user_name,
-            UserId = lookup_user(_user_name),
-            ManualOrderIndicator = bts.api.orderman.ManualOrderIndicator.Yes,            
-         };
-
-         set_ordertype(def, req, out bool price_req);
-         Create cr = new Create();
-         if(price_req)
-            cr.Price = Convert.ToDouble(req.Price.getValue());
-         cr.NewOrder = def;
-         cr.Quantity = Convert.ToUInt32(Math.Abs(req.OrderQty.getValue()));
-
-         _orderservice.create_order_async(cr);
-      }
-
-      private void set_ordertype(OrderDefinition def, QuickFix.FIX44.NewOrderSingle req, out bool price_req)
-      {
-         price_req = false;
-         switch (req.OrdType.getValue())
-         {
-            case '1':
-               def.CustomDef = new CustomOrderDefinition { Market = new MarketOrderDefinition() };
-               break;
-            case '2':
-               def.CustomDef = new CustomOrderDefinition { Limit = new LimitOrderDefinition() };
-               price_req = true;
-               break;
-            case '3':
-               def.CustomDef = new CustomOrderDefinition { Stop = new StopOrderDefinition() {StopPrice = Convert.ToDouble(req.StopPx.getValue()) } };
-               break;
-            case '4':
-               def.CustomDef = new CustomOrderDefinition { StopLimit = new StopLimitOrderDefinition() { StopPrice = Convert.ToDouble(req.StopPx.getValue()) } };
-               price_req = true;
-               break;
-            default:
-               throw new IncorrectTagValue(req.OrdType.Tag);
-         }
-      }
-   }
-}

src/client/spark_fix/session/SessionBase.cs

@@ -1,359 +0,0 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Reactive.Linq;
-using System.Reactive.Concurrency;
-using System.Text;
-
-using QuickFix;
-using QuickFix.Fields;
-
-
-using bts.api.core;
-using bts.api.orderman;
-using bts.api.user;
-using bts.api.admin;
-using System.Collections.Concurrent;
-using System.Runtime.CompilerServices;
-
-
-namespace bts.fix
-{
-   abstract class SessionBase : QuickFix.MessageCracker, QuickFix.IApplication
-   {      
-      protected static UserService _userservice = bts.api.Locator.locate<UserService>();
-      protected static OrderService _orderservice = bts.api.Locator.locate<OrderService>();
-      protected static AdminService _adminservice = bts.api.Locator.locate<AdminService>();
-      protected static bts.metrics.ShellLatencyService _latencyservice = bts.api.Locator.locate<bts.metrics.ShellLatencyService>();
-
-      protected string _user_name;
-      protected AuthToken _token;
-
-      protected IDisposable _admindisp;
-      protected IObservable<AdminModelWrapper> _adminobservable;
-      protected AdminDataImmutable? _admin_data;      
-
-      protected readonly IFixRouter _router;
-      protected readonly SessionID _sess;
-      
-      public SessionBase(IFixRouter router, SessionID sess)
-      {
-         _router = router;
-         _sess = sess;
-
-         _clockdisp = _latencyservice.subscribe_clock().Subscribe(x =>
-         {
-            var t = x.all.FirstOrDefault();
-            if(t != null)
-               _clock = t.Timestamp;
-         });
-
-         _adminobservable = _adminservice.subscribei_admin_data().Select(x =>
-         {
-            return new AdminModelWrapper(x.all.TryFirst(), _user_name);
-         });
-         _admindisp = _adminobservable.Subscribe(x => _admin_data = x.admin_data);         
-      }
-
-      abstract public void FromApp(Message message, SessionID sessionID);
-      abstract public void OnLogon(SessionID sessionID); //subscribe to your stuff 
-      abstract public void OnLogout(SessionID sessionID); //unsub
-      
-      virtual public void ToApp(Message message, SessionID sessionID)
-      {
-         Log.assert_d(sessionID.Equals(_sess));
-         log_info("OUT: " + message);
-      }
-
-      readonly IDisposable _clockdisp; ulong _clock = 0;
-      virtual public void FromAdmin(Message message, SessionID sessionID)
-      {
-         Log.assert_d(sessionID.Equals(_sess));
-
-         MsgType type = Message.IdentifyType(message.ToString());
-         switch (type.getValue())
-         {
-            case MsgType.LOGON:
-               {
-                  try
-                  {
-                     QuickFix.FIX44.Logon msg = (QuickFix.FIX44.Logon)message;
-                     _user_name = msg.Username.getValue();
