added log to chec user input

Otherwise it doesn't evaluate the command string properly

.config/dotnet-tools.json

@@ -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"
+      ]
     }
   }
 }

docker/sparkd/dev/Dockerfile

@@ -0,0 +1,135 @@
+FROM ubuntu:latest
+
+ARG DEBIAN_FRONTEND=noninteractive
+ENV TZ=America/New_York
+
+# light deps (should be quick to download/install)
+RUN apt-get update && apt-get install -y \
+    ca-certificates \
+    curl \
+    gnupg \
+    liblttng-ust-dev \
+    libpcap0.8-dev \
+    locales \
+    ninja-build \
+    software-properties-common \
+    sqlite3 \
+    tzdata
+
+# clang
+RUN apt-get update && apt-get install -y \
+    clang-13 \
+    clang-format-13 \
+    clangd-13 \
+    clang-15 \
+    clang-format-15 \
+    clangd-15
+
+# g++
+RUN apt-get update && apt-get install -y \
+    g++-11 \
+    g++-12
+
+# python
+RUN apt-get update && apt-get install -y \
+    python3-pip \
+    python3-venv \
+    && python3 -m pip install --upgrade pip
+
+# dotnet
+RUN apt-get update && apt-get install -y \
+    dotnet7
+
+# ssh
+RUN apt-get update && apt-get install -y \
+    libssh2-1-dev \
+    openssh-server
+
+# cmake
+RUN \
+    curl -fsSL https://apt.kitware.com/keys/kitware-archive-latest.asc 2> /dev/null \
+    | gpg --dearmor - | tee /etc/apt/trusted.gpg.d/kitware.gpg > /dev/null \
+    && apt-add-repository "deb https://apt.kitware.com/ubuntu/ $(lsb_release -cs) main" \
+    && apt-get update \
+    && apt-get install -y cmake
+
+# node
+ARG node_major=18
+RUN mkdir -p /etc/apt/keyrings \
+    && curl -fsSL https://deb.nodesource.com/gpgkey/nodesource-repo.gpg.key \
+    | gpg --dearmor -o /etc/apt/keyrings/nodesource.gpg \
+    && echo "deb [signed-by=/etc/apt/keyrings/nodesource.gpg] https://deb.nodesource.com/node_$node_major.x nodistro main" \
+    | tee /etc/apt/sources.list.d/nodesource.list \
+    && apt-get update \
+    && apt-get install -y nodejs
+
+# ccache is done here so that ccache sees clang++ installed, not clang-10
+RUN apt-get update && apt-get install -y \
+    ccache 
+
+# emumba (light deps)
+RUN apt-get update && apt-get install -y \
+    build-essential \
+    doxygen \
+    python3-sphinx \
+    graphviz \
+    libgtest-dev \
+    libssl-dev \
+    rapidjson-dev \
+    zlib1g-dev \
+    pkg-config
+
+# emumba (boost)
+RUN apt-get update && apt-get install -y \
+    libboost-filesystem-dev \
+    libboost-program-options-dev \
+    libboost-test-dev \
+    libboost-date-time-dev
+
+# dev utils
+RUN apt-get update && apt-get install -y \ 
+    fish \
+    git-all \
+    sudo \
+    vim \
+    wget
+
+# set up default executables (update-alternatives)
+RUN \
+    update-alternatives --install /usr/bin/clang++ clang++ /usr/bin/clang++-13 100; \
+    update-alternatives --install /usr/bin/clang clang /usr/bin/clang-13 100; \
+    update-alternatives --install /usr/bin/clang-format clang-format /usr/bin/clang-format-13 100; \
+    update-alternatives --install /usr/bin/clangd clangd /usr/bin/clangd-13 100; \
+    update-alternatives --install /usr/bin/g++ g++ /usr/bin/g++-11 100; \
+    update-alternatives --install /usr/bin/gcc gcc /usr/bin/gcc-11 100
+
+# Add compiler symlinks for ccache 
+RUN \
+    ln -s /usr/bin/ccache /usr/local/bin/clang; \
+    ln -s /usr/bin/ccache /usr/local/bin/clang++; \
+    ln -s /usr/bin/ccache /usr/local/bin/clang-13; \
+    ln -s /usr/bin/ccache /usr/local/bin/clang++-13; \
+    ln -s /usr/bin/ccache /usr/local/bin/clang-15; \
+    ln -s /usr/bin/ccache /usr/local/bin/clang++-15; \
+    ln -s /usr/bin/ccache /usr/local/bin/gcc; \
+    ln -s /usr/bin/ccache /usr/local/bin/g++; \
+    ln -s /usr/bin/ccache /usr/local/bin/gcc-11; \
+    ln -s /usr/bin/ccache /usr/local/bin/g++-11; \
+    ln -s /usr/bin/ccache /usr/local/bin/gcc-12; \
+    ln -s /usr/bin/ccache /usr/local/bin/g++-12
+
+RUN locale-gen en_US.UTF-8
+
+ARG docker_user="bts"
+ARG docker_uid="1000"
+ARG docker_pass="bts"
+
+RUN \
+    groupadd -g "$docker_uid" "$docker_user" \
+    && useradd \
+    -m \
+    -u "$docker_uid" \
+    -g "$docker_uid" \
+    -G sudo \
+    --password "$(openssl passwd -1 "$docker_pass")" \
+    "$docker_user"

docker/sparkd/dev/README.md

@@ -0,0 +1,64 @@
+[dev containers]: https://code.visualstudio.com/docs/devcontainers/containers
+[dev containers ext]: https://marketplace.visualstudio.com/items?itemName=ms-vscode-remote.remote-containers
+[docker repo sparkd-dev]: https://hub.docker.com/repository/docker/bluetradingsystems/sparkd-dev/general
+# Sparkd Dev Container
+## How to create a VS Code [Dev Container][dev containers]
+
+1. Make sure the **[Dev Containers][dev containers ext]** extension is installed
+1. Make sure your Docker image is up to date
+   ```
+   docker pull bluetradingsystems/sparkd-dev:latest
+   ```
+1. Copy **devcontainer.json** from this folder to **$workspaceFolder/.devcontainer/**.
+
+1. In the VS Code Command Palette, run **Dev Containers: Reopen in Container**
+
+---
+## How to create a Sparkd Container in the terminal (without VS Code)
+
+1. Make sure your Docker image is up to date
+   ```
+   docker pull bluetradingsystems/sparkd-dev:latest
+   ```
+2. Start the container
+   ```
+   # Replace <cont_name> with a name for the container. The container's
+   # "$HOME" dir will be mounted to "$HOME/.sparkd-dev/mounts/<cont_name> on
+   # the host
+   
+   ./start_docker.sh --container <cont_name> --mount-existing
+   ```
+   * *Replace <cont_name> with a name for the container*
+   * *The container's `$HOME` dir will be mounted to
+   `$HOME/.sparkd-dev/mounts<cont_name>` on the host*<br>
+   * *Run: `./start_docker.sh --help` to see additional options*
+3. *(Optional) Attach VS Code to the running container.*<br>
+Run **Dev Containers: Attach to Running Container** from the command palette,
+then select your container in the dropdown
+
+---
+## How to update the Docker image
+
+1. Change the image by modifying the Dockerfile (don't tag arbitrary
+  images on your machine and push them to our repo on Docker Hub)
+
+1. After modifying the Dockerfile, (re)build the image
+   ```
+   # Run in this dir
+   docker build -t bluetradingsystems/sparkd-dev:latest .
+   ```
+   ***Note:** Your docker login must have write permissions to push to the
+   [sparkd-dev][docker repo sparkd-dev] repository*
+
+2. Commit the changes to Dockerfile in git
+
+3. Push the new image to Docker Hub
+
+   ```
+   docker push bluetradingsystems/sparkd-dev:latest
+   ```
+   ***Note:** The image doesn't have to be on Docker Hub, we can simply build
+   it from scratch on our local machines (with the Dockerfile). However, this
+   takes time. It is significantly quicker to download a prebuilt image, so we
+   store it on a remote repository to save time when setting up a new dev
+   machine.*

docker/sparkd/dev/bashrc

@@ -0,0 +1,123 @@
+# ~/.bashrc: executed by bash(1) for non-login shells.
+# see /usr/share/doc/bash/examples/startup-files (in the package bash-doc)
+# for examples
+
+# If not running interactively, don't do anything
+case $- in
+    *i*) ;;
+      *) return;;
+esac
+
+# don't put duplicate lines or lines starting with space in the history.
+# See bash(1) for more options
+HISTCONTROL=ignoreboth
+
+# append to the history file, don't overwrite it
+shopt -s histappend
+
+# for setting history length see HISTSIZE and HISTFILESIZE in bash(1)
+HISTSIZE=1000
+HISTFILESIZE=2000
+
+# check the window size after each command and, if necessary,
+# update the values of LINES and COLUMNS.
+shopt -s checkwinsize
+
+# If set, the pattern "**" used in a pathname expansion context will
+# match all files and zero or more directories and subdirectories.
+#shopt -s globstar
+
+# make less more friendly for non-text input files, see lesspipe(1)
+[ -x /usr/bin/lesspipe ] && eval "$(SHELL=/bin/sh lesspipe)"
+
+# set variable identifying the chroot you work in (used in the prompt below)
+if [ -z "${debian_chroot:-}" ] && [ -r /etc/debian_chroot ]; then
+    debian_chroot=$(cat /etc/debian_chroot)
+fi
+
+# set a fancy prompt (non-color, unless we know we "want" color)
+case "$TERM" in
+    xterm-color|*-256color) color_prompt=yes;;
+esac
+
+# uncomment for a colored prompt, if the terminal has the capability; turned
+# off by default to not distract the user: the focus in a terminal window
+# should be on the output of commands, not on the prompt
+#force_color_prompt=yes
+
+if [ -n "$force_color_prompt" ]; then
+    if [ -x /usr/bin/tput ] && tput setaf 1 >&/dev/null; then
+	# We have color support; assume it's compliant with Ecma-48
+	# (ISO/IEC-6429). (Lack of such support is extremely rare, and such
+	# a case would tend to support setf rather than setaf.)
+	color_prompt=yes
+    else
+	color_prompt=
+    fi
+fi
+
+if [ "$color_prompt" = yes ]; then
+    PS1='${debian_chroot:+($debian_chroot)}\[\033[01;32m\]\u@\h\[\033[00m\]:\[\033[01;34m\]\w\[\033[00m\]\$ '
+else
+    PS1='${debian_chroot:+($debian_chroot)}\u@\h:\w\$ '
+fi
+unset color_prompt force_color_prompt
+
+# If this is an xterm set the title to user@host:dir
+case "$TERM" in
+xterm*|rxvt*)
+    PS1="\[\e]0;${debian_chroot:+($debian_chroot)}\u@\h: \w\a\]$PS1"
+    ;;
+*)
+    ;;
+esac
+
+# enable color support of ls and also add handy aliases
+if [ -x /usr/bin/dircolors ]; then
+    test -r ~/.dircolors && eval "$(dircolors -b ~/.dircolors)" || eval "$(dircolors -b)"
+    alias ls='ls --color=auto'
+    #alias dir='dir --color=auto'
+    #alias vdir='vdir --color=auto'
+
+    alias grep='grep --color=auto'
+    alias fgrep='fgrep --color=auto'
+    alias egrep='egrep --color=auto'
+fi
+
+# colored GCC warnings and errors
+#export GCC_COLORS='error=01;31:warning=01;35:note=01;36:caret=01;32:locus=01:quote=01'
+
+# some more ls aliases
+alias ll='ls -alF'
+alias la='ls -A'
+alias l='ls -CF'
+
+# Add an "alert" alias for long running commands.  Use like so:
+#   sleep 10; alert
+alias alert='notify-send --urgency=low -i "$([ $? = 0 ] && echo terminal || echo error)" "$(history|tail -n1|sed -e '\''s/^\s*[0-9]\+\s*//;s/[;&|]\s*alert$//'\'')"'
+
+# Alias definitions.
+# You may want to put all your additions into a separate file like
+# ~/.bash_aliases, instead of adding them here directly.
+# See /usr/share/doc/bash-doc/examples in the bash-doc package.
+
+if [ -f ~/.bash_aliases ]; then
+    . ~/.bash_aliases
+fi
+
+# enable programmable completion features (you don't need to enable
+# this, if it's already enabled in /etc/bash.bashrc and /etc/profile
+# sources /etc/bash.bashrc).
+if ! shopt -oq posix; then
+  if [ -f /usr/share/bash-completion/bash_completion ]; then
+    . /usr/share/bash-completion/bash_completion
+  elif [ -f /etc/bash_completion ]; then
+    . /etc/bash_completion
+  fi
+fi
+
+if [[ ! -v XDG_CONFIG_HOME ]]; then
+  export XDG_CONFIG_HOME="$HOME/.config"
+fi
+
+export PATH="$HOME/.local/bin:$PATH"

docker/sparkd/dev/config.fish

@@ -0,0 +1,25 @@
+if ! set -q XDG_CONFIG_HOME
+    set -g XDG_CONFIG_HOME "$HOME/.config"
+end
+set fish_config_home $XDG_CONFIG_HOME/fish
+if test -f "$fish_config_home/aliases.fish"
+    source "$fish_config_home/aliases.fish"
+end
+# enable general colors and case insensitive search in 'less'
+set -x LESS "$LESS -R -Q -I"
+set -x LC_ALL en_US.UTF-8
+# enable syntax highlighting in 'less'
+# set highlight color scheme in 'less' (fg)(bg)
+set -g LESS_TERMCAP_md (tput bold)(tput setaf 36)
+set -g LESS_TERMCAP_me (tput sgr0)
+set -g LESS_TERMCAP_so (tput setaf 232)(tput setab 49)
+
+set -q TERM
+if test $status != 0; or test $TERM = 'xterm'
+    set -g TERM 'xterm-256color'
+end
+
+# Fix impossible-to-see navy blue command text color
+set fish_color_command F8F8F2
+
+set -g PATH "$HOME/.local/bin" "$PATH"

