test 2

test
chore: Remove Spark.Admin.WebApp
2023-07-07 18:03:34 -04:00 · 2023-07-07 17:47:07 -04:00 · 2023-07-06 14:52:57 +00:00 · 2023-07-06 12:26:48 +00:00 · 2023-07-06 12:26:28 +00:00 · 2023-07-05 18:20:53 -04:00
1194 changed files with 58772 additions and 36578 deletions
@@ -7,6 +7,24 @@
      "commands": [
        "dotnet-format"
      ]
+    },
+    "fable": {
+      "version": "4.0.0-theta-018",
+      "commands": [
+        "fable"
+      ]
+    },
+    "fantomas": {
+      "version": "5.2.2",
+      "commands": [
+        "fantomas"
+      ]
+    },
+    "fake-cli": {
+      "version": "6.0.0",
+      "commands": [
+        "fake"
+      ]
    }
  }
 }
@@ -50,3 +50,4 @@ trace_data/
 *.tmp/*
 /.venv*/*
 .cache/
+src/web/api/tsconfig.*.g.json
@@ -7,6 +7,3 @@
 [submodule "docker/windows"]
 	path = docker/windows
 	url = git@bitbucket.org:bluetradesys/windows_docker.git
-[submodule "src/deribit-crypto-connector-demo-application"]
-	path = src/deribit-crypto-connector-demo-application
-	url = git@gitlab.com:cryptoexchanges1/deribit-crypto-connector-demo-application.git
@@ -1,4 +1,4 @@
-cmake_minimum_required(VERSION 3.5)
+cmake_minimum_required(VERSION 3.12)
 project(spark)

 if(WIN32)
@@ -7,7 +7,12 @@ else()
  set(platform "linux")
 endif()

-set(EXTERNALS_ROOT "${CMAKE_SOURCE_DIR}/externals/${platform}")
+set(
+  EXTERNALS_ROOT
+  "${CMAKE_SOURCE_DIR}/externals/${platform}"
+  CACHE
+  STRING
+  "External dependencies root folder (should contain folders: lib, bin, include")
 set(SPARK_PYTHON "${EXTERNALS_ROOT}/python")
 set(SPARK_BIN "${EXTERNALS_ROOT}/bin")
 set(SPARK_INCLUDE "${EXTERNALS_ROOT}/include")
@@ -52,6 +57,7 @@ else()
  add_compile_definitions(SPARK_ENABLE_CCAPI)
  add_compile_definitions(CCAPI_ENABLE_SERVICE_MARKET_DATA)
  add_compile_definitions(CCAPI_ENABLE_EXCHANGE_FTX)
+  add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE)
  add_compile_definitions(CCAPI_ENABLE_LOG_WARN)

  # flags
@@ -100,6 +106,7 @@ else()

  add_custom_target(server_layout ALL DEPENDS ${CMAKE_BINARY_DIR}/server)

+  install(DIRECTORY "${CMAKE_BINARY_DIR}/server/plugins" DESTINATION bin)
  install(FILES "${CMAKE_SOURCE_DIR}/externals/linux/lib/${CMAKE_BUILD_TYPE}/libACE-5.7.5.so" DESTINATION bin)
  install(FILES "${CMAKE_SOURCE_DIR}/externals/linux/lib/${CMAKE_BUILD_TYPE}/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0" DESTINATION bin)
  install(FILES "${CMAKE_SOURCE_DIR}/externals/src/emumba/sparkd.lic" DESTINATION bin)
@@ -106,8 +106,9 @@ function(Service_Compiler_Generate_Cpp SRCS HDRS)
               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.h"
               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.cc"
               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.h"
-        COMMAND
-          "PYTHONPATH=${SPARK_PYTHON}" ${Protobuf_PROTOC_EXECUTABLE} ARGS
+        COMMAND ${CMAKE_SOURCE_DIR}/tools/venv_exec.sh
+        ARGS
+          ${Protobuf_PROTOC_EXECUTABLE}
          --cpp_out=${CMAKE_BINARY_DIR}/src
          --plugin=protoc-gen-service=${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/plugin.py
          --service_out=lang=cpp,make_file_name=${ABS_FIL}:${CMAKE_BINARY_DIR}/src
@@ -46,6 +46,7 @@ function setup_build
    assert_dir $repo_root
    assert_dir $build_root
    set compiler "$argv[1]"
+    set c_compiler (which cc)
    set build_type "$argv[2]"

    if test \( -z "$build_type" \) -o \( \( "$build_type" != debug \) -a \( "$build_type" != release \) \)
@@ -59,6 +60,7 @@ function setup_build
        else
            # set compiler_arg "/usr/lib/ccache/clang++"
            set compiler_arg "clang++"
+            set c_compiler (which clang)
        end
    else if test "$build_type" = release
        set build_type_arg Release
@@ -85,7 +87,7 @@ function setup_build
    rm -rf "$build_dest"
    mkdir -p "$build_dest"
    cd "$build_dest"
-    cmake -G Ninja -DCMAKE_BUILD_TYPE=$build_type_arg -DCMAKE_EXPORT_COMPILE_COMMANDS=1 -DCMAKE_CXX_COMPILER=$compiler_arg $repo_root
+    cmake -G Ninja -DCMAKE_BUILD_TYPE=$build_type_arg -DCMAKE_EXPORT_COMPILE_COMMANDS=1 -DCMAKE_C_COMPILER=$c_compiler -DCMAKE_CXX_COMPILER=$compiler_arg $repo_root
 end

 # The while loop below removes arguments (via shift) as it parses them.
@@ -12,6 +12,7 @@ pycodestyle==2.7.0
 pycparser==2.20
 pylint==2.10.2
 PyMeta3==0.5.1
+termcolor==1.1.0
 toml==0.10.2
 wrapt==1.12.1
 yapf==0.31.0
@@ -1,10 +1,10 @@
 Microsoft Visual Studio Solution File, Format Version 12.00
-# Visual Studio Version 16
-VisualStudioVersion = 16.0.30114.105
+# Visual Studio Version 17
+VisualStudioVersion = 17.3.32922.545
 MinimumVisualStudioVersion = 15.0.26124.0
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api", "src\client\spark_api\spark_api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
 EndProject
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}"
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
 EndProject
@@ -14,11 +14,15 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_core", "src\client\sp
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_sdk", "src\client\spark_sdk\spark_sdk.csproj", "{6963C314-83C4-4667-B0D0-C2F7AE208C29}"
 	ProjectSection(ProjectDependencies) = postProject
-		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40} = {9FA60215-26AF-3EB7-AB89-D4F4B126EF40}
+		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25} = {FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}
 	EndProjectSection
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{ECD78CC5-138F-4809-A764-2358C2AC2E82}"
 EndProject
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_websocket", "src\client\spark_websocket\spark_websocket.csproj", "{3201359D-C071-4089-9EDE-B04D759F1508}"
+EndProject
+Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api_server", "src\client\spark_api_server\spark_api_server.csproj", "{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}"
+EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
 		Debug|x64 = Debug|x64
@@ -35,14 +39,14 @@ Global
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|x64.Build.0 = Release|x64
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x64.ActiveCfg = Release|x64
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.Debug|x64.ActiveCfg = Debug|x64
-		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.Debug|x64.Build.0 = Debug|x64
-		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
-		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
-		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.Release|x64.ActiveCfg = Release|x64
-		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.Release|x64.Build.0 = Release|x64
-		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
-		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
+		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.Debug|x64.ActiveCfg = Debug|x64
+		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.Debug|x64.Build.0 = Debug|x64
+		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
+		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
+		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.Release|x64.ActiveCfg = Release|x64
+		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.Release|x64.Build.0 = Release|x64
+		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
+		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
 		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x64.ActiveCfg = Debug|x64
 		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x64.Build.0 = Debug|x64
 		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.MinSizeRel|x64.ActiveCfg = Release|x64
@@ -83,6 +87,22 @@ Global
 		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Release|x64.Build.0 = Release|x64
 		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.ActiveCfg = Release|x64
 		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.Build.0 = Release|x64
+		{3201359D-C071-4089-9EDE-B04D759F1508}.Debug|x64.ActiveCfg = Debug|x64
+		{3201359D-C071-4089-9EDE-B04D759F1508}.Debug|x64.Build.0 = Debug|x64
+		{3201359D-C071-4089-9EDE-B04D759F1508}.MinSizeRel|x64.ActiveCfg = Debug|x64
+		{3201359D-C071-4089-9EDE-B04D759F1508}.MinSizeRel|x64.Build.0 = Debug|x64
+		{3201359D-C071-4089-9EDE-B04D759F1508}.Release|x64.ActiveCfg = Release|x64
+		{3201359D-C071-4089-9EDE-B04D759F1508}.Release|x64.Build.0 = Release|x64
+		{3201359D-C071-4089-9EDE-B04D759F1508}.RelWithDebInfo|x64.ActiveCfg = Release|x64
+		{3201359D-C071-4089-9EDE-B04D759F1508}.RelWithDebInfo|x64.Build.0 = Release|x64
+		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.Debug|x64.ActiveCfg = Debug|x64
+		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.Debug|x64.Build.0 = Debug|x64
+		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.MinSizeRel|x64.ActiveCfg = Debug|x64
+		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.MinSizeRel|x64.Build.0 = Debug|x64
+		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.Release|x64.ActiveCfg = Release|x64
+		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.Release|x64.Build.0 = Release|x64
+		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.RelWithDebInfo|x64.ActiveCfg = Release|x64
+		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.RelWithDebInfo|x64.Build.0 = Release|x64
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE
@@ -1,53 +1,55 @@
-<Project>
-
-  <PropertyGroup>
-    <ComputerSpecificConfig>..\..\tools\override\$(computername).props</ComputerSpecificConfig>
-    <SparkRoot>$([System.IO.Path]::GetFullPath($(MSBuildThisFileDirectory)\..\..))</SparkRoot>
-    <SourceRoot>$([System.IO.Path]::GetFullPath($(SparkRoot)\src))</SourceRoot>
-    <Externals>$(SparkRoot)\externals\windows</Externals>
-    <DepotName>$([System.IO.Path]::GetFileName($([System.IO.Path]::GetFullPath($(SparkRoot)))))</DepotName>
-    <ErrorReport>None</ErrorReport>
-    <Prefer32Bit>False</Prefer32Bit>
-    <Deterministic>true</Deterministic>
-    <EnableDefaultContentItems>False</EnableDefaultContentItems>
-    <ShowMissingItemTypes>false</ShowMissingItemTypes>
-    <Configuration Condition="'$(configuration)'==''">Debug</Configuration>
-    <EnablePreviewFeatures>true</EnablePreviewFeatures>
-  </PropertyGroup>
-
-  <PropertyGroup Label="Output">
-    <BaseOutputPath>$(SparkRoot)\build\$(Configuration)</BaseOutputPath>
-    <OutputPath>$(BaseOutputPath)\bin</OutputPath>
-    <BaseIntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</BaseIntermediateOutputPath>
-    <IntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</IntermediateOutputPath>
-    <GenDir>$(BaseOutputPath)\gen\$(MSBuildProjectName)</GenDir>
-  </PropertyGroup>
-
-  <Import
-      Project="$(ComputerSpecificConfig)"
-      Condition="Exists($(ComputerSpecificConfig))" />
-
-  <PropertyGroup Label="ProtoBuf">
-    <ProtocPluginBase>$(SparkRoot)\src\lib\api\service_compiler</ProtocPluginBase>
-    <protoc>$(Externals)\bin\protoc.exe</protoc>
-    <protogen>$(Externals)\bin\protogen.exe</protogen>
-  </PropertyGroup>
-
-  <ItemDefinitionGroup>
-    <Proto2></Proto2>
-    <Proto3>
-      <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
-      <OutCS>%(OutBase)%(FileName).cs</OutCS>
-      <OutCSClient>%(OutBase)%(FileName).client.pb.cs</OutCSClient>
-      <OutCSServer>%(OutBase)%(FileName).server.pb.cs</OutCSServer>
-      <OutCSImmutable>%(OutBase)%(FileName).immutable.pb.cs</OutCSImmutable>
-      <CompileOptions></CompileOptions>
-    </Proto3>
-    <Proto3Excel>
-      <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
-      <OutCSExcel>%(OutBase)%(FileName).excel.pb.cs</OutCSExcel>
-      <CompileOptions></CompileOptions>
-    </Proto3Excel>
-  </ItemDefinitionGroup>
-
-</Project>
+<Project>
+
+  <PropertyGroup>
+    <ComputerSpecificConfig>..\..\tools\override\$(computername).props</ComputerSpecificConfig>
+    <SparkRoot>$([System.IO.Path]::GetFullPath($(MSBuildThisFileDirectory)\..\..))</SparkRoot>
+    <SourceRoot>$([System.IO.Path]::GetFullPath($(SparkRoot)\src))</SourceRoot>
+    <Externals>$(SparkRoot)\externals\windows</Externals>
+    <DepotName>$([System.IO.Path]::GetFileName($([System.IO.Path]::GetFullPath($(SparkRoot)))))</DepotName>
+    <ErrorReport>None</ErrorReport>
+    <Prefer32Bit>False</Prefer32Bit>
+    <Deterministic>true</Deterministic>
+    <EnableDefaultContentItems>False</EnableDefaultContentItems>
+    <ShowMissingItemTypes>false</ShowMissingItemTypes>
+    <Configuration Condition="'$(configuration)'==''">Debug</Configuration>
+    <EnablePreviewFeatures>true</EnablePreviewFeatures>
+    <LangVersion>11</LangVersion>
+  </PropertyGroup>
+
+  <PropertyGroup Label="Output">
+    <BaseOutputPath>$(SparkRoot)\build\$(Configuration)</BaseOutputPath>
+    <OutputPath>$(BaseOutputPath)\bin</OutputPath>
+    <BaseIntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</BaseIntermediateOutputPath>
+    <IntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</IntermediateOutputPath>
+    <ProtoOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</ProtoOutputPath>
+    <GenDir>$(BaseOutputPath)\gen\$(MSBuildProjectName)</GenDir>
+  </PropertyGroup>
+
+  <Import
+      Project="$(ComputerSpecificConfig)"
+      Condition="Exists($(ComputerSpecificConfig))" />
+
+  <PropertyGroup Label="ProtoBuf">
+    <ProtocPluginBase>$(SparkRoot)\src\lib\api\service_compiler</ProtocPluginBase>
+    <protoc>$(Externals)\bin\protoc.exe</protoc>
+    <protogen>$(Externals)\bin\protogen.exe</protogen>
+  </PropertyGroup>
+
+  <ItemDefinitionGroup>
+    <Proto2></Proto2>
+    <Proto3>
+      <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
+      <OutCS>%(OutBase)%(FileName).cs</OutCS>
+      <OutCSClient>%(OutBase)%(FileName).client.pb.cs</OutCSClient>
+      <OutCSServer>%(OutBase)%(FileName).server.pb.cs</OutCSServer>
+      <OutCSImmutable>%(OutBase)%(FileName).immutable.pb.cs</OutCSImmutable>
+      <CompileOptions></CompileOptions>
+    </Proto3>
+    <Proto3Excel>
+      <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
+      <OutCSExcel>%(OutBase)%(FileName).excel.pb.cs</OutCSExcel>
+      <CompileOptions></CompileOptions>
+    </Proto3Excel>
+  </ItemDefinitionGroup>
+
+</Project>
@@ -52,8 +52,7 @@
    <Exec Command="set PYTHONPATH=$(SparkRoot)\.venv\Scripts\python" />
    <Exec
        Command="
-       $(SparkRoot)\tools\build_protos.cmd ^
-       %(Proto3.FullPath) ^
+       $(protoc) %* %(Proto3.FullPath) ^
       --error_format=msvs ^
       --proto_path=$(SourceRoot) ^
       --plugin=&quot;protoc-gen-service=$(ProtocPluginBase)\plugin.cmd&quot; ^
@@ -3,7 +3,6 @@ namespace mbts.spark {
   using bts.api;
   using bts.api.analytics;
   using bts.collections;
-   using bts.reactive;
   using bts.utils;

   using mbts;
@@ -15,7 +14,10 @@ namespace mbts.spark {
   using mbts.ui.utility;
   using mbts.utils;

+   using Spark.Core;
   using Spark.Core.Collections;
+   using Spark.Core.Disposables;
+   using Spark.Core.Reactive;
   using Spark.ViewModel.Commands;

   using System;
@@ -33,14 +35,15 @@ namespace mbts.spark {
   class AnalyticsExpirationParametersVM : DisposableViewModelBase, IHandleRowSelection {
      readonly IBus _bus;
      readonly ObservableCollection<AnalyticsExpirationParameters> _parameters = new();
-      readonly DeferrableActionWrapper _sync_visible_rows;
+      readonly DeferrableAction _sync_visible_rows;
      readonly Property<AnalyticsExpirationParametersRowVM?> _copy_row_source;
      readonly Property<bool> _auto_copy_rolls_is_checked;
      readonly Property<bool> _auto_copy_rates_is_checked;
      readonly DelegateProperty<bool> _is_dirty;
      readonly ObservableHashSet<AnalyticsExpirationParametersRowVM> _selected_rows = new();
-      readonly DeferrableActionWrapper _raise_selected_rows_changed;
+      readonly DeferrableAction _raise_selected_rows_changed;
      readonly IRaiseCanExecuteChangedCommand _set_driver_to_nearest_exp_cmd;
+      IList<string>? _pending_selected_symbols;

      AnalyticsExpirationParametersMap? _parameter_map;
      (ICommand cmd, IDisposable can_exe_sub)? _smart_copy_roll_target_to_selection_cmd;
@@ -63,9 +66,7 @@ namespace mbts.spark {
         _is_dirty = backing(nameof(is_dirty), () => rows.Any(r => r.is_dirty));

         if (startup_data is not null) {
-            if (!startup_data.selected_symbols.is_null_or_empty()) {
-               selected_symbols.AddRange(startup_data.selected_symbols);
-            }
+            _pending_selected_symbols = startup_data.selected_symbols;
            auto_copy_rolls_is_checked = startup_data.auto_copy_rolls_is_checked;
            auto_copy_rates_is_checked = startup_data.auto_copy_rates_is_checked;
         }
@@ -81,32 +82,32 @@ namespace mbts.spark {
         selected_rows_changed += _ => _set_driver_to_nearest_exp_cmd.RaiseCanExecuteChanged();

         _dispose = Disposable.Create(
-            _selected_rows.Subscribe((s, e) => _raise_selected_rows_changed.execute()),
+            _selected_rows.Subscribe((s, e) => _raise_selected_rows_changed.Invoke()),
            ObservableAutoWrapper.connect(_parameters, rows, p => new(this, p), r => r.Dispose()),
            ObservableAutoWrapper.connect(
               non_options,
               explicit_drivers,
               sec => new ExpirationDriverImmutable(new() { Security = sec.to_api_sec_exp() })),
-            rows.Subscribe((s, e) => _sync_visible_rows.execute()),
+            rows.Subscribe((s, e) => _sync_visible_rows.Invoke()),
            _bus.subscribe(SparkTags.ExpirationParametersInputTag).OnDispatcher().Subscribe(
               CompositeObserver.create(
                  Observer.Create<AnalyticsExpirationParametersMap>(_on_parameter_map),
                  can_commit_observer.wrap<bool, AnalyticsExpirationParametersMap>(m => m is not null))),
            ObservableAutoWrapper.connect_item_hooks(selected_symbols, sym => {
               if (selected_symbol_ref_count.increment_adds_key(sym)) {
-                  _sync_visible_rows.execute();
+                  _sync_visible_rows.Invoke();
               }
               return Disposable.Create(() => {
                  if (selected_symbol_ref_count.decrement_removes_key(sym)) {
-                     _sync_visible_rows.execute();
+                     _sync_visible_rows.Invoke();
                  }
               });
            }),
            ObservableAutoWrapper.connect_item_hooks(
               rows, r => r.observe_is_dirty().Subscribe(_ => _is_dirty.refresh())),
            _is_dirty.observe_current(true).OnDispatcher().Subscribe(can_revert_observer),
-            Disposable.wrap_collection(rows),
            Disposable.Create(() => {
+               rows.DisposeAll();
               _smart_copy_roll_target_to_selection_cmd?.can_exe_sub?.Dispose();
               _smart_copy_riskless_rate_to_selection_cmd?.can_exe_sub?.Dispose();
            }));
@@ -195,10 +196,18 @@ namespace mbts.spark {
         };

      void _set_driver_to_nearest_exp(IEnumerable<AnalyticsExpirationParametersRowVM> rows) {
+         Func<ExpirationDriverImmutable, bool> is_unexpired = (d) => {
+            var st = d.Security.to_sec_exp().security_tuple.to_api_sec_tuple();
+            var exp = d.Security.Expiration.date_time();
+            return SecurityExpirationHelper.is_unexpired(st, exp);
+         };
         foreach (var r in rows) {
-            if (drivers.Where(d => d.HasSecurity).TryGetMinElement(
-               d => (r.security.expiration - d.Security.Expiration.date_time()).Ticks.abs(),
-               out var nearest_exp)) {
+            if (drivers
+               .Where(d => d.HasSecurity && d.Security.Symbol == r.security.symbol)
+               .Where(d => is_unexpired(d))
+               .TryGetMinElement(
+                  d => (r.security.expiration - d.Security.Expiration.date_time()).Ticks.abs(),
+                  out var nearest_exp)) {
               r.driver = nearest_exp;
            }
         }
@@ -285,10 +294,10 @@ namespace mbts.spark {
         }

         symbols.sync_with(_parameters.Select(p => p.security.symbol).Distinct().Ordered());
-         using var _ = _sync_visible_rows.defer_execution();
+         using var _ = _sync_visible_rows.defer();
         if (is_first_update) {
-            // select all symbols on first update
-            selected_symbols.sync_with(symbols);
+            selected_symbols.sync_with(_pending_selected_symbols?.Intersect(symbols) ?? symbols);
+            _pending_selected_symbols = null;
         }
      }

@@ -9,7 +9,7 @@
    xmlns:u="clr-namespace:mbts.ui"
    xmlns:cv="clr-namespace:mbts.ui.converters"
    xmlns:shell="clr-namespace:mbts.ui.shell"
-    Background="{StaticResource CommonBackground}">
+    Background="{u:BTSBrush UI.common_background}">
  <UserControl.Resources>
    <cv:DoubleTextConverter x:Key="DoubleTextConverter" />
    <cv:DoubleTextConverter
@@ -153,7 +153,6 @@
        SelectedItems="{Binding selected_symbols}"
        HorizontalAlignment="Left"
        Margin="5,2,2,2"
-        TextBlock.Foreground="Black"
        HeaderContent="Symbols"
        ShowSelectAll="True">
        <c:ComboCheckBox.HeaderContentTemplate>
@@ -165,19 +164,13 @@

      <WrapPanel>
        <TextBlock
-          Margin="5,5,0,0" Text="Auto copy rolls:" Style="{StaticResource TextBlock.Dark}" />
-        <CheckBox
-          Margin="5,5,10,0"
-          IsChecked="{Binding auto_copy_rolls_is_checked}"
-          Style="{StaticResource CheckBox.Dark}" />
+          Margin="5,5,0,0" Foreground="{u:BTSBrush UI.default_text}" Text="Auto copy rolls:" />
+        <CheckBox Margin="5,5,10,0" IsChecked="{Binding auto_copy_rolls_is_checked}" />
      </WrapPanel>
      <WrapPanel>
        <TextBlock
-          Margin='0,5,0,0' Text="Auto copy rates:" Style="{StaticResource TextBlock.Dark}" />
-        <CheckBox
-          Margin="5,5,0,0"
-          IsChecked="{Binding auto_copy_rates_is_checked}"
-          Style="{StaticResource CheckBox.Dark}" />
+          Margin='0,5,0,0' Foreground="{u:BTSBrush UI.default_text}" Text="Auto copy rates:" />
+        <CheckBox Margin="5,5,0,0" IsChecked="{Binding auto_copy_rates_is_checked}" />
      </WrapPanel>
    </StackPanel>
    <c:DataGridEx
@@ -422,8 +415,7 @@
            <DataTemplate>
              <TextBox
                Text="{Binding roll_target, Converter={StaticResource DoubleTextConverter}}"
-                Margin="2"
-                Style="{StaticResource TextBox.Dark}" />
+                Margin="2" />
            </DataTemplate>
          </DataGridTemplateColumn.CellEditingTemplate>
        </DataGridTemplateColumn>
@@ -457,8 +449,7 @@
          <DataGridTemplateColumn.CellEditingTemplate>
            <DataTemplate>
              <TextBox
-                Text="{Binding riskless_rate, Converter={StaticResource RisklessRateConverter}}"
-                Style="{StaticResource TextBox.Dark}" />
+                Text="{Binding riskless_rate, Converter={StaticResource RisklessRateConverter}}" />
            </DataTemplate>
          </DataGridTemplateColumn.CellEditingTemplate>
        </DataGridTemplateColumn>
@@ -492,8 +483,7 @@
          <DataGridTemplateColumn.CellEditingTemplate>
            <DataTemplate>
              <TextBox
-                Text="{Binding settlement_price, Converter={StaticResource DoubleTextConverter}}"
-                Style="{StaticResource TextBox.Dark}" />
+                Text="{Binding settlement_price, Converter={StaticResource DoubleTextConverter}}" />
            </DataTemplate>
          </DataGridTemplateColumn.CellEditingTemplate>
        </DataGridTemplateColumn>
@@ -528,8 +518,7 @@
          <DataGridTemplateColumn.CellEditingTemplate>
            <DataTemplate>
              <TextBox
-                Text="{Binding delta_beta, Converter={StaticResource DoubleTextConverter}}"
-                Style="{StaticResource TextBox.Dark}" />
+                Text="{Binding delta_beta, Converter={StaticResource DoubleTextConverter}}" />
            </DataTemplate>
          </DataGridTemplateColumn.CellEditingTemplate>
        </DataGridTemplateColumn>
@@ -563,9 +552,7 @@
          </DataGridTemplateColumn.CellTemplate>
          <DataGridTemplateColumn.CellEditingTemplate>
            <DataTemplate>
-              <TextBox
-                Text="{Binding vega_beta, Converter={StaticResource DoubleTextConverter}}"
-                Style="{StaticResource TextBox.Dark}" />
+              <TextBox Text="{Binding vega_beta, Converter={StaticResource DoubleTextConverter}}" />
            </DataTemplate>
          </DataGridTemplateColumn.CellEditingTemplate>
        </DataGridTemplateColumn>
@@ -7,6 +7,8 @@ namespace mbts.ui.shell {
   using mbts.ui.converters;
   using mbts.ui.extensions;