-                     string pass = string.Empty;
-                     if(msg.IsSetPassword())
-                        pass = msg.Password.getValue();
-                     var resp = _userservice.authenticate_login(new AuthenticateLoginRequest { 
-                                                                Login = msg.Username.getValue(), Password = pass});
-                     if (resp != null && resp.IsValid)
-                        _token = resp.Token;
-                     else
-                        throw new RejectLogon("Logon rejected " + resp?.Reason ?? string.Empty);
-                  }
-                  catch (RejectLogon)
-                  {
-                     throw;
-                  }
-                  catch (Exception ex)
-                  {
-                     throw new RejectLogon("Logon rejected " + ex.ToString());
-                  }
-               }
-               break;
-            case MsgType.HEARTBEAT:
-               {
-                  QuickFix.FIX44.Heartbeat hb = (QuickFix.FIX44.Heartbeat)message;
-                  handle_heartbeat(hb, sessionID);
-               }
-               break;               
-            default:
-               log_info("ADMININ: " + message);
-               break;
-         }
-      }
-
-      async protected void handle_heartbeat(QuickFix.FIX44.Heartbeat hb, SessionID sessionID)
-      {
-         var resp = await _latencyservice.report_async(new bts.metrics.Report { HostName = "BTSFIX_" + sessionID.ToString(), 
-                                                                                Timestamp = _clock, User = _user_name });
-         if (resp.success)
-            send(hb, sessionID);         
-      }
-
-      virtual public void ToAdmin(Message message, SessionID sessionID)
-      {
-         Log.assert_d(sessionID.Equals(_sess));
-         log_info("ADMINOUT: " + message);
-      }
-
-      virtual public void OnCreate(SessionID sessionID)
-      {
-         log_info("CREATE");
-      }
-
-      virtual public void OnMessage(QuickFix.FIX44.BusinessMessageReject n, SessionID s)
-      {
-         //Log.assert(false, "biz reject wtf " + n.EncodedText.getValue());
-         Log.FIX.warn(_sess.ToString() + " Business Reject " + n.BusinessRejectReason.getValue() + " " + n.Text.getValue());
-      }
-      virtual public void OnMessage(QuickFix.FIX44.News n, SessionID s)
-      {
-         log_info("news " + n.EncodedHeadline.getValue());
-      }      
-
-
-      protected void log_info(string message, [CallerFilePath] string file = "", [CallerLineNumber] int line = 0)
-      {
-         Log.FIX.info(_sess.ToString() + " " + message, file, line);
-      }
-
-      protected void log_error(string message, [CallerFilePath] string file = "", [CallerLineNumber] int line = 0)
-      {
-         Log.FIX.error(_sess.ToString() + " " + message, file, line);
-      }
-
-      protected void send(Message mess, SessionID sess)
-      {
-         try
-         {
-            Session.SendToTarget(mess, sess);
-         }
-         catch (SessionNotFound ex)
-         {
-            log_error("==session not found exception!==");
-            log_error(ex.ToString());
-            Log.assert(false, "session not found " + sess);
-         }
-         catch (Exception ex)
-         {
-            log_error("==exception sending to " + sess + " " + ex.ToString());
-         }
-      }
-
-
-      protected void send_reject(SessionID sess, string text, Message refmessage = null)
-      {
-         var seq = new QuickFix.Fields.MsgSeqNum();
-         QuickFix.FIX44.Reject rej = null;
-         if (refmessage.Header.IsSetField(seq))
-            rej = new QuickFix.FIX44.Reject(new QuickFix.Fields.RefSeqNum(seq.getValue()));
-         else
-            rej = new QuickFix.FIX44.Reject();
-         rej.Text = new Text(text);
-         send(rej, sess);
-      }
-
-      protected bool security_types_equal(bts.api.SecurityType btstype, QuickFix.Fields.SecurityType fixtype)
-      {
-         return btstype == convert_security_type(fixtype);
-      }
-
-      protected QuickFix.Fields.SecurityType convert_security_type(bts.api.SecurityType btstype)
-      {
-         switch (btstype)
-         {
-            case bts.api.SecurityType.Future:
-               return new QuickFix.Fields.SecurityType("FUT");
-            case bts.api.SecurityType.Option:
-               return new QuickFix.Fields.SecurityType("OPT");
-            case bts.api.SecurityType.Spread:
-               return new QuickFix.Fields.SecurityType("MLEG");
-            case bts.api.SecurityType.Stock:
-               return new QuickFix.Fields.SecurityType("CS");
-            case bts.api.SecurityType.Synthetic:
-               return new QuickFix.Fields.SecurityType("SYNTH");
-            default:
-               return new QuickFix.Fields.SecurityType();
-         }
-      }
-
-      protected bts.api.SecurityType convert_security_type(QuickFix.Fields.SecurityType fixtype)
-      {
-         switch (fixtype.getValue())
-         {
-            case "FUT":
-               return bts.api.SecurityType.Future;
-            case "OPT":
-               return bts.api.SecurityType.Option;
-            case "MLEG":
-               return bts.api.SecurityType.Spread;
-            case "CS":
-               return bts.api.SecurityType.Stock;
-            case "SYNTH":
-               return bts.api.SecurityType.Synthetic;
-            default:
-               return bts.api.SecurityType.Unset;
-         }
-      }
-
-      protected bool exchanges_equal(bts.api.Venue btstype, QuickFix.Fields.SecurityExchange fixtype)
-      {
-         return btstype == convert_exchange(fixtype);
-      }
-
-      protected QuickFix.Fields.SecurityExchange convert_exchange(bts.api.Venue btstype)
-      {
-         switch (btstype)
-         {
-            case bts.api.Venue.Bts:
-               return new QuickFix.Fields.SecurityExchange("BTS");
-            case bts.api.Venue.Cboe:
-               return new QuickFix.Fields.SecurityExchange("XCBO");
-            case bts.api.Venue.Cboecfe:
-               return new QuickFix.Fields.SecurityExchange("XCBF");
-            case bts.api.Venue.Glbx:
-               return new QuickFix.Fields.SecurityExchange("XCME");
-            case bts.api.Venue.Ice:
-               return new QuickFix.Fields.SecurityExchange("IEPA");
-            case bts.api.Venue.Sim:
-               return new QuickFix.Fields.SecurityExchange("SIM");
-            default:
-               return new QuickFix.Fields.SecurityExchange();
-         }
-      }
-
-      protected bts.api.Venue convert_exchange(QuickFix.Fields.SecurityExchange fixtype)
-      {
-         switch (fixtype.getValue())
-         {
-            case "BTS":
-               return bts.api.Venue.Bts;
-            case "XCBO":
-               return bts.api.Venue.Cboe;
-            case "XCBF":
-               return bts.api.Venue.Cboecfe;
-            case "XCME":
-            case "XCBT":
-            case "XCEC":
-            case "XNYM":
-               return bts.api.Venue.Glbx;
-            case "IEPA":
-            case "IFUS":
-            case "IFEU":
-            case "IFLL":
-               return bts.api.Venue.Ice;
-            case "SIM":
-               return bts.api.Venue.Sim;
-            default:
-               return bts.api.Venue.Unset;
-         }
-      }      
-
-      protected QuickFix.Fields.OrdStatus translate_status(in bts.api.orderman.OrderStateImmutable state, 
-                                                           ref bts.api.orderman.NativeOrderStateImmutable? native)
-      {
-         native = null;
-         if (state.HasMarket)
-         {
-            native = state.Market.NativeState;
-            return new OrdStatus((char)native?.NativeStatus);
-         }
-         else if (state.HasLimit)
-         {
-            native = state.Limit.NativeState;
-            return new OrdStatus((char)native?.NativeStatus);
-         }
-         else if (state.HasStop)
-         {
-            native = state.Stop.NativeState;
-            return new OrdStatus((char)native?.NativeStatus);
-         }
-         else if (state.HasStopLimit)
-         {
-            native = state.StopLimit.NativeState;
-            return new OrdStatus((char)native?.NativeStatus);
-         }
-         else
-         {
-            switch (state.Status)
-            {
-               case OrderStatus.Canceled:
-                  return new OrdStatus(OrdStatus.CANCELED);
-               case OrderStatus.Completed:
-                  return new OrdStatus(OrdStatus.FILLED);
-               case OrderStatus.Disconnected:
-                  return new OrdStatus(OrdStatus.STOPPED);
-               case OrderStatus.Error:
-                  return new OrdStatus(OrdStatus.REJECTED);