docker/sparkd/dev/devcontainer.json

@@ -0,0 +1,32 @@
+{
+  "image": "bluetradingsystems/sparkd-dev:latest",
+  "initializeCommand": "${localWorkspaceFolder}/docker/sparkd/dev/devcontainer_initialize.sh",
+  "hostRequirements": {
+    "memory": "4gb",
+    "storage": "6gb"
+  },
+  "postCreateCommand": "/home/bts/spark/docker/sparkd/dev/devcontainer_post_create.sh",
+  "containerUser": "bts",
+  "workspaceMount": "source=${localWorkspaceFolder},target=/home/bts/spark,type=bind",
+  "workspaceFolder": "/home/bts/spark",
+  "updateRemoteUserUID": true,
+  "shutdownAction": "none",
+  // Note: If running multiple containers on the same host, each must use a
+  // unique set of ports. Usually we just add 1000 to each port as needed. For
+  // example, if 8000-8003 is taken, go with 9000-9003, then 10000-10003, etc.
+  "runArgs": [
+    "--shm-size",
+    "2gb",
+    "-p",
+    "8000:8000",
+    "-p",
+    "8001:8001",
+    "-p",
+    "8002:8002",
+    "-p",
+    "8003:8003"
+  ],
+  "mounts": [
+    "source=${localEnv:HOME}/.sparkd-dev/mounts/sparkd-dev,target=/home/bts,type=bind"
+  ]
+}

docker/sparkd/dev/devcontainer_initialize.sh

@@ -0,0 +1,3 @@
+#!/usr/bin/env bash
+
+mkdir -p "$HOME/.sparkd-dev/mounts/sparkd-dev"

docker/sparkd/dev/devcontainer_post_create.sh

@@ -0,0 +1,33 @@
+#!/usr/bin/env bash
+
+this_dir="$(realpath "$(dirname "${BASH_SOURCE[0]}")")"
+repo_dir="$(cd "$this_dir" && git rev-parse --show-toplevel)"
+tools_dir="$repo_dir/tools"
+gen_tag="GENERATED BY $(basename "${BASH_SOURCE[0]}")"
+
+function copy_if_not_exist() {
+  src="$1"
+  dest="$2"
+  if [[ ! -e "$src" ]]; then
+    echo "Unable to copy $src to $dest. Source file doesn't exist"
+    exit 1
+  fi
+  if [[ ! -e "$dest" ]]; then
+    cp "$src" "$dest"
+  fi
+}
+
+# Init bashrc
+echo "Initializing bashrc"
+copy_if_not_exist "$this_dir/bashrc" "$HOME/.bashrc"
+
+# Init fish config
+echo "Initializing fish config"
+fish_cfg_dir="$HOME/.config/fish/"
+mkdir -p "$fish_cfg_dir"
+exec "$tools_dir/write_tag_block.sh" \
+  --tag "$gen_tag" \
+  --replace \
+  --in-place \
+  --file "$fish_cfg_dir/config.fish" \
+  --text "$(cat "$this_dir/config.fish")"

docker/sparkd/dev/set_user.sh

@@ -0,0 +1,250 @@
+#!/usr/bin/env bash
+
+function _exit() {
+  if [[ "$#" -gt 1 ]]; then
+    # When there are multiple args, the last arg is the exit code.
+    echo "${@:1:($# - 1)}"
+    exit "${@: -1}"
+  fi
+  echo "$1"
+  exit 0
+}
+
+help_text="\
+Add or update a user's uid
+
+This script is intended to be run in a Docker container as a means to obtain
+file permissions in mounted directories owned by the specified UID.
+
+Usage: set_user.sh [OPTIONS] USER UID
+
+Positionals:
+  USER               The name of the user
+
+Options:
+  --user USER        The name of the user (defaults to 'bts')
+  --uid UID          The new uid to give USER (defaults to '1000')
+  --group GROUP      The primary group to give USER (defaults to USER)
+  --gid GID          The primary gid to give USER (defaults to UID)
+  --pass PASSWORD    The password to give USER (defaults to USER, only applies
+                     if USER hasn't been created yet) 
+  --modify-existing  Update UID/GID even if USER already exists
+  -h,--help          Print this help message and exit
+
+"
+
+function _add_group() {
+  if [[ "$#" -ne 2 ]]; then
+    _exit "'_add_group' requires exactly 2 args (group, gid). Received $#." 1
+  fi
+  local group="$1"
+  local gid="$2"
+  # Check if gid already exists
+  local existing_group=""
+  existing_group="$(getent group "$gid" | cut -d : -f 1)"
+  if [[ -n "$existing_group" ]]; then
+    if [[ "$existing_group" != "$group" ]]; then
+      echo "\
+The gid '$gid' is already in use by group '$existing_group' (will not rename \
+the group)"
+    fi
+    return
+  fi
+
+  # Check if group with same name already exists
+  local existing_gid=""
+  existing_gid="$(getent group "$group" | cut -d : -f 3)"
+  if [[ -n "$existing_gid" ]]; then
+    # The group already exists. Only modify if --modify-existing was specified.
+    if [[ "$modify_existing" -eq 0 ]]; then
+      _exit "\
+The group '$group' already exists with gid '$existing_gid'.
+Specify --modify-existing to change the gid anyways." 1
+    fi
+    echo "Changing gid for group '$group' from '$existing_gid' to '$gid'"
+    groupmod -g "$gid" "$group"
+  else
+    # The group doesn't exist. Add it
+    echo "Adding group '$group:$gid'"
+    groupadd -g "$gid" "$group"
+  fi
+}
+
+function _add_user() {
+  local user="$1"
+  local uid="$2"
+  local group="$3"
+  local gid="$4"
+  local pass="$5"
+  if [[ "$#" -ne 5 ]]; then
+    _exit "'_add_user' requires exactly 5 args (user, uid, group, gid, pass). \
+Received $#." 1
+  fi
+
+  # Check if uid is being used by another user
+  local existing_user=""
+  existing_user="$(getent passwd "$uid" | cut -d : -f 1)"
+  if [[ -n "$existing_user" ]]; then
+    if [[ "$existing_user" != "$user" ]]; then
+      _exit "The uid '$uid' is already in use by user '$existing_user'." 1
+    fi
+
+    echo "The user '$user' already has the specified uid '$uid'."
+    # Modify gid if necessary
+    local existing_gid=""
+    existing_gid="$(id -g "$user" 2> /dev/null)"
+    if [[ "$existing_gid" = "$gid" ]]; then
+      echo "The user '$user' already has the specified gid '$gid'."
+      return
+    fi
+
+    if [[ "$modify_existing" -eq 0 ]]; then
+      _exit "\
+The user '$user' is associated with the primary group '$existing_gid'.
+Specify --modify-existing to change the gid anyways." 1
+    fi
+
+    echo "Changing primary group for '$user' from '$existing_gid' to '$gid'."
+    usermod -g "$gid" "$user"
+    return
+  fi
+
+  # Check if user with same name already exists
+  local existing_uid=""
+  existing_uid="$(id -u "$user" 2> /dev/null)"
+  if [[ -n "$existing_uid" ]]; then
+    if [[ "$existing_uid" = "$uid" ]]; then
+      _exit "The user '$user' already has the specified uid '$uid'" 0
+    fi
+
+    if [[ "$modify_existing" -eq 0 ]]; then
+      _exit "\
+User '$user' already exists with uid '$existing_uid'.
+Specify --modify-existing to change the uid anyways." 1
+    fi
+
+    echo "Changing uid for user '$user' from '$existing_uid' to '$uid'"
+    if ! usermod -u "$uid" -g "$gid" "$user"; then
+      _exit "usermod exited with code $?" 1
+    fi
+    return
+  fi
+
+  # The user doesn't exist. Add it
+  echo "Adding user '$user:$uid' (group='$group:$gid', password='$pass')"
+  useradd -m -u "$uid" -g "$gid" -G sudo --password "$(openssl passwd -1 "$pass")" "$user"
+}
+
+function _update_fish_dir_perms() {
+  local user="$1"
+  local uid="$2"
+  local gid="$3"
+  # When a fish shell session starts, a temp dir named '/tmp/fish.<user>' is
+  # created with the user's current uid/gid. If such a dir exists for the
+  # specified USER, make sure the uid/gid match the new values.
+  fish_dir="/tmp/fish.$user"
+  if [[ -d "$fish_dir" ]]; then
+    perms="$uid:$gid"
+    existing_perms="$(stat -c %u:%g "$fish_dir")"
+    if [[ "$existing_perms" != "$perms" ]]; then
+      echo "Changing uid:gid for dir '$fish_dir' from '$existing_perms' to '$perms'"
+      chown -R "$perms" "$fish_dir"
+    fi
+  fi
+}
+
+user=""
+group=""
+pass=""
+declare -i uid=0
+declare -i gid=0
+declare -i modify_existing=0
+
+while [[ $# -gt 0 ]]; do
+  case "$1" in
+    --user)
+      if [[ -z "$2" ]]; then
+        _exit "USER (--user) must be non-empty" 1
+      elif [[ "$2" = "root" ]]; then
+        _exit "USER (--user) cannot be 'root'" 1
+      fi
+      user="$2"
+      shift 2
+      ;;
+    --group)
+      if [[ -z "$2" ]]; then
+        _exit "GROUP (--group) must be non-empty" 1
+      elif [[ "$2" = "root" ]]; then
+        _exit "GROUP (--group) cannot be 'root'" 1
+      fi
+      group="$2"
+      shift 2
+      ;;
+    --uid)
+      if [[ -z "$2" ]]; then
+        _exit "UID (--uid) must be non-empty" 1
+      fi
+      uid="$2"
+      shift 2
+      ;;
+    --gid)
+      if [[ -z "$2" ]]; then
+        _exit "GID (--gid) must be non-empty" 1
+      fi
+      gid="$2"
+      shift 2
+      ;;
+    --pass)
+      if [[ -z "$2" ]]; then
+        _exit "PASS (--pass) must be non-empty" 1
+      fi
+      pass="$2"
+      shift 2
+      ;;
+    --modify-existing)
+      modify_existing=1
+      shift 1
+      ;;
+    -h)
+      ;&
+    --help)
+      _exit "$help_text" 0
+      ;;
+    *)
+      if [[ -z "$1" ]]; then
+        _exit "Invalid positional argument '$1'" 1
+      elif [[ -z "$user" ]]; then
+        user="$1"
+      elif [[ -z "$uid" ]]; then
+        uid="$1"
+      else
+        _exit "Unexpected argument '$1'" 1
+      fi
+      shift 1
+      ;;
+  esac
+done
+
+if [[ -z "$user" ]]; then
+  user="bts"
+fi
+
+if [[ $uid -eq 0 ]]; then
+  uid=1000
+fi
+
+# In general, a user's primary group/gid matches the user's name/uid.
+# If group/gid args weren't specified, set them to name/uid.
+if [[ -z "$group" ]]; then
+  group="$user"
+fi
+if [[ $gid -eq 0 ]]; then
+  gid=$uid
+fi
+if [[ -z "$pass" ]]; then
+  pass="$user"
+fi
+
+_add_group "$group" "$gid"
+_add_user "$user" "$uid" "$group" "$gid" "$pass"
+_update_fish_dir_perms "$user" "$uid" "$gid"