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

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

   using mbts.analytics;

+   using Spark.Core.Disposables;
+
   using System;
   using System.Collections.Generic;
   using System.Linq;
@@ -40,6 +42,12 @@ namespace mbts.spark {
            exp_params_out_src.Subscribe(save_exp_params));

         void save_exp_params(IEnumerable<AnalyticsExpirationParameters> exp_params) {
+            Func<AnalyticsExpirationParameters, bool> is_unexpired = (p) => {
+               var st = p.driver_security.security_tuple.to_api_sec_tuple();
+               var exp = p.security.expiration;
+               return SecurityExpirationHelper.is_unexpired(st, exp);
+            };
+            exp_params = exp_params.Where(t => is_unexpired(t));
            // listens to the commit tag and saves it
            Log.Gen.info($"AnalyticsParametersManager received commit req. count:{exp_params.Count()}");
            var to_save = new ExpirationParameterEntryList();
@@ -0,0 +1,120 @@
+namespace mbts.spark {
+   using bts;
+   using bts.api;
+
+   using mbts;
+   using mbts.analytics;
+
+   using System;
+   using System.Collections.Generic;
+   using System.Linq;
+   using System.Collections;
+
+   // For each vs, it sends the vol surface calc request (_do_periodic_auto_fit)
+   // and then commits the response
+   public class SingleVolSurfaceAutoFitSource : IDisposable {
+      private readonly ThreadedBlackboard _bb;
+      private readonly int _vs_id;
+      private readonly ITag<VolSurfaceInput> _vs_input_tag;
+      private readonly ITag<VolSurfaceCalculationResponse> _vs_calc_response_tag;
+      private DateTime _last_req_time = DateTime.MinValue;
+      private TimeSpan _req_period = TimeSpan.MaxValue;
+      private int _req_id = 0;
+      public SingleVolSurfaceAutoFitSource(int vs_id, ThreadedBlackboard bb) {
+         _bb = bb;
+         _vs_id = vs_id;
+         _vs_input_tag = SparkTags.VolSurfaceCommittedInputTag(vs_id);
+         _vs_calc_response_tag = SparkTags.VolSurfaceAutoCalculationResponseTag(vs_id);
+         _bb.subscribe(_vs_input_tag);
+         _bb.subscribe(_vs_calc_response_tag);
+         _bb.subscribe(SparkTags.CurrentUser);
+         _bb.data_callback += _on_bb_data;
+         _bb.timer_callback += _on_bb_timer;
+      }
+
+      private void _on_bb_data(object tag, object data) {
+         if (tag.Equals(_vs_input_tag))
+            _possibly_autofit();
+         else if (tag.Equals(_vs_calc_response_tag)) {
+            VolSurfaceCalculationResponse calc_resp = data as VolSurfaceCalculationResponse;
+            bts.Log.Gen.info($"SingleVolSurfaceAutoFitSource._on_bb_data vs_id: {_vs_id} " +
+                             $"received calculation response");
+            _bb.post(SparkTags.VolSurfaceCommitTag(_vs_id),
+               calc_resp.volsurface_calculation_output.volsurface_input);
+         }
+      }
+
+      private bool _user_has_vs_control() {
+         VolSurfaceInput vs_input = _bb.read_state(_vs_input_tag);
+         string current_user = _bb.read_state(SparkTags.CurrentUser).name;
+         return vs_input != null &&
+            vs_input.surface_settings.core_settings.vs_manager == current_user;
+      }
+
+      private void _on_bb_timer() {
+         _possibly_autofit();
+      }
+
+      private void _possibly_autofit() {
+         var auto_fit_period = _get_auto_fit_periodic();
+         if (!auto_fit_period.HasValue)
+            return;
+         if (DateTime.Now - _last_req_time <= auto_fit_period)
+            return;
+         if (!_user_has_vs_control())
+            return;
+         // auto fit here
+         bts.Log.Gen.info($"SingleVolSurfaceAutoFitSource vs_id: {_vs_id} requesting fit " +
+                          $"last_req_time: {_last_req_time} period: {auto_fit_period.Value}");
+         _send_request();
+      }
+
+      private Nullable<TimeSpan> _get_auto_fit_periodic() {
+         VolSurfaceInput vs_input = _bb.read_state(_vs_input_tag);
+         if (vs_input == null)
+            return null;
+         var fit_settings =
+            VolSurfaceDataFunctions.get_market_fit_settings(vs_input.surface_settings);
+         if (fit_settings == null)
+            return null;
+         var auto_fit_setting = fit_settings.vs_auto_fit_settings;
+         if (auto_fit_setting == null)
+            return null;
+         if (auto_fit_setting.auto_fit_region == VolSurfaceEnums.VolCurveFitRegion.None)
+            return null;
+         var time_based_fit_setting = auto_fit_setting.time_based_settings;
+         if (time_based_fit_setting == null)
+            return null;
+         if (!time_based_fit_setting.period_seconds.HasValue)
+            return null;
+         return TimeSpan.FromSeconds(time_based_fit_setting.period_seconds.Value);
+      }
+
+      private void _send_request() {
+         VolSurfaceInput vs_input = _bb.read_state(_vs_input_tag);
+         if (vs_input == null)
+            return;
+         VolCurveMarketFitAction mf_action = new VolCurveMarketFitAction(
+            VolCurveMarketFitAction.ActionType.FitWholeCurve, null, false);
+         VolCurveAction vc_action = new VolCurveAction(mf_action);
+         IDictionary<VolSurfaceExpiration, VolCurveAction> action_map =
+            vs_input.surface_parameters.curve_parameters_map.ToDictionary(
+               i => i.Item1,
+               i => vc_action
+            );
+         VolSurfaceCalculationRequest req = new VolSurfaceCalculationRequest(vs_input,
+                     _req_id++, action_map, true, true);
+         _last_req_time = DateTime.Now;
+         _bb.post(SparkTags.VolSurfaceAutoCalculationRequestTag(_vs_id), req);
+      }
+
+
+      #region IDisposable
+      public void Dispose() {
+         _bb.data_callback -= _on_bb_data;
+         _bb.timer_callback -= _on_bb_timer;
+      }
+      #endregion
+
+   }
+}
@@ -63,9 +63,9 @@ namespace mbts.spark {
               vs_input, vs_nonvol_data.contracts, aux_data_map);
            _timer.stop();
            var tag_str = tag == null ? "Null" : tag.ToString();
-            bts.Log.Gen.info($"SingleVolSurfaceCommittedOutputRetriever._recompute_and_publish " +
-                             $"vs_id: {_vs_id} time:{_timer.lastIntervalTime} ms tag:{tag_str} " +
-                             $"tid:{_tid()}"); //output: {vs_output.log_string()}*/");
+            // bts.Log.Gen.info($"SingleVolSurfaceCommittedOutputRetriever._recompute_and_publish " +
+            //                  $"vs_id: {_vs_id} time:{_timer.lastIntervalTime} ms tag:{tag_str} " +
+            //                  $"tid:{_tid()}"); //output: {vs_output.log_string()}*/");
            _logger.log(_log_id, _log_id, _timer.lastIntervalTime);
            _bb.post(_out_bb_computed_vol_tag, vs_output);
         }
@@ -4,6 +4,7 @@
   using bts.api.analytics;

   using mbts.analytics;
+   using mbts.ui;

   using Spark.Core.Protobuf;

@@ -13,6 +14,7 @@
   using System.Linq;
   using System.Reactive.Linq;
   using System.Threading;
+   using System.Windows;

   // For a single VolSurface this class
   // 1. Listents to commmits and calls the service to persist data
@@ -24,7 +26,6 @@
      private readonly ITag<VolSurfaceInput> _in_bb_committ_tag;
      private readonly AnalyticsService _analytics_service;
      private readonly HighPerformanceTimer _timer = new HighPerformanceTimer();
-      private readonly string _user;
      private readonly List<IDisposable> _disposables = new List<IDisposable>();
      private IDictionary<UInt64, VolSurfaceInputSnapshot> _snp_shot_map = new
         Dictionary<UInt64, VolSurfaceInputSnapshot>();
@@ -35,10 +36,10 @@
                                       volsurface_id));
         _volsurface_id = volsurface_id;
         _bb = threaded_bb;
-         _user = "TEST_USER"; // TODO
         _in_bb_committ_tag = SparkTags.VolSurfaceCommitTag(volsurface_id);
         _analytics_service = analytics_service;
         _bb.subscribe(_in_bb_committ_tag);
+         _bb.subscribe(SparkTags.CurrentUser);
         _bb.data_callback += _on_bb_data;
         var vs_sub = _analytics_service.subscribei_volsurfaces()
            .ObserveOn(SynchronizationContext.Current)
@@ -54,8 +55,10 @@
      private void _on_vss(bts.api.core.Update<VolSurfaceEntryImmutable, UInt64> update) {
         IEnumerable<VolSurfaceEntryImmutable> all_vss = update.all;
         var this_vs_vss = all_vss.Where(vs => vs.VsId == _volsurface_id);
-         bts.Log.Gen.info(String.Format("SingleVolSurfaceGateway._on_vss count:{0} vs_count:{1}",
-            all_vss.Count(), this_vs_vss.Count()));
+         bts.Log.Gen.info(
+            $"SingleVolSurfaceGateway._on_vss vs_count: {this_vs_vss.Count()} " +
+            $"all: {update.all.Count()} added: {update.added.Count()} " +
+            $"updated: {update.changed.Count()} removed: {update.removed.Count()}");
         if (this_vs_vss.Count() == 0) {
            return;
         }
@@ -83,22 +86,39 @@
      static VolSurfaceInput _to_vs_input(VolSurfaceEntryImmutable vs) =>
         ProtobufSerializationHelper.deserialize<VolSurfaceInput>(vs.Volsurface.ToByteArray());

+      // private void _show_save_error(string message) {
+      //    BTSMessageBox.Show(message, "Vol Save Error", BTSMessageBoxButtons.OK);
+      // }
+
      private void _on_bb_data(object tag, object data) {
         if (_in_bb_committ_tag.Equals(tag)) {
            try {
               _timer.start();
               VolSurfaceInput vs_input = data as VolSurfaceInput;
+               var user_tup = _bb.read_state(SparkTags.CurrentUser);
+               string current_user = user_tup.name;
+               string vs_manager = vs_input.surface_settings.core_settings.vs_manager;
+               if (current_user != vs_manager) {
+                  string msg = $"User {current_user} does not have the permission to save vols. " +
+                     $"Permission can be obtained via the grid context menu item 'Acquire ownership from {vs_manager}'";
+                  BTSMessageBox.Show(msg, "Vol Save Error", BTSMessageBoxButtons.OK);
+                  return;
+               }
               _sanitize_input(ref vs_input);
               vs_input = VolSurfaceDataFunctions.unset_driver_overrides(vs_input);
-               vs_input.saver_login = _user;
-               VolSurfaceUtilityFunctions.save_volsurface(vs_input, _analytics_service, _user);
+               VolSurfaceUtilityFunctions.save_volsurface(vs_input, _analytics_service, current_user);
               _timer.stop();
               Log.Gen.info(String.Format(
                  "SingleVolSurfaceGateway._on_bb_data Time to commit volsurface {0} {1} msecs",
                  _volsurface_id, _timer.lastIntervalTime));
               var archived_theos = _get_theos();
-               if (archived_theos != null)
+               if (archived_theos != null) {
+                  _timer.start();
                  _analytics_service.archive_theos(archived_theos);
+                  _timer.stop();
+                  Log.Gen.info($"SingleVolSurfaceGateway._on_bb_data archiving theos size: " +
+                               $"{archived_theos.SecTheo.Count} time: {_timer.lastIntervalTime} msecs");
+               }
            } catch (Exception ex) {
               Log.Gen.warn(ex.ToString());
               _bb.post(SparkTags.MessageDisplayTag,
@@ -36,7 +36,11 @@ namespace mbts.spark {
            new SingleVolSurfaceDataSource(SingleVolSurfaceDataSource.SymbolListType.Committed, _vs_id, _bb,
               a_syms => new SingleVolSurfaceCommittedOutputRetriever(_vs_id, _bb, a_syms)),
            new SingleVolSurfaceDataSource(SingleVolSurfaceDataSource.SymbolListType.Combined, _vs_id, _bb,
-               a_syms => new SingleVolSurfaceRequestCalculator(_vs_id, a_syms, _bb)),
+               a_syms => new SingleVolSurfaceRequestCalculator(
+                  SingleVolSurfaceRequestCalculator.RequestType.UI, _vs_id, a_syms, _bb)),
+            new SingleVolSurfaceDataSource(SingleVolSurfaceDataSource.SymbolListType.Combined, _vs_id, _bb,
+               a_syms => new SingleVolSurfaceRequestCalculator(
+                  SingleVolSurfaceRequestCalculator.RequestType.AUTO, _vs_id, a_syms, _bb)),
            new SingleVolSurfaceMarketImpliedVolSource(_vs_id, _bb),
            // new SingleVolSurfaceTheoSource(_vs_id, _bb),
            // TODO: suspending heatmaps for now (12/24/21)
@@ -44,6 +48,7 @@ namespace mbts.spark {
            // server work that can optionally be done on the client
            new SingleVolSurfaceDataSource (SingleVolSurfaceDataSource.SymbolListType.Committed, _vs_id, _bb,
               a_syms => new SingleVolSurfaceInterpGreeksPublisher (_vs_id, _bb, a_syms)),
+            new SingleVolSurfaceAutoFitSource(_vs_id, _bb),
        };
      }

@@ -75,7 +75,7 @@ namespace mbts.spark {
         var exp_price_map = OptionDriverPriceMap.get_vs_price_map(
            all_sym_price_map, (s) => _option_symbols.Contains(s));
         if (sc_data != null && vs_nonvol_input != null && exp_price_map != null) {
-            bts.Log.Gen.info($"SingleVolSurfaceNonVolDataSource vs_id:{_vs_id} " +
+            bts.Log.Gen.diag($"SingleVolSurfaceNonVolDataSource vs_id:{_vs_id} " +
                              "publishing VolSurfaceNonVolData");
            _bb.post(_out_bb_vs_nonvol_data_tag,
                     new VolSurfaceNonVolData(
@@ -18,10 +18,16 @@ namespace mbts.spark {
   // Pubs :
   // 1. Calc Resp
   public class SingleVolSurfaceRequestCalculator : IDisposable {
+      public enum RequestType {
+         UI = 0,
+         AUTO
+      }
+      private readonly RequestType _request_type = RequestType.UI;
      private readonly int _vs_id;
      private readonly HashSet<string> _symbols;
      private readonly ThreadedBlackboard _bb;
      private readonly ITag<VolSurfaceCalculationRequest> _in_bb_request_tag;
+      private readonly ITag<VolSurfaceCalculationRequest> _in_bb_auto_request_tag;
      private readonly ITag<VolSurfaceNonVolData> _in_bb_nonvol_data_tag;
      private readonly ITag<VolSurfaceStandardTime> _in_bb_vs_standard_time_tag;
      private readonly ITag<VolSurfaceEnums.MarketSide> _in_bb_market_impliedvol_side_tag;
@@ -30,18 +36,22 @@ namespace mbts.spark {
      /// data
      private VolSurfaceOutput _last_output;

-      public SingleVolSurfaceRequestCalculator(int vs_id, IEnumerable<string> symbols,
+      public SingleVolSurfaceRequestCalculator(RequestType request_type,
+                                               int vs_id, IEnumerable<string> symbols,
                                               ThreadedBlackboard threaded_bb) {
-         bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator cons vs_id:{vs_id}");
+         bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator cons vs_id: {vs_id} request_type: {request_type}");
+         _request_type = request_type;
         _vs_id = vs_id;
         _symbols = new HashSet<string>(symbols);
         _bb = threaded_bb;
         _in_bb_request_tag = SparkTags.VolSurfaceCalculationRequestTag(vs_id);
+         _in_bb_auto_request_tag = SparkTags.VolSurfaceAutoCalculationRequestTag(vs_id);
         _in_bb_nonvol_data_tag = SparkTags.VolSurfaceNonVolDataTag(vs_id);
         _in_bb_vs_standard_time_tag = SparkTags.VolSurfaceStandardTimeTag(vs_id);
         _in_bb_market_impliedvol_side_tag = SparkTags.VolSurfaceMarketImpliedVolSide(vs_id);
         _in_bb_dirty_tag = SparkTags.VolSurfaceDirtyStateTag(vs_id);
         _bb.subscribe(_in_bb_request_tag);
+         _bb.subscribe(_in_bb_auto_request_tag);
         _bb.subscribe(_in_bb_nonvol_data_tag);
         _bb.subscribe(_in_bb_vs_standard_time_tag);
         _bb.subscribe(_in_bb_vs_standard_time_tag);
@@ -51,11 +61,21 @@ namespace mbts.spark {
      }

      private void _on_bb_data(object tag, object data) {
-         if (_in_bb_request_tag.Equals(tag) || _in_bb_dirty_tag.Equals(tag))
-            _recompute_and_publish(true);
-         else if (_in_bb_nonvol_data_tag.Equals(tag) || _in_bb_vs_standard_time_tag.Equals(tag))
-            _recompute_and_publish(false);
-
+         switch (_request_type) {
+            case RequestType.UI: {
+                  if (_in_bb_request_tag.Equals(tag) || _in_bb_dirty_tag.Equals(tag))
+                     _recompute_and_publish(true);
+                  else if (_in_bb_nonvol_data_tag.Equals(tag) || _in_bb_vs_standard_time_tag.Equals(tag))
+                     _recompute_and_publish(false);
+                  break;
+               }
+            case RequestType.AUTO: {
+                  if (tag.Equals(_in_bb_auto_request_tag)) {
+                     _serve_auto_request();
+                  }
+                  break;
+               }
+         }
      }

      private void _recompute_and_publish(bool is_new_request) {
@@ -80,7 +100,7 @@ namespace mbts.spark {
                                                              nonvol_data.driver_price_map,
                                                              vs_standard_time, true);
               IDictionary<VolSurfaceExpiration, VolCurveAction> action_map =
-                  _post_process_action(effective_req, aux_data_map);
+                  _post_process_action(_bb, _vs_id, effective_req, aux_data_map);
               _last_output = GeneralVolSurfaceCalculator.compute(effective_req.volsurface_input,
                                                                  nonvol_data.contracts,
                                                                  aux_data_map,
@@ -89,16 +109,49 @@ namespace mbts.spark {
                                                                  effective_req.cascade_up,
                                                                  effective_req.cascade_down);
               _timer.stop();
-               bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator._recompute_and_publish time:" +
-                                $"{_timer.lastIntervalTime} vs_output:{_last_output.log_string()}");
+               bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator._recompute_and_publish vs_id: {_vs_id} " +
+                                $"time: {_timer.lastIntervalTime}");
               _bb.post(SparkTags.VolSurfaceCalculationResponseTag(_vs_id),
                        new VolSurfaceCalculationResponse(_last_output, effective_req.request_id));
            }
         }
      }

+      private void _serve_auto_request() {
+         bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator._serve_auto_request " +
+                          $"vs_id: {_vs_id} auto request received");
+         bool is_dirty = _bb.read_state(_in_bb_dirty_tag, false);
+         VolSurfaceNonVolData nonvol_data = _bb.read_state(_in_bb_nonvol_data_tag);
+         VolSurfaceStandardTime vs_standard_time = _bb.read_state(_in_bb_vs_standard_time_tag);
+         VolSurfaceCalculationRequest auto_req = _bb.read_state(_in_bb_auto_request_tag);
+         if (is_dirty || nonvol_data == null || vs_standard_time == null || auto_req == null) {
+            return;
+         }
+         _timer.start();
+         IDictionary<VolSurfaceExpiration, VolSurfaceExpirationAuxiliaryData> aux_data_map =
+            VolSurfaceUtilityFunctions.compute_aux_data(auto_req.volsurface_input,
+                                                        nonvol_data.input,
+                                                        nonvol_data.driver_price_map,
+                                                        vs_standard_time, true);
+         IDictionary<VolSurfaceExpiration, VolCurveAction> action_map =
+            _post_process_action(_bb, _vs_id, auto_req, aux_data_map);
+         var vs_output = GeneralVolSurfaceCalculator.compute(auto_req.volsurface_input,
+                                                            nonvol_data.contracts,
+                                                            aux_data_map,
+                                                            action_map,
+                                                            null,
+                                                            auto_req.cascade_up,
+                                                            auto_req.cascade_down);
+         _timer.stop();
+         bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator._serve_auto_request vs_id: {_vs_id} " +
+                          $"time: {_timer.lastIntervalTime}");
+         _bb.post(SparkTags.VolSurfaceAutoCalculationResponseTag(_vs_id),
+                  new VolSurfaceCalculationResponse(vs_output, auto_req.request_id));
+      }
+
      /// Computes the impl vol if the action is fit to market
-      private IDictionary<VolSurfaceExpiration, VolCurveAction> _post_process_action(
+      private static IDictionary<VolSurfaceExpiration, VolCurveAction> _post_process_action(
+         ThreadedBlackboard bb, int vs_id,
         VolSurfaceCalculationRequest req,
         IDictionary<VolSurfaceExpiration, VolSurfaceExpirationAuxiliaryData> aux_data_map) {
         IDictionary<VolSurfaceExpiration, VolCurveAction> rv = req.action_map;
@@ -109,7 +162,7 @@ namespace mbts.spark {
            VolCurveAction rep_action = rv.ElementAt(0).Value;
            if (rep_action.action_type == VolCurveAction.ActionType.FitToMarket) {
               IDictionary<VolSurfaceExpiration, VolCurveMarketImpliedVolData> impl_vol_map =
-                  _fill_in_implied_vols(req.volsurface_input, req.action_map, aux_data_map,
+                  _fill_in_implied_vols(bb, vs_id, req.volsurface_input, req.action_map, aux_data_map,
                                       req.cascade_up, req.cascade_down);
               rv = impl_vol_map.ToDictionary(kv => kv.Key, kv => new VolCurveAction(
                  new VolCurveMarketFitAction(rep_action.market_fit_action.fit_action, kv.Value,
@@ -119,7 +172,8 @@ namespace mbts.spark {
         return rv;
      }

-      private IDictionary<VolSurfaceExpiration, VolCurveMarketImpliedVolData> _fill_in_implied_vols(
+      private static IDictionary<VolSurfaceExpiration, VolCurveMarketImpliedVolData> _fill_in_implied_vols(
+            ThreadedBlackboard bb, int vs_id,
            VolSurfaceInput vs_inp,
            IDictionary<VolSurfaceExpiration, VolCurveAction> action_map,
            IDictionary<VolSurfaceExpiration, VolSurfaceExpirationAuxiliaryData> aux_data_map,
@@ -140,15 +194,15 @@ namespace mbts.spark {
         applicable_exps = applicable_exps.Where(vs_exp => master_exps.Contains(vs_exp));