-               case OrderStatus.Inactive:
-                  return new OrdStatus(OrdStatus.PENDING_NEW);
-               case OrderStatus.PendingWorking:
-                  return new OrdStatus(OrdStatus.PENDING_NEW);
-               case OrderStatus.RejectedBySpark:
-                  return new OrdStatus(OrdStatus.REJECTED);
-               case OrderStatus.Working:
-                  {
-                     if (state.FilledQuantity < state.Quantity)
-                        return new OrdStatus(OrdStatus.PARTIALLY_FILLED);
-                     else
-                        return new OrdStatus(OrdStatus.NEW);
-                  }
-               default:
-                  return new OrdStatus();
-            }
-         }
-      }
-
-      protected uint lookup_account(string acct)
-      {
-         if (_admin_data.HasValue)
-         {
-            var ac = _admin_data.Value.Accounts.Where(x => x.Name == acct).TryFirst();
-            if(ac.HasValue)
-               return ac.Value.Id;
-         }
-         throw new IncorrectTagValue(new Account().Tag);
-      }
-      
-      protected uint lookup_user(string user)
-      {
-         if (_admin_data.HasValue)
-         {
-            var ac = _admin_data.Value.Users.Where(x => x.Name == user).TryFirst();
-            if (ac.HasValue)
-               return ac.Value.Id;
-         }
-         throw new IncorrectTagValue(new Username().Tag);
-      }      
-
-   }
-}

src/client/spark_fix/spark_fix.cfg

@@ -1,42 +0,0 @@
-#http://www.quickfixengine.org/quickfix/doc/html/configuration.html
-#https://www.onixs.biz/fix-dictionary.html
-
-[DEFAULT]
-ConnectionType=acceptor
-SocketAcceptPort=5001
-SocketReuseAddress=Y
-StartTime=00:00:00
-EndTime=00:00:00
-FileLogPath=log
-UseDataDictionary=Y
-ResetOnLogon=Y
-ResetOnLogout=Y
-ResetOnDisconnect=Y
-
-HeartBtInt=30
-LogonTimeout=30
-
-SSLEnable=N
-# SSLEnable=Y
-# # It is recommended to install the certificate and refer to it by name instead of using filename + password
-# SSLCertificate=QuickFixn-TestServer.pfx
-# SSLCertificatePassword=QuickFixn-TestServer
-# # For production refer to certificate by name instead: SSLCertificate=CN=QuickFixn-TestServer
-# SSLCACertificate=QuickFixn-TestCA.cer
-# SSLCheckCertificateRevocation=N
-
-
-[SESSION]
-BeginString=FIX.4.4
-SenderCompID=SPARK
-TargetCompID=CLIENT1
-FileStorePath=store
-DataDictionary=./spec/fix/FIX44.xml
-
-[SESSION]
-BeginString=FIX.4.4
-SenderCompID=SPARK
-TargetCompID=CLIENT2
-FileStorePath=store
-DataDictionary=./spec/fix/FIX44.xml
-

src/client/spark_fix/spark_fix.csproj

@@ -1,41 +0,0 @@
-<Project Sdk="Microsoft.NET.Sdk">
-  <PropertyGroup>  
-    <TargetFrameworks>netstandard2.0</TargetFrameworks>
-    
-    <Authors>Blue Trading Systems</Authors>
-    <Company>Blue Trading Systems</Company>
-    <Product>Spark</Product>
-    <Description />
-    <Platforms>x64</Platforms>
-    <PlatformTarget>AnyCPU</PlatformTarget>
-    <TreatWarningsAsErrors>true</TreatWarningsAsErrors>
-    <WarningsAsErrors />
-    <LangVersion>7.2</LangVersion>
-    <Version>1.0.0</Version>
-  </PropertyGroup>
-  
-  <ItemGroup>
-    <PackageReference Include="Google.Protobuf" Version="3.4.0" />
-    <PackageReference Include="System.Reactive" Version="3.1.1" />
-    <PackageReference Include="System.Reactive.PlatformServices" Version="3.1.1" />
-	 <PackageReference Include="NUnit" Version="3.10.1" />  
-    
-    <PackageReference Include="QuickFix.Net.NETCore" Version="1.8.1" />     
-    <PackageReference Include="QuickFix.Net.NETCore.FIX44" Version="1.8.1" />         
-  </ItemGroup>
-
-  <ItemGroup> 
-    <ProjectReference Include="../spark_api/spark_api.csproj"/>
-    <ProjectReference Include="../spark_core/spark_core.csproj"/>
-  </ItemGroup>
-  
-  <Target Name="copy_fix" AfterTargets="PostBuildEvent"  >
-    <Copy SourceFiles="./spark_fix.cfg" DestinationFolder="$(OutputPath)\" SkipUnchangedFiles="true" />
-    <Copy SourceFiles="./spec/fix/FIX44.xml" DestinationFolder="$(OutputPath)/spec/fix/" SkipUnchangedFiles="true" />
-  </Target>  
-  
-  <Target Name="copy_fix471" AfterTargets="PostBuildEvent"  >
-    <Copy SourceFiles="./spark_fix.cfg" DestinationFolder="$(OutputPath)/../net471" SkipUnchangedFiles="true" />
-    <Copy SourceFiles="./spec/fix/FIX44.xml" DestinationFolder="$(OutputPath)/../net471/spec/fix/" SkipUnchangedFiles="true" />
-  </Target>  
-</Project>