docker/sparkd/dev/start_docker.sh

@@ -0,0 +1,230 @@
+#!/usr/bin/env bash
+
+function _exit() {
+  if [[ "$#" -gt 1 ]]; then
+    # When there are multiple args, the last arg is the exit code.
+    echo "${@:1:($# - 1)}"
+    exit "${@: -1}"
+  fi
+  echo "$1"
+  exit 0
+}
+
+help_text="\
+Start a docker dev container
+Usage: start_docker.sh [OPTIONS] image container
+
+Positionals:
+  image             The image to instantiate
+  container         The name for the container
+
+Options:
+  -u,--user USER      The user to add in the container (defaults to 'bts')
+  -p,--pass PASS      The password for USER in the container (defaults to USER)
+  -i,--image IMAGE    The image to instantiate (defaults to 'bluetradingsystems/sparkd-dev:latest')
+  -c,--container CONT The name for the container
+  -m,--mount MOUNT    The name for the folder (outside the container) to create/mount to the home
+                      directory in the container. Mount folders are added here: $mount_prefix
+  --mount-existing    Mount the specified dir even if it already exists
+  --port <cont_port>:<host_port> OR [<cont_port>:<host_port>,...] Port mapping(s). May be
+                      specified multiple times.
+  -h,--help           Print this help message and exit
+
+"
+
+mount_prefix="$HOME/.sparkd-dev/mounts"
+declare docker_user=""
+declare docker_pass=""
+declare image_name=""
+declare cont_name=""
+declare mount_name=""
+declare -i mount_existing=0
+declare -a port_mappings=()
+
+while [[ $# -gt 0 ]]; do
+  case "$1" in
+    -u)
+      ;&
+    --user)
+      if [[ -z "$2" ]]; then
+        _exit "User (-u,--user) must be non-empty" 1
+      fi
+      docker_user="$2"
+      shift 2
+      ;;
+    -p)
+      ;&
+    --pass)
+      if [[ -z "$2" ]]; then
+        _exit "Password (-p,--pass) must be non-empty" 1
+      fi
+      docker_pass="$2"
+      shift 2
+      ;;
+    -i)
+      ;&
+    --image)
+      if [[ -n "$image_name" ]]; then
+        _exit "Unexpected argument '$1'" 1
+      elif [[ -z "$2" ]]; then
+        _exit "Image (-i,--image) must be non-empty" 1
+      fi
+      image_name="$2"
+      shift 2
+      ;;
+    -c)
+      ;&
+    --container)
+      if [[ -n "$cont_name" ]]; then
+        _exit "Unexpected argument '$1'" 1
+      elif [[ -z "$2" ]]; then
+        _exit "Container (-c,--container) must be non-empty" 1
+      fi
+      cont_name="$2"
+      shift 2
+      ;;
+    --port)
+      # Parse port(s) arg, and append the result to 'port_mappings'
+      # Note: port(s) may be specified in bracketed notation:
+      #   [a:b,c:d,...,y:z]
+      next_ports="$(echo "$2" | sed -e 's/\[//g' -e 's/\]//g' -e 's/,/ /g')"
+      if [[ "${#port_mappings[@]}" -gt 0 ]]; then
+        next_ports=" $next_ports"
+      fi
+      port_mappings+=("$next_ports")
+      shift 2
+      ;;
+    -m)
+      ;&
+    --mount)
+      if [[ -z "$2" ]]; then
+        echo "Mount (-m,--mount) must be non-empty"
+      fi
+      mount_name="$2"
+      shift 2
+      ;;
+    --mount-existing)
+      mount_existing=1
+      shift 1
+      ;;
+    -h)
+      ;&
+    --help)
+      _exit "$help_text" 0
+      ;;
+    *)
+      if [[ -z "$1" ]]; then
+        _exit "Invalid positional argument '$1'" "$help_text" 1
+      elif [[ -z "$image_name" ]]; then
+        image_name="$1"
+      elif [[ -z "$cont_name" ]]; then
+        cont_name="$1"
+      else
+        _exit "Unexpected argument '$1'" "$help_text" 1
+      fi
+      shift 1
+      ;;
+  esac
+done
+
+
+if [[ -z "$image_name" ]]; then
+  image_name="bluetradingsystems/sparkd-dev:latest"
+fi
+
+host_name="$(hostname)"
+if [[ -n "$cont_name" ]]; then
+  host_name="$host_name.$cont_name"
+fi
+
+if [[ -z "$mount_name" ]]; then
+  mount_name="$cont_name"
+fi
+
+if [[ -z "$mount_name" && -z "$cont_name" ]]; then
+  _exit "Please specify mount (-m,--mount) and/or container (-c,--container)" 1
+fi
+
+if [[ -z "$docker_user" ]]; then
+  docker_user="bts"
+fi
+
+if [[ "$docker_user" = "root" ]]; then
+  _exit "USER (--user) cannot be 'root'" 1
+fi
+
+cont_home="/home/$docker_user"
+home_src="$mount_prefix/$mount_name"
+home_tgt="$cont_home"
+this_dir="$(dirname "$(realpath "${BASH_SOURCE[0]}")")"
+repo_src="$(cd "$this_dir" && git rev-parse --show-toplevel)"
+repo_tgt="$cont_home/spark"
+working_dir="$cont_home"
+
+if [[ $mount_existing -eq 0 && -e "$home_src" ]]; then
+  # Don't overwrite existing dir (might be mounted in another container)
+  _exit "Mount dir '$home_src' already exists (use --mount-existing to mount \
+an existing directory)" 1
+fi
+
+mkdir -p "$home_src"
+
+if [[ "${#port_mappings[@]}" -eq 0 ]]; then
+  port_mappings=("8000:8000" "8001:8001" "8002:8002" "8003:8003")
+fi
+
+# Adapt port_mappings into args for `docker run` by prepending "-p " to each
+# item
+declare -a docker_port_args=()
+for port_mapping in "${port_mappings[@]}"; do
+  docker_port_args+=("-p $port_mapping")
+done
+
+echo "Starting container '$cont_name'
+image_name  : $image_name
+cont_name   : $cont_name
+home_src    : $home_src
+home_tgt    : $home_tgt
+repo_src    : $repo_src
+repo_tgt    : $repo_tgt
+working dir : $working_dir
+ports       : ${port_mappings[*]}
+"
+
+# DON'T wrap $docker_port_args in quotes. We want bash to split args by
+# whitespace
+docker run \
+  --net bridge \
+  -h "$host_name" \
+  -e "TZ=America/New_York" \
+  --cap-add=SYS_PTRACE \
+  --security-opt seccomp=unconfined \
+  --name "$cont_name" \
+  -v "$home_src:$home_tgt" \
+  -v "$repo_src:$repo_tgt" \
+  -w "$working_dir" \
+  ${docker_port_args[*]} \
+  --shm-size=4024m \
+  -t \
+  -i \
+  -d \
+  -e DISPLAY="$DISPLAY" \
+  "$image_name"
+
+# Add user w/ same uid and gid as the current user outside of docker, so the
+# user inside the docker has file permissions in the mounted dir.
+docker_group="$docker_user"
+docker_uid="$(id -u "$USER")"
+docker_gid="$(id -g "$USER")"
+if [[ -z "$docker_pass" ]]; then
+  docker_pass="$docker_user"
+fi
+docker exec -u root -it "$cont_name" "$repo_tgt/docker/sparkd/dev/set_user.sh" \
+--user "$docker_user" \
+--uid "$docker_uid" \
+--group "$docker_group" \
+--gid "$docker_gid" \
+--pass "$docker_pass"
+
+# Run same script VS Code runs to initialize the container
+docker exec -u "$docker_user" -it "$cont_name" "$repo_tgt/docker/sparkd/dev/devcontainer_post_create.sh"

docker/sparkd/docker_shell.sh

@@ -0,0 +1,64 @@
+#!/usr/bin/env bash
+
+function print_help_and_exit() {
+  cat <<EOF
+Open a shell inside the docker container
+Usage: docker_shell.sh [OPTIONS] [CONTAINER]
+
+Options:
+  -u,--user         The user to login with in the container (defaults to the current user)
+  -c,--container    The container name (may also be specified as positional arg)
+  -h,--help         Print this help message and exit
+
+EOF
+  exit "$1"
+}
+
+
+declare docker_user=""
+declare cont_name=""
+
+while [[ $# -gt 0 ]]; do
+  case "$1" in
+    -u)
+      ;&
+    --user)
+      if [[ -z "$2" ]]; then
+        echo "User (-u,--user) must be non-empty"
+        print_help_and_exit 1
+      fi
+      docker_user="$2"
+      shift 2
+      ;;
+    -h)
+      ;&
+    --help)
+      print_help_and_exit 0
+      ;;
+    -c)
+      ;&
+    --container)
+      shift 1
+      ;&
+    *)
+      if [[ ! -z "$cont_name" ]]; then
+        echo "Unexpected argument '$1'"
+        print_help_and_exit 1
+      fi
+      cont_name="$1"
+      shift 1
+      ;;
+  esac
+done
+
+
+if [[ -z "$cont_name" ]]; then
+  echo "Please specify the container ([-c,--container])"
+  print_help_and_exit 1
+fi
+
+if [[ -z "$docker_user" ]]; then
+  docker_user="$USER"
+fi
+
+docker exec -u "$docker_user" -it "$cont_name" bash

docker/sparkd/start_docker.sh

@@ -0,0 +1,233 @@
+#!/usr/bin/env bash
+
+mount_prefix="$HOME/.spark-dev/mounts"
+
+function print_help_and_exit() {
+  cat <<EOF
+Start a docker dev container
+Usage: start_docker.sh [OPTIONS] image container
+
+Positionals:
+  image             The image to instantiate
+  container         The name for the container
+
+Options:
+  -u,--user USER      The user to add in the container (defaults to the current user)
+  -p,--pass PASS      The password for USER in the container (defaults to USER)
+  -i,--image IMAGE    The image to instantiate
+  -c,--container CONT The name for the container
+  -m,--mount MOUNT    The name for the folder (outside the container) to create/mount to the home
+                      directory in the container. Mount folders are added here: $mount_prefix
+  --mount-existing    Mount the specified dir even if it already exists
+  --port <cont_port>:<host_port> OR [<cont_port>:<host_port>,...] Port mapping(s). May be
+                      specified multiple times.
+  -h,--help           Print this help message and exit
+
+EOF
+  exit "$1"
+}
+
+
+declare docker_user=""
+declare docker_pass=""
+declare image_name=""
+declare cont_name=""
+declare mount_name=""
+declare -i mount_existing=0
+declare -a port_mappings=()
+
+while [[ $# -gt 0 ]]; do
+  case "$1" in
+    -u)
+      ;&
+    --user)
+      if [[ -z "$2" ]]; then
+        echo "User (-u,--user) must be non-empty"
+        print_help_and_exit 1
+      fi
+      docker_user="$2"
+      shift 2
+      ;;
+    -p)
+      ;&
+    --pass)
+      if [[ -z "$2" ]]; then
+        echo "Password (-p,--pass) must be non-empty"
+        print_help_and_exit 1
+      fi
+      docker_pass="$2"
+      shift 2
+      ;;
+    -i)
+      ;&
+    --image)
+      if [[ -n "$image_name" ]]; then
+        echo "Unexpected argument '$1'"
+        print_help_and_exit 1
+      elif [[ -z "$2" ]]; then
+        echo "Image (-i,--image) must be non-empty"
+        print_help_and_exit 1
+      fi
+      image_name="$2"
+      shift 2
+      ;;
+    -c)
+      ;&
+    --container)
+      if [[ -n "$cont_name" ]]; then
+        echo "Unexpected argument '$1'"
+        print_help_and_exit 1
+      elif [[ -z "$2" ]]; then
+        echo "Container (-c,--container) must be non-empty"
+        print_help_and_exit 1
+      fi
+      cont_name="$2"
+      shift 2
+      ;;
+    --port)
+      # Parse port(s) arg, and append the result to 'port_mappings'
+      # Note: port(s) may be specified in bracketed notation:
+      #   [a:b,c:d,...,y:z]
+      next_ports="$(echo "$2" | sed -e 's/\[//g' -e 's/\]//g' -e 's/,/ /g')"
+      if [[ "${#port_mappings[@]}" -gt 0 ]]; then
+        next_ports=" $next_ports"
+      fi
+      port_mappings+=("$next_ports")
+      shift 2
+      ;;
+    -m)
+      ;&
+    --mount)
+      if [[ -z "$2" ]]; then
+        echo "Mount (-m,--mount) must be non-empty"
+      fi
+      mount_name="$2"
+      shift 2
+      ;;
+    --mount-existing)
+      mount_existing=1
+      shift 1
+      ;;
+    -h)
+      ;&
+    --help)
+      print_help_and_exit 0
+      ;;
+    *)
+      if [[ -z "$1" ]]; then
+        echo "Invalid positional argument '$1'"
+        print_help_and_exit 1
+      elif [[ -z "$image_name" ]]; then
+        image_name="$1"
+      elif [[ -z "$cont_name" ]]; then
+        cont_name="$1"
+      else
+        echo "Unexpected argument '$1'"
+        print_help_and_exit 1
+      fi
+      shift 1
+      ;;
+  esac
+done
+
+
+if [[ -z "$image_name" ]]; then
+  image_name="bluetradingsystems/spark-crypto-dev"
+fi
+
+host_name="$(hostname)"
+if [[ -n "$cont_name" ]]; then
+  host_name="$host_name.$cont_name"
+fi
+
+if [[ -z "$mount_name" ]]; then
+  mount_name="$cont_name"
+fi
+
+if [[ -z "$mount_name" && -z "$cont_name" ]]; then
+  echo "Please specify mount (-m,--mount) and/or container (-c,--container)"
+  print_help_and_exit 1
+fi
+
+if [[ -z "$docker_user" ]]; then
+  docker_user="$USER"
+fi
+
+home_src=$mount_prefix/$mount_name
+home_tgt=$HOME
+repo_src=$(git rev-parse --show-superproject-working-tree)
+repo_tgt=$HOME/$(basename "$repo_src")
+working_dir=$HOME
+
+if [[ $mount_existing -eq 0 && -e "$home_src" ]]; then
+  # Don't overwrite existing dir (might be mounted in another container)
+  echo "Mount dir '$home_src' already exists (use --mount-existing to mount an existing directory)"
+  print_help_and_exit 1
+fi
+
+mkdir -p "$home_src"
+
+if [[ "${#port_mappings[@]}" -eq 0 ]]; then
+  port_mappings=("8000:8000" "8001:8001" "8002:8002" "8003:8003")
+fi
+
+# Adapt port_mappings into args for `docker run` by prepending "-p " to each
+# item
+declare -a docker_port_args=()
+for port_mapping in "${port_mappings[@]}"; do
+  docker_port_args+=("-p $port_mapping")
+done
+
+echo "Starting container '$cont_name'
+image_name  : $image_name
+cont_name   : $cont_name
+home_src    : $home_src
+home_tgt    : $home_tgt
+repo_src    : $repo_src
+repo_tgt    : $repo_tgt
+working dir : $working_dir
+ports       : ${port_mappings[*]}
+"
+
+# DON'T wrap $docker_port_args in quotes. We want bash to split args by
+# whitespace
+docker run \
+  --net bridge \
+  -h "$host_name" \
+  -e "TZ=America/New_York" \
+  --cap-add=SYS_PTRACE \
+  --security-opt seccomp=unconfined \
+  --name "$cont_name" \
+  -v "$home_src:$home_tgt" \
+  -v "$repo_src:$repo_tgt" \
+  -w "$working_dir" \
+  ${docker_port_args[*]} \
+  --shm-size=4024m \
+  -t \
+  -i \
+  -d \
+  -e DISPLAY="$DISPLAY" \
+  "$image_name" \
+  bash
+
+# Add user w/ same uid and gid as the current user outside of docker, so the
+# user inside the docker has file permissions in the mounted dir.
+docker_group="$docker_user"
+docker_user_uid="$(id -u "$USER")"
+docker_user_gid="$(id -g "$USER")"
+
+echo "Adding user in container '$cont_name'
+name : $docker_user
+uid  : $docker_user_uid
+gid  : $docker_user_gid"
+
+if [[ -z "$docker_pass" ]]; then
+  docker_pass="$docker_user"
+  echo "Giving user '$docker_user' a secure password: $docker_pass"
+fi
+
+docker exec -u root -it "$cont_name" groupadd -g "$docker_user_gid" "$docker_group"
+docker exec -u root -it "$cont_name" useradd -u "$docker_user_uid" -g "$docker_user_gid" "$docker_user"
+docker exec -u root -it "$cont_name" usermod --password "$(openssl passwd -1 "$docker_pass")" "$docker_user"
+docker exec -u root -it "$cont_name" usermod -aG sudo "$docker_user"
+docker exec -u root -it "$cont_name" "$repo_tgt/externals/src/emumba/install_emumba-deribit-connector.sh"

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

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

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

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

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

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

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

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

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

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

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

@@ -75,7 +75,7 @@ namespace mbts.spark {
          var exp_price_map = OptionDriverPriceMap.get_vs_price_map(
             all_sym_price_map, (s) => _option_symbols.Contains(s));
          if (sc_data != null && vs_nonvol_input != null && exp_price_map != null) {
-            bts.Log.Gen.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(

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

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

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

@@ -160,8 +160,8 @@ namespace mbts.spark {
 
       public static IEnumerable<bts.api.SecurityTuple> get_vs_sectups(
          int vs_id, ThreadedBlackboard bb) {
-         VolSurfaceUsageListImmutable vs_usage_list = bb.read_state(SparkTags.VolSurfaceUsageTag);
-         return vs_usage_list.get_sectups(vs_id);
+         var vs_usage_list = bb.read_state(SparkTags.VolSurfaceUsageTag);
+         return (vs_usage_list?.get_sectups(vs_id)).empty_if_null();
       }
 