         VolSurfaceEnums.MarketSide impliedvol_side =
-            SingleVolSurfaceMarketImpliedVolSource._get_market_impliedvol_side(_bb, _vs_id);
+            SingleVolSurfaceMarketImpliedVolSource._get_market_impliedvol_side(bb, vs_id);
         foreach (VolSurfaceExpiration vs_exp in applicable_exps) {
            VolSurfaceExpiration md_exp;
            VolCurveMarketImpliedVolData exp_impl_data =
               VolSurfaceCoreFunctions.compute_implied_vols(vs_inp, vs_exp, aux_data_map,
-                  arg_vs_exp => SingleVolSurfaceMarketImpliedVolSource.get_option_bbo(_bb, arg_vs_exp),
+                  arg_vs_exp => SingleVolSurfaceMarketImpliedVolSource.get_option_bbo(bb, arg_vs_exp),
                  impliedvol_side,
                  SingleVolSurfaceMarketImpliedVolSource._ignore_market_implied_vol_source_settings(
-                     _bb, _vs_id),
+                     bb, vs_id),
                  out md_exp);
            rv[vs_exp] = exp_impl_data;
         }
@@ -11,18 +11,22 @@ namespace mbts.analytics {
   // tags,  into IReadOnlyDictionary of symbol vs data publsihed under one tag
   public class SymbolAggregationPublisher<TData> : IDisposable {
      private readonly ThreadedBlackboard _bb;
-      private readonly ITag<SystemContractData> _sc_data_tag;
+      private readonly SecurityType _sec_type;
      Func<string, ITag<TData>> _get_tag;
+      // the tag on which the output will be published
      ITag<IReadOnlyDictionary<string, TData>> _out_tag;
+      private readonly ITag<SystemContractData> _sc_data_tag;
      private Dictionary<string, ITag<TData>> _tag_map =
         new Dictionary<string, ITag<TData>>();
      private HashSet<object> _obj_tags = new HashSet<object>();
      private bool _dirty = true;
      public SymbolAggregationPublisher(
                              ThreadedBlackboard bb,
+                              SecurityType sec_type,
                              Func<string, ITag<TData>> get_tag,
                              ITag<IReadOnlyDictionary<string, TData>> out_tag) {
         _bb = bb;
+         _sec_type = sec_type;
         _get_tag = get_tag;
         _out_tag = out_tag;
         _sc_data_tag = SparkTags.SystemContractsTag;
@@ -48,15 +52,20 @@ namespace mbts.analytics {
            return;
         }
         foreach (var st in sc_data.sectup_map) {
+            if (st.security_type != _sec_type) {
+               continue;
+            }
            // this is not correct since it is assuming symbol/name is 
            // unique across securty_tuples
            string symbol = st.security_name;
            if (!_tag_map.ContainsKey(symbol)) {
-               var symbol_tag = _get_tag(symbol);
-               _tag_map.Add(symbol, symbol_tag);
-               _obj_tags.Add(symbol_tag);
-               _bb.subscribe(symbol_tag);
-               _dirty = true;
+               var tag = _get_tag(symbol);
+               if (tag != null) {
+                  _tag_map.Add(symbol, tag);
+                  _obj_tags.Add(tag);
+                  _bb.subscribe(tag);
+                  _dirty = true;
+               }
            }
         }
      }
@@ -72,7 +81,7 @@ namespace mbts.analytics {
               output.Add(symbol, symbol_data);
            }
            IReadOnlyDictionary<string, TData> ro_output = output;
-            bts.Log.Gen.info($"SymbolAggregationPublisher._on_timer publishing " +
+            bts.Log.Gen.diag($"SymbolAggregationPublisher._on_timer publishing " +
                             $"tag: {_out_tag} sz: {ro_output.Count}");
            _bb.post(_out_tag, ro_output);
         }
@@ -16,6 +16,7 @@ using System.Collections;
 using mbts.spark;
 using System.DirectoryServices.ActiveDirectory;
 using Spark.Core.Protobuf;
+using mbts.ui;
 // using mbts.bb;

 namespace mbts.spark {
@@ -76,7 +77,8 @@ namespace mbts.spark {
      private HighPerformanceTimer _timer = new HighPerformanceTimer();

      public VolSurfaceBusManager(bts.api.IBus bus,
-                                         bts.api.analytics.AnalyticsService analytics_service) {
+                                         bts.api.analytics.AnalyticsService analytics_service,
+                                         bts.api.orderman.OrderService order_service) {
         bts.Log.Ui.info("VSBusManager cons tid:{VolSurfaceTroubleshootingFunctions.tid()}");
         _bus = bus;
         _bb = new ThreadedBlackboard("AW2", bus);
@@ -101,12 +103,16 @@ namespace mbts.spark {
         _subs.Add(new AnalyticsParametersManager(bus, _analytics_service));
         _subs.Add(new ResourceAllocator(bus, _bb));
         _subs.Add(new SymbolAggregationPublisher<OptionDriverPriceMap>(
-            _bb, (sym) => SparkTags.OptionDriverBBOTag(sym),
+            _bb, SecurityType.Option, sym => SparkTags.OptionDriverBBOTag(sym),
            SparkTags.AllOptionDriverBBOTag));
         _subs.Add(new SymbolAggregationPublisher<OptionTheoInterpolationData>(
-            _bb, (sym) => SparkTags.SymbolInterpGreeksTag(sym),
+            _bb, SecurityType.Option, sym => SparkTags.SymbolInterpGreeksTag(sym),
            SparkTags.AllInterpGreeks));
+         _subs.Add(new SymbolAggregationPublisher<ExpStrikeKeyedData<TheoPoint>>(
+            _bb, SecurityType.Option, sym => SparkTags.TC2Tags.LiveTheosTag(sym),
+            SparkTags.TC2Tags.AllLiveTheosTag));
         _subs.Add(new LiveTheoPublisher(_bb));
+         _subs.Add(new InterpTheosServerPublisher(_bb, order_service));
         _subs.Add(new VolSurfaceInterpGreeksMultiplexer(_bb));
         // usage         
         var list_sub = _bus.subscribe(SparkTags.VolSurfaceListTag).OnDispatcher().Subscribe(t => {
@@ -138,14 +144,74 @@ namespace mbts.spark {
            var list_imm = new VolSurfaceUsageListImmutable(ulist);
            Log.Ui.info(list_imm.log_string());
            _bb.post(SparkTags.VolSurfaceUsageTag, list_imm);
+            _spin_vss(list_imm);
         });
         _disps.Add(list_sub);
+         // f(contract keyed theos, securities) -> id keyed theos
+         // (so the newer UI controls can access theos vis sec keys)
+         var theo_sub =
+         _bus.subscribe(SparkTags.TC2Tags.AllLiveTheosTag)
+            .CombineLatest(bus.subscribe(SparkTags.SystemContractsTag),
+            (theos, sc_data) => (theos, sc_data)).Subscribe(
+               tup => {
+                  var keyed_theos = _assemble_keyed_theos(tup.sc_data, tup.theos);
+                  _bus.post(SparkTags.KeyedTheos, keyed_theos);
+               }
+            );
+         _disps.Add(theo_sub);
+      }
+
+      static IReadOnlyDictionary<uint, VolSurfaceTheoPoint> _assemble_keyed_theos(
+         SystemContractData sc_data,
+         IReadOnlyDictionary<string, ExpStrikeKeyedData<TheoPoint>> theos) {
+         if (sc_data is null || theos is null) {
+            return new Dictionary<uint, VolSurfaceTheoPoint>(0);
+         }
+
+         HighPerformanceTimer timer = new HighPerformanceTimer();
+         timer.start();
+         Dictionary<uint, VolSurfaceTheoPoint> rv = new Dictionary<uint, VolSurfaceTheoPoint>();
+         foreach (var kv in theos) {
+            var symbol = kv.Key;
+            ExpStrikeKeyedData<TheoPoint> sym_theos = kv.Value;
+            if (sym_theos == null)
+               continue;
+            foreach (var s_kv in sym_theos.get_data_linearly()) {
+               DateTime exp = s_kv.first;
+               double strike = s_kv.second;
+               TheoPoint tp = s_kv.third;
+               // TODO: fix exchange later
+               Tuple<uint?, uint?> keys =
+                  sc_data.get_option_sec_id(Venue.Deribit, symbol, exp, strike);
+               if (keys != null) {
+                  var c_key = keys.Item1;
+                  var p_key = keys.Item2;
+                  if (c_key.HasValue) {
+                     rv[c_key.Value] = new VolSurfaceTheoPoint(tp, true);
+                  }
+                  if (p_key.HasValue) {
+                     rv[p_key.Value] = new VolSurfaceTheoPoint(tp, false);
+                  }
+               }
+            }
+         }
+         timer.stop();
+         Log.Gen.info($"VolSurfaceBusManager keyed theos count: {rv.Count} " +
+                      $"time: {timer.lastIntervalTime}");
+         return rv;
      }

      public ThreadedBlackboard bb() {
         return _bb;
      }

+      void _spin_vss(VolSurfaceUsageListImmutable ulist) {
+         foreach (var u in ulist.UsageList) {
+            var vs_id = u.VsId;
+            _bb.post(SparkTags.VolSurfaceActiveUITag(vs_id), true);
+         }
+      }
+
      void _on_vs_usage_update(Update<VolSurfaceUsageListImmutable, int> update) {
         // TODO
         return;
@@ -204,6 +270,7 @@ namespace mbts.spark {
                                          new mbts.analytics.VolSurfaceNonVolInput(exp_param_map.exp_map.ToDictionary()));
         } else if (_in_bb_req_vol.Equals(tag)) {
            ClientArchivedVolRequest client_req = _bb.read_state(_in_bb_req_vol);
+            bts.Log.Ui.info($"VolSurfaceBusManager._on_bb_update ClientArchivedVolRequest: {client_req.ToString()}");
            ArchivedTheoRetrieval ret = client_req.ret;
            if (ret == null || ret.SecTup == null) {
               bts.Log.Ui.warn($"VolSurfaceBusManager malformed ArchivedTheoRetrieval");
@@ -0,0 +1,20 @@
+
+
+namespace mbts.analytics {
+   using mbts.spark;
+
+   // TheoPoint (from edge) has both calls and puts in the same structure.
+   // This shoudl dis-entangle that
+   public class VolSurfaceTheoPoint {
+      public readonly double theo = double.NaN;
+      public readonly double delta = double.NaN;
+      public readonly double driver = double.NaN;
+      public VolSurfaceTheoPoint(TheoPoint tp, bool is_call) {
+         if (tp != null) {
+            theo = is_call ? tp.fwd_normalized_call : tp.fwd_normalized_put;
+            delta = is_call ? tp.cdelta : tp.pdelta;
+            driver = tp.driver;
+         }
+      }
+   }
+}
@@ -6,6 +6,7 @@
   using mbts.user.settings;

   using System;
+   using System.Collections.Generic;

   public class VolSurfaceDisplayGridColumn : IEquatable<VolSurfaceDisplayGridColumn> {
      public readonly Func<object, string> format;
@@ -18,16 +19,19 @@
         VolSurfaceColumnSettings settings,
         Func<object, string> format = null,
         Func<string, object> parse = null,
-         Func<object, bool, object> tick_move = null) {
+         Func<object, bool, object> tick_move = null,
+         IEqualityComparer<object> comparer = null) {
         this.settings = settings;
         this.format = format ?? (v => v?.ToString() ?? string.Empty);
         this.parse = parse ?? (v => v);
         this.tick_move = tick_move ?? ((v, is_up) => v);
+         this.comparer = comparer ?? EqualityComparer<object>.Default;
      }

      public string unique_col_name => settings.id;
      public string display_name => settings.display_name;
      public string group => settings.group;
+      public IEqualityComparer<object> comparer { get; }

      internal VolSurfaceColumnType type => settings.type;

@@ -7,6 +7,7 @@
   using mbts.user.settings;

   using System;
+   using System.Collections.Generic;

   class VolSurfaceDisplayUtilities {
      public static TickDisplaySettings default_tick_display =>
@@ -18,6 +19,10 @@
         default_tick_display.with(display_multiplier: 100);

      public static double parse_double(object obj) {
+         if (obj is null) {
+            Log.Gen.warn("parse_double received null input (will return nan and continue)");
+            return double.NaN;
+         }
         Log.assert(obj is double);
         obj = obj ?? Double.NaN;
         double rv = obj is Double ? (double)obj : (Double.TryParse(obj.ToString(), out rv) ? rv : Double.NaN);
@@ -49,9 +54,31 @@
      }

      public static Func<object, bool, object> get_double_tickmove(TickFactors tick_factors, int tick_move) =>
-         (data, is_up) => data is double d_data ?
-            tick_factors.tick(d_data, is_up ? tick_move : -tick_move) :
-            data;
+         (data, is_up) => {
+            if (data is not double dbl) {
+               return data;
+            }
+            if (dbl.is_nan()) {
+               return 0D;
+            }
+            return tick_factors.tick(dbl, is_up ? tick_move : -tick_move);
+         };
+
+      public static IEqualityComparer<double> get_double_comparer(
+         TickFactors tick_factors = null, double display_mult = double.NaN) {
+         if (tick_factors is null) {
+            return new TickFactors(10^7, 1).tick_equality_comparer();
+         }
+         // This equality comparer is used to compare actual values (not multiplied by
+         // 'display_mult'), while the TickFactors are used to format the display value (multiplied
+         // by 'display_mult'). Multiply the tick base by 'display_mult' so the equality comparison
+         // is done with the correct number of decimal places.
+         if (display_mult > 0 && Math.Log10(display_mult).is_int()) {
+            tick_factors = tick_factors.with(
+               tick_base: tick_factors.tick_base * display_mult);
+         }
+         return tick_factors.tick_equality_comparer();
+      }

      public static VolSurfaceDisplayGridColumn get_double_output_col(
         string group,
@@ -113,7 +140,10 @@
            col_config,
            format: get_double_tostring(col_config.tick_factors, col_config.tick_display),
            parse: get_parse_double(col_config.tick_factors, col_config.tick_display),
-            tick_move: get_double_tickmove(col_config.tick_factors, col_config.tick_move));
+            tick_move: get_double_tickmove(col_config.tick_factors, col_config.tick_move),
+            comparer: get_double_comparer(
+               col_config.tick_factors, col_config.tick_display.display_multiplier)
+               .cast<double, object>());
      }
   }
 }
@@ -0,0 +1,133 @@
+using System;
+using System.Collections.Generic;
+using mbts.analytics;
+using bts.api;
+using bts.collections;
+using System.Linq;
+using bts.api.orderman;
+using bts.api.analytics;
+using bts;
+
+namespace mbts.spark {
+   // Listens to the interp theos, decorates the data 
+   // and sends them over to the sparkd server
+   public class InterpTheosServerPublisher : IDisposable {
+      private readonly ThreadedBlackboard _bb;
+      private readonly bts.api.orderman.OrderService _order_service;
+      private HighPerformanceTimer _timer = new HighPerformanceTimer();
+
+      public InterpTheosServerPublisher(ThreadedBlackboard bb,
+         bts.api.orderman.OrderService order_service) {
+         bts.Log.Ui.info(
+            $"InterpTheosServerPublisher cons tid:{VolSurfaceTroubleshootingFunctions.tid()}");
+         _bb = bb;
+         _order_service = order_service;
+         _bb.subscribe(SparkTags.AllInterpGreeks);
+         _bb.subscribe(SparkTags.SystemContractsTag);
+         _bb.subscribe(SparkTags.CurrentUser);
+         _bb.subscribe(SparkTags.VolSurfaceUsageTag);
+         _bb.data_callback += _on_data;
+      }
+
+      private void _on_data(object tag, object data) {
+         if (tag.Equals(SparkTags.SystemContractsTag) ||
+            tag.Equals(SparkTags.AllInterpGreeks)) {
+            _publish_data();
+         }
+      }
+
+      private static IDictionary<UInt32, DriverMD> _get_drivers(
+            IReadOnlyDictionary<string, OptionDriverPriceMap> driver_map,
+            SystemContractData sc_data) {
+         var rv = new Dictionary<UInt32, DriverMD>();
+         foreach (var kv in driver_map) {
+            rv.AddRange(
+               SecurityNormalizer.normalize_drivers(kv.Value, sc_data).ToArray());
+         }
+         return rv;
+      }
+
+      private static IEnumerable<Tuple<SecurityImmutable, TheoPoint>> _get_theos(
+         IReadOnlyDictionary<string, OptionTheoInterpolationData> theo_data,
+         SystemContractData sc_data) {
+         var rv = new List<Tuple<SecurityImmutable, TheoPoint>>();
+         foreach (var kv in theo_data) {
+            rv.AddRange(
+               SecurityNormalizer.normalize_interp_theos(kv.Value, sc_data));
+         }
+         return rv;
+      }
+
+      private IReadOnlyDictionary<string, OptionTheoInterpolationData>
+         _filter_for_publish(IReadOnlyDictionary<string, OptionTheoInterpolationData> all_theos) {
+         HashSet<string> syms = new HashSet<string>();
+         VolSurfaceUsageListImmutable usage = _bb.read_state(SparkTags.VolSurfaceUsageTag);
+         string current_user = _bb.read_state(SparkTags.CurrentUser).name;
+         foreach (var u in usage.UsageList) {
+            VolSurfaceInput vs_input =
+               _bb.read_state(SparkTags.VolSurfaceCommittedInputTag(u.VsId));
+            if (vs_input != null) {
+               if (vs_input.surface_settings.core_settings.vs_manager ==
+                  current_user) {
+                  syms.Add(u.SymbolName);
+               }
+            }
+         }
+         return
+            all_theos.Where(kv => syms.Contains(kv.Key)).ToDictionary(kv => kv.Key, kv => kv.Value);
+      }
+
+      private void _publish_data() {
+         SystemContractData sc_data = _bb.read_state(SparkTags.SystemContractsTag, null);
+         IReadOnlyDictionary<string, OptionTheoInterpolationData> all_theos =
+            _bb.read_state(SparkTags.AllInterpGreeks, null);
+         all_theos = _filter_for_publish(all_theos);
+         // find the symbol vs vs_id, get the committed vs, see if it is
+         // owned by the current user, and only then publish it
+         IReadOnlyDictionary<string, OptionDriverPriceMap> all_drivers =
+            _bb.read_state(SparkTags.AllOptionDriverBBOTag, null);
+         if (sc_data == null || all_theos == null || all_drivers == null)
+            return;
+         _timer.start();
+         IDictionary<UInt32, DriverMD> driver_map = _get_drivers(all_drivers, sc_data);
+         IEnumerable<Tuple<SecurityImmutable, TheoPoint>> theo_map = _get_theos(all_theos, sc_data);
+         // assemble it together and send it to the server
+         var ptp_list = new List<bts.api.orderman.PrecomputedTheoPoint>();
+         foreach (var tup in theo_map) {
+            SecurityImmutable sec = tup.Item1;
+            TheoPoint tp = tup.Item2;
+            bool is_call = sec.Option.CallPut == PutOrCall.Call;
+            var sec_id = sec.Id;
+            DriverMD dmd = null;
+            driver_map.TryGetValue(sec_id, out dmd);
+            PrecomputedTheoPoint ptp = new PrecomputedTheoPoint();
+            ptp.SecId = sec_id;
+            ptp.Driver = tp.driver;
+            ptp.DriverSecId = dmd != null && dmd.driver_security.HasValue ?
+               dmd.driver_security.Value.Id : 0;
+            ptp.Theo = is_call ? tp.call : tp.put;
+            ptp.Delta = is_call ? tp.cdelta : tp.pdelta;
+            ptp.Gamma = is_call ? tp.cgamma : tp.pgamma;
+            ptp.Vega = is_call ? tp.cvega : tp.pvega;
+            ptp.Theta = is_call ? tp.c_theta : tp.p_theta;
+            ptp.Rho = Double.NaN;
+            ptp_list.Add(ptp);
+         }
+         bts.api.orderman.PrecomputedTheos server_theos = new PrecomputedTheos();
+         server_theos.Theos.AddRange(ptp_list);
+         _timer.stop();
+         var comp_time = _timer.lastIntervalTime;
+         _timer.start();
+         _order_service.set_precomputed_theos(server_theos);
+         _timer.stop();
+         var pub_time = _timer.lastIntervalTime;
+         bts.Log.Gen.info($"InterpTheosServerPublisher._publish_data " +
+                          $"size: {server_theos.Theos.Count} comp_time: {comp_time} msecs " +
+                          $"pub_time: {pub_time}");
+      }
+
+      public void Dispose() {
+         _bb.data_callback -= _on_data;
+      }
+   }
+}
@@ -5,6 +5,8 @@ using bts.api;
 using mbts.ui;
 using MathNet.Numerics.Providers.FourierTransform;
 using BCG;
+using System.Windows.Automation;
+using bts.collections;

 namespace mbts.spark {
   // Publishes theos for all options (on the side, also publishes the theos for TC2)
@@ -68,19 +70,14 @@ namespace mbts.spark {
      }

      private void _log_theos(SystemContractData sc_data,
-                               IReadOnlyDictionary<uint, GreeksTuple> greeks_map,
-                               DateTime? exp_filt = null) {
+                               IReadOnlyDictionary<uint, GreeksTuple> greeks_map) {
         string rv = "LiveTheosPublisher data: ";
         foreach (var kv in greeks_map) {
            var id = kv.Key;
            var g_tup = kv.Value;
            if (sc_data.sec_md_map.TryGetValue(id, out var smd)) {
-               if (exp_filt == null ||
-               (smd.security.security_type() == SecurityType.Option &&
-                  smd.security.Option.expiration_date().Equals(exp_filt.Value))) {
-                  string sec_str = smd.ToString();
-                  rv += "\n" + $"id: {id} sec: {sec_str} greeks: {g_tup}";
-               }
+               string sec_str = smd.ToString();
+               rv += "\n" + $"id: {id} sec: {sec_str} greeks: {g_tup}";
            }
         }
         bts.Log.Gen.info(rv);
@@ -134,6 +131,7 @@ namespace mbts.spark {
            return;
         }
         var k_theos = new Dictionary<SecurityStrike, TheoPoint>();
+         // option spreads
         foreach (var kv in sc_data.strike_map) {
            foreach (SecurityStrike k in kv.Value) {
               var (call_id, put_id) = k.call_put_id;
@@ -142,26 +140,59 @@ namespace mbts.spark {
               k_theos[k] = tp;
               // put it in the output map
               if (call_id.HasValue) {
+                  var normalized_theo = VolSurfaceCoreFunctions.normalize_theo(tp.call, tp.driver);
                  res.Add(call_id.Value,
                           new GreeksTuple(tp.vol, tp.driver, tp.call, tp.cdelta, tp.cgamma,
-                                           tp.cvega, tp.c_theta, Double.NaN));
+                                           tp.cvega, tp.c_theta, Double.NaN, normalized_theo));
               }
               if (put_id.HasValue) {
+                  var normalized_theo = VolSurfaceCoreFunctions.normalize_theo(tp.put, tp.driver);
                  res.Add(put_id.Value,
                           new GreeksTuple(tp.vol, tp.driver, tp.put, tp.pdelta, tp.pgamma,
-                                           tp.pvega, tp.p_theta, Double.NaN));
+                                           tp.pvega, tp.p_theta, Double.NaN, normalized_theo));
               }
            }
         }
+         // futures
+         var future_theos = _get_future_theos();
+         res.AddRange(future_theos);
+         // spreads, all option and future non tied spreads
+         foreach (var spr in sc_data.spreads) {
+            GreeksTuple gtup = StatelessSpreadCalculator.compute_non_tied_spread(spr.security, res);
+            res.Add(spr.security.Id, gtup);
+         }
+         // copy and publish
         IReadOnlyDictionary<uint, GreeksTuple> res_ro = res;
         bts.Log.Gen.info($"LiveTheoPublisher._interp_and_publish posting " +
-                          $"count: {res_ro.Count}");
+                             $"count: {res_ro.Count}");
         _timer.stop();
         _logger.log(_log_id, _log_id, _timer.lastIntervalTime);
         _bb.post(SparkTags.Greeks, res_ro);
+         // oh and those TC2 theos for comptability
         _publish_tc2_theos(k_theos);
      }

+      // If we do any rolls like SP for futures, it will be here
+      IDictionary<UInt32, GreeksTuple> _get_future_theos() {
+         var rv = new Dictionary<UInt32, GreeksTuple>();
+         SystemContractData sc_data = _bb.read_state(SparkTags.SystemContractsTag);
+         if (sc_data == null)
+            return rv;
+         foreach (var kv in sc_data.exp_map) {
+            var id = kv.Value;
+            SecurityMD sec_md;
+            if (sc_data.sec_md_map.TryGetValue(id, out sec_md)) {
+               if (sec_md.security.HasFuture) {
+                  SecurityExpiration exp = kv.Key;
+                  double pr = sec_md.md.fixing_price;
+                  rv.Add(sec_md.security.Id,
+                        new GreeksTuple(0, pr, pr, 1, 0, 0, 0, 0, pr));
+               }
+            }
+         }
+         return rv;
+      }
+
      // recomputes and publishes them periodicially
      void _publish_future_theos() {
         if (DateTime.Now - _last_future_theos_published < _futures_theos_publish_period)
@@ -1,5 +1,7 @@
 #nullable enable
 namespace mbts.spark {
+   using bts.api;
+
   using mbts.analytics;

   using System;
@@ -39,5 +41,10 @@ namespace mbts.spark {
            .SelectMany(kv => kv.Value.exp_price_map)
            .ToDictionaryCrushed(kv => kv.Key.to_vs_exp(), kv => kv.Value);
      }
+
+      public IReadOnlyDictionary<SecurityExpiration, DriverMD> get_price_map() {
+         return new Dictionary<SecurityExpiration, DriverMD>(exp_price_map);
+      }
+
   }
 }
@@ -0,0 +1,70 @@
+namespace mbts.spark {
+   using bts.api;
+
+   using System;
+   using System.Collections.Generic;
+   using System.Linq;
+
+
+   // A lot of options data (migrated from edge) is not normalized 
+   // on the sec_id, but rather on a combination of symbol, exp, strike.
+   // Additionally the exchange is missing. This class serves as that
+   // one since point to resolve that.
+   // (Over time we will normalize all the data and this wont be needed)
+   public static class SecurityNormalizer {
+      // f(option_exp:driver_md) -> (sec_id:driver_md)
+
+      public static IDictionary<UInt32, DriverMD> normalize_drivers(
+         OptionDriverPriceMap driver_map, SystemContractData sc_data) {
+         if (driver_map is null) {
+            return new Dictionary<uint, DriverMD>(0);
+         }
+         Dictionary<UInt32, DriverMD> rv = new Dictionary<uint, DriverMD>();
+         foreach (var kv in driver_map.get_price_map()) {
+            var exp = kv.Key;
+            var dmd = kv.Value;
+            IEnumerable<SecurityMD> exp_secs = sc_data.get_securities(
+               (sec_md) => {
+                  var s = sec_md.security;
+                  return s.security_type() == SecurityType.Option &&
+                        s.Symbol == driver_map.option_symbol &&
+                        s.earliest_expiration() == exp.expiration;
+               }
+            );
+            foreach (var sec_md in exp_secs) {
+               rv.Add(sec_md.security.Id, kv.Value);
+            }
+         }
+         return rv;
+      }
+      public static IEnumerable<Tuple<SecurityImmutable, TheoPoint>> normalize_interp_theos(
+         OptionTheoInterpolationData symbol_theos, SystemContractData sc_data) {
+         if (symbol_theos is null) {
+            return Enumerable.Empty<Tuple<SecurityImmutable, TheoPoint>>();
+         }
+         var rv = new List<Tuple<SecurityImmutable, TheoPoint>>();
+         foreach (DateTime exp in symbol_theos.get_expirations()) {
+            Dictionary<double, Dictionary<double, TheoPoint>> exp_data =
+               symbol_theos.get_expiration_data(exp);
+            // exp_data is driver vs strike vs TP
+            foreach (var exp_kv in exp_data) {
+               foreach (var k_kv in exp_kv.Value) {
+                  double strike = k_kv.Key;
+                  TheoPoint tp = k_kv.Value;
+                  IEnumerable<SecurityMD> calls = sc_data.get_options(
+                     null, symbol_theos.symbol, exp, strike, PutOrCall.Call);
+                  IEnumerable<SecurityMD> puts = sc_data.get_options(
+                     null, symbol_theos.symbol, exp, strike, PutOrCall.Put);
+                  foreach (SecurityMD sec_md in calls) {
+                     rv.Add(Tuple.Create(sec_md.security, tp));
+                  }
+                  foreach (SecurityMD sec_md in puts) {
+                     rv.Add(Tuple.Create(sec_md.security, tp));
+                  }
+               }
+            }
+         }
+         return rv;
+      }
+   }
+}
@@ -1,4 +1,5 @@
 using System;
+using System.Collections.Concurrent;
 using System.Collections.Generic;
 using System.Linq;

@@ -107,6 +108,22 @@ namespace mbts.spark {
         }
      }

+      public SecurityImmutable? get_option_contract(
+         Venue venue, string symbol, DateTime exp, double strike, PutOrCall cp) {
+         var k_tup = get_option_sec_id(venue, symbol, exp, strike);
+         if (k_tup != null) {
+            var id = cp == PutOrCall.Call ? k_tup.Item1 : k_tup.Item2;
+            if (id.HasValue) {
+               var id_val = id.Value;
+               SecurityMD sec_md;
+               if (sec_md_map.TryGetValue(id_val, out sec_md)) {
+                  return sec_md.security;
+               }
+            }
+         }
+         return null;
+      }
+
      public Tuple<uint?, uint?> get_option_sec_id(
         Venue venue, string symbol, DateTime exp, double strike) {
         var s_exp = new SecurityExpiration(venue, SecurityType.Option, symbol, exp);
@@ -242,5 +259,28 @@ namespace mbts.spark {
                                 kv.Value.Count > 0).Select(kv => kv.Key.expiration);
      }

+      public IEnumerable<SecurityMD> spreads {
+         get {
+            return sec_md_map.Where(kv => kv.Value.security.HasSpread)
+                   .Select(kv => kv.Value);
+         }
+      }
+
+      public IEnumerable<SecurityMD> get_securities(Func<SecurityMD, bool> criteria) {
+         return sec_md_map.Values.Where(sec_md => criteria(sec_md));
+      }
+
+      public IEnumerable<SecurityMD> get_options(
+         Venue? exchange, string option_name, DateTime? exp, double? strike, PutOrCall? cp) {
+         return get_securities(sc => {
+            var s = sc.security;
+            return s.security_type() == SecurityType.Option &&
+                  (exchange == null || s.Exchange == exchange) &&
+                  (exp == null || s.earliest_expiration() == exp) &&
+                  (strike == null || s.strike() == strike) &&
+                  (cp == null || s.Option.CallPut == cp);
+         });
+      }
+
   }
 }
@@ -63,6 +63,27 @@ namespace mbts.spark {
         return rv;
      }

+      public static string log_string(this VolSurfaceCalculationRequest vs_req) {
+         if (vs_req == null) {
+            return "Null";
+         }
+         string action_str = String.Empty;
+         foreach (var kv in vs_req.action_map) {
+            action_str += $"exp: {kv.Key.ToString()} action: {kv.Value.ToString()}, ";
+         }
+         action_str = action_str.TrimEnd(',', ' ');
+         return $"vs_inp: {vs_req.volsurface_input.log_string()}\nreq_id: {vs_req.request_id}\n" +
+                $"action_map: {action_str}\nup: {vs_req.cascade_up} down: {vs_req.cascade_down}";
+      }
+
+      public static string log_string(this VolSurfaceCalculationResponse resp) {
+         if (resp == null) {
+            return "Null";
+         }
+         return $"req_id: {resp.request_id} vs_output: " +
+                $"{resp.volsurface_calculation_output.volsurface_input.log_string()}";
+      }
+
      private static string _trim_leading_char(string s, char c) {
         if (!s.is_null_or_empty() && s.EndsWith(c)) {
            return s.Remove(s.Length - 1, 1);
@@ -71,11 +92,12 @@ namespace mbts.spark {
      }

      internal static string log_string(this VolSurfaceDisplayModel.DisplayModelData dm_data) {
-         string rv = String.Empty;
-         string global_grid_str = dm_data.global_grid == null ? "Null" : dm_data.global_grid.log_string();
-         rv += $"global_grid: {global_grid_str} \n";
-         string exp_grid_str = dm_data.exp_grid == null ? "Null" : dm_data.exp_grid.log_string();
-         rv += $"exp_grid: {exp_grid_str} \n";
+         var vs_output = dm_data.vs_output;
+         var exp_grid = dm_data.exp_grid;
+         var vs_output_str = vs_output == null ? "NULL" : vs_output.volsurface_input.log_string();
+         var exp_grid_str = exp_grid == null ? "NULL" : exp_grid.log_string();
+         var rv = $"DisplayModelData\nvs_output:\n{vs_output_str}\n" +
+                  $"exp_grid\n{exp_grid_str}\n";
         return rv;
      }

@@ -91,19 +113,19 @@ namespace mbts.spark {
      }

      internal static string log_string(this VolSurfaceDisplayGrid dgrid) {
-         Func<IDictionary<string, object>, string> log_exp = (map) => {
+         Func<IDictionary<string, object>, string> log_exp = (col_val_map) => {
            string rv = String.Empty;
-            foreach (var kv in map) {
+            foreach (var kv in col_val_map) {
               string val_string = kv.Value == null ? "Null" : kv.Value.ToString();
-               rv += $"{kv.Key}:{val_string},";
+               rv += $"{kv.Key}: {val_string}, ";
            }
            return _trim_leading_char(rv, ',');
         };
         string rv = String.Empty;
         foreach (var kv in dgrid.data_map) {
-            rv += $"Exp:{kv.Key.expiration.ToShortDateString()} Data:{log_exp(kv.Value)},";
+            rv += $"Exp: {kv.Key.expiration.ToShortDateString()} Data: {log_exp(kv.Value)}\n";
         }
-         return _trim_leading_char(rv, ',');
+         return rv;
      }

      internal static string log_string(this OptionDriverPriceMap map) {
@@ -238,6 +260,15 @@ namespace mbts.spark {
         return rv;
      }

+      internal static string log_string(this IPNLUnit p) {
+         string rv = "IPNLUnit:";
+         rv += $" account: {p.account} sec: {p.security.security_desc()} driver: {p.driver} theo: {p.theo} settle: {p.settle_price}" +
+               $" start_pos: {p.start_long_pos - p.start_short_pos} day_pos: {p.day_long_pos - p.day_short_pos}" +
+               $" start_pnl: {p.start_pnl} start_delta: {p.start_delta} start_vega: {p.start_vega}" +
+               $" day_pnl: {p.day_pnl} day_delta: {p.day_delta} day_vega: {p.day_vega}";
+         return rv;
+      }
+
      internal static int tid() {
         return System.Threading.Thread.CurrentThread.ManagedThreadId;
      }
@@ -12,7 +12,7 @@ namespace mbts.spark {
   using System.Collections.Generic;

   [ProtoContract]
-   class VolSurfaceGraphSettings : IEquatable<VolSurfaceGraphSettings>, ICloneable {
+   class VolSurfaceGraphSettings : IProtobuf<VolSurfaceGraphSettings> {
      public static VolSurfaceGraphSettings get_default() {
         return new VolSurfaceGraphSettings {
            put_control_points = new ScatterSeriesSettings {
@@ -110,7 +110,7 @@ namespace mbts.spark {
      //   }
      //}

-      public object Clone() =>
+      public VolSurfaceGraphSettings Clone() =>
         ProtobufSerializationHelper.clone(this);

      public bool Equals(VolSurfaceGraphSettings other) =>
@@ -6,6 +6,10 @@ using mbts.analytics;
 using mbts.ui.shell;
 using mbts.ui.utility;

+using Spark.Core;
+using Spark.Core.Disposables;
+using Spark.Core.Collections;
+
 using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
@@ -51,7 +55,7 @@ namespace mbts.spark {
               var vs_removes = removed.Select(exp => exp.ToVSExp());

               var true_removed = removed.Where(rmv => !vs_adds.Contains(rmv.ToVSExp()));
-               var true_added = added.Where(add => !vs_removes.Contains(add.ToVSExp()));
+               var true_added = added.Except(vs_removes.Concat(_hidden_exps), v => v.ToVSExp());
               var changed_calc_modes = added.Where(add => vs_removes.Contains(add.ToVSExp()));

               foreach (var tr in true_removed) {
@@ -61,16 +65,10 @@ namespace mbts.spark {
                  }
               }

-               foreach (var ta in true_added) {
-                  if (_hidden_exps.Contains(ta.ToVSExp()) ||
-                     !rows.TryGetFirst(r => r.expiration.expiration == ta.expiration, out var row)) {
-                     continue;
-                  }
-                  visible_rows.InsertSorted(row,
-                     Comparer<IExpirationBasedRow>.Create(
-                        (r1, r2) => r1.expiration.CompareTo(r2.expiration))
-                        .wrap<IExpirationBasedRow, object>());
-               }
+               var comp = ComparerWrapper<object>.wrap_cast(
+                  NullCheckComparer.create<IExpirationBasedRow>(
+                     (r1, r2) => r1.expiration.CompareTo(r2.expiration)));
+               visible_rows.InsertSorted(true_added, comp);

               foreach (var ccm in changed_calc_modes) {
                  int index = visible_rows
@@ -10,6 +10,10 @@ namespace mbts.spark {
   using mbts.ui.shell;
   using mbts.ui.utility;

+   using Spark.Analytics.View;
+   using Spark.Core.Disposables;
+   using Spark.Core.Protobuf;
+
   using System;
   using System.Collections;
   using System.Collections.Generic;
@@ -27,13 +31,13 @@ namespace mbts.spark {
      readonly LinearAxisVM _x_axis = new() { position = AxisPosition.BottomLeftToRight };
      readonly LinearAxisVM _y_axis = new() { position = AxisPosition.LeftBottomToTop };
      readonly Dictionary<SecurityExpiration, ExpGraphBounds> _expiration_graph_bounds;
-      readonly VolSurfaceGraphSettings _settings;
      readonly ObservableCollection<VolSurfaceDisplayGridExpiration> _expirations = new();
      readonly Dictionary<VolSurfaceDisplayGridExpiration, SeriesSetVM> _expiration_series_cache = new();

      VolSurfaceExpiration _md_exp;
      VolSurfaceDisplayGridExpiration _expiration;
      VolSurfaceDisplayGridExpiration _earliest_selected_expiration;
+      VolSurfaceGraphSettings _settings;
      object _implied_vol_market_side = ImpliedVolHelper.None;
      bool _show_vol_path;

@@ -82,13 +86,17 @@ namespace mbts.spark {
            if (_model.get_active_settings() is not VolSurfaceSettings vss) {
               return null;
            }
-            // return new VolSurfaceGraphSettingsEditor {
-            //    DataContext = new VolSurfaceGraphSettingsEditorVM(vss.core_settings.vol_surface_name, ProtoBufSerializationHelper.clone_protobuf(_settings), settings => {
-            //       _settings = settings;
-            //       _recreate_series();
-            //    })
-            // };
-            return null;
+            var vm = new VolSurfaceGraphSettingsVM(vss.core_settings.vol_surface_name);
+            vm.load_from(_settings.Clone());
+            vm.request_commit += commit;
+            return new VolSurfaceGraphSettingsWindow {
+               DataContext = vm
+            };
+
+            void commit(VolSurfaceGraphSettings settings) {
+               _settings = settings;
+               _recreate_series();
+            }
         });
         graph_vm = new BTSGraphVM {
            plot_area_background = Colors.Transparent,
@@ -117,7 +125,7 @@ namespace mbts.spark {
               })
               .BufferLatest(TimeSpan.FromSeconds(0.1))
               .OnDispatcher()
-               .SelectManyInSeries(series => Observable.Create<SeriesVM>(o => {
+               .SelectSeries(series => Observable.Create<SeriesVM>(o => {
                  o.OnNext(null);
                  return Disposable.Create(series
                     .Select(svm => svm.points.Subscribe((s, e) => o.OnNext(svm)))
@@ -185,6 +193,20 @@ namespace mbts.spark {
      static (double call_wing_start, double put_wing_start) _get_actual_wing_starts(VolCurveDisplayGraph disp_graph) =>
         disp_graph.all_points.Select(p => p.Item1).MinMax() ?? (double.NaN, double.NaN);

+      void _recreate_series() {
+         /// 'graph_vm.series_set' is bound to '_expirations', so clearing and re-adding expirations
+         /// in turn regenerates the series. '_expiration_series_cache' must
+         /// be cleared as well, otherwise cached series vms would just be back to the collection
+         /// ('graph_vm.series_set').
+         var visible_exp = _earliest_selected_expiration;
+         _expiration_series_cache.Clear();
+         _expirations.SetItems(_model.get_ordered_expirations());
+         foreach (var svm in graph_vm.series.OfType<SeriesSetVM>()) {
+            svm.is_visible = svm.args.Equals(visible_exp);
+         }
+         _update();
+      }
+
      void _expirations_changed(IEnumerable<VolSurfaceDisplayGridExpiration> added, IEnumerable<VolSurfaceDisplayGridExpiration> removed) {
         _expirations.sync_with(_model.get_ordered_expirations());
         _update();
@@ -1,84 +0,0 @@
-namespace mbts.spark {
-   using mbts.ui;
-   using mbts.ui.shell;
-
-   using System;
-   using System.Reactive.Linq;
-   using System.Windows.Input;
-
-   class VolGridCellVM : DisposableViewModelBase {
-      readonly Property<object> _candidate_value;
-      readonly Property<object> _committed_value;
-      readonly Property<bool> _is_dirty;
-
-      public VolGridCellVM(string column_id) {
-         this.column_id = column_id ?? throw new ArgumentNullException(nameof(column_id));
-         _committed_value = backing<object>(nameof(committed_value));
-         _candidate_value = backing<object>(nameof(candidate_value));
-         _is_dirty = backing(nameof(is_dirty),
-            _committed_value.observe_current(true)
-            .CombineLatest(_candidate_value.observe_current(true))
-            .Select(tup => !Equals(tup.First, tup.Second))
-            .OnDispatcher());
-      }
-
-      public string column_id { get; }
-
-      public object committed_value {
-         get => _committed_value.Value;
-         set => _committed_value.set(value);
-      }
-
-      public object candidate_value {
-         get => _candidate_value.Value;
-         set => _candidate_value.set(value);
-      }
-
-      public bool is_dirty => _is_dirty.Value;
-
-      public IObservable<object> observe_candidate(bool start_immediately = false) =>
-         _candidate_value.observe_current(start_immediately);
-
-      public void revert() =>
-         candidate_value = committed_value;
-
-      public override string ToString() =>
-         $"column_id: {column_id}, committed: {committed_value}, candidate: {candidate_value}";
-   }
-
-   class VolGridCellVM<T> : VolGridCellVM {
-      public VolGridCellVM(string column_id) : base(column_id) { }
-
-      public VolGridCellVM(string column_id, T committed_value, T candidate_value) : base(column_id) {
-         this.committed_value = committed_value;
-         this.candidate_value = candidate_value;
-      }
-
-      public new T committed_value {
-         get => base.committed_value is T v ? v : default;
-         set => base.committed_value = value;
-      }
-
-      public new T candidate_value {
-         get => base.candidate_value is T v ? v : default;
-         set => base.candidate_value = value;
-      }
-   }
-
-   class VolGridTickCellVM : VolGridCellVM {
-      ICommand _tick_up_cmd;
-      ICommand _tick_down_cmd;
-
-      public VolGridTickCellVM(string column_id) : base(column_id) { }
-
-      public event Action<bool> request_tick;
-
-      public ICommand tick_up_cmd =>
-         _tick_up_cmd ??= new DelegateCommand(() =>
-            request_tick?.Invoke(true));
-
-      public ICommand tick_down_cmd =>
-         _tick_down_cmd ??= new DelegateCommand(() =>
-            request_tick?.Invoke(false));
-   }
-}
@@ -0,0 +1,11 @@
+#nullable enable
+namespace mbts.spark.VolSurface {
+   using System.Windows.Media;
+
+   readonly struct VolSurfaceCellState {
+      public bool is_dirty => committed_text is not null;
+
+      public FormattedText? text { get; init; }
+      public FormattedText? committed_text { get; init; }
+   }
+}
@@ -0,0 +1,80 @@
+#nullable enable
+namespace mbts.spark {
+   using bts;
+
+   using mbts.ui.controls;
+   using mbts.ui.shell;
+
+   using Spark.Core;
+
+   using System;
+
+   class VolSurfaceCellVM : DisposableViewModelBase {
+      readonly Property<object?> _candidate_value;
+      readonly Property<object?> _committed_value;
+      readonly DelegateProperty<bool> _is_dirty;
+      readonly DeferrableAction _refresh;
+
+      public VolSurfaceCellVM(
+         VolSurfaceDisplayGridExpiration expiration, VolSurfaceDisplayGridColumn column) {
+         this.column = column ?? throw new ArgumentNullException(nameof(column));
+         this.expiration = expiration ?? throw new ArgumentNullException(nameof(expiration));
+         _committed_value = backing<object?>(nameof(committed_value), column.comparer);
+         _candidate_value = backing<object?>(nameof(candidate_value), column.comparer);
+         _is_dirty = backing(
+            nameof(is_dirty), () => !column.comparer.Equals(candidate_value, committed_value));
+         _refresh = new(_is_dirty.refresh);
+         _committed_value.Changed += on_committed_changed;
+         _candidate_value.Changed += on_candidate_changed;
+         if (column.type.is_editable()) {
+            _is_dirty.Changed += (o, n) => {
+               Log.Ui.info(
+                  $"VolSurface '{expiration}.{column}' is_dirty changed to {n}. " +
+                  $"commited: {committed_value}; candidate: {candidate_value}");
+            };
+         }
+
+         void on_committed_changed(object? oldval, object? newval) =>
+            _is_dirty.refresh();
+
+         void on_candidate_changed(object? oldval, object? newval) =>
+            _is_dirty.refresh();
+      }
+
+      public event PropertyChange<object?>? candidate_value_changed {
+         add => _candidate_value.Changed += value;
+         remove => _candidate_value.Changed -= value;
+      }
+
+      public VolSurfaceDisplayGridColumn column { get; }
+      public string column_id => column.unique_col_name;
+      public VolSurfaceDisplayGridExpiration expiration { get; }
+
+      public object? committed_value {
+         get => _committed_value.Value;
+         set => _committed_value.set(value);
+      }
+
+      public object? candidate_value {
+         get => _candidate_value.Value;
+         set => _candidate_value.set(value);
+      }
+
+      public bool is_dirty => _is_dirty.Value;
+
+      public IObservable<object?> observe_candidate(bool start_immediately = false) =>
+         _candidate_value.observe_current(start_immediately);
+
+      public void reset(object? committed_value, object? candidate_value) {
+         using var _ = _refresh.defer();
+         this.committed_value = committed_value;
+         this.candidate_value = candidate_value;
+      }
+
+      public void revert() =>
+         candidate_value = committed_value;
+
+      public override string ToString() =>
+         $"column: {column}, committed: {committed_value}, candidate: {candidate_value}";
+   }
+}
@@ -78,7 +78,7 @@ namespace mbts.spark.VolSurface {
            view.SetBinding(FrameworkElement.DataContextProperty, new Binding() {
               Converter = _data_context_converter
            });
-            view.SetBinding(TextBlock.TextProperty, new Binding(nameof(VolGridCellVM.candidate_value)) {
+            view.SetBinding(TextBlock.TextProperty, new Binding(nameof(VolSurfaceCellVM.candidate_value)) {
               Converter = ValueConverter.create(obj => model.format(obj))
            });
            return view;
@@ -101,16 +101,16 @@ namespace mbts.spark.VolSurface {
            view.SetBinding(FrameworkElement.DataContextProperty, new Binding() {
               Converter = _data_context_converter
            });
-            view.SetBinding(VolSurfaceCellView.CommittedValueProperty, new Binding(nameof(VolGridCellVM.committed_value)) {
+            view.SetBinding(VolSurfaceCellView.CommittedValueProperty, new Binding(nameof(VolSurfaceCellVM.committed_value)) {
               Mode = BindingMode.OneWay,
               Converter = ValueConverter.create(obj => model.format(obj))
            });
-            view.SetBinding(VolSurfaceCellView.CandidateValueProperty, new Binding(nameof(VolGridCellVM.candidate_value)) {
+            view.SetBinding(VolSurfaceCellView.CandidateValueProperty, new Binding(nameof(VolSurfaceCellVM.candidate_value)) {
               Mode = BindingMode.TwoWay,
               Converter = ValueConverter.create<object, string>(obj => model.format(obj), obj => model.parse(obj))
            });
-            view.SetBinding(VolSurfaceCellView.TickDownCommandProperty, new Binding(nameof(VolGridTickCellVM.tick_down_cmd)));
-            view.SetBinding(VolSurfaceCellView.TickUpCommandProperty, new Binding(nameof(VolGridTickCellVM.tick_up_cmd)));
+            view.SetBinding(VolSurfaceCellView.TickDownCommandProperty, new Binding(nameof(VolSurfaceTickCellVM.tick_down_cmd)));
+            view.SetBinding(VolSurfaceCellView.TickUpCommandProperty, new Binding(nameof(VolSurfaceTickCellVM.tick_up_cmd)));
            var bd = new Border {
               HorizontalAlignment = HorizontalAlignment.Stretch,
               VerticalAlignment = VerticalAlignment.Stretch,
@@ -1,3 +1,4 @@
+#nullable enable
 namespace mbts.spark.VolSurface {
   using bts;
   using bts.collections;
@@ -11,6 +12,10 @@ namespace mbts.spark.VolSurface {
   using mbts.ui.shell;
   using mbts.ui.utility;

+   using Spark.Core;
+   using Spark.Core.Disposables;
+   using Spark.Core.Collections;
+
   using System;
   using System.Collections.Generic;
   using System.Collections.ObjectModel;
@@ -24,19 +29,25 @@ namespace mbts.spark.VolSurface {

   class VolSurfaceGridVM : DisposableViewModelBase {
      readonly VolSurfaceVM _parent;
+      readonly UserTuple _user;
      readonly ObservableCollection<VolSurfaceDisplayGridExpiration> _expirations = new();
-      readonly DeferrableActionWrapper _invalidate_rows;
+      readonly DeferrableAction _invalidate_rows;
      readonly ColumnsModel _columns_model;

      ISet<string> _hidden_columns;
-      ISet<VolSurfaceExpiration> _hidden_expirations;
-      IDisposable _shift_editor;
+      ISet<VolSurfaceExpiration>? _hidden_expirations;
+      IDisposable? _shift_editor;

-      public VolSurfaceGridVM(VolSurfaceVM vm, VolSurfaceDisplayModel model,
-         ISet<string> hidden_columns, ISet<VolSurfaceExpiration> hidden_expirations) {
-         Log.assert(hidden_columns != null);
-         Log.assert(hidden_expirations != null);
+      public VolSurfaceGridVM(
+         VolSurfaceVM vm,
+         VolSurfaceDisplayModel model,
+         ISet<string> hidden_columns,
+         ISet<VolSurfaceExpiration> hidden_expirations,
+         UserTuple user) {
+         Log.notnull(hidden_columns);
+         Log.notnull(hidden_expirations);
         _parent = vm;
+         _user = user;
         this.model = model;
         _columns_model = new(create_exp_column_view());
         _hidden_columns = hidden_columns;
@@ -63,16 +74,31 @@ namespace mbts.spark.VolSurface {
         };

         _dispose = Disposable.Create(
-            ObservableAutoWrapper.connect(_expirations, rows, exp => new VolSurfaceRowVM(this, exp), row => row.Dispose()),
+            ObservableAutoWrapper.connect(_expirations, rows, row_factory),
+            ObservableAutoWrapper.connect_item_hooks(rows, connect_row),
            sorted_visible_rows.bind(visible_rows),
            Disposable.Create(() => {
               this.model.on_candidate_grid_change -= _on_grid_updated;
               this.model.on_committed_grid_change -= _on_grid_updated;
-               Disposable.dispose(rows);
+               rows.DisposeAll(true);
               Disposable.dispose(ref _shift_editor);
            }),
            _columns_model);