 
@@ -242,4 +242,4 @@ namespace mbts.spark {
       }
       #endregion
    }
-}
+}

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

@@ -81,7 +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);
          }

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

@@ -270,6 +270,7 @@ namespace mbts.spark {
                                           new mbts.analytics.VolSurfaceNonVolInput(exp_param_map.exp_map.ToDictionary()));
          } else if (_in_bb_req_vol.Equals(tag)) {
             ClientArchivedVolRequest client_req = _bb.read_state(_in_bb_req_vol);
+            bts.Log.Ui.info($"VolSurfaceBusManager._on_bb_update ClientArchivedVolRequest: {client_req.ToString()}");
             ArchivedTheoRetrieval ret = client_req.ret;
             if (ret == null || ret.SecTup == null) {
                bts.Log.Ui.warn($"VolSurfaceBusManager malformed ArchivedTheoRetrieval");

src/client/spark/AW2/InterpTheosServerPublisher.cs

@@ -5,6 +5,7 @@ using bts.api;
 using bts.collections;
 using System.Linq;
 using bts.api.orderman;
+using bts.api.analytics;
 using bts;
 
 namespace mbts.spark {
@@ -23,6 +24,8 @@ namespace mbts.spark {
          _order_service = order_service;
          _bb.subscribe(SparkTags.AllInterpGreeks);
          _bb.subscribe(SparkTags.SystemContractsTag);
+         _bb.subscribe(SparkTags.CurrentUser);
+         _bb.subscribe(SparkTags.VolSurfaceUsageTag);
          _bb.data_callback += _on_data;
       }
 
@@ -55,6 +58,27 @@ namespace mbts.spark {
          return rv;
       }
 
+      private IReadOnlyDictionary<string, OptionTheoInterpolationData>
+         _filter_for_publish(IReadOnlyDictionary<string, OptionTheoInterpolationData> all_theos) {
+         // find the symbol vs vs_id, get the committed vs, see if it is
+         // owned by the current user, and only then publish it
+         HashSet<string> syms = new HashSet<string>();
+         var usage = _bb.read_state(SparkTags.VolSurfaceUsageTag);
+         string current_user = _bb.read_state(SparkTags.CurrentUser).name;
+         foreach (var u in (usage?.UsageList).empty_if_null()) {
+            VolSurfaceInput vs_input =
+               _bb.read_state(SparkTags.VolSurfaceCommittedInputTag(u.VsId));
+            if (vs_input != null) {
+               if (vs_input.surface_settings.core_settings.vs_manager ==
+                  current_user) {
+                  syms.Add(u.SecTup.Symbol);
+               }
+            }
+         }
+         return
+            all_theos.Where(kv => syms.Contains(kv.Key)).ToDictionary(kv => kv.Key, kv => kv.Value);
+      }
+
       private void _publish_data() {
          SystemContractData sc_data = _bb.read_state(SparkTags.SystemContractsTag, null);
          IReadOnlyDictionary<string, OptionTheoInterpolationData> all_theos =
@@ -64,6 +88,11 @@ namespace mbts.spark {
          if (sc_data == null || all_theos == null || all_drivers == null)
             return;
          _timer.start();
+         all_theos = _filter_for_publish(all_theos);
+         if (all_theos.Count == 0) {
+            bts.Log.Gen.info($"InterpTheosServerPublisher._publish_data all_theos.Count == 0");
+            return;
+         }
          IDictionary<UInt32, DriverMD> driver_map = _get_drivers(all_drivers, sc_data);
          IEnumerable<Tuple<SecurityImmutable, TheoPoint>> theo_map = _get_theos(all_theos, sc_data);
          // assemble it together and send it to the server
@@ -86,6 +115,7 @@ namespace mbts.spark {
             ptp.Vega = is_call ? tp.cvega : tp.pvega;
             ptp.Theta = is_call ? tp.c_theta : tp.p_theta;
             ptp.Rho = Double.NaN;
+            ptp.Vol = tp.vol;
             ptp_list.Add(ptp);
          }
          bts.api.orderman.PrecomputedTheos server_theos = new PrecomputedTheos();
@@ -96,7 +126,7 @@ namespace mbts.spark {
          _order_service.set_precomputed_theos(server_theos);
          _timer.stop();
          var pub_time = _timer.lastIntervalTime;
-         bts.Log.Gen.info($"InterpTheosServerPublisher._publish_data " +
+         bts.Log.Gen.info($"InterpTheosServerPublisher._publish_data symbols: {all_theos.Count} " +
                           $"size: {server_theos.Theos.Count} comp_time: {comp_time} msecs " +
                           $"pub_time: {pub_time}");
       }
@@ -105,4 +135,4 @@ namespace mbts.spark {
          _bb.data_callback -= _on_data;
       }
    }
-}
+}

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

@@ -26,12 +26,13 @@ namespace mbts.spark {
          _refresh = new(_is_dirty.refresh);
          _committed_value.Changed += on_committed_changed;
          _candidate_value.Changed += on_candidate_changed;
-         _is_dirty.Changed += (o, n) => {
-            Log.assert(o != n);
-            Log.Ui.info(
-               $"VolSurface '{expiration}.{column}' is_dirty changed to {n}. " +
-               $"commited: {committed_value}; candidate: {candidate_value}");
-         };
+         if (column.type.is_editable()) {
+            _is_dirty.Changed += (o, n) => {
+               Log.Ui.info(
+                  $"VolSurface '{expiration}.{column}' is_dirty changed to {n}. " +
+                  $"commited: {committed_value}; candidate: {candidate_value}");
+            };
+         }
 
          void on_committed_changed(object? oldval, object? newval) =>
             _is_dirty.refresh();

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

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

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

@@ -1,5 +1,6 @@
 #nullable enable
 namespace mbts.spark {
+   using bts;
    using bts.collections;
 
    using mbts.spark.VolSurface;
@@ -9,6 +10,7 @@ namespace mbts.spark {
    using mbts.ui.utility;
 
    using Spark.Core.Disposables;
+   using Spark.Core.Reactive;
 
    using System;
    using System.Collections.Generic;
@@ -22,6 +24,10 @@ namespace mbts.spark {
       readonly VolSurfaceGridVM _parent;
       readonly Property<VolSurfaceColumn?> _column;
       readonly Property<DIYGridSuperHeaderVM?> _super_header;
+      readonly UserTuple _user;
+      readonly Property<bool> _is_open;
+      readonly DelegateProperty<string> _vs_manager;
+      readonly List<IDisposable> _resources = new();
 
       ICommand? _revert_cmd;
       ICommand? _shift_selection_cmd;
@@ -34,21 +40,29 @@ namespace mbts.spark {
       ICommand? _copy_all_to_clipboard_cmd;
       ICommand? _smart_copy_rolls_rates_cmd;
       ICommand? _import_csv_cmd;
+      ObservantCommand? _acquire_ownership_cmd;
 
-      public VolSurfaceRowContextMenuVM(VolSurfaceGridVM parent, VolSurfaceRowVM row) {
+      public VolSurfaceRowContextMenuVM(VolSurfaceGridVM parent, VolSurfaceRowVM row, UserTuple user) {
          _parent = parent;
          _row = row;
+         _user = user;
          _column = backing<VolSurfaceColumn?>(nameof(column));
          _super_header = backing<DIYGridSuperHeaderVM?>(nameof(super_header));
+         _vs_manager = backing(
+            nameof(vs_manager),
+            () => _parent.model.get_active_settings()?.core_settings?.vs_manager ?? string.Empty);
+         _is_open = backing(nameof(is_open), false);
 
-         _dispose = Disposable.Create(
+         _resources.AddRange(
             _column.invalidate_others_on_change(nameof(column_name)),
             _super_header.invalidate_others_on_change(nameof(group_name)),
+            _is_open.Subscribe(_ => _vs_manager.refresh()),
             _parent.visible_rows.ObserveSelf()
                .BufferLatest(TimeSpan.FromSeconds(1))
                .OnDispatcher()
                .Subscribe(_ => sync_symbols()));
 
+         _dispose = Disposable.Create(() => _resources.DisposeAll(true));
          void sync_symbols() {
             var visible_exps = _parent.visible_rows.Map(r => r.expiration.symbol);
             symbols.sync_with_models(
@@ -164,6 +178,34 @@ namespace mbts.spark {
             _parent.model.csv_importing_enabled,
             null);
 
+      public ICommand acquire_ownership_cmd {
+         get {
+            if (_acquire_ownership_cmd is null) {
+               _acquire_ownership_cmd = new(
+                  () => {
+                     var settings = _parent.model.get_active_settings();
+                     if (settings is null) {
+                        Log.Ui.error("Unable to acquire volsurface ownership: settings are null.");
+                        return;
+                     }
+                     settings.core_settings.vs_manager = _user.name;
+                     _parent.model.set_candidate_settings(settings);
+                  });
+               _resources.Add(_vs_manager.observe_current(true)
+                  .Subscribe(SelectorObserver.builder(_acquire_ownership_cmd).wrap<string>(
+                     curr => curr != _user.name)));
+            }
+            return _acquire_ownership_cmd;
+         }
+      }
+
+      public bool is_open {
+         get => _is_open.Value;
+         set => _is_open.set(value);
+      }
+
+      public string vs_manager => _vs_manager.Value;
+
       VolSurfaceDisplayGridColumn _assert_model() =>
          column?.model ?? throw new InvalidOperationException();
 

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

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

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

@@ -14,7 +14,7 @@ namespace mbts.spark {
    class VolSurfaceAdvancedSettingsEditorVM : ViewModelBase {
       readonly VolSurfaceAdvancedSettings _settings;
 
-      public VolSurfaceAdvancedSettingsEditorVM(VolSurfaceAdvancedSettings settings, string vs_name, Action<VolSurfaceAdvancedSettings> commit) {
+      public VolSurfaceAdvancedSettingsEditorVM(VolSurfaceAdvancedSettings settings, string vs_name) {
          _settings = settings;
          _settings.theo_handle_measure = VolSurfaceEnums.GeneralChangeMeasure.Absolute;
          _settings.slide_handle_measure = VolSurfaceEnums.GeneralChangeMeasure.Percentage;
@@ -23,7 +23,7 @@ namespace mbts.spark {
          if (_settings.precomputed_theo_handles == null)
             _settings.precomputed_theo_handles = new List<double>();
          vol_surface_name = vs_name;
-         this.commit = new DelegateCommand(() => request_commit?.Invoke(ProtobufSerializationHelper.clone(_settings)));
+         commit = new DelegateCommand(() => request_commit?.Invoke(ProtobufSerializationHelper.clone(_settings)));
       }
 
       public event Action<VolSurfaceAdvancedSettings> request_commit;

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

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

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

@@ -40,6 +40,7 @@ namespace mbts.spark {
          vol_model_cubic_spline_vm.load_from(settings.spline_model_settings);
          vol_model_dual_quadratic_vm.load_from(settings.dualquadratic_model_settings);
          vol_path_parabolic_vm.load_from(settings.core_settings.volpath_settings.parabolic_vol_path_settings);
+         auto_fit_vm.load_from(settings.core_settings.market_fit_settings.vs_auto_fit_settings);
 
          init_rotation_vms(call_rotations, _core_settings.call_rotation.strike_vol_movement_pairs);
          init_rotation_vms(put_rotations, _core_settings.put_rotation.strike_vol_movement_pairs);
@@ -105,6 +106,7 @@ namespace mbts.spark {
             }).ToList();
             _core_settings.strangle.strike_vol_movement_pairs = strangles.SelectMany(r => new[] { Tuple.Create(r.target_put_strike, r.put_move), Tuple.Create(r.target_call_strike, r.call_move) }).ToList();
             _core_settings.atm_shift.atm_strike_vol_movement = atm_shifts.Count == 1 ? atm_shifts[0].move : 0;
+            auto_fit_vm.assign_to(_core_settings.market_fit_settings.vs_auto_fit_settings);
             commit(_settings);
          }
 
@@ -233,23 +235,7 @@ namespace mbts.spark {
          }
       }
 
-      public bool enable_auto_fit {
-         get => _core_settings.market_fit_settings.enable_auto_fit;
-         set {
-            using var _ = detect_property_change();
-            _core_settings.market_fit_settings.enable_auto_fit = value;
-         }
-      }
-
-      public VolSurfaceEnums.VolCurveFitRegion auto_fit_region {
-         get => _core_settings.market_fit_settings.auto_fit_region;
-         set { _core_settings.market_fit_settings.auto_fit_region = value; }
-      }
-
-      public double auto_fit_time_ms {
-         get => _core_settings.market_fit_settings.auto_fit_time_ms;
-         set { _core_settings.market_fit_settings.auto_fit_time_ms = value; }
-      }
+      public VolSurfaceAutoFitSettingsVM auto_fit_vm { get; } = new();
 
       public bool auto_decay_vol_time {
          get => _core_settings.time_settings.time_mode == VolSurfaceEnums.VolSurfaceTimeMode.AutoDecay;

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

@@ -1,5 +1,6 @@
 #nullable enable
 namespace mbts.spark {
+   using bts;
    using bts.api;
    using bts.collections;
 
@@ -27,6 +28,7 @@ namespace mbts.spark {
       readonly IBus _bus;
       readonly string _request_id = Guid.NewGuid().ToString();
       readonly VolSurfaceDisplayModel _model;
+      readonly UserTuple _user;
       readonly IRaiseCanExecuteChangedCommand _revert_cmd;
       readonly IRaiseCanExecuteChangedCommand _commit_cmd;
       readonly IDialogCommand _main_settings_cmd;
@@ -38,10 +40,16 @@ namespace mbts.spark {
       bool _ignore_implied_vol_settings;
 
       public VolSurfaceVM(
-         VolSurfaceDisplayModel model, int id, IBus bus, VolSurfaceWindowSettings startup_data) {
+         VolSurfaceDisplayModel model,
+         int id,
+         IBus bus,
+         VolSurfaceWindowSettings startup_data,
+         UserTuple user
+      ) {
          _model = model;
          _vs_id = id;
          _bus = bus;
+         _user = user;
          macro_actions = new VolSurfaceMacroActionsVM(_model);
          globals = new VolSurfaceGlobalParameterVM(_model);
 