+         VolSurfaceRowVM row_factory(VolSurfaceDisplayGridExpiration exp) =>
+            new(this, exp, _user);
+
+         IDisposable connect_row(VolSurfaceRowVM row) {
+            row.request_calculate += request_recalc;
+            return Disposable.Create(() => {
+               row.request_calculate -= request_recalc;
+               row.Dispose();
+            });
+
+            void request_recalc() =>
+               model.set_candidate_grid(current_grid);
+         }
+
         VolSurfaceColumn create_exp_column_view() {
            var filter = new ComboCheckBox();
            filter.SetResourceReference(FrameworkElement.StyleProperty, "ExpirationFilterDropDown");
@@ -92,7 +118,7 @@ namespace mbts.spark.VolSurface {
         }
      }

-      public event Action<IEnumerable<VolSurfaceDisplayGridExpiration>> on_selection_changed;
+      public event Action<IEnumerable<VolSurfaceDisplayGridExpiration>>? on_selection_changed;

      public VolSurfaceDisplayGrid current_grid { get; private set; }
      public VolSurfaceDisplayGrid committed_grid { get; private set; }
@@ -118,6 +144,7 @@ namespace mbts.spark.VolSurface {
            .Select(group => new DIYGridSuperHeaderVM(group.Key, group.Count(), collapsed_content: _short_header(group.Key)))
            .ToList();

+      public ICommand populate_empty_exps_cmd => _parent.populate_empty_exps_cmd;
      public ICommand main_settings_cmd => _parent.main_settings_cmd;
      public ICommand advanced_settings_cmd => _parent.advanced_settings_cmd;
      public ICommand graph_settings_cmd => _parent.vol_curve_vm.settings_command;
@@ -141,13 +168,14 @@ namespace mbts.spark.VolSurface {
         rows.select_exp().Except(visible_rows.select_exp());

      public void invalidate_rows() =>
-         _invalidate_rows.execute();
+         _invalidate_rows.Invoke();

      public IDisposable defer_invalidate_rows() =>
-         _invalidate_rows.defer_execution();
+         _invalidate_rows.defer();

      public VolSurfaceColumn get_column(string id) =>
-         columns.FirstOrDefault(c => c.id == id) as VolSurfaceColumn;
+         columns.FirstOrDefault(c => c.id == id) as VolSurfaceColumn ??
+            throw new InvalidOperationException($"Failed to find column '{id}'");

      internal void signal_selection_changed() {
         var e = on_selection_changed;
@@ -218,7 +246,7 @@ namespace mbts.spark.VolSurface {
         !_hidden_columns.Contains(column.unique_col_name);

      void _on_grid_updated() {
-         using var _ = _invalidate_rows.defer_execution();
+         using var _ = _invalidate_rows.defer();
         var grid_new = model.get_active_grid();
         // add/remove columns
         var cols_new = grid_new.get_ordered_columns()
@@ -243,7 +271,7 @@ namespace mbts.spark.VolSurface {
         }
         current_grid = grid_new;
         committed_grid = is_dirty ? model.get_committed_grid() : current_grid;
-         _invalidate_rows.execute();
+         _invalidate_rows.Invoke();
      }

      void _launch_shift_editor(VolSurfaceDisplayGridColumn column, Action<double> commit_shift) {
@@ -324,7 +352,7 @@ namespace mbts.spark.VolSurface {
         model.set_candidate_grid(current_grid);

      class ColumnsModel : IDisposable {
-         IDisposable _dispose;
+         IDisposable? _dispose;

         public ColumnsModel(VolSurfaceColumn row_header_col) {
            views_with_header_ro = ObservableAutoWrapper.create_read_only_wrapper(views_with_header);
@@ -1,5 +1,6 @@
 #nullable enable
 namespace mbts.spark {
+   using bts;
   using bts.collections;

   using mbts.spark.VolSurface;
@@ -8,6 +9,9 @@ namespace mbts.spark {
   using mbts.ui.shell;
   using mbts.ui.utility;

+   using Spark.Core.Disposables;
+   using Spark.Core.Reactive;
+
   using System;
   using System.Collections.Generic;
   using System.Collections.ObjectModel;
@@ -20,6 +24,10 @@ namespace mbts.spark {
      readonly VolSurfaceGridVM _parent;
      readonly Property<VolSurfaceColumn?> _column;
      readonly Property<DIYGridSuperHeaderVM?> _super_header;
+      readonly UserTuple _user;
+      readonly Property<bool> _is_open;
+      readonly DelegateProperty<string> _vs_manager;
+      readonly List<IDisposable> _resources = new();

      ICommand? _revert_cmd;
      ICommand? _shift_selection_cmd;
@@ -32,21 +40,29 @@ namespace mbts.spark {
      ICommand? _copy_all_to_clipboard_cmd;
      ICommand? _smart_copy_rolls_rates_cmd;
      ICommand? _import_csv_cmd;
+      ObservantCommand? _acquire_ownership_cmd;

-      public VolSurfaceRowContextMenuVM(VolSurfaceGridVM parent, VolSurfaceRowVM row) {
+      public VolSurfaceRowContextMenuVM(VolSurfaceGridVM parent, VolSurfaceRowVM row, UserTuple user) {
         _parent = parent;
         _row = row;
+         _user = user;
         _column = backing<VolSurfaceColumn?>(nameof(column));
         _super_header = backing<DIYGridSuperHeaderVM?>(nameof(super_header));
+         _vs_manager = backing(
+            nameof(vs_manager),
+            () => _parent.model.get_active_settings()?.core_settings?.vs_manager ?? string.Empty);
+         _is_open = backing(nameof(is_open), false);

-         _dispose = Disposable.Create(
+         _resources.AddRange(
            _column.invalidate_others_on_change(nameof(column_name)),
            _super_header.invalidate_others_on_change(nameof(group_name)),
+            _is_open.Subscribe(_ => _vs_manager.refresh()),
            _parent.visible_rows.ObserveSelf()
               .BufferLatest(TimeSpan.FromSeconds(1))
               .OnDispatcher()
               .Subscribe(_ => sync_symbols()));

+         _dispose = Disposable.Create(() => _resources.DisposeAll(true));
         void sync_symbols() {
            var visible_exps = _parent.visible_rows.Map(r => r.expiration.symbol);
            symbols.sync_with_models(
@@ -79,6 +95,7 @@ namespace mbts.spark {

      public bool is_input_cell => column?.type == VolSurfaceColumnType.ReadWriteTick;

+      public ICommand populate_empty_exps_cmd => _parent.populate_empty_exps_cmd;
      public ICommand main_settings_cmd => _parent.main_settings_cmd;
      public ICommand advanced_settings_cmd => _parent.advanced_settings_cmd;
      public ICommand grid_settings_cmd => _parent.grid_settings_cmd;
@@ -161,6 +178,34 @@ namespace mbts.spark {
            _parent.model.csv_importing_enabled,
            null);

+      public ICommand acquire_ownership_cmd {
+         get {
+            if (_acquire_ownership_cmd is null) {
+               _acquire_ownership_cmd = new(
+                  () => {
+                     var settings = _parent.model.get_active_settings();
+                     if (settings is null) {
+                        Log.Ui.error("Unable to acquire volsurface ownership: settings are null.");
+                        return;
+                     }
+                     settings.core_settings.vs_manager = _user.name;
+                     _parent.model.set_candidate_settings(settings);
+                  });
+               _resources.Add(_vs_manager.observe_current(true)
+                  .Subscribe(SelectorObserver.builder(_acquire_ownership_cmd).wrap<string>(
+                     curr => curr != _user.name)));
+            }
+            return _acquire_ownership_cmd;
+         }
+      }
+
+      public bool is_open {
+         get => _is_open.Value;
+         set => _is_open.set(value);
+      }
+
+      public string vs_manager => _vs_manager.Value;
+
      VolSurfaceDisplayGridColumn _assert_model() =>
         column?.model ?? throw new InvalidOperationException();

@@ -1,32 +1,34 @@
 #nullable enable
 namespace mbts.spark.VolSurface {
+   using bts;
+
   using mbts.ui;
   using mbts.ui.controls;
   using mbts.ui.shell;

+   using Spark.Core;
+   using Spark.Core.Disposables;
+
   using System;
   using System.Collections.Generic;
   using System.Linq;
   using System.Reactive.Linq;
-   using System.Windows.Media;
-
-   public struct VolSurfaceCellState {
-      public bool is_dirty => committed_text is not null;
-      public FormattedText? text;
-      public FormattedText? committed_text;
-   }

   class VolSurfaceRowVM : DisposableViewModelBase, ISelectable, IFormatCellsToClipboard, DIYGrid.IRowVM {
      readonly VolSurfaceGridVM _parent;
      readonly VolSurfaceDisplayGridExpiration _exp;
      readonly Dictionary<string, CellData> _cells = new();
+      readonly UserTuple _user;
+      readonly DeferrableAction _request_calculate;

      VolSurfaceRowContextMenuVM? _context_menu;
      bool _is_selected;

-      public VolSurfaceRowVM(VolSurfaceGridVM parent, VolSurfaceDisplayGridExpiration exp) {
+      public VolSurfaceRowVM(VolSurfaceGridVM parent, VolSurfaceDisplayGridExpiration exp, UserTuple user) {
         _parent = parent;
         _exp = exp;
+         _user = user;
+         _request_calculate = new(() => request_calculate?.Invoke());
         _dispose = Disposable.Create(() => {
            _cells.Values.DisposeAll();
            _cells.Clear();
@@ -36,6 +38,7 @@ namespace mbts.spark.VolSurface {

      public event Action<bool>? is_selected_changed;
      public event Action? invalidated;
+      public event Action? request_calculate;

      public VolSurfaceDisplayGridExpiration expiration => _exp;

@@ -50,14 +53,16 @@ namespace mbts.spark.VolSurface {
      }

      public VolSurfaceRowContextMenuVM context_menu =>
-         _context_menu ??= new(_parent, this);
+         _context_menu ??= new(_parent, this, _user);

-      public VolGridCellVM get_cell(VolSurfaceDisplayGridColumn column) =>
+      public VolSurfaceCellVM get_cell(VolSurfaceDisplayGridColumn column) =>
         _cells.GetOrAdd(column.unique_col_name, _ => _create_cell(column)).vm;

      public void invalidate() {
-         foreach (var cell in _cells.Values) {
-            _sync_cell(cell.vm);
+         using (_request_calculate.supress()) {
+            foreach (var cell in _cells.Values) {
+               _sync_cell(cell.vm);
+            }
         }
         invalidated?.Invoke();
      }
@@ -79,29 +84,15 @@ namespace mbts.spark.VolSurface {
      CellData _create_cell(VolSurfaceDisplayGridColumn column) {
         var cell = column.type switch {
            VolSurfaceColumnType.ReadWriteTick => create_tick_cell(),
-            _ => new VolGridCellVM(column.unique_col_name),
+            _ => new VolSurfaceCellVM(_exp, column)
         };
         _sync_cell(cell);
-         var dispose = cell.observe_candidate().DistinctUntilChanged().OnDispatcher()
-            .Subscribe(value => {
-               var curr = _parent.current_grid.read(expiration, column);
-               if (Equals(value, curr)) {
-                  return;
-               }
-               var grid = _parent.current_grid;
-               grid.write(expiration, column, value);
-               _parent.model.set_candidate_grid(grid);
-            });
-         return new(cell, dispose);
+         return new(cell, _connect_cell(cell));

-         VolGridTickCellVM create_tick_cell() {
-            var cell = new VolGridTickCellVM(column.unique_col_name);
+         VolSurfaceCellVM create_tick_cell() {
+            var cell = new VolSurfaceTickCellVM(_exp, column);
            cell.request_tick += is_up => {
               var col = _parent.get_column(column.unique_col_name);
-               if (col is null) {
-                  throw new InvalidOperationException(
-                     $"Failed to find column with id {column.unique_col_name}");
-               }
               if (col.model?.tick_move is var tm) {
                  cell.candidate_value = tm?.Invoke(cell.candidate_value, is_up);
                  return;
@@ -112,23 +103,48 @@ namespace mbts.spark.VolSurface {
         }
      }

-      void _sync_cell(VolGridCellVM cell) {
+      void _sync_cell(VolSurfaceCellVM cell) {
         if (cell is null) {
            return;
         }
-         cell.committed_value = _parent.committed_grid.read(_exp, cell.column_id);
-         cell.candidate_value = _parent.current_grid.read(_exp, cell.column_id);
+         using var _ = _request_calculate.supress();
+         cell.reset(
+            committed_value: _parent.committed_grid.read(_exp, cell.column_id),
+            candidate_value: _parent.current_grid.read(_exp, cell.column_id));
+      }
+
+      IDisposable? _connect_cell(VolSurfaceCellVM cell) {
+         return cell.column.type switch {
+            VolSurfaceColumnType.ReadWriteTick => connect_input(),
+            _ => null
+         };
+
+         IDisposable connect_input() {
+            cell.candidate_value_changed += on_candidate_value_changed;
+            return Disposable.Create(() =>
+               cell.candidate_value_changed -= on_candidate_value_changed);
+
+            void on_candidate_value_changed(object? oldval, object? newval) {
+               var curr = _parent.current_grid.read(expiration, cell.column);
+               if (cell.column.comparer.Equals(newval, curr)) {
+                  return;
+               }
+               var grid = _parent.current_grid;
+               grid.write(expiration, cell.column, newval);
+               _request_calculate.Invoke();
+            }
+         }
      }

      class CellData : IDisposable {
-         IDisposable _dispose;
+         IDisposable? _dispose;

-         public CellData(VolGridCellVM vm, IDisposable dispose) {
+         public CellData(VolSurfaceCellVM vm, IDisposable? dispose) {
            this.vm = vm;
            _dispose = Disposable.Create(vm, dispose);
         }

-         public VolGridCellVM vm { get; }
+         public VolSurfaceCellVM vm { get; }

         public void Dispose() =>
            Disposable.dispose(ref _dispose);
@@ -0,0 +1,27 @@
+#nullable enable
+namespace mbts.spark {
+   using mbts.ui;
+   using mbts.ui.controls;
+
+   using System;
+   using System.Windows.Input;
+
+   class VolSurfaceTickCellVM : VolSurfaceCellVM {
+      ICommand? _tick_up_cmd;
+      ICommand? _tick_down_cmd;
+
+      public VolSurfaceTickCellVM(
+         VolSurfaceDisplayGridExpiration expiration, VolSurfaceDisplayGridColumn column)
+         : base(expiration, column) { }
+
+      public event Action<bool>? request_tick;
+
+      public ICommand tick_up_cmd =>
+         _tick_up_cmd ??= new DelegateCommand(() =>
+            request_tick?.Invoke(true));
+
+      public ICommand tick_down_cmd =>
+         _tick_down_cmd ??= new DelegateCommand(() =>
+            request_tick?.Invoke(false));
+   }
+}
@@ -0,0 +1,89 @@
+#nullable enable
+
+namespace mbts.spark {
+   using bts.api.domain;
+
+   using mbts.analytics;
+   using mbts.ui.shell;
+   using mbts.ui.utility;
+
+   using System;
+   using System.Collections.Generic;
+
+   using VolCurveFitRegion = analytics.VolSurfaceEnums.VolCurveFitRegion;
+
+   public class VolSurfaceAutoFitSettingsVM : DisposableViewModelBase {
+      readonly Property<VolCurveFitRegion> _fit_region;
+      readonly Property<uint?> _period_secs;
+      readonly Property<double?> _driver_points_moved;
+      readonly Property<double?> _atm_points_moved;
+      readonly Property<bool> _is_auto_fit_enabled;
+
+      public VolSurfaceAutoFitSettingsVM() {
+         _fit_region = backing(nameof(fit_region), VolCurveFitRegion.None);
+         _is_auto_fit_enabled = backing(
+            nameof(is_auto_fit_enabled),
+            _fit_region.observe_current(true),
+            r => r != VolCurveFitRegion.None);
+         _period_secs = backing<uint?>(nameof(period_secs), 10);
+         _driver_points_moved = backing<double?>(nameof(driver_points_moved));
+         _atm_points_moved = backing<double?>(nameof(atm_points_moved));
+         _fit_region.Changed += (o, n) => RaisePropertyChanged(nameof(is_auto_fit_enabled));
+      }
+
+      public IEnumerable<VolCurveFitRegion> fit_regions =>
+         EnumHelper.get_values<VolCurveFitRegion>();
+
+      public VolCurveFitRegion fit_region {
+         get => _fit_region.Value;
+         set => _fit_region.set(value);
+      }
+
+      public bool is_auto_fit_enabled => _is_auto_fit_enabled.Value;
+
+      public uint? period_secs {
+         get => _period_secs.Value;
+         set => _period_secs.set(value);
+      }
+
+      public double? driver_points_moved {
+         get => _driver_points_moved.Value;
+         set => _driver_points_moved.set(value);
+      }
+
+      public TickDisplaySettingsImmutable? driver_points_display =>
+         user.settings.TickFactors.pennies.to_api_tick_display_settingsi();
+
+      public double? atm_points_moved {
+         get => _atm_points_moved.Value;
+         set => _atm_points_moved.set(value);
+      }
+
+      public TickDisplaySettingsImmutable? atm_points_display =>
+         user.settings.TickFactors.pennies.to_api_tick_display_settingsi();
+      
+      public void load_from(VolSurfaceAutoFitSettings value) {
+         fit_region = value?.auto_fit_region ?? VolCurveFitRegion.None;
+         period_secs = value?.time_based_settings?.period_seconds;
+         driver_points_moved = value?.driver_move_based_settings?.points_moved;
+         atm_points_moved = value?.atm_implied_vol_based_settings?.points_moved;
+      }
+
+      public void assign_to(VolSurfaceAutoFitSettings value) {
+         if (value is null) {
+            throw new ArgumentNullException(nameof(value));
+         }
+
+         value.auto_fit_region = fit_region;
+         value.time_based_settings = new() {
+            period_seconds = period_secs
+         };
+         value.driver_move_based_settings = new() {
+            points_moved = driver_points_moved
+         };
+         value.atm_implied_vol_based_settings = new() {
+            points_moved = atm_points_moved
+         };
+      }
+   }
+}
@@ -96,7 +96,7 @@ namespace mbts.spark {
         get => _core_settings.font_weight_override;
         set {
            using var _ = detect_property_change();
-            _core_settings.with(font_weight_override: value.HasValue ? new NullableFontWeightProto(value) : null);
+            _core_settings.with(font_weight_override: value.HasValue ? new(value) : null);
         }
      }

@@ -1,72 +0,0 @@
-using mbts.ui;
-using mbts.ui.controls.graph;
-using System;
-using System.Windows.Input;
-using System.Windows.Media;
-
-namespace mbts.spark
-{
-   class VolSurfaceGraphSettingsEditorVM
-   {
-      public VolSurfaceGraphSettingsEditorVM(string vol_surface_name, VolSurfaceGraphSettings settings, Action<VolSurfaceGraphSettings> commit) {
-         this.vol_surface_name = vol_surface_name;
-         _settings = settings;
-         this.commit = new DelegateCommand(() => commit(_settings));
-      }
-
-      private readonly VolSurfaceGraphSettings _settings;
-
-      public string vol_surface_name { get; private set; }
-
-      public VolSurfaceScatterSeriesSettingsVM implied_puts { get { return new VolSurfaceScatterSeriesSettingsVM(_settings.implied_puts); } }
-      public VolSurfaceScatterSeriesSettingsVM implied_atm { get { return new VolSurfaceScatterSeriesSettingsVM(_settings.implied_atm); } }
-      public VolSurfaceScatterSeriesSettingsVM implied_calls { get { return new VolSurfaceScatterSeriesSettingsVM(_settings.implied_calls); } }
-
-      public VolSurfaceScatterSeriesSettingsVM put_control_points { get { return new VolSurfaceScatterSeriesSettingsVM(_settings.put_control_points); } }
-      public VolSurfaceScatterSeriesSettingsVM atm { get { return new VolSurfaceScatterSeriesSettingsVM(_settings.atm); } }
-      public VolSurfaceScatterSeriesSettingsVM call_control_points { get { return new VolSurfaceScatterSeriesSettingsVM(_settings.call_control_points); } }
-
-      public VolSurfaceLineSeriesSettingsVM put_wing { get { return new VolSurfaceLineSeriesSettingsVM(_settings.put_wing); } }
-      public VolSurfaceLineSeriesSettingsVM inner_curve { get { return new VolSurfaceLineSeriesSettingsVM(_settings.inner_curve); } }
-      public VolSurfaceLineSeriesSettingsVM call_wing { get { return new VolSurfaceLineSeriesSettingsVM(_settings.call_wing); } }
-
-      public VolSurfaceLineSeriesSettingsVM vol_path { get { return new VolSurfaceLineSeriesSettingsVM(_settings.vol_path); } }
-
-      public ICommand commit { get; private set; }
-   }
-
-
-   class VolSurfaceScatterSeriesSettingsVM
-   {
-      public VolSurfaceScatterSeriesSettingsVM(ScatterSeriesSettings settings) {
-         _settings = settings;
-      }
-
-      private readonly ScatterSeriesSettings _settings;
-
-      public MarkerShape shape { get { return _settings.shape; } set { _settings.shape = value; } }
-      public double size { get { return _settings.size; } set { _settings.size = value; } }
-      public Color fill {
-         get => _settings.fill;
-         set => _settings.fill = value;
-      }
-      public Color stroke {
-         get => _settings.stroke;
-         set => _settings.stroke = value;
-      }
-
-      public Array shapes { get { return Enum.GetValues(typeof(MarkerShape)); } }
-   }
-
-   class VolSurfaceLineSeriesSettingsVM
-   {
-      public VolSurfaceLineSeriesSettingsVM(LineSeriesSettings settings) {
-         _settings = settings;
-      }
-
-      private readonly LineSeriesSettings _settings;
-
-      public Color color { get { return (Color)_settings.color; } set { _settings.color = (BTSColor)value; } }
-      public double thickness { get { return _settings.stroke_thickness; } set { _settings.stroke_thickness = value; } }
-   }
-}
@@ -9,6 +9,7 @@ namespace mbts.spark {
   using mbts.ui.shell;
   using mbts.ui.utility;

+   using Spark.Core.Disposables;
   using Spark.Core.Protobuf;

   using System;
@@ -39,6 +40,7 @@ namespace mbts.spark {
         vol_model_cubic_spline_vm.load_from(settings.spline_model_settings);
         vol_model_dual_quadratic_vm.load_from(settings.dualquadratic_model_settings);
         vol_path_parabolic_vm.load_from(settings.core_settings.volpath_settings.parabolic_vol_path_settings);
+         auto_fit_vm.load_from(settings.core_settings.market_fit_settings.vs_auto_fit_settings);

         init_rotation_vms(call_rotations, _core_settings.call_rotation.strike_vol_movement_pairs);
         init_rotation_vms(put_rotations, _core_settings.put_rotation.strike_vol_movement_pairs);
@@ -104,6 +106,7 @@ namespace mbts.spark {
            }).ToList();
            _core_settings.strangle.strike_vol_movement_pairs = strangles.SelectMany(r => new[] { Tuple.Create(r.target_put_strike, r.put_move), Tuple.Create(r.target_call_strike, r.call_move) }).ToList();
            _core_settings.atm_shift.atm_strike_vol_movement = atm_shifts.Count == 1 ? atm_shifts[0].move : 0;
+            auto_fit_vm.assign_to(_core_settings.market_fit_settings.vs_auto_fit_settings);
            commit(_settings);
         }

@@ -232,23 +235,7 @@ namespace mbts.spark {
         }
      }

-      public bool enable_auto_fit {
-         get => _core_settings.market_fit_settings.enable_auto_fit;
-         set {
-            using var _ = detect_property_change();
-            _core_settings.market_fit_settings.enable_auto_fit = value;
-         }
-      }
-
-      public VolSurfaceEnums.VolCurveFitRegion auto_fit_region {
-         get => _core_settings.market_fit_settings.auto_fit_region;
-         set { _core_settings.market_fit_settings.auto_fit_region = value; }
-      }
-
-      public double auto_fit_time_ms {
-         get => _core_settings.market_fit_settings.auto_fit_time_ms;
-         set { _core_settings.market_fit_settings.auto_fit_time_ms = value; }
-      }
+      public VolSurfaceAutoFitSettingsVM auto_fit_vm { get; } = new();

      public bool auto_decay_vol_time {
         get => _core_settings.time_settings.time_mode == VolSurfaceEnums.VolSurfaceTimeMode.AutoDecay;
@@ -539,7 +526,7 @@ namespace mbts.spark {
         public ObservableCollection<VSSymbol> symbols { get; private set; }

         public void Dispose() =>
-            Disposable.dispose(symbols);
+            symbols.DisposeAll(true);
      }

      public class VSSymbolStructureVM : DisposableViewModelBase {
@@ -550,11 +537,11 @@ namespace mbts.spark {
            _selected_driver_grid = backing<VSSymbolGridVM>(nameof(selected_driver_grid));
            settings.core_settings.master_slave_relationships ??= new List<VolSurfaceSymbolRelationship>();
            settings.core_settings.implied_vol_marketdata_relationships ??= new List<VolSurfaceSymbolRelationship>();
-            _dispose = new DisposableCombo(
+            _dispose = Disposable.Create(
               driver_grids.Subscribe((s, e) =>
                  selected_driver_grid ??= driver_grids.FirstOrDefault()),
-               bus.subscribe(SparkTags.ExpirationParametersInputTag).OnDispatcher().Subscribe(on_exp_params_input)) + 
-               new Action(() => Disposable.dispose(driver_grids));
+               bus.subscribe(SparkTags.ExpirationParametersInputTag).OnDispatcher().Subscribe(on_exp_params_input),
+               Disposable.Create(() => driver_grids.DisposeAll(true)));

            void on_exp_params_input(AnalyticsExpirationParametersMap data) {
               var driver_map = data.get_option_driver_map();
@@ -1,5 +1,6 @@
 #nullable enable
 namespace mbts.spark {
+   using bts;
   using bts.api;
   using bts.collections;