@@ -49,7 +57,7 @@ namespace mbts.spark {
          _grid_settings = startup_data.macro_grid_settings ?? new VolSurfaceMacroGridSettings();
          var hidden_exps_set = startup_data.hidden_exps.empty_if_null().ToHashSet();
          grid = new VolSurfaceGridVM(
-            this, _model, _grid_settings.hidden_cols(), hidden_exps_set);
+            this, _model, _grid_settings.hidden_cols(), hidden_exps_set, _user);
          grid.on_selection_changed += _on_grid_selection_changed;
          _model.publish_grid_settings(_grid_settings);
 
@@ -113,21 +121,24 @@ namespace mbts.spark {
             if (settings == null) {
                return null;
             }
-            // return new VolSurfaceAdvancedSettingsEditor {
-            //    DataContext = new VolSurfaceAdvancedSettingsEditorVM(
-            //       VolSurfaceUtilityFunctions.clone_proto(settings.advanced_settings),
-            //       settings.core_settings.vol_surface_name,
-            //       advanced_settings => {
-            //          var current_settings = _get_volsurface_settings();
-            //          if (current_settings == null) BTSMessageBox.Show("Error changing settings", "VS Settings", System.Windows.MessageBoxButton.OK, System.Windows.MessageBoxImage.Error, true, true, true);
-            //          else {
-            //             current_settings.advanced_settings = advanced_settings;
-            //             _model.set_candidate_settings(current_settings);
-            //          }
-            //       }
-            //    )
-            // };
-            return null;
+            var vm = new VolSurfaceAdvancedSettingsEditorVM(
+               VolSurfaceUtilityFunctions.clone_proto(settings.advanced_settings),
+               settings.core_settings.vol_surface_name);
+            vm.request_commit += commit_advanced_settings;
+            return new VolSurfaceAdvancedSettingsEditor {
+               DataContext = vm
+            };
+
+            async void commit_advanced_settings(VolSurfaceAdvancedSettings value) {
+               var current_settings = await _get_volsurface_settings();
+               if (current_settings == null) {
+                  BTSMessageBox.Show("Error changing settings", "VS Settings");
+               }
+               else {
+                  current_settings.advanced_settings = value;
+                  _model.set_candidate_settings(current_settings);
+               }
+            }
          }
 
          Window? mk_grid_settings_win() {

src/client/spark/AW2/VolSurfaceInterpGreeksMultiplexer.cs

@@ -22,7 +22,7 @@ namespace mbts.spark {
    // ii. IntepGreeks for each vs
    public class VolSurfaceInterpGreeksMultiplexer : IDisposable {
       private readonly ThreadedBlackboard _bb;
-      private readonly ITag<VolSurfaceUsageListImmutable> _in_bb_vs_usage_tag;
+      private readonly ITag<VolSurfaceUsageListImmutable?> _in_bb_vs_usage_tag;
       private IDictionary<int, ITag<VSTheos>> _vs_theo_tags =
          new Dictionary<int, ITag<VSTheos>>();
       private VolSurfaceUsageListImmutable _vs_usage_map =
@@ -48,8 +48,8 @@ namespace mbts.spark {
       }
 
       private void _analyze_usages() {
-         _vs_usage_map = _bb.read_state(_in_bb_vs_usage_tag,
-            new VolSurfaceUsageListImmutable(new VolSurfaceUsageList()));
+         _vs_usage_map = _bb.read_state(_in_bb_vs_usage_tag) ??
+            new VolSurfaceUsageList().immutable();
          bts.Log.Gen.info($"VolSurfaceInterpGreeksMultiplexer._analyze_usages " +
                           $"count: {_vs_usage_map.UsageList.Count()}");
          foreach (int vs_id in _vs_usage_map.vss()) {

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

@@ -9,26 +9,34 @@ namespace mbts.analytics
    [ProtoBuf.ProtoContract(Name = "VolSurfaceAdvancedSettings")]
    public class VolSurfaceAdvancedSettings
    {
+      public static VolSurfaceAdvancedSettings Default =>
+         new() {
+            number_of_cashed_saved_days = double.NaN,
+            precomputed_theo_handles = new(0),
+            theo_handle_measure = VolSurfaceEnums.GeneralChangeMeasure.Absolute,
+            precomputed_slide_handles = new(0),
+            slide_handle_measure = VolSurfaceEnums.GeneralChangeMeasure.Percentage,
+            publish_from_client = false,
+            publish_from_client_user = string.Empty,
+            strike_normalization_axis = VolSurfaceEnums.VolCurveStrikeAxis.RawStrike,
+         };
+
       [ProtoBuf.ProtoMember(1)]
-      [System.ComponentModel.DefaultValue(Double.NaN)]
       public double number_of_cashed_saved_days;
       
       [ProtoBuf.ProtoMember(10)]      
       public List<double> precomputed_theo_handles;
       
       [ProtoBuf.ProtoMember(15)]
-      [System.ComponentModel.DefaultValue(VolSurfaceEnums.GeneralChangeMeasure.Absolute)]
       public VolSurfaceEnums.GeneralChangeMeasure theo_handle_measure;
       
       [ProtoBuf.ProtoMember(20)]      
       public List<double> precomputed_slide_handles;
       
       [ProtoBuf.ProtoMember(25)]
-      [System.ComponentModel.DefaultValue(VolSurfaceEnums.GeneralChangeMeasure.Percentage)]
       public VolSurfaceEnums.GeneralChangeMeasure slide_handle_measure;
 
       [ProtoBuf.ProtoMember(30)]
-      //[System.ComponentModel.DefaultValue(false)]
       public bool publish_from_client;
 
       [ProtoBuf.ProtoMember(40)]
@@ -38,5 +46,11 @@ namespace mbts.analytics
       [ProtoBuf.ProtoMember(50)]
       [System.ComponentModel.DefaultValue(VolSurfaceEnums.VolCurveStrikeAxis.RawStrike)]
       public VolSurfaceEnums.VolCurveStrikeAxis strike_normalization_axis;
+      
+      public void ensure_no_nulls() {
+         precomputed_theo_handles ??= new(0);
+         precomputed_slide_handles ??= new(0);
+         publish_from_client_user ??= string.Empty;
+      }
    }
 }

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

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

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

@@ -25,7 +25,8 @@ namespace mbts.analytics {
             volpath_settings = new(),
             safety_limits = new(),
          },
-         polynomial_model_settings = new()
+         polynomial_model_settings = new(),
+         advanced_settings = VolSurfaceAdvancedSettings.Default
       };
 
       [ProtoMember(10)]
@@ -75,9 +76,12 @@ 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();
          }
+         advanced_settings ??= VolSurfaceAdvancedSettings.Default;
+         advanced_settings.ensure_no_nulls();
          return this;
       }
    }

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

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

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

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

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

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

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

@@ -40,10 +40,8 @@ namespace mbts.analytics {
       /// last computed min/max driver for each exp
       private IDictionary<VolSurfaceExpiration, Tuple<double, double>>
       _computed_driver_range_map = new Dictionary<VolSurfaceExpiration, Tuple<double, double>>();
-      private readonly IEnumerable<double> _default_abs_moves =
-         new double[] { 300, -200, -125, -100, -75, -50, -25, 0, 25, 50, 75, 100, 125, 200, 300 };
+      private readonly IEnumerable<double> _default_abs_moves =  config.Configuration.get<bts.config.VolSurface>().default_abs_moves;
       private readonly double _cushion_percentage = 25.0;
-
       public event
       Action<IDictionary<VolSurfaceExpiration, IEnumerable<Theos>>, double, double> on_theos =
          (o, vt, tt) => { };
@@ -52,7 +50,7 @@ namespace mbts.analytics {
          (o, vt, tt) => { };
 
       public VolSurfaceInterpGreeksProducer(int vs_id) {
-         Log.Gen.info($"VolSurfaceInterpGreeksProducer.cons vs_id: {vs_id}");
+        Log.Gen.info($"VolSurfaceInterpGreeksProducer.cons vs_id: {vs_id}, _default_abs_moves: {string.Join(", ", _default_abs_moves)}");
          _vs_id = vs_id;
       }
 
@@ -72,7 +70,7 @@ namespace mbts.analytics {
       }
 
       public void set_vol_data(VolSurfaceInput vs_input) {
-         Log.Gen.info($"VolSurfaceInterpGreeksProducer.set_vol_data vs_id: {_vs_id}");
+         Log.Gen.info($"VolSurfaceInterpGreeksProducer.set_vol_data vs_id: {_vs_id} precomputed_theo_handles?: {string.Join(", ", (vs_input?.surface_settings?.advanced_settings?.precomputed_theo_handles).empty_if_null())}");
          _vs_input = vs_input != null ? VolSurfaceUtilityFunctions.clone_proto(vs_input) : null;
          _compute_and_fire(InputType.Vol);
       }
@@ -88,8 +86,8 @@ namespace mbts.analytics {
 
       public void set_driver_price(
          IDictionary<VolSurfaceExpiration, double> driver_price_map) {
-         Log.Gen.info($"VolSurfaceInterpGreeksProducer.set_driver_price " +
-                               $"vs_id: {_vs_id} exp_count: {driver_price_map.Count}");
+         // Log.Gen.info($"VolSurfaceInterpGreeksProducer.set_driver_price " +
+         //                       $"vs_id: {_vs_id} exp_count: {driver_price_map.Count}");
          _driver_price_map = new Dictionary<VolSurfaceExpiration, double>(driver_price_map);
          _compute_and_fire(InputType.DriverPrice);
       }

src/client/spark/Daemons/MDDaemon.cs

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

src/client/spark/Daemons/MergedMDDaemon.cs

@@ -62,7 +62,7 @@ namespace bts {
       }
 
       private void _on_server_sec_map(IReadOnlyDictionary<uint, SecurityMD> sec_map) {
-         _log_options(sec_map);
+         //_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();

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

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

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

@@ -0,0 +1,58 @@
+<Window
+  x:Class="mbts.ui.shell.VolSurfaceAdvancedSettingsEditor"
+  x:ClassModifier="internal"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:c="clr-namespace:mbts.ui.controls"
+  xmlns:cv="clr-namespace:mbts.ui.converters"
+  Title="{Binding vol_surface_name, StringFormat='{}Advanced Settings \&apos;{0}\&apos;'}"
+  Style="{StaticResource BTSDialog}"
+  SizeToContent="WidthAndHeight"
+  TextElement.FontSize="10">
+  <StackPanel>
+    <Grid Margin="5" Grid.IsSharedSizeScope="True">
+      <Grid.RowDefinitions>
+        <RowDefinition Height="Auto"/>
+        <RowDefinition Height="Auto"/>
+        <RowDefinition Height="Auto"/>
+        <RowDefinition Height="Auto"/>
+        <RowDefinition Height="Auto"/>
+      </Grid.RowDefinitions>
+      <Grid.ColumnDefinitions>
+        <ColumnDefinition Width="Auto" SharedSizeGroup="label"/>
+        <ColumnDefinition Width="*"/>
+      </Grid.ColumnDefinitions>
+      <GroupBox Grid.ColumnSpan="2" Padding="3">
+        <GroupBox.Header>
+          <TextBlock Text="Theos" FontWeight="Bold"/>
+        </GroupBox.Header>
+        <Grid>
+          <Grid.RowDefinitions>
+            <RowDefinition Height="Auto"/>
+            <RowDefinition Height="Auto"/>
+          </Grid.RowDefinitions>
+          <Grid.ColumnDefinitions>
+            <ColumnDefinition Width="Auto" SharedSizeGroup="label"/>
+            <ColumnDefinition Width="Auto"/>
+          </Grid.ColumnDefinitions>
+          <c:RadioButtonsControl Grid.ColumnSpan="2" Margin="0,0,0,5" ItemsSource="{Binding general_change_measures}" SelectedItem="{Binding theo_handle_measure}" IsEnabled="False"/>
+          <TextBlock Grid.Row="1" Text="Precomputed Handles" VerticalAlignment="Center"/>
+          <TextBox
+            x:Name="PART_Handles"
+            Validation.ErrorTemplate="{x:Null}"
+            Grid.Row="1"
+            Grid.Column="1"
+            Width="160"
+            Margin="5,0,0,0"
+            Text="{Binding precomputed_theo_handles, Converter={x:Static cv:EnumerableDoubleStringConverter.Instance}}" />
+        </Grid>
+      </GroupBox>
+      <TextBlock Visibility="Collapsed" Grid.Row="1" VerticalAlignment="Center" Margin="5,0,0,0" Text="Num Cash Saved Days" />
+      <c:TickUpDownDouble Visibility="Collapsed" Grid.Row="1" Grid.Column="1" HorizontalAlignment="Stretch" Margin="14,5,5,5" Value="{Binding number_of_cash_saved_days}"/>
+      <TextBlock Grid.Row="2" VerticalAlignment="Center" Margin="5,0,0,0" Text="Strike Normalization Axis"/>
+      <ComboBox Grid.Row="2" Grid.Column="1" HorizontalAlignment="Stretch" Margin="14,5,5,5" ItemsSource="{Binding strike_normalization_axes}" SelectedValue="{Binding selected_strike_normalization_axis}"/>
+      <CheckBox Grid.Row="3" Margin="7,0,0,0" Content="Publish From Client" IsChecked="{Binding publish_from_client}"/>
+    </Grid>
+    <c:DialogSkirtOKCancel OKCommand="{Binding commit}" />
+  </StackPanel>
+</Window>

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

@@ -0,0 +1,11 @@
+namespace mbts.ui.shell {
+   using System.Windows;
+
+   /// <summary>
+   /// Interaction logic for VolSurfaceAdvancedSettingsEditor.xaml
+   /// </summary>
+   partial class VolSurfaceAdvancedSettingsEditor : Window {
+      public VolSurfaceAdvancedSettingsEditor() =>
+         InitializeComponent();
+   }
+}

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

@@ -32,6 +32,8 @@ using System.Windows.Media.Animation;
 using System.Windows.Threading;
 
 namespace mbts.spark {
+   using RegionalTickFactors = user.settings.RegionalTickFactors;
+
    partial class LadderGridHost : Control {
       static readonly int _initial_row_count;
       static readonly bool _show_scrollbar;
@@ -83,7 +85,6 @@ namespace mbts.spark {
       bool _price_dirty = false, _piq_dirty = false;
       LadderPriceList _price_list = new() {
          length = _initial_row_count,
-         spec = Security.Defaults.ContractSpecificationImmutable
       };
       LadderPriceList _pending_price_list = null;
       IComparer<double> _price_comparer;
@@ -384,16 +385,16 @@ namespace mbts.spark {
 