@@ -10,6 +11,7 @@ namespace mbts.spark {
   using mbts.ui.controls;
   using mbts.ui.shell;

+   using Spark.Core.Disposables;
   using Spark.ViewModel.Commands;

   using System;
@@ -26,6 +28,7 @@ namespace mbts.spark {
      readonly IBus _bus;
      readonly string _request_id = Guid.NewGuid().ToString();
      readonly VolSurfaceDisplayModel _model;
+      readonly UserTuple _user;
      readonly IRaiseCanExecuteChangedCommand _revert_cmd;
      readonly IRaiseCanExecuteChangedCommand _commit_cmd;
      readonly IDialogCommand _main_settings_cmd;
@@ -37,10 +40,16 @@ namespace mbts.spark {
      bool _ignore_implied_vol_settings;

      public VolSurfaceVM(
-         VolSurfaceDisplayModel model, int id, IBus bus, VolSurfaceWindowSettings startup_data) {
+         VolSurfaceDisplayModel model,
+         int id,
+         IBus bus,
+         VolSurfaceWindowSettings startup_data,
+         UserTuple user
+      ) {
         _model = model;
         _vs_id = id;
         _bus = bus;
+         _user = user;
         macro_actions = new VolSurfaceMacroActionsVM(_model);
         globals = new VolSurfaceGlobalParameterVM(_model);

@@ -48,7 +57,7 @@ namespace mbts.spark {
         _grid_settings = startup_data.macro_grid_settings ?? new VolSurfaceMacroGridSettings();
         var hidden_exps_set = startup_data.hidden_exps.empty_if_null().ToHashSet();
         grid = new VolSurfaceGridVM(
-            this, _model, _grid_settings.hidden_cols(), hidden_exps_set);
+            this, _model, _grid_settings.hidden_cols(), hidden_exps_set, _user);
         grid.on_selection_changed += _on_grid_selection_changed;
         _model.publish_grid_settings(_grid_settings);

@@ -60,6 +69,7 @@ namespace mbts.spark {
         vol_terms_vm = new VolTermsGraphVM(_model, demux);

         // command
+         populate_empty_exps_cmd = new Command(() => { _model.populate_empty_expirations(); });
         _revert_cmd = new Command(o => _model.revert(), o => _model.is_dirty);
         _commit_cmd = new Command(o => _model.commit(), o => _model.is_dirty);
         load_previous_cmd = new Command(
@@ -185,6 +195,7 @@ namespace mbts.spark {

      public ICommand revert_cmd => _revert_cmd;
      public ICommand commit_cmd => _commit_cmd;
+      public ICommand populate_empty_exps_cmd { get; }
      public ICommand main_settings_cmd => _main_settings_cmd;
      public ICommand advanced_settings_cmd => _advanced_settings_cmd;
      public ICommand grid_settings_cmd => _grid_settings_cmd;
@@ -8,6 +8,7 @@
   using mbts.ui.shell;

   using Spark.Core;
+   using Spark.Core.Disposables;

   using System;
   using System.Collections.Generic;
@@ -5,6 +5,7 @@
   using mbts.analytics;
   using mbts.ui.controls;

+   using Spark.Core.Disposables;
   using Spark.Core.Protobuf;

   using System;
@@ -126,6 +127,20 @@
            _log_bad_transition(_state, "set candidate grid");
      }

+      public void populate_empty_expirations() {
+         bts.Log.Ui.info(String.Format("VolSurfaceDisplayModel.populate_expirations called with state: {0}",
+                _state.ToString()));
+         if (_state == DisplayModelState.Idle || _state == DisplayModelState.ResponseReady) {
+            DisplayModelData curr_data = _get_current_data();
+            VolSurfaceInput vs_inp =
+               VolSurfaceDataFunctions.populate_empty_expirations(curr_data.vs_output.volsurface_input);
+            _change_state(DisplayModelState.WaitingForCalcResponse);
+            _bus.post(SparkTags.VolSurfaceCalculationRequestTag(_vs_id),
+                      new VolSurfaceCalculationRequest(vs_inp, _request_version_no++));
+         } else
+            _log_bad_transition(_state, "populate_expirations");
+      }
+
      #endregion

      #region Globals
@@ -145,6 +160,7 @@
         return (_committed_data != null && _committed_data.vs_output != null) ? _committed_data.vs_output.volsurface_input.surface_parameters.vol_time : DateTime.MinValue;
      }
      public void set_candidate_vol_time(DateTime vol_time) {
+         bts.Log.Ui.info($"VolSurfaceDisplayModel.set_candidate_vol_time vs_id: {_vs_id} state: {_state.ToString()} vol_time: {vol_time}");
         if (_state == DisplayModelState.Idle || _state == DisplayModelState.ResponseReady) {
            DisplayModelData curr_data = _get_current_data();
            if (curr_data != null) {
@@ -568,9 +584,7 @@
      private void _change_state(DisplayModelState new_state) {
         bool dirty_before = _translate_to_dirty(_state),
              dirty_after = _translate_to_dirty(new_state);
-         // mbts.Logger.log(bts.log.Level.Info, bts.log.Subsystem.ui,
-         //                String.Format("State change {0}->{1}", _state.ToString(), new_state.ToString()));
-         bts.Log.Ui.info(String.Format("State change {0}->{1}", _state.ToString(), new_state.ToString()));
+         bts.Log.Ui.info($"VolSurfaceDisplayModel._change_state vs_id: {_vs_id} {_state.ToString()}->{new_state.ToString()}");
         _state = new_state;
         if (dirty_before != dirty_after && on_dirty_change != null) {
            _bus.post(SparkTags.VolSurfaceDirtyStateTag(_vs_id), dirty_after);
@@ -613,9 +627,8 @@
         }
      }

-      private static void _log_bad_transition(DisplayModelState state, string action) {
-         //mbts.Logger.log(bts.log.Level.Error, bts.log.Subsystem.ui, String.Format("{0}:{1}", state, action));
-         bts.Log.Ui.error(String.Format("{0}:{1}", state, action));
+      private void _log_bad_transition(DisplayModelState state, string action) {
+         bts.Log.Ui.error($"VoLSurfaceDisplayModel bad_transaction vs_id: {_vs_id} {state}:{action}");
      }

      private static bool _translate_to_dirty(DisplayModelState state) {
@@ -172,6 +172,18 @@ namespace mbts.spark {
         return new(sec.Exchange, sec.ContractCase, sec.Symbol, exp_date, sec.Id);
      }

+      public static SecurityTuple security_tuple(this Security sec) {
+         return security_tuple(new SecurityImmutable(sec));
+      }
+
+      public static SecurityTuple security_tuple(this SecurityImmutable sec) {
+         bts.api.SecurityTuple rv = new SecurityTuple();
+         rv.Symbol = sec.Symbol;
+         rv.Type = sec.security_type();
+         rv.Venue = sec.Exchange;
+         return rv;
+      }
+
      public static ExpirationDriver to_exp_driver(this SecurityExpiration sec_exp) =>
         new() {
            Security = new() {
@@ -5,6 +5,8 @@ using bts.api.core;
 using bts.collections;
 using bts.utils;

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

      public IObservable<IReadOnlyDictionary<uint, string>> on_users { get; }
@@ -76,7 +81,7 @@ namespace mbts.spark {
            }));

      public AccountTuple? get_default_account() =>
-         _account_map.Select(kv => new AccountTuple(kv.Key, kv.Value)).TryFirst();
+         _account_map.Select(kv => new AccountTuple(kv.Key, kv.Value)).FirstOrNull();

      public void Dispose() =>
         Disposable.dispose(ref _dispose);
@@ -10,7 +10,8 @@ namespace mbts.analytics {
         double gamma = double.NaN,
         double vega = double.NaN,
         double theta = double.NaN,
-         double rho = double.NaN) {
+         double rho = double.NaN,
+         double normalized_theo = double.NaN) {
         this.vol = vol;
         this.driver = driver;
         this.theo = theo;
@@ -19,6 +20,7 @@ namespace mbts.analytics {
         this.vega = vega;
         this.theta = theta;
         this.rho = rho;
+         this.normalized_theo = normalized_theo;
      }

      public static GreeksTuple empty => new();
@@ -31,6 +33,7 @@ namespace mbts.analytics {
      public double vega { get; }
      public double theta { get; }
      public double rho { get; }
+      public double normalized_theo { get; }

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

   using ProtoBuf;

+   using Spark.Core;
   using Spark.Core.Collections;
   using Spark.Core.Protobuf;

@@ -100,17 +101,13 @@ namespace mbts {

      public static IComparer<SecurityExpiration> get_comparer(Properties prop) {
         return prop switch {
-            Properties.Type => wrap(s => s.security_type),
-            Properties.Symbol => wrap(s => s.symbol),
-            Properties.Expiration => wrap(s => s.expiration),
-            Properties.Venue => wrap(s => s.exchange),
-            Properties.Id => wrap(s => s.id).to_safe(),
+            Properties.Type => ComparerWrapper<SecurityExpiration>.wrap(s => s.security_type),
+            Properties.Symbol => ComparerWrapper<SecurityExpiration>.wrap(s => s.symbol),
+            Properties.Expiration => ComparerWrapper<SecurityExpiration>.wrap(s => s.expiration),
+            Properties.Venue => ComparerWrapper<SecurityExpiration>.wrap(s => s.exchange),
+            Properties.Id => ComparerWrapper<SecurityExpiration>.wrap(s => s.id),
            _ => throw new NotImplementedException()
         };
-
-         static IComparer<SecurityExpiration> wrap<T>(
-            Func<SecurityExpiration, T> selector, IComparer<T>? comparer = null) =>
-            (comparer ?? Comparer<T>.Default).wrap(selector);
      }

      public static IComparer<SecurityExpiration> get_comparer(params Properties[] hierarchy) =>
@@ -148,7 +145,7 @@ namespace mbts {
         !(x == y);

      public override string ToString() =>
-         $"{security_tuple} {expiration.ToShortDateString()}";
+         $"{security_tuple} {SecurityFormatter.format_expiration(expiration)}";
   }

   [ProtoContract]
@@ -189,6 +186,6 @@ namespace mbts {
            exchange ?? sec_exp.exchange, security_type ?? sec_exp.security_type,
            symbol ?? sec_exp.symbol,
            expiration ?? sec_exp.expiration,
-            id.has_value ? id.value : sec_exp.id);
+            id.has_value ? id : sec_exp.id);
   }
 }
@@ -4,13 +4,11 @@ using System.Linq;
 using System.Text;
 using System.Threading.Tasks;

-namespace mbts.analytics
-{
+namespace mbts.analytics {
   /// These are the VolSurface settings that are common
   /// to any Vol Model
   [ProtoBuf.ProtoContract(Name = "VolSurfaceCoreSettings")]
-   public class VolSurfaceCoreSettings
-   {
+   public class VolSurfaceCoreSettings {
      [ProtoBuf.ProtoMember(1)]
      public string vol_surface_name;
      [ProtoBuf.ProtoMember(2)]
@@ -87,5 +85,7 @@ namespace mbts.analytics
         get => _time_settings ??= new();
         set => _time_settings = value;
      }
+      [ProtoBuf.ProtoMember(240)]
+      public string vs_manager { get; set; } = string.Empty;
   }
 }
@@ -75,6 +75,7 @@ namespace mbts.analytics {
         if (core_settings.market_fit_settings == null) {
            core_settings.market_fit_settings = new VolSurfaceMarketFitSettings();
         }
+         core_settings.market_fit_settings.vs_auto_fit_settings ??= new();
         if (core_settings.time_settings == null) {
            core_settings.time_settings = new VolSurfaceTimeSettings();
         }
@@ -141,6 +141,7 @@ namespace mbts.analytics

      public enum VolCurveFitRegion
      {
+         None,
         ATM,
         All
      }
@@ -230,4 +231,4 @@ namespace mbts.analytics
         USE_CALENDAR_FOR_BUSINESS
      }
   }
-}
+}
@@ -65,7 +65,7 @@ namespace mbts.analytics {
      }

      public override string ToString() {
-         return String.Format("{0} {1} {2}", 
+         return String.Format("{0} {1} {2}",
            security_type.ToString().ToUpper().First(), symbol, expiration.ToShortDateString());
      }

@@ -74,6 +74,11 @@ namespace mbts.analytics {
         int rv = expiration.CompareTo(other.expiration);
         return rv != 0 ? rv : symbol.CompareTo(other.symbol);
      }
+
+      public double diff_days(VolSurfaceExpiration exp_other) {
+         TimeSpan ts = expiration - exp_other.expiration;
+         return ts.TotalDays;
+      }
   }

   public static class VolSurfaceExpirationExtensions {
@@ -4,11 +4,9 @@ using System.Linq;
 using System.Text;
 using System.Threading.Tasks;

-namespace mbts.analytics
-{
+namespace mbts.analytics {
   [ProtoBuf.ProtoContract(Name = "VolSurfaceMarketFitSettings")]
-   public class VolSurfaceMarketFitSettings
-   {
+   public class VolSurfaceMarketFitSettings {
      /// use one sided market or not
      [ProtoBuf.ProtoMember(10)]
      public bool ignore_one_sided_markets;
@@ -22,19 +20,44 @@ namespace mbts.analytics
      public double graph_update_period_ms = 2500;
      /// If this is set to true a regression curve is drawn
      /// and the vol model adheres to that
-      [ProtoBuf.ProtoMember(50)]      
+      [ProtoBuf.ProtoMember(50)]
      public bool use_weighted_regression_fit = false;
      [ProtoBuf.ProtoMember(55)]
      public uint regression_order = 4;
-      /// The system auto fits and saves vols if this is
-      /// set to true
-      [ProtoBuf.ProtoMember(60)]      
-      public bool enable_auto_fit = false;
-      /// If enable_auto_fit = true, this governs
-      /// how often the system auto-fits
-      [ProtoBuf.ProtoMember(70)]
-      public double auto_fit_time_ms = 30000;
-      [ProtoBuf.ProtoMember(80)]
-      public VolSurfaceEnums.VolCurveFitRegion auto_fit_region = VolSurfaceEnums.VolCurveFitRegion.ATM;
+
+      [ProtoBuf.ProtoMember(90)]
+      public VolSurfaceAutoFitSettings vs_auto_fit_settings { get; set; }
+   }
+
+   [ProtoBuf.ProtoContract(Name = "VolSurfaceAutoFitSettings")]
+   public class VolSurfaceAutoFitSettings {
+      // each of these settings can be enabled independently. if they are enabled
+      // then any of them being true will result in an autmatic fit
+      [ProtoBuf.ProtoContract(Name = "TimeBasedSettings")]
+      public class TimeBasedSettings {
+         [ProtoBuf.ProtoMember(10)]
+         public uint? period_seconds { get; set; }
+      }
+
+      [ProtoBuf.ProtoContract(Name = "DriverMoveBasedSettings")]
+      public class DriverMoveBasedSettings {
+         [ProtoBuf.ProtoMember(10)]
+         public double? points_moved { get; set; }
+      }
+
+      [ProtoBuf.ProtoContract(Name = "ATMImpliedVolBasedSettings")]
+      public class ATMImpliedVolBasedSettings {
+         [ProtoBuf.ProtoMember(20)]
+         public double? points_moved { get; set; }
+         // we can do price terms moved as well
+      }
+      [ProtoBuf.ProtoMember(5)]
+      public VolSurfaceEnums.VolCurveFitRegion auto_fit_region;
+      [ProtoBuf.ProtoMember(10)]
+      public TimeBasedSettings time_based_settings = null;
+      [ProtoBuf.ProtoMember(20)]
+      public DriverMoveBasedSettings driver_move_based_settings = null;
+      [ProtoBuf.ProtoMember(30)]
+      public ATMImpliedVolBasedSettings atm_implied_vol_based_settings = null;
   }
 }
@@ -943,7 +943,15 @@ namespace mbts.analytics {
         }
      }

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

      #region Other Pricing Utilities

@@ -19,9 +19,8 @@ namespace mbts.analytics
      /// with default inputs
      public static VolSurfaceInput sync_input_expirations_to_master_list(VolSurfaceInput vs_input, IEnumerable<VolSurfaceExpiration> system_exp_list)
      {
-         var vs_exp_map = vs_input.surface_parameters.curve_parameters_map
-            .empty_if_null().Select(t => t.Item1).ToHashSet();
-         var sys_exp_map = system_exp_list.ToHashSet();
+         HashSet<VolSurfaceExpiration> vs_exp_map = new HashSet<VolSurfaceExpiration>(vs_input.surface_parameters.curve_parameters_map.Select(t => t.Item1)),
+                                       sys_exp_map = new HashSet<VolSurfaceExpiration>(system_exp_list);
         sys_exp_map.difference(
            vs_exp_map,
            out HashSet<VolSurfaceExpiration> deleted_exps,
@@ -681,5 +680,60 @@ namespace mbts.analytics
      }

      #endregion
+
+      #region Data copying
+
+      public static bool exp_has_input(VolSurfaceSettings vs_settings, VolCurveParameters exp_params) {
+         if (exp_params == null || vs_settings == null)
+            return false;
+         double atm_vol = get_atm_vol(vs_settings, exp_params);
+         double ref_fwd = exp_params.core_parameters.ref_forward;
+         return !Double.IsNaN(atm_vol) && !Double.IsNaN(ref_fwd);
+      }
+
+      public static VolSurfaceExpiration find_nearest_populated_exp(
+         VolSurfaceInput vs_input, VolSurfaceExpiration vs_exp) {
+         VolCurveParameters exp_params = get_curve_parameters(vs_input, vs_exp);
+         if (exp_has_input(vs_input.surface_settings, exp_params))
+            return vs_exp;
+         VolSurfaceExpiration rv = null;
+         double rv_diff_days = Double.MaxValue;
+         foreach (var kv in vs_input.surface_parameters.curve_parameters_map) {
+            var this_exp = kv.Item1;
+            var this_exp_params = kv.Item2;
+            if (exp_has_input(vs_input.surface_settings, this_exp_params)) {
+               double this_exp_diff_days = Math.Abs(vs_exp.diff_days(this_exp));
+               if (this_exp_diff_days < rv_diff_days) {
+                  rv = this_exp;
+                  rv_diff_days = this_exp_diff_days;
+               }
+            }
+         }
+         return rv;
+      }
+
+      // Copies the empty exps from closest neighbor
+      public static VolSurfaceInput populate_empty_expirations(VolSurfaceInput vs_input) {
+         VolSurfaceInput rv = Spark.Core.Protobuf.ProtobufSerializationHelper.clone(vs_input);
+         rv.surface_parameters.curve_parameters_map.Clear();
+         foreach (var kv in vs_input.surface_parameters.curve_parameters_map) {
+            var vs_exp = kv.Item1;
+            var exp_params = kv.Item2;
+            if (!exp_has_input(vs_input.surface_settings, exp_params)) {
+               VolSurfaceExpiration np_exp = find_nearest_populated_exp(vs_input, vs_exp);
+               if (np_exp != null) {
+                  var np_exp_params = get_curve_parameters(vs_input, np_exp);
+                  if (np_exp_params != null) {
+                     exp_params = Spark.Core.Protobuf.ProtobufSerializationHelper.clone(np_exp_params);
+                  }
+               }
+            }
+            rv.surface_parameters.curve_parameters_map.Add(
+               new Tuple<VolSurfaceExpiration, VolCurveParameters>(vs_exp, exp_params));
+         }
+         return rv;
+      }
+
+      #endregion
   }
 }
@@ -475,6 +475,7 @@ namespace mbts.analytics {
      public static ResultMessage save_volsurface(
         VolSurfaceInput vs_input, AnalyticsService service, string user = "") {
         vs_input.saver_login = user;
+         vs_input.surface_settings.core_settings.vs_manager = user;
         // convert to VolSurfaceEntry
         var to_save = new VolSurfaceEntry();
         var serialized_vs = ProtobufSerializationHelper.serialize(vs_input);
@@ -595,7 +596,7 @@ namespace mbts.analytics {
         _greek_getter(g)(t, is_call);

      public static IDictionary<double, IEnumerable<Theos>> hash_strikes(IEnumerable<Theos> theos) =>
-         theos.Map(t => t.strike); 
+         theos.Map(t => t.strike);

      static Func<Theos, bool, double> _greek_getter(VolSurfaceGreeks g) =>
         g switch {
@@ -674,7 +675,7 @@ namespace mbts.analytics {
         var vol_time = VolSurfaceCoreFunctions.compute_vol_time(
            vs_input, vs_standard_time.server_time_utc);
         var exp_inp_data = vs_nonvol_input.get_option_exp_input();
-         foreach (var (exp, curve_params) in vs_input.surface_parameters.curve_parameters_map.empty_if_null()) {
+         foreach (var (exp, curve_params) in vs_input.surface_parameters.curve_parameters_map) {
            var time_shift = DoubleHelper.CoerceNaN(curve_params.core_parameters.time_shift);
            _compute_option_bizt(
               vs_input, exp, vol_time, time_shift, out var biz_yrs, out var biz_days_per_yr);
@@ -1,4 +1,4 @@
-using System;
+using System;
 using System.Collections.Generic;
 using System.Linq;
 using System.Text;
@@ -88,8 +88,8 @@ namespace mbts.analytics {

      public void set_driver_price(
         IDictionary<VolSurfaceExpiration, double> driver_price_map) {
-         Log.Gen.info($"VolSurfaceInterpGreeksProducer.set_driver_price " +
-                               $"vs_id: {_vs_id} exp_count: {driver_price_map.Count}");
+         // Log.Gen.info($"VolSurfaceInterpGreeksProducer.set_driver_price " +
+         //                       $"vs_id: {_vs_id} exp_count: {driver_price_map.Count}");
         _driver_price_map = new Dictionary<VolSurfaceExpiration, double>(driver_price_map);
         _compute_and_fire(InputType.DriverPrice);
      }
@@ -0,0 +1,15 @@
+namespace Spark {
+   using System;
+   using System.Runtime.InteropServices;
+
+   static class ConsoleInterop {
+      [DllImport("kernel32.dll")]
+      static extern IntPtr GetConsoleWindow();
+
+      [DllImport("user32.dll")]
+      static extern bool ShowWindow(IntPtr h_wnd, int n_cmd_show);
+
+      [DllImport("kernel32.dll", SetLastError = true)]
+      internal static extern int FreeConsole();
+   }
+}
@@ -1,10 +1,11 @@
 using bts.api;

-using mbts;
 using mbts.config;
 using mbts.spark;
 using mbts.ui;

+using Spark.Core.Disposables;
+
 using System;
 using System.Composition;
 using System.Diagnostics;
@@ -8,22 +8,22 @@ using mbts.ui;
 using mbts.ui.spark;
 using mbts.ui.utilities;

+using Spark.Core.Disposables;
+
 using System;
 using System.Composition;
 using System.Linq;
-using System.Reactive.Disposables;
 using System.Reactive.Linq;
 using System.Windows;
 using bts.api.analytics;
 using BCG;

-using Disposable = mbts.Disposable;
-
 namespace bts {
   [Export(typeof(IShellDaemon))]
   class AnalyticsDaemon : IShellDaemon, IDisposable {
      private readonly IBus _bus;
      private readonly AnalyticsService _analytics_service;
+      private readonly bts.api.orderman.OrderService _order_service;
      private readonly VolSurfaceBusManager _vs_manager;
      private readonly SpreadManager _spread_manager;
      private readonly SpreadCalculationSynchronizer _spread_calc;
@@ -31,11 +31,13 @@ namespace bts {
      IDisposable _dispose;

      [ImportingConstructor]
-      public AnalyticsDaemon(IBus bus, AnalyticsService analytics_service) {
+      public AnalyticsDaemon(IBus bus, AnalyticsService analytics_service,
+                              bts.api.orderman.OrderService order_service) {
         bts.Log.Gen.info("AnalyticsDaemon started");
         _bus = bus;
         _analytics_service = analytics_service;
-         _vs_manager = new VolSurfaceBusManager(_bus, _analytics_service);
+         _order_service = order_service;
+         _vs_manager = new VolSurfaceBusManager(_bus, _analytics_service, _order_service);
         _spread_manager = new SpreadManager(_vs_manager.bb(), "xxx");
         _spread_calc = new SpreadCalculationSynchronizer(_vs_manager.bb());
      }
@@ -1,10 +1,11 @@
 using bts.api;
 using bts.spark;

-using mbts;
 using mbts.spark;
 using mbts.ui;

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

+using Spark.Core.Disposables;
+
 using System;
 using System.Collections.Generic;
 using System.Composition;
@@ -11,6 +11,7 @@ using System.Reactive.Linq;

 using SecurityKey = System.UInt32;
 using MDHandle = mbts.co2.FakeMDConsumerHandle;
+using Spark.Core.Disposables;

 namespace bts {
   //[Export(typeof(IShellDaemon))]
@@ -7,6 +7,8 @@ namespace bts.daemons {
   using mbts.spark;
   using mbts.ui;

+   using Spark.Core.Disposables;
+
   using System;
   using System.Collections.Generic;
   using System.Collections.Immutable;
@@ -17,7 +19,7 @@ namespace bts.daemons {

   [Export(typeof(IShellDaemon))]
   public sealed class FakeSymbolDriverDaemon : IShellDaemon, IDisposable {
-      IDisposable _dispose;
+      IDisposable? _dispose;

      public FakeSymbolDriverDaemon(IBus bus) {
         int tid_counter = 1;
@@ -68,6 +70,7 @@ namespace bts.daemons {
            double price,
            int size = 1,
            string account = "ACC A",
+            uint account_id = 1,
            double? strike = null,
            PutOrCall? cp = null,
            double? theo = null
@@ -81,9 +84,11 @@ namespace bts.daemons {
               price,
               theo ?? price + 10 * new Random().NextDouble(),
               account,
+               account_id,
               true,
               DateTime.Now,
-               "FakeTrader");
+               "FakeTrader",
+               1);
            return t1;
         }
      }
@@ -8,15 +8,14 @@ using mbts.ui;
 using mbts.ui.spark;
 using mbts.ui.utilities;

+using Spark.Core.Disposables;
+
 using System;
 using System.Composition;
 using System.Linq;
-using System.Reactive.Disposables;
 using System.Reactive.Linq;
 using System.Windows;

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

      Window _view_factory() {
@@ -14,6 +14,7 @@ namespace bts {
   using mbts.ui;

   using Spark.Core.Data;
+   using Spark.Core.Disposables;

   using System;
   using System.Collections.Concurrent;
@@ -134,7 +135,10 @@ namespace bts {
               var meta = _security_metadata.get(smd.security);
               if (meta.HasValue) {
                  exch_secs[smd.id] = new(
-                     smd.security, smd.md, meta.Value.PriceDisplay, meta.Value.QuantityDisplay);
+                     smd.security,
+                     smd.md,
+                     meta.Value.HasPriceDisplay ? meta.Value.PriceDisplay : null,
+                     meta.Value.HasQuantityDisplay ? meta.Value.QuantityDisplay : null);
               }
            }
            _bus.post(SparkTags.ServerSecuritiesTag, exch_secs);
@@ -142,6 +146,6 @@ namespace bts {
      }

      public void Dispose() =>
-         Disposable.dispose(_resources);
+         _resources.DisposeAll(true);
   }
 }
@@ -2,6 +2,7 @@ using BCG;

 using bts.api;
 using bts.api.synthetic;
+using bts.collections;
 using bts.md;
 using bts.utils;

@@ -10,6 +11,8 @@ using mbts.co2;
 using mbts.spark;
 using mbts.ui;

+using Spark.Core.Disposables;
+
 using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
@@ -27,16 +30,22 @@ namespace bts {
      IDisposable _dispose;
      Dictionary<uint, SecurityMD> _server_sec_map = new Dictionary<uint, SecurityMD>();
      Dictionary<uint, SecurityMD> _fake_sec_map = new Dictionary<uint, SecurityMD>();
+      private readonly IList<IDisposable> _subs = new List<IDisposable>();

      [ImportingConstructor]
      public MergedMDDaemon(IBus bus) {
         //TempTester.test_analytics();
         bts.Log.Gen.info("MergedMDDaemon started");
         _bus = bus;
-         _bus.subscribe(SparkTags.ServerSecuritiesTag).OnDispatcher().Subscribe(
-            d => _on_server_sec_map(d));
-         _bus.subscribe(SparkTags.FakeSecuritiesTag).OnDispatcher().Subscribe(
-            d => _on_fake_sec_map(d));
+         _subs.Add(_bus.subscribe(SparkTags.ServerSecuritiesTag).OnDispatcher().Subscribe(
+            d => _on_server_sec_map(d)));
+         _subs.Add(_bus.subscribe(SparkTags.FakeSecuritiesTag).OnDispatcher().Subscribe(
+            d => _on_fake_sec_map(d)));
+         // This is done periodically to remove expired contracts
+         // (disabling it right now because we are not sure if deleting securities 
+         // works with the various UI windows)
+         // _subs.Add(_bus.subscribe(SparkTags.SparkTimer).BufferLatest(TimeSpan.FromMinutes(1))
+         //             .Subscribe(t => _merge_and_post()));
      }

      private void _log_options(IReadOnlyDictionary<uint, SecurityMD> sec_map) {
@@ -53,34 +62,28 @@ namespace bts {
      }

      private void _on_server_sec_map(IReadOnlyDictionary<uint, SecurityMD> sec_map) {
-         _log_options(sec_map);
-         bts.Log.Gen.info(String.Format("MergedMDDaemon._on_server_sec_map sz:{0}", sec_map.Count()));
+         //_log_options(sec_map);
+         bts.Log.Gen.info(String.Format("MergedMDDaemon._on_server_sec_map sz: {0}", sec_map.Count()));
         _server_sec_map = new Dictionary<uint, SecurityMD>(sec_map);
         _merge_and_post();
      }

      private void _on_fake_sec_map(IReadOnlyDictionary<uint, SecurityMD> sec_map) {
-         bts.Log.Gen.info(String.Format("MergedMDDaemon._on_fake_sec_map sz:{0}", sec_map.Count()));
+         bts.Log.Gen.info(String.Format("MergedMDDaemon._on_fake_sec_map sz: {0}", sec_map.Count()));
         _fake_sec_map = new Dictionary<uint, SecurityMD>(sec_map);
         _merge_and_post();
      }

      private void _merge_and_post() {
         Func<SecurityMD, bool> is_active = (sec_md) => {
-            if (sec_md.security.HasFuture || sec_md.security.HasOption) {
-               var exp = sec_md.security.security_expiration();
-               if (exp.HasValue) {
-                  return exp.Value.Date >= DateTime.Now.Date.AddDays(-1);
-               }
-               return true;
-            }
-            return true;
+            var sec = sec_md.security;
+            return SecurityExpirationHelper.is_unexpired(sec);
         };
         var to_pub = _server_sec_map.Where(kv => is_active(kv.Value)).ToDictionary(kv => kv.Key, kv => kv.Value);
         foreach (var kv in _fake_sec_map) {
            to_pub[kv.Key] = kv.Value;
         }
-         bts.Log.Gen.info(String.Format("MergedMDDaemon._merge_and_post sz:{0}", to_pub.Count()));
+         bts.Log.Gen.info(String.Format("MergedMDDaemon._merge_and_post sz: {0}", to_pub.Count()));
         _bus.post(SparkTags.SecuritiesTag, to_pub);
         SystemContractData sc_data = new SystemContractData(to_pub);
         _bus.post(SparkTags.SystemContractsTag, sc_data);
@@ -2,10 +2,11 @@
 using bts.api.orderman;
 using bts.spark;

-using mbts;
 using mbts.spark;
 using mbts.ui;

+using Spark.Core.Disposables;
+
 using System;
 using System.Collections.Generic;
 using System.Composition;
@@ -10,6 +10,8 @@ using mbts.spark;
 using mbts.ui;
 using mbts.ui.spark;

+using Spark.Core.Disposables;
+
 using System;
 using System.Collections.Generic;
 using System.Collections.Immutable;
@@ -0,0 +1,42 @@
+using bts.api;
+using mbts.ui;
+using Spark.Core.Disposables;
+
+using System;
+using System.Composition;
+using System.Reactive.Linq;
+using System.Collections.Generic;
+using mbts.spark;
+using bts.api.orderman;
+using bts.collections;
+using System.Linq;
+using Microsoft.Scripting.Utils;
+
+namespace bts {
+   [Export(typeof(IShellDaemon))]
+   class RFQDaemon : IShellDaemon, IDisposable {
+      private readonly IBus _bus;
+      private readonly bts.api.orderman.OrderService _order_service;
+      private List<IDisposable> _subs = new List<IDisposable>();
+
+      [ImportingConstructor]
+      public RFQDaemon(IBus bus, bts.api.orderman.OrderService order_service) {
+         bts.Log.Gen.info("RFQDaemon started");
+         _bus = bus;
+         _order_service = order_service;
+         var d = bus.subscribe(SparkTags.RFQSend)
+            .Subscribe(_handle_rfq);
+      }
+
+      private void _handle_rfq(RFQRequestImmutable rfq) {
+         bts.Log.Gen.info($"RFQDaemon._handle_rfq");
+         _order_service.send_rfq(rfq);
+      }
+
+      public void Dispose() {
+         foreach (var d in _subs) {
+            d.Dispose();
+         }
+      }
+   }
+}
@@ -2,6 +2,8 @@

 using mbts.spark;

+using Spark.Core.Disposables;
+
 using System;
 using System.Collections.Generic;
 using System.Composition;
@@ -13,6 +13,7 @@ namespace bts.daemons {
   using mbts.ui;

   using Spark.Core.Collections;
+   using Spark.Core.Disposables;

   using System;
   using System.Collections.Generic;
@@ -29,10 +30,11 @@ namespace bts.daemons {
      readonly OrderService _order_service;
      readonly ErrorReporter _error_reporter;
      readonly IBus _bus;
+      readonly mbts.analytics.PNLReportCalculator _pnl_calc;

      IReadOnlyDictionary<int, ReportImmutable> _report_parameters_map =
         new Dictionary<int, ReportImmutable>();
-      IDisposable _dispose;
+      IDisposable? _dispose;

      [ImportingConstructor]
      public ReportDaemon(
@@ -48,6 +50,7 @@ namespace bts.daemons {
         _error_reporter = error_reporter;
         _order_service = order_service;
         _report_calculators = new(mk_report_calculator);
+         _pnl_calc = new PNLReportCalculator(bus);

         _dispose = Disposable.Create(
            bus.subscribe(SparkTags.ReportBlackboardTags.Create).Subscribe(rp => _create_report(rp).ignore()),
@@ -59,7 +62,8 @@ namespace bts.daemons {
            _bus.subscribe(SparkTags.SystemContractsTag).CombineLatest(
               _order_service.subscribe_fills(), _position_service.subscribe_manual_fills())
               .Subscribe(tup => _on_all_trade_data(tup.First, tup.Second, tup.Third)),
-         _report_calculators);
+            _report_calculators,
+            _pnl_calc);

         IDisposable mk_report_calculator(int id) {
            if (!_report_parameters_map.TryGetValue(id, out var r)) {
@@ -156,8 +160,8 @@ namespace bts.daemons {

         var fills_tl = fills_filtered.Select(
            f => new TradeLogRow(f, sc_data.sec_md_map[f.SecurityKey].security));
-         var m_fills_tl = man_fills_filtered.Select(
-            m => new TradeLogRow(m, sc_data.sec_md_map[m.SecurityKey].security));
+         var m_fills_tl = man_fills_filtered.Select(m => new TradeLogRow(
+               m, sc_data.sec_md_map[m.SecurityKey].security, Fill.Types.FillKind.Standard));
         var merged_fills = fills_tl.Concat(m_fills_tl).ToList();
         Log.Ui.info($"ReportDaemon posting {merged_fills.Count} trades");
         _bus.post(SparkTags.TradeLogTag, merged_fills);
@@ -5,6 +5,8 @@ using mbts;
 using mbts.spark;
 using mbts.ui;

+using Spark.Core.Disposables;
+
 using System;
 using System.Composition;
 using System.Reactive.Linq;
@@ -1,10 +1,11 @@
 using bts.api.core;
 using bts.metrics;

-using mbts;
 using mbts.config;
 using mbts.ui;

+using Spark.Core.Disposables;
+
 using System;
 using System.Composition;
 using System.Linq;
@@ -52,6 +52,9 @@ namespace mbts.ui {
         EditDocumentGeometryKey = nameof(EditDocumentGeometryKey),
         VolCurveGeometryKey = nameof(VolCurveGeometryKey),
         FinancialGrowthGeometryKey = nameof(FinancialGrowthGeometryKey),
+         MarketGeometryKey = nameof(MarketGeometryKey),
+         RefreshGeometryKey = nameof(RefreshGeometryKey),
+         FavoriteWindowGeometryKey = nameof(FavoriteWindowGeometryKey),
         GearGeometryKey = nameof(GearGeometryKey),
         HamburgerMenuGeometryKey = nameof(HamburgerMenuGeometryKey),
         HornGeometryKey = nameof(HornGeometryKey),
@@ -60,6 +63,7 @@ namespace mbts.ui {
         LetterDKey = nameof(LetterDKey),
         MenuOrientationGeometryKey = nameof(MenuOrientationGeometryKey),
         OrdersGeometryKey = nameof(OrdersGeometryKey),
+         PaperPlaneGeometryKey = nameof(PaperPlaneGeometryKey),
         PauseGeometryKey = nameof(PauseGeometryKey),
         PaymentGeometryKey = nameof(PaymentGeometryKey),
         PencilGeometryKey = nameof(PencilGeometryKey),
@@ -77,7 +81,9 @@ namespace mbts.ui {

      public static Geometry PlayGeometry => Geometry.Parse(get_geometric_path(PlayGeometryKey).FirstOrDefault() ?? string.Empty);

-      static readonly Pen _copy_boxes_pen = new Pen(Brushes.Black, HighDpiExtensions.RoundLayoutValue(5)).frozen();
+      static readonly Pen _copy_boxes_pen = new Pen(
+         BTSColors.UI.icon_foreground, 5.0.RoundLayoutValue())
+         .frozen();

      static readonly string base_uri = "pack://application:,,,/Images/Icons/";
      private static ResourceDictionary _resources = (ResourceDictionary)Application.LoadComponent(new Uri("/Images/Vector/Icons.xaml", UriKind.RelativeOrAbsolute));
@@ -116,8 +122,8 @@ namespace mbts.ui {


      public static ImageSource DataCopy { get { return load_image("DataCopy.ico"); } }
-      public static ImageSource Refresh { get { return load_image("Refresh.png"); } }
-      public static ImageSource FavoriteWindow { get { return load_image("FavoriteWindow.png"); } }
+      // public static ImageSource Refresh { get { return load_image("Refresh.png"); } }
+      // public static ImageSource FavoriteWindow { get { return load_image("FavoriteWindow.png"); } }

      public static ImageSource Browser => load_resource_and_freeze("Browser");

@@ -153,6 +159,9 @@ namespace mbts.ui {
      public static ImageSource Book { get { return load_resource_and_freeze("Book"); } }

      public static ImageSource Orders => create_icon(OrdersGeometryKey);
+
+      public static ImageSource Refresh => create_icon(RefreshGeometryKey);
+      public static ImageSource FavoriteWindow => create_icon(FavoriteWindowGeometryKey);
      public static ImageSource AddOrders { get { return load_resource_and_freeze("AddOrders"); } }
      public static ImageSource CancelOrders { get { return load_resource_and_freeze("CancelOrders"); } }
      public static ImageSource CancelBuys { get { return load_resource_and_freeze("CancelBuys"); } }
@@ -203,6 +212,7 @@ namespace mbts.ui {
      public static ImageSource CopyBoxes => create_icon(CopyBoxesGeometryKey, null, _copy_boxes_pen);
      public static ImageSource CurrencyExchange => create_icon(CurrencyExchangeGeometryKey);
      public static ImageSource DataEdit => create_icon(DataEditGeometryKey);
+      public static ImageSource DayFills => PNL;
      public static ImageSource Defrag { get { return load_resource_and_freeze("Defrag"); } }
      public static ImageSource DetachAlgos => create_icon_and_rotate(DetachAlgosKey, Brushes.Red);
      public static ImageSource Disk => create_icon(DiskGeometryKey);
@@ -229,17 +239,24 @@ namespace mbts.ui {
      public static ImageSource Import => load_resource_and_freeze("Import");
      public static ImageSource Key => create_icon(KeyGeometryKey);
      public static ImageSource Knight { get { return load_resource_and_freeze("Knight"); } }
+      public static ImageSource manual_fills => create_icon(DataEditGeometryKey);
+      public static ImageSource Market => create_icon(MarketGeometryKey);
      public static ImageSource MenuOrientation => create_icon(MenuOrientationGeometryKey);
+      public static ImageSource open_orders => Book;
      public static ImageSource options_view => Sheets;
+      public static ImageSource paper_plane => create_icon(
+         PaperPlaneGeometryKey, null, new(BTSColors.UI.icon_foreground, 2));
      public static ImageSource Pause => create_icon(PauseGeometryKey);
      public static ImageSource Payment => create_icon(PaymentGeometryKey);
      public static ImageSource Pencil => create_icon(PencilGeometryKey);
      public static ImageSource Play => create_icon(PlayGeometryKey);
+      public static ImageSource PNL => Accounting;
      public static ImageSource Prohibited => create_icon(ProhibitedGeometryKey);
      public static ImageSource RecurringSchedule => create_icon(RecurringScheduleGeometryKey);
      public static ImageSource RecurringScheduleGray => create_icon(RecurringScheduleGeometryKey, Brushes.Gray);
      public static ImageSource RubberStamp => create_icon(RubberStampGeometryKey);
      public static ImageSource RedoCircular => create_icon(UndoCircularGeometryKey, Brushes.Black, null, new ScaleTransform(-1, 1));
+      public static ImageSource rfq => paper_plane;
      public static ImageSource Spawn { get { return load_resource_and_freeze("Spawn"); } }
      public static ImageSource Speaker => create_icon(SpeakerGeometryKey);
      public static ImageSource Star => create_icon(StarGeometryKey);
@@ -325,6 +325,18 @@
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  </sys:String>

+  <!-- Paper Plane (the icon is free to use if we include this information in our credit section)
+    Icon by <a href="https://freeicons.io/profile/2257">www.wishforge.games</a> on <a href="https://freeicons.io">freeicons.io</a>
+  -->
+  <x:Array x:Key="{x:Static mbts:Icons.PaperPlaneGeometryKey}" Type="sys:String">
+    <sys:String>
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+    </sys:String>
+    <sys:String>
+      M26,4L13,20v7.3c0,0.9,1.2,1.4,1.8,0.7L19,23
+    </sys:String>
+  </x:Array>
+
  <sys:String x:Key="{x:Static mbts:Icons.PauseGeometryKey}">
    M17.94,0L29.150001,0 29.150001,32 17.94,32z M0,0L11.210002,0 11.210002,32 0,32z
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            <GeometryDrawing.Pen>
-              <Pen Brush="White" Thickness="2" />
+              <Pen Brush="{mbts:BTSColor UI.icon_foreground}" Thickness="2" />
            </GeometryDrawing.Pen>
          </GeometryDrawing>
        </DrawingGroup.Children>
@@ -1270,8 +1282,23 @@ M0,0L63.999001,0 63.999001,48.792999 0,48.792999z">
      </DrawingGroup>
    </DrawingImage.Drawing>
  </DrawingImage>
-
-
+  <!-- Credits: https://freeicons.io/icon/download?_token=zMXvmlGgqOxtOIVOq4byxkcsakzIoDKVPValPURT&icon_id=line-chart-icon-6411&type=svg -->
+  <x:Array x:Key="{x:Static mbts:Icons.MarketGeometryKey}" Type="sys:String">
+    <sys:String>M33,362.371v78.9c0,4.8,3.9,8.8,8.8,8.8h61c4.8,0,8.8-3.9,8.8-8.8v-138.8l-44.3,44.3C57.9,356.071,45.9,361.471,33,362.371z</sys:String>
+		<sys:String>M142,301.471v139.8c0,4.8,3.9,8.8,8.8,8.8h61c4.8,0,8.8-3.9,8.8-8.8v-82.3c-13.9-0.3-26.9-5.8-36.7-15.6L142,301.471z</sys:String>
+		<sys:String>M251,350.271v91c0,4.8,3.9,8.8,8.8,8.8h61c4.8,0,8.8-3.9,8.8-8.8v-167.9l-69.9,69.9C257,345.971,254.1,348.271,251,350.271z</sys:String>
+		<sys:String>M432.7,170.171l-72.7,72.7v198.4c0,4.8,3.9,8.8,8.8,8.8h61c4.8,0,8.8-3.9,8.8-8.8v-265.6c-2-1.7-3.5-3.2-4.6-4.2L432.7,170.171z</sys:String>
+		<sys:String>M482.6,41.371c-2.9-3.1-7.3-4.7-12.9-4.7c-0.5,0-1.1,0-1.6,0c-28.4,1.3-56.7,2.7-85.1,4c-3.8,0.2-9,0.4-13.1,4.5c-1.3,1.3-2.3,2.8-3.1,4.6c-4.2,9.1,1.7,15,4.5,17.8l7.1,7.2c4.9,5,9.9,10,14.9,14.9l-171.6,171.7l-77.1-77.1c-4.6-4.6-10.8-7.2-17.4-7.2c-6.6,0-12.7,2.6-17.3,7.2L7.2,286.871c-9.6,9.6-9.6,25.1,0,34.7l4.6,4.6c4.6,4.6,10.8,7.2,17.4,7.2s12.7-2.6,17.3-7.2l80.7-80.7l77.1,77.1c4.6,4.6,10.8,7.2,17.4,7.2c6.6,0,12.7-2.6,17.4-7.2l193.6-193.6l21.9,21.8c2.6,2.6,6.2,6.2,11.7,6.2c2.3,0,4.6-0.6,7-1.9c1.6-0.9,3-1.9,4.2-3.1c4.3-4.3,5.1-9.8,5.3-14.1c0.8-18.4,1.7-36.8,2.6-55.3l1.3-27.7C487,49.071,485.7,44.571,482.6,41.371z</sys:String>
+  </x:Array>
+  <!-- Credits:  -->
+  <x:Array x:Key="{x:Static mbts:Icons.RefreshGeometryKey}" Type="sys:String">
+    <sys:String>M45.633,17.348C46.54,19.792,47,22.367,47,25c0,12.131-9.869,22-22,22c-6.595,0-12.795-2.963-16.958-8H15v-2H5v10h2v-6.126C11.53,46.007,18.068,49,25,49c13.234,0,24-10.767,24-24c0-2.872-0.502-5.68-1.492-8.348L45.633,17.348z</sys:String>
+	<sys:String>M35,13h10V3h-2v6.125C38.47,3.992,31.934,1,25,1C11.767,1,1,11.767,1,25c0,2.872,0.502,5.68,1.492,8.348l1.875-0.696C3.46,30.208,3,27.633,3,25C3,12.869,12.869,3,25,3c6.598,0,12.795,2.962,16.958,8H35V13z</sys:String>
+  </x:Array>
+  <!-- Credits:  -->
+  <x:Array x:Key="{x:Static mbts:Icons.FavoriteWindowGeometryKey}" Type="sys:String">
+  <sys:String>M4 2h16a1 1 0 0 1 1 1v19.276a.5.5 0 0 1-.704.457L12 19.03l-8.296 3.702A.5.5 0 0 1 3 22.276V3a1 1 0 0 1 1-1zm15 17.965V4H5v15.965l7-3.124 7 3.124zM12 13.5l-2.939 1.545.561-3.272-2.377-2.318 3.286-.478L12 6l1.47 2.977 3.285.478-2.377 2.318.56 3.272L12 13.5z</sys:String>
+  </x:Array>
  <!-- Pin
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        Unpin
@@ -4,6 +4,7 @@

   using mbts.utils;

+   using Spark.Core.Disposables;
   using Spark.Core.Reactive;

   using System;
@@ -0,0 +1,25 @@
+#nullable enable
+namespace Spark.Model {
+   using bts;
+   using bts.api;
+   using bts.co2;
+
+   using mbts.spark;
+
+   using Spark.Api.Reactive;
+   using Spark.Core;
+
+   using System.Composition;
+
+   class SecurityResolverExporter : VirtualSingleton<SecurityResolverExporter> {
+      readonly LazyOnce<SecurityResolver>? _resolver;
+
+      [ImportingConstructor]
+      public SecurityResolverExporter(IBus bus, MarketDataRelay md_relay) =>
+         _resolver = new(() => new(md_relay, bus.subscribe(SparkTags.SecuritiesTag)));
+
+      [Export]
+      public SecurityResolver resolver =>
+         Log.notnull(_resolver);
+   }
+}
@@ -13,7 +13,7 @@ using System.Threading.Tasks;

 namespace mbts.ui.settings {
   public interface ISavedWindowFactory {
-      Task<IShellWindow> restore(WindowState window);
+      Task<IShellWindow> restore(WindowSettings window);
   }

   [Export(typeof(ISavedWindowFactory))]
@@ -28,7 +28,7 @@ namespace mbts.ui.settings {
      [Import]
      public ObservableCollection<IShellModule> modules { get; set; }