       Column[] _columns { get; set; } = Array.Empty<Column>();
       IEnumerable<Column> _visible_columns => _columns.Where(c => c.settings.show);
-      ContractSpecificationImmutable? _spec_backing;
-      ContractSpecificationImmutable _spec {
+      RegionalTickFactors _spec_backing;
+      RegionalTickFactors _spec {
          get {
-            if (_spec_backing.HasValue) {
-               return _spec_backing.Value;
+            if (_spec_backing is not null) {
+               return _spec_backing;
             } else if (_vm != null) {
-               _spec_backing = TickUtils.multiply_tick_size(security.ContractSpec, _settings?.ticks_per_row ?? 1);
-               return _spec_backing.Value;
+               _spec_backing = TickUtils.multiply_tick_size(security.regional_ticks(), _settings?.ticks_per_row ?? 1);
+               return _spec_backing;
             }
-            return Security.Defaults.ContractSpecificationImmutable;
+            return RegionalTickFactors.Default;
          }
       }
 
@@ -447,6 +448,15 @@ namespace mbts.spark {
          return _price_list.high_tick + tick_diff;
       }
 
+      public bool scroll_to_tick(long tick) {
+         if (tick > int.MaxValue) {
+            Log.Ui.error(
+               $"Unable to scroll to tick {tick} because it exceeds int.MaxValue");
+            return false;
+         }
+         return scroll_to_tick((int)tick);
+      }
+
       public bool scroll_to_tick(int tick) {
          if (_vm is null || _settings is null || _scroll_viewer is null) {
             return false;
@@ -460,21 +470,23 @@ namespace mbts.spark {
 
          // The scrollbar's vertical offset won't change.  Find the 'top tick' that will put the
          // target `tick` in the center of the viewport.
-         var top_tick = (int)_get_target_top_tick(tick);
-         if (_settings.animate_recenter) {
-            var anim = new Int32Animation {
-               From = _price_list.high_tick,
-               To = top_tick,
-               Duration = TimeSpan.FromSeconds(0.15)
-            };
-            var sb = new Storyboard();
-            sb.Children.Add(anim);
-            Storyboard.SetTarget(anim, this);
-            Storyboard.SetTargetProperty(anim, new PropertyPath(TopTickProperty));
-            sb.Begin();
-         } else {
-            _set_scrollbar_range(high_tick: top_tick);
-            _refresh_prices();
+         checked {
+            var top_tick = (int)_get_target_top_tick(tick);
+            if (_settings.animate_recenter) {
+               var anim = new Int32Animation {
+                  From = (int)_price_list.high_tick,
+                  To = top_tick,
+                  Duration = TimeSpan.FromSeconds(0.15)
+               };
+               var sb = new Storyboard();
+               sb.Children.Add(anim);
+               Storyboard.SetTarget(anim, this);
+               Storyboard.SetTargetProperty(anim, new PropertyPath(TopTickProperty));
+               sb.Begin();
+            } else {
+               _set_scrollbar_range(high_tick: top_tick);
+               _refresh_prices();
+            }
          }
          return true;
       }
@@ -744,12 +756,12 @@ namespace mbts.spark {
       internal double price_for_point(Point point) =>
          _price_for_row(_row_for_point(point));
 
-      static uint? _size_from_row(int row, IList<double> price_list, NativePriceSize[] depth, ContractSpecificationImmutable spec) {
+      static uint? _size_from_row(int row, IList<double> price_list, NativePriceSize[] depth, RegionalTickFactors spec) {
          if (price_list == null || depth == null) return null;
          else return row <= price_list.Count ? _size_from_price(price_list[row], depth, spec) : null;
       }
 
-      static uint? _size_from_price(double price, NativePriceSize[] depth, ContractSpecificationImmutable spec) {
+      static uint? _size_from_price(double price, NativePriceSize[] depth, RegionalTickFactors spec) {
          if (!double.IsNaN(price) && depth.TryGetFirst(nps => spec.tick_equals(price, nps.price), out NativePriceSize result))
             return result.size;
          return null;
@@ -1099,10 +1111,16 @@ namespace mbts.spark {
                Log.assert(_price_dirty);
                _price_list = new LadderPriceList {
                   length = _initial_row_count,
-                  spec = security.ContractSpec
+                  security = security
                };
-               var mid_tick = security.ContractSpec.tickdiff(_mkt_break_lines.origin, 0) ?? 0;
-               _set_scrollbar_range(high_tick: mid_tick + (_price_list.Count << 1));
+               var mid_tick = security.tickdiff(_mkt_break_lines.origin, 0) ?? 0;
+               if (mid_tick > int.MaxValue) {
+                  Log.Ui.error(
+                     $"Unable to set scrollbar range about mid_tick {mid_tick}: " +
+                     $"tick count exceeds int.MaxValue");
+               } else {
+                  _set_scrollbar_range(high_tick: (int)mid_tick + (_price_list.Count << 1));
+               }
                _price_dirty = true;
             }
             if (_price_dirty) {
@@ -1181,12 +1199,12 @@ namespace mbts.spark {
                _price_list, _vm.md.settlement_price,
                _settings.net_change == LadderSettings.NetChangeTerms.Ticks,
                _settings.row_height, _settings.price_column,
-               security.ContractSpec);
+               _spec);
          } else {
             LadderRender.render_prices(
                _price_vis_tup.visual, _price_vis_tup.glyph_context,
                _price_list, _settings.row_height,
-               _settings.price_column, security.ContractSpec,
+               _settings.price_column, _spec,
                _settings.price_display_format);
          }
       }
@@ -1263,7 +1281,7 @@ namespace mbts.spark {
          if (!_settings.piq_column.show)
             return;
          int origin_index = LadderRender.index_of(_price_list, _mkt_break_lines.origin, _price_comparer);
-         LadderRender.render_piqs(_piq_vis_tup.visual, _last_vis_tup.glyph_context, origin_index, _price_list, _vm.price_vs_piq, _settings.row_height, _spec, _settings.piq_column, _fmt_mkt_quantity);
+         LadderRender.render_piqs(_piq_vis_tup.visual, _last_vis_tup.glyph_context, _price_list, _vm.price_vs_piq, _settings.row_height, _spec, _settings.piq_column, _fmt_mkt_quantity);
       }
 
       void _refresh_sizes() {
@@ -1341,7 +1359,7 @@ namespace mbts.spark {
             return;
          if (_price_list is null) {
             _price_list = new LadderPriceList {
-               spec = security.ContractSpec
+               security = security
             };
          }
          _price_list.reset(null, null, _initial_row_count);
@@ -1425,7 +1443,7 @@ namespace mbts.spark {
          _pending_scroll_to_origin |= _settings == null;
          _invalidate_spec();
          if (_price_list != null) {
-            _price_list.spec = _spec;
+            _price_list.security = security;
          }
          _bid_vis_tup.glyph_context = glyph_context(s.bid_column);
          _ask_vis_tup.glyph_context = glyph_context(s.ask_column);

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

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

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

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

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

@@ -9,6 +9,7 @@ using mbts.ui;
 using mbts.ui.controls;
 using mbts.ui.utility.text;
 
+using Spark.Core;
 using Spark.Core.Disposables;
 
 using System;
@@ -19,6 +20,8 @@ using System.Windows;
 using System.Windows.Media;
 
 namespace mbts.spark {
+   using RegionalTickFactors = user.settings.RegionalTickFactors;
+
    static class BadgeRender {
       // IMPORTANT: the return values for this method MUST BE IN SYNC with the "format" method, else "measure_height" and "LadderRender.measure_row_height" will be broken.
       static int _line_count_for_style(LadderSettings.BadgeStyle badge_style) => badge_style == LadderSettings.BadgeStyle.Alternate ? 2 : 1;
@@ -73,6 +76,16 @@ namespace mbts.spark {
       }
 
       public static int index_of(IList<double> prices, double price, IComparer<double> comparer, bool relative_idx) {
+         for (int i = 1; i < prices.Count; i++) {
+            Log.assert(prices[i - 1] > prices[i]);
+            var c = comparer.Compare(prices[i - 1], prices[i]);
+            if (c >= 0) {
+               c = comparer.Compare(prices[i - 1], prices[i]);
+            } else {
+               c = comparer.Compare(prices[i - 1], prices[i]);
+            }
+            Log.assert(c < 0);
+         }
          var idx = CollectionHelper.binary_search(prices, price, comparer);
          if (relative_idx && idx < 0) {
             idx = ~idx;
@@ -95,30 +108,13 @@ namespace mbts.spark {
             settings.font_size, settings.width, row_height, HorizontalAlignment.Right,
             -4, VerticalAlignment.Center, row * row_height, true);
 
-      public static IList<double> gen_prices(double mid, int row_count, ContractSpecificationImmutable spec) {
-         bool is_odd = row_count % 2 == 1;
-         var result = new double[row_count];
-         int range = row_count / 2;
-         int middle = row_count / 2;
-         result[middle] = mid;
-         double up = mid, down = mid;
-         // Starting from the middle iterate out to the edges
-         for (int x = 1; x <= range; ++x) {
-            up = spec.tickup(up);
-            down = spec.tickdown(down);
-            result[middle - x] = up;
-            result[middle + x] = down;
-         }
-         return result;
-      }
-
-      public static GlyphRun[] format_prices(IList<double> prices, double reference_price, bool format_in_tick_terms, double row_height, LadderColumnSettings settings, GlyphContext glyph_context, ContractSpecificationImmutable spec) {
+      public static GlyphRun[] format_prices(IList<double> prices, double reference_price, bool format_in_tick_terms, double row_height, LadderColumnSettings settings, GlyphContext glyph_context, RegionalTickFactors spec) {
          var result = new GlyphRun[prices.Count];
          Parallel.For(0, prices.Count, i =>
             result[i] = format_text(spec.format(prices[i] - reference_price, format_in_tick_terms), i, row_height, settings, glyph_context));
          return result;
       }
-      public static GlyphRun[] format_prices(IList<double> prices, double row_height, LadderColumnSettings settings, GlyphContext glyph_context, ContractSpecificationImmutable spec, LadderSettings.PriceDisplayFormat price_display_format) {
+      public static GlyphRun[] format_prices(IList<double> prices, double row_height, LadderColumnSettings settings, GlyphContext glyph_context, RegionalTickFactors spec, LadderSettings.PriceDisplayFormat price_display_format) {
          var result = new GlyphRun[prices.Count];
          Parallel.For(0, prices.Count, i =>
             result[i] = format_text(spec.format(prices[i]), i, row_height, settings, glyph_context, price_display_format));
@@ -143,12 +139,12 @@ namespace mbts.spark {
          bool format_in_tick_terms,
          double row_height,
          LadderColumnSettings settings,
-         ContractSpecificationImmutable spec) {
+         RegionalTickFactors tick) {
          if (price_list.IsNullOrEmpty()) {
             return;
          }
          render_prices(
-            price, glyph_context, price_list, row_height, settings, spec,
+            price, glyph_context, price_list, row_height, settings, tick,
             wrt_price, format_in_tick_terms);
       }
 
@@ -158,12 +154,12 @@ namespace mbts.spark {
          IList<double> dprices,
          double row_height,
          LadderColumnSettings settings,
-         ContractSpecificationImmutable spec,
+         RegionalTickFactors tick,
          double wrt_price,
          bool format_in_tick_terms) {
          var foreground = settings.foreground.rgb_brush();
          //var background = new SolidColorBrush(settings.background.rgb_color());
-         var fprices = format_prices(dprices, wrt_price, format_in_tick_terms, row_height, settings, glyph_context, spec);
+         var fprices = format_prices(dprices, wrt_price, format_in_tick_terms, row_height, settings, glyph_context, tick);
          using (var dc = price.RenderOpen())
          using (_draw_with_clip(dc, settings, row_height, dprices.Count)) {
             //dc.DrawRectangle(background, null, new Rect(0, 0, settings.width, row_count * row_height));
@@ -178,11 +174,11 @@ namespace mbts.spark {
          IList<double> dprices,
          double row_height,
          LadderColumnSettings settings,
-         ContractSpecificationImmutable spec,
+         RegionalTickFactors tick,
          LadderSettings.PriceDisplayFormat price_display_format) {
          var foreground = settings.foreground.rgb_brush();
          //var background = new SolidColorBrush(settings.background.rgb_color());
-         var fprices = format_prices(dprices, row_height, settings, glyph_context, spec, price_display_format);
+         var fprices = format_prices(dprices, row_height, settings, glyph_context, tick, price_display_format);
          using (var dc = price.RenderOpen())
          using (_draw_with_clip(dc, settings, row_height, dprices.Count)) {
             //dc.DrawRectangle(background, null, new Rect(0, 0, settings.width, row_count * row_height));
@@ -215,7 +211,7 @@ namespace mbts.spark {
          IList<double> prices,
          NativePriceSize[] rungs,
          double row_height,
-         ContractSpecificationImmutable spec,
+         RegionalTickFactors spec,
          LadderColumnSettings settings,
          Func<NativePriceSize, string> fmt,
          bool lighten_market_cells,
@@ -248,17 +244,18 @@ namespace mbts.spark {
                      direct_size: aggr.direct_size + rung.direct_size,
                      implied_size: aggr.implied_size + rung.implied_size),
                   rung => {
-                     //spec.round_to_tick(rung.price);
-                     var ticks = spec.full_ticks_from_zero(rung.price);
+                     var ticks = spec.count_ticks(rung.price);
                      return ticks.HasValue ? spec.tickup(0, ticks.Value) : rung.price;
                   });
             foreach (var rung in row_tick_groups) {
                //double price = spec.round_to_tick(rung.price);
-               var ticks = spec.full_ticks_from_zero(rung.price);
+               var ticks = spec.count_ticks(rung.price);
                var price = ticks.HasValue ? spec.tickup(0, ticks.Value) : rung.price;
                // prices are in descending order, so get diff from curr_price - price
-               int tick_diff = spec.tickdiff_unchecked(curr_price, price);
-               curr_index += tick_diff;
+               var tick_diff = spec.tickdiff(curr_price, price).assert_value();
+               checked {
+                  curr_index += (int)tick_diff;
+               }
                curr_price = price;
                if (curr_index >= 0 && curr_index < prices.Count) {
                   if (market_cell_background_brush != null)
@@ -278,7 +275,7 @@ namespace mbts.spark {
          IList<double> prices,
          IEnumerable<VolumeAtPriceLevelImmutable> data,
          double row_height,
-         ContractSpecificationImmutable spec,
+         RegionalTickFactors spec,
          VolumeColumnSettings settings,
          int last_index,
          string last_size_and_direction,
@@ -371,27 +368,32 @@ namespace mbts.spark {
 
       public delegate void RenderCell<T>(DrawingContext dc, int row, T data_item);
 