-      public Task<IShellWindow> restore(WindowState window) {
+      public Task<IShellWindow> restore(WindowSettings window) {
         Log.Ui.info("Loading window '{0}'".fmt(window.title));
         bool changed;
         int count = 0;
@@ -49,7 +49,7 @@ namespace mbts.ui.settings {
      /// ex: If change the data format twice from A to B to C then we would write 2 IShellWindowMigration instances.
      /// Starting in state A one of the _compat tests changes to state B.  Now we need to re-run
      /// the migrations because state B will match a different rule and be converted to state C.
-      private bool apply_compatability_migrations(ref WindowState window) {
+      private bool apply_compatability_migrations(ref WindowSettings window) {
         foreach (var test in _compat) {
            try {
               if (test.apply(ref window)) {
@@ -14,9 +14,9 @@ using System.Windows.Threading;
 namespace mbts.ui.settings {
   public interface ISettingsCollector {
      // Get the save state for every open window
-      Task<List<WindowState>> get_window_state();
-      Task<WindowState> get_window_state(IShellWindow window);
-      IEnumerable<ModuleState> get_module_state();
+      Task<List<WindowSettings>> get_window_state();
+      Task<WindowSettings> get_window_state(IShellWindow window);
+      IEnumerable<ModuleSettings> get_module_state();
      WindowPosition get_launcher_state();
   }

@@ -39,9 +39,9 @@ namespace mbts.ui.settings {

      IWindowsInterop _interop => _wm;

-      public async Task<List<WindowState>> get_window_state() {
+      public async Task<List<WindowSettings>> get_window_state() {
         var windows = _wm.list_windows();
-         var rv = new List<WindowState>(windows.Count);
+         var rv = new List<WindowSettings>(windows.Count);
         foreach (var window in windows) {
            // Check that the window is still open since we might be iterating asyncronously
            if (_wm.contains(window)) {
@@ -54,12 +54,12 @@ namespace mbts.ui.settings {
         return rv;
      }

-      public IEnumerable<ModuleState> get_module_state() {
+      public IEnumerable<ModuleSettings> get_module_state() {
         //Note: I'm assuming that the list of modules is stable and I don't have to protect against it changing here
         foreach (var module in modules.OfTypeSafe<IPersistShellModule>()) {
            MemoryStream out_stream = new MemoryStream();
            module.get_state(out_stream);
-            yield return new ModuleState() {
+            yield return new ModuleSettings() {
               name = module.key(),
               app_data = out_stream.ToArray(),
            };
@@ -70,7 +70,7 @@ namespace mbts.ui.settings {
         return _launcher.get_position();
      }

-      public async Task<WindowState> get_window_state(IShellWindow window) {
+      public async Task<WindowSettings> get_window_state(IShellWindow window) {
         try {
            if (window == null || window.Owner == null) return null;
            Dispatcher dispatcher = null;
@@ -89,10 +89,10 @@ namespace mbts.ui.settings {
            }

            var pos = _interop.GetPosition(window);
-            var state = new WindowState() {
+            var state = new WindowSettings() {
               owner = window.Owner.key(),
               app_data = dispatcher is null ?
-                  (await dispatcher.InvokeAsync(serialize)) : serialize(),
+                  serialize() : (await dispatcher.InvokeAsync(serialize)),
               position = pos,
               title = string.IsNullOrEmpty(pos.custom_title) ? window.Title : pos.custom_title
            };
@@ -1,4 +1,4 @@
-using bts.shell.pnl;
+using bts.shell.pnl;
 using bts.utils;

 using mbts.ui.settings;
@@ -21,6 +21,8 @@ namespace bts.settings {
   interface IPNLSettingsMigrationRule : ISettingsMigrationRule<PNLSettings> { }
   interface ISyntheticManagementMigrationRule : ISettingsMigrationRule<GridSettings> { }
   interface IReconcileReportMigrationRule : ISettingsMigrationRule<GridSettings> { }
+   interface IDayFillsGridSettingsMigrationRule : ISettingsMigrationRule<GridSettings> { }
+   interface IOpenOrdersGridSettingsMigrationRule : ISettingsMigrationRule<GridSettings> { }

   static class SettingsMigrationHelper {
      public static bool apply<T>(T settings, IEnumerable<ISettingsMigrationRule<T>> migration_rules, out T new_settings) {
@@ -1,6 +1,8 @@
 using mbts.spark;
 using mbts.utils;

+using Spark.Core.Disposables;
+
 using System;
 using System.Linq;
 using System.Reactive.Linq;
@@ -87,7 +89,8 @@ namespace mbts.persist {
         public IWindowSettingsManagerNonShared<T> as_non_shared() =>
            new NonSharedWrapper(_wsm);

-         public void Dispose() => Disposable.dispose(ref _dispose);
+         public void Dispose() =>
+            Disposable.dispose(ref _dispose);
      }

      public class DisconnectedImpl : IWindowSettingsManager<T> {
@@ -0,0 +1,31 @@
+#nullable enable
+namespace mbts.ui.shell {
+   using ProtoBuf;
+
+   using Spark.Core.Protobuf;
+
+   using System.Collections.Generic;
+
+   [ProtoContract]
+   public class ModuleSettings : IProtobuf<ModuleSettings> {
+      [ProtoMember(1)]
+      public string? name { get; set; }
+
+      [ProtoMember(2)]
+      public byte[]? app_data { get; set; }
+
+      public bool Equals(ModuleSettings? other) =>
+         other is not null &&
+         name == other.name &&
+         app_data.safe_sequence_equals(other.app_data);
+
+      public override bool Equals(object? obj) =>
+         Equals(obj as ModuleSettings);
+
+      public override int GetHashCode() =>
+         GetType().GetHashCode();
+
+      public ModuleSettings Clone() =>
+         ProtobufSerializationHelper.clone(this);
+   }
+}
@@ -1,4 +1,4 @@
-#nullable enable
+#nullable enable
 namespace mbts.spark {
   using bts.shell;
   using bts.shell.fills;
@@ -34,6 +34,8 @@ namespace mbts.spark {
            _notification = NotificationSettings.Default,
            _market_view_grid = MarketViewSettings.DefaultGridSettings,
            _fills_grid = FillsSettings.DefaultGridSettings,
+            _day_fills_grid = DayFillsSettings.default_grid(),
+            _open_orders_grid = OpenOrdersSettings.default_grid(),
            _time_and_sales_grid = TimeAndSalesSettings.DefaultGridSettings,
            _synthetic_management = SyntheticManagementSettings.default_grid_settings,
            _reconcile_report = ReconcileReportSettings.Default().grid,
@@ -64,6 +66,10 @@ namespace mbts.spark {
      GridSettings? _time_and_sales_grid;
      [ProtoMember(7)]
      GridSettings? _fills_grid;
+      [ProtoMember(15)]
+      GridSettings? _day_fills_grid;
+      [ProtoMember(16)]
+      GridSettings? _open_orders_grid;
      [ProtoMember(8)]
      GridSettings? _synthetic_management;
      [ProtoMember(14)]
@@ -99,6 +105,12 @@ namespace mbts.spark {
      public GridSettings fills_grid =>
         _fills_grid ??= FillsSettings.DefaultGridSettings;

+      public GridSettings day_fills_grid =>
+         _day_fills_grid ??= DayFillsSettings.default_grid();
+
+      public GridSettings open_orders_grid =>
+         _open_orders_grid ??= OpenOrdersSettings.default_grid();
+
      public GridSettings synthetic_management_grid =>
         _synthetic_management ??=
            SyntheticManagementSettings.default_grid_settings;
@@ -123,6 +135,8 @@ namespace mbts.spark {
         GridSettings? market_view = null,
         GridSettings? time_and_sales = null,
         GridSettings? fills = null,
+         GridSettings? day_fills = null,
+         GridSettings? open_orders = null,
         GridSettings? synthetic_management = null,
         GridSettings? reconcile_report = null,
         PNLSettings? pnl = null,
@@ -135,6 +149,8 @@ namespace mbts.spark {
            _market_view_grid = market_view ?? _market_view_grid,
            _time_and_sales_grid = time_and_sales ?? _time_and_sales_grid,
            _fills_grid = fills ?? _fills_grid,
+            _day_fills_grid = day_fills ?? _day_fills_grid,
+            _open_orders_grid = open_orders ?? _open_orders_grid,
            _synthetic_management = synthetic_management ?? _synthetic_management,
            _reconcile_report = reconcile_report ?? _reconcile_report,
            _pnl = pnl ?? _pnl,
@@ -1,4 +1,4 @@
-using bts;
+using bts;
 using bts.settings;
 using bts.shell.pnl;
 using bts.utils;
@@ -26,6 +26,8 @@ namespace mbts.persist {

      static readonly IImmutableProperty<UserSettings, GridSettings>
         _fills_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.fills_grid, (us, gs) => us.with(fills: gs)),
+         _day_fills_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.day_fills_grid, (us, gs) => us.with(day_fills: gs)),
+         _open_orders_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.open_orders_grid, (us, gs) => us.with(open_orders: gs)),
         _mview_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.market_view_grid, (us, gs) => us.with(market_view: gs)),
         _synth_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.synthetic_management_grid, (us, gs) => us.with(synthetic_management: gs)),
         _reconcile_report_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.reconcile_report_grid, (us, gs) => us.with(reconcile_report: gs));
@@ -36,6 +38,8 @@ namespace mbts.persist {
      readonly object _default_settings_lock = new object();
      readonly BehaviorSubject<UserSettings> _default_settings_subject = new BehaviorSubject<UserSettings>(UserSettings.factory_defaults);
      readonly IEnumerable<IFillsGridSettingsMigrationRule> _fills_migration_rules;
+      readonly IEnumerable<IDayFillsGridSettingsMigrationRule> _day_fills_migration_rules;
+      readonly IEnumerable<IOpenOrdersGridSettingsMigrationRule> _open_orders_migration_rules;
      readonly IEnumerable<IMarketViewGridSettingsMigrationRule> _mview_migration_rules;
      readonly IEnumerable<IPNLSettingsMigrationRule> _pnl_migration_rules;
      readonly IEnumerable<ISyntheticManagementMigrationRule> _synth_migration_rules;
@@ -48,6 +52,8 @@ namespace mbts.persist {
      public UserSettingsHub(
         IUserPersist persist,
         [ImportMany] IEnumerable<IFillsGridSettingsMigrationRule> fills_migration_rules,
+         [ImportMany] IEnumerable<IDayFillsGridSettingsMigrationRule> day_fills_migration_rules,
+         [ImportMany] IEnumerable<IOpenOrdersGridSettingsMigrationRule> open_orders_migration_rules,
         [ImportMany] IEnumerable<IMarketViewGridSettingsMigrationRule> mview_migration_rules,
         [ImportMany] IEnumerable<IPAndLGridSettingsMigrationRule> pandl_migration_rules,
         [ImportMany] IEnumerable<IPNLSettingsMigrationRule> pnl_migration_rules,
@@ -56,6 +62,8 @@ namespace mbts.persist {
         //
         _persist = persist;
         _fills_migration_rules = fills_migration_rules ?? Enumerable.Empty<IFillsGridSettingsMigrationRule>();
+         _day_fills_migration_rules = day_fills_migration_rules ?? Enumerable.Empty<IDayFillsGridSettingsMigrationRule>();
+         _open_orders_migration_rules = open_orders_migration_rules ?? Enumerable.Empty<IOpenOrdersGridSettingsMigrationRule>();
         _mview_migration_rules = mview_migration_rules ?? Enumerable.Empty<IMarketViewGridSettingsMigrationRule>();
         _pnl_migration_rules = pnl_migration_rules ?? Enumerable.Empty<IPNLSettingsMigrationRule>();
         _synth_migration_rules = synth_migration_rules ?? Enumerable.Empty<ISyntheticManagementMigrationRule>();
@@ -68,6 +76,8 @@ namespace mbts.persist {
               if (s != null) {
                  var wrapped_rules = new[] {
                     _fills_migration_rules.merge().wrap(_fills_propi),
+                     _day_fills_migration_rules.merge().wrap(_day_fills_propi),
+                     _open_orders_migration_rules.merge().wrap(_open_orders_propi),
                     _mview_migration_rules.merge().wrap(_mview_propi),
                     _pnl_migration_rules.merge().wrap(_pnl_propi),
                     _synth_migration_rules.merge().wrap(_synth_propi),
@@ -152,6 +162,20 @@ namespace mbts.persist {
            _reconcile_report_migration_rules,
            _reconcile_report_propi);

+      public IWindowSettingsManager<GridSettings> create_day_fills_settings_manager(
+         GridSettings instance_settings) =>
+         _create_settings_manager(
+            instance_settings,
+            _day_fills_migration_rules,
+            _day_fills_propi);
+
+      public IWindowSettingsManager<GridSettings> create_open_orders_settings_manager(
+         GridSettings instance_settings) =>
+         _create_settings_manager(
+            instance_settings,
+            _day_fills_migration_rules,
+            _day_fills_propi);
+
      public async Task save_default(UserSettings value) {
         // notify observers before persisting so the changes are reflected immediately in the ui
         lock (_default_settings_lock) {
@@ -0,0 +1,71 @@
+#nullable enable
+namespace mbts.ui.shell {
+   using ProtoBuf;
+
+   using Spark.Core.Protobuf;
+
+   using System;
+   using System.ComponentModel;
+
+   [ProtoContract]
+   public class WindowPosition : IProtobuf<WindowPosition> {
+      [ProtoMember(3)]
+      public int width { get; set; }
+
+      [ProtoMember(4)]
+      public int height { get; set; }
+
+      [ProtoMember(5)]
+      public int left { get; set; }
+
+      [ProtoMember(6)]
+      public int top { get; set; }
+
+      [ProtoMember(7)]
+      public bool is_maximized { get; set; }
+
+      [ProtoMember(8)]
+      public string? host_id { get; set; }
+
+      [ProtoMember(9)]
+      public int tab_index { get; set; }
+
+      [ProtoMember(100)]
+      public bool horizontal { get; set; }
+
+      [ProtoMember(101), DefaultValue(true)]
+      public bool show_text { get; set; } = true;
+
+      [ProtoMember(102), DefaultValue(true)]
+      public bool always_on_top { get; set; } = true;
+
+      [ProtoMember(104)]
+      public string? custom_title { get; set; }
+
+      public bool Equals(WindowPosition? other) =>
+         other is not null &&
+         width == other.width &&
+         height == other.height &&
+         left == other.left &&
+         top == other.top &&
+         is_maximized == other.is_maximized &&
+         host_id == other.host_id &&
+         tab_index == other.tab_index &&
+         horizontal == other.horizontal &&
+         show_text == other.show_text &&
+         always_on_top == other.always_on_top &&
+         custom_title == other.custom_title;
+
+      public override bool Equals(object? obj) =>
+         Equals(obj as WindowPosition);
+
+      public override int GetHashCode() =>
+         GetType().GetHashCode();
+
+      public WindowPosition Clone() =>
+         ProtobufSerializationHelper.clone(this);
+
+      object ICloneable.Clone() =>
+         Clone();
+   }
+}
@@ -0,0 +1,45 @@
+#nullable enable
+namespace mbts.ui.shell {
+   using bts.utils;
+
+   using ProtoBuf;
+
+   using Spark.Core.Protobuf;
+
+   using System;
+   using System.Collections.Generic;
+
+   [ProtoContract]
+   public class WindowSettings : IProtobuf<WindowSettings> {
+      [ProtoMember(1)]
+      public string? owner { get; set; }
+
+      [ProtoMember(2)]
+      public byte[]? app_data { get; set; }
+
+      [ProtoMember(8)]
+      public WindowPosition? position { get; set; }
+
+      [ProtoMember(9)]
+      public string? title { get; set; }
+
+      public bool Equals(WindowSettings? other) =>
+         other is not null &&
+         owner == other.owner &&
+         app_data.safe_sequence_equals(other.app_data) &&
+         position.safe_equals(other.position) &&
+         title == other.title;
+
+      public override bool Equals(object? obj) =>
+         Equals(obj as WindowSettings);
+
+      public override int GetHashCode() =>
+         GetType().GetHashCode();
+
+      public WindowSettings Clone() =>
+         ProtobufSerializationHelper.clone(this);
+
+      object ICloneable.Clone() =>
+         Clone();
+   }
+}
@@ -1,77 +0,0 @@
-using ProtoBuf;
-
-using System;
-using System.Collections.Generic;
-using System.ComponentModel;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-
-namespace mbts.ui.shell {
-   public enum DockState {
-      FLOATING = 1,
-      TOP = 2,
-      BOTTOM = 3,
-      LEFT = 4,
-      RIGHT = 5,
-   }
-
-   [ProtoContract]
-   public class WindowPosition {
-      [ProtoMember(3)]
-      public int width;
-      [ProtoMember(4)]
-      public int height;
-      [ProtoMember(5)]
-      public int left;
-      [ProtoMember(6)]
-      public int top;
-      [ProtoMember(7)]
-      public bool is_maximized;
-      [ProtoMember(8)]
-      public string host_id;
-      [ProtoMember(9)]
-      public int tab_index;
-
-      [ProtoMember(100), DefaultValue(false)]
-      public bool horizontal = false;
-      [ProtoMember(101), DefaultValue(true)]
-      public bool show_text = true;
-      [ProtoMember(102), DefaultValue(true)]
-      public bool always_on_top = true;
-      //[ProtoMember(103)] //used
-
-      [ProtoMember(104)]
-      public string custom_title;
-   }
-
-   [ProtoContract]
-   public class WindowState {
-      [ProtoMember(1)]
-      public string owner;
-      [ProtoMember(2)]
-      public byte[] app_data;
-
-      //optional bool is_open = 3 [default = true];
-      //optional bool is_favorite = 4;
-      //optional string title = 5;
-
-      //optional string id = 6;
-      // optional bool is_loaded = 7 [default = false];
-      [ProtoMember(8)]
-      public WindowPosition position;
-
-      [ProtoMember(9)]
-      public string title; // for debugging
-   }
-
-   [ProtoContract]
-   public class ModuleState {
-      [ProtoMember(1)]
-      public string name;
-      [ProtoMember(2)]
-      public byte[] app_data;
-   }
-
-
-}
@@ -1,13 +1,12 @@
 #nullable enable
-namespace bts.api.position {
+namespace Spark.Trading {
+   using bts;
+   using bts.api;
   using bts.api.core;
   using bts.api.orderman;
+   using bts.api.position;
   using bts.shell.pnl;

-   using mbts.ui;
-
-   using Spark.Trading;
-
   using System;
   using System.Collections.Generic;
   using System.Threading.Tasks;
@@ -17,10 +16,10 @@ namespace bts.api.position {
      IObservable<TableUpdate<(SecurityImmutable?, PositionUnitImmutable), int>> on_positions { get; }
      IObservable<TableUpdate<(SecurityImmutable? sec, RetrievedExchangePositionImmutable exch_pos), AccountSecurityKey>> on_exchange_positions { get; }
      IObservable<TableUpdate<ReconcileReportRowData, AccountSecurityKey>> merged_positions { get; }
+      IObservable<TableUpdate<DayFillsRowData, DayFillsRowKey>> day_fills { get; }

      // pnl
-      IObservable<TableUpdate<(SecurityImmutable?, PNLUnitImmutable, QuantityConversionData<double>), int>> on_pnl { get; }
-      IObservable<TableUpdate<PNLRowData, AccountSecurityKey>> security_account_pnl { get; }
+      IObservable<TableUpdate<PNLRowData, AccountSecurityKey>> pnl { get; }

      IObservable<TableUpdate<(SecurityImmutable?, PositionUnitImmutable), int>> on_security_positions(
         uint security_key);
@@ -10,6 +10,7 @@ namespace Spark.Model.Trading {

   using mbts.spark;

+   using Spark.Api.Reactive;
   using Spark.Core.Reactive;

   using System;
@@ -25,7 +26,7 @@ namespace Spark.Model.Trading {
      public OrderDataSource(
         IBus bus,
         AdminModel admin_model,
-         SecurityStore security_store,
+         SecurityResolver sec_resolver,
         OrderService order_service,
         ISecurityAuxiliaryDataModel security_auxiliary_model,
         ErrorReporter error_reporter
@@ -38,7 +39,7 @@ namespace Spark.Model.Trading {
               order_service.subscribei_orders()
               .Naggle(interval, scheduler),
               o => o.account_id())
-            .join(security_store, o => o.security_key())
+            .join(sec_resolver, o => o.security_key())
            .Table()
            .Cache();

@@ -1,19 +1,23 @@
 #nullable enable
-namespace bts.api.position {
+namespace Spark.Trading {
+   using bts;
+   using bts.api;
   using bts.api.core;
   using bts.api.orderman;
+   using bts.api.position;
   using bts.collections;
   using bts.shell.pnl;
   using bts.spark;

-   using mbts;
+   using mbts.analytics;
   using mbts.spark;
   using mbts.ui;

+   using Spark.Api.Reactive;
   using Spark.Core;
+   using Spark.Core.Disposables;
   using Spark.Core.Reactive;
   using Spark.Model.Trading;
-   using Spark.Trading;

   using System;
   using System.Collections.Generic;
@@ -29,13 +33,13 @@ namespace bts.api.position {
      readonly ErrorReporter _error_reporter;
      readonly TableUpdateDemuxer<(SecurityImmutable?, PositionUnitImmutable), int, uint> _security_positions_demuxer;

-      IDisposable _dispose;
+      ThreadSafeDisposable? _dispose;

      [ImportingConstructor]
      public PositionModel(
         IBus bus,
         AdminModel admin_model,
-         SecurityStore security_store,
+         SecurityResolver sec_resolver,
         PositionService position_service,
         OrderService order_service,
         OrderDataSource order_data,
@@ -52,7 +56,7 @@ namespace bts.api.position {
         on_exchange_positions = order_service.subscribei_exchange_positions()
            .Filter(ep => ep.SecurityKey != 0)
            .SelectKeyValue(ep => ep, ep => new AccountSecurityKey(ep.AccountId, ep.SecurityKey))
-            .join(security_store, ep => ep.SecurityKey)
+            .join(sec_resolver, ep => ep.SecurityKey)
            .Table()
            .Cache();

@@ -60,31 +64,15 @@ namespace bts.api.position {
            .permission_filter(
               _position_service.subscribei_position_data().Naggle(interval, scheduler),
               p => p.AccountId)
-            .join(security_store, pos => pos.SecurityId)
+            .join(sec_resolver, pos => pos.SecurityId)
            .Table()
            .Cache();

-         on_pnl = admin_model
-            .permission_filter(
-               _position_service.subscribei_pnl_data().Naggle(interval, scheduler),
-               p => p.Pos.AccountId)
-            .join(security_store, p => p.Pos.SecurityId)
-            .Select(
-               tup => (tup.sec, tup.val, new QuantityConversionData<double>(
-                  security_auxiliary_model.get_display_quantity_divisor(tup.sec),
-                  QuantityConversionOpType.DivideActual)),
-               tup => tup.val.RecordId)
-            .TableCheckedAutoCorrect(
-               EqualityComparer<(SecurityImmutable?, PNLUnitImmutable, QuantityConversionData<double>)>.Default)
-            .Where(t => t.has_changes())
-            .Cache();
+         day_fills = DayFillsDataSource.create(bus, sec_resolver);

-         // security account pnl
-         security_account_pnl = on_pnl
-#if DEBUG
-            .AssertIncremental(p => new AccountSecurityKey(p.Item2.Pos.AccountId, p.Item2.Pos.SecurityId))
-#endif
-            .SelectKeyValue(PNLRowDataFactory.create, PNLRowData.key_fn)
+         pnl = bus.subscribe(SparkTags.ReportBlackboardTags.PNL.PNLData)
+            .Select(d => d.position_data.ToDictionary(u => u.id(), PNLRowData.from_pnl_unit))
+            .Table(PNLRowData.key_fn)
            .FullJoin(
               order_data.working_account_security_orders,
               PNLRowData.key_fn,
@@ -111,18 +99,18 @@ namespace bts.api.position {
               .Where(t => t.has_changes())
               .Cache();

-         merged_positions = ReconcileReportDataSource.create(on_exchange_positions, on_positions)
+         merged_positions = ReconcileReportDataSource.create(
+            on_exchange_positions, on_positions.Filter(tup => !(tup.Item1?.HasSpread ?? false)))
            .Cache();

-         _dispose = Disposable.Create(
-            on_positions.Subscribe(_security_positions_demuxer));
+         _dispose = new(on_positions.Subscribe(_security_positions_demuxer));
      }

      public IObservable<TableUpdate<(SecurityImmutable? sec, RetrievedExchangePositionImmutable exch_pos), AccountSecurityKey>> on_exchange_positions { get; }
      public IObservable<TableUpdate<(SecurityImmutable?, PositionUnitImmutable), int>> on_positions { get; }
-      public IObservable<TableUpdate<(SecurityImmutable?, PNLUnitImmutable, QuantityConversionData<double>), int>> on_pnl { get; }
+      public IObservable<TableUpdate<PNLRowData, AccountSecurityKey>> pnl { get; }
      public IObservable<TableUpdate<ReconcileReportRowData, AccountSecurityKey>> merged_positions { get; }
-      public IObservable<TableUpdate<PNLRowData, AccountSecurityKey>> security_account_pnl { get; }
+      public IObservable<TableUpdate<DayFillsRowData, DayFillsRowKey>> day_fills { get; }

      public IObservable<TableUpdate<(SecurityImmutable?, PositionUnitImmutable), int>> on_security_positions(uint security) =>
         _security_positions_demuxer.subscribe(security);
@@ -155,6 +143,6 @@ namespace bts.api.position {
            "reset positions");

      public void Dispose() =>
-         Disposable.dispose_thread_safe(ref _dispose);
+         Disposable.dispose(ref _dispose);
   }
 }
@@ -1,5 +1,5 @@
 #nullable enable
-namespace bts.api.position {
+namespace Spark.Trading {
   using bts.api.core;

   using Spark.Api.Position;