-      static void _render_cells<T>(DrawingVisual dv, double row_height, IEnumerable<(double price, T value)> data, LadderColumnSettings settings, IList<double> prices, ContractSpecificationImmutable spec, RenderCell<T> render_cell) {
+      static void _render_cells<T>(DrawingVisual dv, double row_height, IEnumerable<(double price, T value)> cells, LadderColumnSettings settings, IList<double> prices, RegionalTickFactors spec, RenderCell<T> render_cell) {
          using (var dc = dv.RenderOpen())
          using (_draw_with_clip(dc, settings, row_height, prices.Count)) {
-            if (data.is_null_or_empty())
+            if (prices.is_null_or_empty() || cells.is_null_or_empty()) {
                return;
-            int curr_index = 0;
-            double curr_price = prices[curr_index];
-            foreach (var (price, value) in data) {
-               if (double.IsNaN(price))
-                  continue;
-               // prices are in descending order, so get diff from curr_price - price
-               int tick_diff = spec.tickdiff(curr_price, price) ?? 0;
-               curr_index += tick_diff;
-               curr_price = price;
-               if (curr_index >= 0 && curr_index < prices.Count) {
-                  render_cell(dc, curr_index, value);
-               } else break;
+            }
+            var min_price = prices[prices.Count - 1];
+            var max_price = prices[0];
+            Log.assert(min_price.is_real() && max_price.is_real() && min_price <= max_price);
+            var indexed_cells = cells
+               .Where(item => item.price.is_real() && item.price.is_within_range(min_price, max_price))
+               .Select(row => {
+                  checked {
+                     return (row.price, row.value, (int)spec.tickdiff(max_price, row.price));
+                  }
+               });
+            foreach (var (price, value, idx) in indexed_cells) {
+               var check_price = spec.tickdown(max_price, idx);
+               Log.assert(spec.tick_equals(price, check_price));
+               Log.assert(idx >= 0 && idx < prices.Count);
+               render_cell(dc, idx, value);
             }
          }
       }
 
+
       internal static void render_last(DrawingVisual dv, GlyphContext glyph_context, NativePriceSize last, int index, double row_height, LadderColumnSettings settings, Func<uint, string> fmt_value) {
          if (fmt_value is null)
             fmt_value = FormattingDelegates.default_string<uint>();
@@ -405,36 +407,18 @@ namespace mbts.spark {
       internal static void render_piqs(
          DrawingVisual dv,
          GlyphContext glyph_context,
-         int origin_index,
          IList<double> prices,
          IEnumerable<(double price, uint piq)> pvp,
          double row_height,
-         ContractSpecificationImmutable spec,
+         RegionalTickFactors spec,
          LadderColumnSettings settings,
-         Func<uint, string> fmt_value) {
-         //
-         using (var dc = dv.RenderOpen()) {
-            using (_draw_with_clip(dc, settings, row_height, prices.Count)) {
-               if (!prices.within_range(origin_index) || pvp.is_null_or_empty())
-                  return;
-               if (fmt_value is null)
-                  fmt_value = FormattingDelegates.default_string<uint>();
-               var foreground = settings.foreground.rgb_brush();
-               int curr_index = origin_index;
-               double curr_price = prices[curr_index];
-               foreach (var entry in pvp) {
-                  double price = entry.price;
-                  // prices are in descending order, so get diff from curr_price - price
-                  int tick_diff = spec.tickdiff_unchecked(curr_price, price);
-                  curr_index += tick_diff;
-                  curr_price = price;
-                  if (curr_index >= 0 && curr_index < prices.Count) {
-                     var gr = format_text(fmt_value(entry.piq), curr_index, row_height, settings, glyph_context);
-                     dc.DrawGlyphRun(foreground, gr);
-                  } else break;
-               }
-            }
-         }
+         Func<uint, string> fmt_value
+      ) {
+         fmt_value ??= FormattingDelegates.default_string<uint>();
+         var fg = settings.foreground.rgb_brush();
+         _render_cells(dv, row_height, pvp, settings, prices, spec, (dc, row, piq) =>
+            dc.DrawGlyphRun(
+               fg, format_text(fmt_value(piq), row, row_height, settings, glyph_context)));
       }
 
       public static void render_mkt_break(DrawingVisual dv, int index, double row_height, uint color) =>

src/client/spark/Modules/Trading/ManualFills/ManualFillRow.cs

@@ -59,7 +59,9 @@ namespace bts.shell.manual_fills {
             nameof(quantity_display),
             () => {
                var sec_meta = security.HasValue ? _sec_meta_store.get(security.Value) : null;
-               return sec_meta?.QuantityDisplay ?? Security.Defaults.quantity_display_settingsi;
+               return sec_meta?.HasQuantityDisplay ?? false ?
+                  sec_meta.Value.QuantityDisplay :
+                  Security.Defaults.quantity_display_settingsi;
          });
          // TODO (prob): remove conversion_data.  Replace get_qty_display_divisor delegates w/
          // TickDisplaySettingsImmutable for qty, obtained via ISecurityMetadataStore.

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

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

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

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

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

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

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

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

src/client/spark/Modules/Trading/PNL/VM/PNLRowVM.cs

@@ -293,7 +293,10 @@ namespace bts.shell.pnl {
                return _quantity_display_backing.Value;
             }
             if (security.HasValue) {
-               _quantity_display_backing = _sec_meta_store.get(security.Value)?.QuantityDisplay;
+               var sec_meta = _sec_meta_store.get(security.Value);
+               if (sec_meta?.HasQuantityDisplay ?? false) {
+                  _quantity_display_backing = sec_meta.Value.QuantityDisplay;
+               }
             }
             return _quantity_display_backing ??= Security.Defaults.quantity_display_settingsi;
          }

src/client/spark/NMSheets/Outside/BBOPacket.cs

@@ -58,5 +58,10 @@ namespace BCG {
       public static UInt32 get_ask_size(BBOPacket md) {
          return md != null ? md._ask_size : (UInt32)0;
       }
+      public static Tuple<double, UInt32> get_md(BBOPacket md, bool is_bid) {
+         double price = is_bid ? BBOPacket.get_bid_price(md) : BBOPacket.get_ask_price(md);
+         UInt32 sz = is_bid ? BBOPacket.get_bid_size(md) : BBOPacket.get_ask_size(md);
+         return Tuple.Create(price, sz);
+      }
    }
 }

src/client/spark/NMSheets/Settings/NMSheetSettingLayout.cs

@@ -123,6 +123,15 @@ namespace BCG {
 
       #endregion
 
+      #region Orders
+      [System.ComponentModel.Category("Orders / Algo")]
+      [System.ComponentModel.DisplayName("Default Account")]
+      public string Account { get; set; }
+      [System.ComponentModel.Category("Orders / Algo")]
+      [System.ComponentModel.DisplayName("Default Qty")]
+      public Nullable<double> DefaultQty { get; set; }
+      #endregion
+
       public NMSheetSettingLayout() {
          show_settings_header = false;
          show_exp_navigator = false;

src/client/spark/NMSheets/UIComponents/MainSheet/NMSheetControl.cs

@@ -18,6 +18,7 @@ using mbts.spark.filters;
 using System.Collections;
 using System.Reactive.Linq;
 using System.Threading;
+using bts.api.orderman;
 
 namespace BCG {
    public partial class NMSheetControl : UserControl {
@@ -555,6 +556,17 @@ namespace BCG {
       }
       private void _launch_order_entry_window(NMSheetTheoGrid.GridCell cell,
                                               OrderEntryWindow window_type) {
+         Func<string, bts.AccountTuple> get_account = (string default_acc) => {
+            string account = _settings.setting_layout.Account;
+            if (String.IsNullOrEmpty(account)) {
+               account = default_acc;
+            }
+            Nullable<uint> id = _get_account_id(account);
+            if (!id.HasValue) {
+               id = 0;
+            }
+            return new bts.AccountTuple(id.Value, account);
+         };
          uint key;
          var found = _sheet_data.get_security_key(cell.expiration,
             cell.strike, cell.call_selected, out key);
@@ -566,7 +578,20 @@ namespace BCG {
          if (sc_data.sec_md_map.TryGetValue(key, out var smd)) {
             switch (window_type) {
                case OrderEntryWindow.Ticket:
-                  _threaded_bb.post(SparkTags.ShowOrderTicketFromSecurityTag, smd);
+                  bool is_bid = NMSheetSettingColumnOrganization.get_column_info(cell.col).is_bid;
+                  bts.AccountTuple acc_tup = get_account("SMALL");
+                  Nullable<double> qty = _settings.setting_layout.DefaultQty;
+                  OrderDefinition od = new OrderDefinition() {
+                     SecurityKey = smd.id,
+                     TimeInForce = TimeInForce.Gtc,
+                     Account = acc_tup.name,
+                     AccountId = acc_tup.id
+                  };
+                  BBOPacket bbo = _sheet_data.get_bbo(smd.id);
+                  Tuple<double, UInt32> pr_sz = BBOPacket.get_md(bbo, is_bid);
+                  UInt32 effective_qty = qty.HasValue ? Convert.ToUInt32(Math.Abs(qty.Value)) : pr_sz.Item2;
+                  _threaded_bb.post(SparkTags.ShowOrderTicketTag,
+                     (new OrderDefinitionImmutable(od), pr_sz.Item1, effective_qty));
                   break;
                case OrderEntryWindow.Ladder:
                   _threaded_bb.post(SparkTags.ShowLadderTag, smd);

src/client/spark/Notifications/INotificationService.cs

@@ -121,7 +121,7 @@ namespace bts.shell {
 
       void _on_orders(TableUpdate<(SecurityImmutable? sec, OrderRecordImmutable order), uint> update) {
          // must update notification_service_data_cache first, some of the predicate/triggers (esp. ToastNotifications) will use the notification_service_data_cache to lookup order-history
-         _data_cache.update(update.as_iincremental());
+         _data_cache.update(update);
          foreach (var o in update.added.Concat(update.changed))
             _order_notifications.process_item(o);
       }

src/client/spark/Notifications/INotificationServiceDataCache.cs

@@ -1,89 +1,157 @@
-using bts.api;
-using bts.api.orderman;
-
-using mbts.spark;
-using mbts.utils;
-
-using System;
-using System.Collections.Generic;
-
-namespace bts.shell {
-   // Any predicate-sound/notifications that need to reference previous data (i.e. notifications based on change/time, or state changes) should use the INotificationServiceDataCache.
-   // The INotificationService updates these caches in its IObservable.OnNext callbacks, just before calling all of the predicate-trigger methods.
-   // Therfore, data referenced through this interface is guarenteed to be up-to-date, and thread safe.  It also reduces performance overhead by avoiding redundant bookeeping.
-   // Note: last_order_reset_time can be used by sound/toast-notification sources to avoid sending false-positive notifications for old orders (i.e. all the orders that arrive in the first update on startup/server restart)
-   // --------------------------------------------------------------------------------------------------------------------------------------------
-   // IMPOARTANT!!! The current implementation of this interface is NOT INTENDED FOR GENERAL USE - order_history is NOT THREAD-SAFE
-   interface INotificationServiceDataCache {
-      DateTime last_order_reset_time { get; }
-      bool is_first_order_update { get; }
-      IReadOnlyDictionary<uint, List<TimeStampedData<OrderSecurity>>> order_history { get; }
-   }
-
-   static class NotificationServiceDataCacheExtensions {
-      public static OrderSecurity? get_previous_order_state(this INotificationServiceDataCache notification_service_data_cache, uint key) {
-         if (notification_service_data_cache.order_history.TryGetValue(key, out List<TimeStampedData<OrderSecurity>> l)) {
-            if (l.Count > 1) {
-               return l[l.Count - 2].data;
-            }
-         }
-         return null;
-      }
-   }
-
-   struct TimeStampedData<T> {
-      public readonly T data;
-      public readonly DateTime time_stamp;
-
-      public TimeStampedData(T data, DateTime time_stamp) {
-         this.data = data;
-         this.time_stamp = time_stamp;
-      }
-   }
-
-   partial class NotificationService : INotificationService, IDisposable {
-      class DataCache : INotificationServiceDataCache {
-         const int _buffer_size = 10;
-         readonly Dictionary<uint, OrderSecurity> _order_cache = new Dictionary<uint, OrderSecurity>();
-         readonly Dictionary<uint, List<TimeStampedData<OrderSecurity>>> _order_history = new Dictionary<uint, List<TimeStampedData<OrderSecurity>>>();
-
-         public IReadOnlyDictionary<uint, List<TimeStampedData<OrderSecurity>>> order_history => _order_history;
-
-         public DateTime last_order_reset_time { get; private set; }
-         public bool is_first_order_update { get; private set; }
-
-         internal void update(IIncrementalUpdate<(SecurityImmutable? sec, OrderRecordImmutable order), uint> data) {
-            DateTime now = DateTime.Now;
-            if (data.removed.Count == _order_cache.Count) {
-               last_order_reset_time = now;
-               _order_cache.Clear();
-            }
-            is_first_order_update = _order_cache.Count == 0 && data.added.Count > 0;
-            foreach (var kv in data.removed) {
-               if (data.added.ContainsKey(kv.Key)) {
-                  _order_cache[kv.Key] = kv.Value;
-                  _order_history[kv.Key].Add(new TimeStampedData<OrderSecurity>(kv.Value, now));
-               } else {
-                  _order_cache.Remove(kv.Key);
-                  // TODO: maybe these shouldn't be removed?
-                  // if we add delta/time predicates that need to refer to order history, we might need to keep them around
-                  // although, if the server is telling us to remove them, perhaps we shouldn't consider such data.
-                  _order_history.Remove(kv.Key);
-               }
-            }
-            foreach (var kv in data.added) {
-               if (data.removed.ContainsKey(kv.Key))
-                  continue;
-               _order_cache.Add(kv.Key, kv.Value);
-               _order_history.AddOrUpdate(kv.Key,
-                  k => new List<TimeStampedData<OrderSecurity>> { new TimeStampedData<OrderSecurity>(kv.Value, now) },
-                  (k, l) => {
-                     l.Add(new TimeStampedData<OrderSecurity>(kv.Value, now));
-                     if (l.Count >= 10)
-                        l.RemoveAt(0);
-                  });
-            }
-         }
-      }
-   }
-}
+using bts.api;
+using bts.api.core;
+using bts.api.orderman;
+
+using mbts.spark;
+using mbts.utils;
+
+using System;
+using System.Collections.Generic;
+using System.Linq;
+
+namespace bts.shell {
+   // Any predicate-sound/notifications that need to reference previous data (i.e. notifications based on change/time, or state changes) should use the INotificationServiceDataCache.
+   // The INotificationService updates these caches in its IObservable.OnNext callbacks, just before calling all of the predicate-trigger methods.
+   // Therfore, data referenced through this interface is guarenteed to be up-to-date, and thread safe.  It also reduces performance overhead by avoiding redundant bookeeping.
+   // Note: last_order_reset_time can be used by sound/toast-notification sources to avoid sending false-positive notifications for old orders (i.e. all the orders that arrive in the first update on startup/server restart)
+   // --------------------------------------------------------------------------------------------------------------------------------------------
+   // IMPOARTANT!!! The current implementation of this interface is NOT INTENDED FOR GENERAL USE - order_history is NOT THREAD-SAFE
+   interface INotificationServiceDataCache {
+      bool is_first_order_update { get; }
+      IReadOnlyDictionary<uint, List<TimeStampedData<OrderSecurity>>> order_history { get; }
+   }
+
+   static class NotificationServiceDataCacheExtensions {
+      public static OrderSecurity? get_previous_order_state(this INotificationServiceDataCache notification_service_data_cache, uint key) {
+         if (notification_service_data_cache.order_history.TryGetValue(key, out List<TimeStampedData<OrderSecurity>> l)) {
+            if (l.Count > 1) {
+               return l[l.Count - 2].data;
+            }
+         }
+         return null;
+      }
+   }
+
+   struct TimeStampedData<T> {
+      public readonly T data;
+      public readonly DateTime time_stamp;
+
+      public TimeStampedData(T data, DateTime time_stamp) {
+         this.data = data;
+         this.time_stamp = time_stamp;
+      }
+   }
+
+   partial class NotificationService : INotificationService, IDisposable {
+      class DataCache : INotificationServiceDataCache {
+         const int _ORDER_HISTORY_BUFFER_SIZE = 10;
+         const int _TABLE_HISTORY_BUFFER_SIZE = 5;
+
+         readonly Dictionary<uint, OrderSecurity> _order_cache = new Dictionary<uint, OrderSecurity>();
+         readonly Dictionary<uint, List<TimeStampedData<OrderSecurity>>> _order_history = new Dictionary<uint, List<TimeStampedData<OrderSecurity>>>();
+         readonly List<(TableUpdate<(SecurityImmutable?, OrderRecordImmutable), uint>, DateTime)> _table_history = new(_TABLE_HISTORY_BUFFER_SIZE);
+         readonly object _lock = new();
+
+         public IReadOnlyDictionary<uint, List<TimeStampedData<OrderSecurity>>> order_history => _order_history;
+
+         public bool is_first_order_update { get; private set; }
+
+         internal void update(TableUpdate<(SecurityImmutable? sec, OrderRecordImmutable order), uint> table) {
+            // First, try processing the update per usual (incrementally). If it throws,
+            // then log the exception and reset the state.
+            DateTime now = DateTime.Now;
+            lock (_lock) {
+               _circular_buffer_add(_table_history, (table, now), _TABLE_HISTORY_BUFFER_SIZE);
+               try {
+                  impl();
+                  return;
+               } catch (Exception ex) {
+                  var table_history_desc = _fmt_order_table_history_safe();
+                  Log.Ui.error(
+                     $"Error processing order update in NotificationService: {ex}.\n" +
+                     $"***Last table updates below***\n" +
+                     table_history_desc);
+               }
+               // This is the 'escape' path. It really shouldn't throw.
+               reset();
+            }
+
+            void impl() {
+               if (table.state.Count == 0) {
+                  _order_cache.Clear();
+               }
+               is_first_order_update = _order_cache.Count == 0 && table.state.Count > 0;
+               foreach (var order in table.removed) {
+                  var k = table.key(order);
+                  _order_cache.Remove(k);
+                  _order_history.Remove(k);
+               }
+               foreach (var ch in table.changes) {
+                  var k = table.key(ch.New);
+                  _order_cache[k] = ch.New;
+                  _order_history[k].Add(new(ch.New, now));
+               }
+               foreach (var order in table.added) {
+                  var k = table.key(order);
+                  _order_cache[k] = order;
+                  var hist = _order_history.GetOrAdd(k, _ => new());
+                  _circular_buffer_add(hist, new(order, now), _ORDER_HISTORY_BUFFER_SIZE);
+               }
+            }
+
+            void reset() {
+               _order_cache.Clear();
+               _order_history.Clear();
+               _table_history.Clear();
+               foreach (var (k, order) in table.state) {
+                  _order_cache[k] = order;
+                  _order_history.GetOrAdd(k, _ => new()).Add(new(order, now));
+               }
+               is_first_order_update = true;
+            }
+         }
+
+         static void _circular_buffer_add<T>(List<T> list, T item, int buffer_size) {
+            Log.assert(buffer_size > 0);
+            if (list.Count > buffer_size - 1) {
+               // Remove oldest items (trim front)
+               list.RemoveRange(
+                  0, list.Count - (buffer_size - 1));
+            }
+            list.Add(item);
+         }
+
+         string _fmt_order_table_history_safe() {
+            return _fmt_table_history_safe(_table_history, fmt_order_tup);
+
+            static string fmt_order_tup((SecurityImmutable?, OrderRecordImmutable) order_tup) {
+               var (sec, order) = order_tup;
+               var order_desc = OrderUtils.short_description(order, sec.spec_or_default());
+               var sec_desc = sec?.ToString() ?? ("sid=" + order.security_key().ToString());
+               return $"{sec_desc} {order_desc}";
+            }
+         }
+
+         static string _fmt_table_history_safe<T, TKey>(
+            List<(TableUpdate<T, TKey>, DateTime)> table_history, Func<T, string> fmt_value) where TKey : IEquatable<TKey> {
+            var table_history_desc = new System.Text.StringBuilder();
+            for (int i = 0; i < table_history.Count; i++) {
+               var (table, time_stamp) = table_history[i];
+               table_history_desc.AppendLine(
+                  $"Update - {table_history.Count - i}, at {time_stamp:yyyy-MM-dd hh:mm:ss.ffffff}");
+               table_history_desc.AppendLine(_fmt_table_safe(table, fmt_value));
+            }
+            return table_history_desc.ToString();
+         }
+
+         static string _fmt_table_safe<T, TKey>(
+            TableUpdate<T, TKey> table, Func<T, string> fmt_value) where TKey : IEquatable<TKey> {
+            try {
+               return table.description(fmt_value);
+            } catch (Exception ex) {
+               return $"Exception while formatting TableUpdate: ${ex}";
+            }
+         }
+      }
+   }
+}

src/client/spark/Orders/NewOrderTicketVM.cs

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

src/client/spark/Orders/OrderActivitySummarizer.cs

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

src/client/spark/Orders/OrderModificationControl.xaml

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

src/client/spark/Orders/OrderUtils.cs

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

src/client/spark/Predicates/Data/Events/OrderCompletedEventPredicate.cs

@@ -90,7 +90,8 @@ namespace mbts {
             }
             var sec = order.security;
             var sec_meta = sec.HasValue ? _sec_meta_store.get(sec.Value) : null;
-            var qty_display = sec_meta?.QuantityDisplay ??
+            var qty_display = sec_meta?.HasQuantityDisplay ?? false ?
+               sec_meta.Value.QuantityDisplay :
                Security.Defaults.quantity_display_settingsi;
             return ToastNotifications.order_completed(order, qty_display);
          }

src/client/spark/Risk/PNL/PNLReportCalculator.cs

@@ -121,7 +121,7 @@ namespace mbts.analytics {
               timer.stop();
               Log.Ui.info($"PNLReportCalculator n_pos: {output.position_data.Count()} " +
                           $"n_day_trades: {output.day_trades.Count()}  time(msecs): {timer.lastIntervalTime}");
-              _log_before_posting(output.position_data);
+              //_log_before_posting(output.position_data);
               _bus.post(SparkTags.ReportBlackboardTags.PNL.PNLData, output);
            });
       }

src/client/spark/Risk/Slide/SlideReportCalculator.cs

@@ -115,21 +115,21 @@ namespace mbts.analytics {
       }
 
       private void _handle_nonvol_data(VolSurfaceNonVolData vs_nonvol_data) {
-         bts.Log.Gen.info(String.Format("SlideReportCalculator._handle_nonvol_data report {0}",
-            _report.ReportName));
+         // bts.Log.Gen.info(String.Format("SlideReportCalculator._handle_nonvol_data report {0}",
+         //    _report.ReportName));
          _vs_nonvol_data = vs_nonvol_data;
       }
 
       private void _handle_future_prices(
          IReadOnlyDictionary<SecurityExpiration, FutureTheoStructure> future_prices_map) {
-         bts.Log.Gen.info(String.Format("SlideReportCalculator._handle_future_prices report {0}",
-            _report.ReportName));
+         // bts.Log.Gen.Diag(String.Format("SlideReportCalculator._handle_future_prices report {0}",
+         //    _report.ReportName));
          _future_prices_map = future_prices_map.ToDictionary(kv => kv.Key, kv => kv.Value.theo);
       }
 
       private void _handle_trades(IEnumerable<ITradeLogRow> trades) {
-         bts.Log.Gen.info(String.Format("SlideReportCalculator._handle_trades report {0}",
-            _report.ReportName));
+         // bts.Log.Gen.info(String.Format("SlideReportCalculator._handle_trades report {0}",
+         //    _report.ReportName));
          _all_trades = trades.Where(t => t.is_active);
          if (_report.CalcMode == Report.Types.ReportCalculationMode.PositionOrTheoChange) {
             _compute_dirty = true;

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

@@ -35,7 +35,7 @@ namespace bts.core {
             // TODO: for debugging purposes, remove it later
             if (tag != mbts.spark.SparkTags.SparkTimer) {
                var tid = System.Threading.Thread.CurrentThread.ManagedThreadId;
-               bts.Log.Ui.diag($"SimpleBus.post tag:{tag} tid:{tid}");
+               //bts.Log.Ui.diag($"SimpleBus.post tag:{tag} tid:{tid}");
                return;
             }
          } catch (Exception e) {
@@ -45,7 +45,7 @@ namespace bts.core {
 
       public IObservable<T> subscribe<T>(ITag<T> tag) {
          var tid = System.Threading.Thread.CurrentThread.ManagedThreadId;
-         bts.Log.Ui.info($"SimpleBus.post tag:{tag} tid:{tid}");
+         //bts.Log.Ui.info($"SimpleBus.subscribe tag:{tag} tid:{tid}");
          return subject<T>(tag);
       }
    }

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

@@ -169,7 +169,7 @@ namespace mbts.spark {
       public static ITag<int> CreateHeatmapTag { get; } = _mk_tag<int>();
 
       // Publisher: VolSurfaceBlackboardManager
-      // User: VoLSurfaceModule
+      // User: VolSurfaceModule
       public static ITag<IDictionary<int, string>> VolSurfaceListTag { get; } =
          _mk_tag<IDictionary<int, string>>();
 
@@ -202,11 +202,17 @@ namespace mbts.spark {
       public static ITag<VolSurfaceCalculationRequest> VolSurfaceCalculationRequestTag(int vs_id) =>
          _mk_tag<VolSurfaceCalculationRequest, int>(vs_id);
 
+      public static ITag<VolSurfaceCalculationRequest> VolSurfaceAutoCalculationRequestTag(int vs_id) =>
+         _mk_tag<VolSurfaceCalculationRequest, int>(vs_id);
+
       // Publisher : SingleVolSurfaceRequestCalculator
       // Data : VolSurfaceCalculationResponse
       public static ITag<VolSurfaceCalculationResponse> VolSurfaceCalculationResponseTag(int vs_id) =>
          _mk_tag<VolSurfaceCalculationResponse, int>(vs_id);
 
+      public static ITag<VolSurfaceCalculationResponse> VolSurfaceAutoCalculationResponseTag(int vs_id) =>
+         _mk_tag<VolSurfaceCalculationResponse, int>(vs_id);
+
       // When the UI intends to save the vol surface (data or input)
       // Publisher: VolSurfaceDisplayModel
       public static ITag<VolSurfaceInput> VolSurfaceCommitTag(int vs_id) =>
@@ -260,8 +266,8 @@ namespace mbts.spark {
 
       // List of symbol to volsurface mapping.
       // Publisher: VolSurfaceBlackboardManager
-      public static ITag<VolSurfaceUsageListImmutable> VolSurfaceUsageTag { get; } =
-         _mk_tag<VolSurfaceUsageListImmutable>();
+      public static ITag<VolSurfaceUsageListImmutable?> VolSurfaceUsageTag { get; } =
+         _mk_tag<VolSurfaceUsageListImmutable?>();
 
       // The AW2 machinary can compute and publish the theos
       // right back locally(vs the server doing that) if configured that way.

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

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

src/client/spark/view/Colors.xaml

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

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

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

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

@@ -10,8 +10,8 @@
   </ResourceDictionary.MergedDictionaries>
 
   <Style x:Key="LogViewer.TextBox" TargetType="TextBox">
-    <Setter Property="Background" Value="{StaticResource TextBox.BackgroundBrush}" />
-    <Setter Property="Foreground" Value="{StaticResource TextBox.ForegroundBrush}" />
+    <Setter Property="Background" Value="{u:BTSColor UI.TextBox.default_background}" />
+    <Setter Property="Foreground" Value="{u:BTSColor UI.TextBox.default_foreground}" />
     <Setter Property="BorderThickness" Value="0" />
   </Style>
 

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

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

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

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

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

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

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

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

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

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

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

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

src/client/spark_api/MarketData/SecurityMD.cs

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

src/client/spark_api/data/SecurityMetadataStore.cs

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

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

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

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

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

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

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

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

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

src/client/spark_core/Reactive/ObserverExtensions.cs

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