fix (rec rept): Use tick-factors to avoid rounding errors

Bugs (fixed): * Reconcile Report can show false positive price mismatch Cause: The epsilon const (1E-12) used in the price comparison too small. Evidently, the Deribit-position prices provided to the Reconcile Report are only accurate up to 9 decimal places.
ui: Hardcode dark theme
2022-07-20 09:37:31 -05:00 · 2022-07-20 09:37:31 -05:00 · 2022-07-20 09:37:30 -05:00 · 2022-07-20 09:37:30 -05:00 · 2022-07-19 16:32:44 -05:00 · 2022-07-19 16:29:46 -05:00
1411 changed files with 147695 additions and 186590 deletions
@@ -1,129 +0,0 @@
-FROM ubuntu:22.04
-
-ARG DEBIAN_FRONTEND=noninteractive
-
-# Note installations that take a while (more than 10s)
-
-RUN apt-get update
-RUN apt-get install -y ca-certificates
-RUN apt-get install -y ccache
-RUN apt-get install -y curl
-RUN apt-get install -y fish
-RUN apt-get install -y gdb
-# git-all: ~250s
-RUN apt-get install -y git-all
-RUN apt-get install -y gnupg
-# liblttng-ust-dev: ~30s
-RUN apt-get install -y liblttng-ust-dev
-RUN apt-get install -y libssh2-1-dev
-RUN apt-get install -y locales
-RUN apt-get install -y ninja-build
-# openssh-server: ~40s
-RUN apt-get install -y openssh-server
-RUN apt-get install -y pkg-config
-RUN apt-get install -y software-properties-common
-RUN apt-get install -y sudo
-RUN apt-get install -y tzdata
-RUN apt-get install -y vim
-RUN apt-get install -y zip
-
-# Python: ~30s
-RUN apt-get install -y \
-   python3-pip \
-   python3-venv \
-   && python3 -m pip install --upgrade pip
-
-# GCC
-ARG gcc_major=13
-RUN \
-   add-apt-repository ppa:ubuntu-toolchain-r/test \
-   && apt-get update \
-   && apt-get install -y g++-$gcc_major
-
-# Clang
-ARG clang_major=17
-RUN \
-   curl -fsSL https://apt.llvm.org/llvm-snapshot.gpg.key 2> /dev/null \
-   | gpg --dearmor - \
-   | tee /usr/share/keyrings/llvm-snapshot.gpg > /dev/null \
-   && echo "deb [signed-by=/usr/share/keyrings/llvm-snapshot.gpg] http://apt.llvm.org/$(lsb_release -cs)/ llvm-toolchain-$(lsb_release -cs)-$clang_major main" \
-   | tee -a "/etc/apt/sources.list.d/llvm.list" \
-   && apt-get update \
-   && apt-get install -y \
-   clang-$clang_major \
-   clang-format-$clang_major \
-   clangd-$clang_major
-
-# CMake
-RUN \
-   curl -fsSL https://apt.kitware.com/keys/kitware-archive-latest.asc 2> /dev/null \
-   | gpg --dearmor - \
-   | tee /usr/share/keyrings/kitware-archive-keyring.gpg > /dev/null \
-   && echo "deb [signed-by=/usr/share/keyrings/kitware-archive-keyring.gpg] https://apt.kitware.com/ubuntu/ $(lsb_release -cs) main" \
-   | tee /etc/apt/sources.list.d/kitware.list > /dev/null \
-   && apt-get update \
-   && apt-get install -y cmake
-
-# Dotnet
-RUN apt-get update && apt-get install -y dotnet7
-
-# Node
-ARG node_major=18
-RUN mkdir -p /etc/apt/keyrings \
-   && curl -fsSL https://deb.nodesource.com/gpgkey/nodesource-repo.gpg.key \
-   | gpg --dearmor -o /etc/apt/keyrings/nodesource.gpg \
-   && echo "deb [signed-by=/etc/apt/keyrings/nodesource.gpg] https://deb.nodesource.com/node_$node_major.x nodistro main" \
-   | tee /etc/apt/sources.list.d/nodesource.list \
-   && apt-get update \
-   && apt-get install -y nodejs
-
-# Emumba (deps)
-RUN apt-get update && apt-get -y install rapidjson-dev
-# Emumba
-COPY emumba /emumba
-RUN dpkg -i /emumba/emumba-deribit-connector-3.3.1-Linux.LICENSE_DISABLED.deb \
-    && rm -r /emumba
-
-# Pcap
-RUN apt-get update && apt-get install -y libpcap0.8-dev
-
-RUN apt-get update && apt-get install -y \
-    docker.io \
-    docker-compose \
-    docker-compose-v2
-
-# Set up default executables (update-alternatives)
-RUN \
-   update-alternatives --install /usr/bin/clang clang /usr/bin/clang-$clang_major 100; \
-   update-alternatives --install /usr/bin/clang++ clang++ /usr/bin/clang++-$clang_major 100; \
-   update-alternatives --install /usr/bin/clang-format clang-format /usr/bin/clang-format-$clang_major 100; \
-   update-alternatives --install /usr/bin/clangd clangd /usr/bin/clangd-$clang_major 100; \
-   update-alternatives --install /usr/bin/gcc gcc /usr/bin/gcc-$gcc_major 100; \
-   update-alternatives --install /usr/bin/g++ g++ /usr/bin/g++-$gcc_major 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-$clang_major; \
-   ln -s /usr/bin/ccache /usr/local/bin/clang++-$clang_major; \
-   ln -s /usr/bin/ccache /usr/local/bin/gcc; \
-   ln -s /usr/bin/ccache /usr/local/bin/g++
-
-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")" \
-   "$docker_user"
-
-RUN usermod -aG docker "$docker_user"
@@ -1,43 +0,0 @@
-{
-  "dockerFile": "Dockerfile",
-  // Creates local dir to mount to HOME in docker 
-  "initializeCommand": "mkdir -p ${localEnv:HOME}/.bts/devcontainer-mounts/${devcontainerId}",
-  "hostRequirements": {
-    "memory": "4gb",
-    "storage": "6gb"
-  },
-  "postCreateCommand": "/home/bts/spark/docker/sparkd/dev/devcontainer_post_create.sh",
-  "containerUser": "bts",
-  "workspaceMount": "source=${localWorkspaceFolder},target=/home/bts/spark,type=bind",
-  "workspaceFolder": "/home/bts/spark",
-  "updateRemoteUserUID": true,
-  "shutdownAction": "none",
-  // Note: If running multiple containers on the same host, each must use a
-  // unique set of ports. Usually we just add 1000 to each port as needed. For
-  // example, if 8000-8003 is taken, go with 9000-9003, then 10000-10003, etc.
-  "runArgs": [
-    "--shm-size",
-    "2gb",
-    "--network",
-    "host"
-  ],
-  "mounts": [
-    "source=${localEnv:HOME}/.bts/devcontainer-mounts/${devcontainerId},target=/home/bts,type=bind",
-    "source=/var/run/docker.sock,target=/var/run/docker.sock,type=bind"
-  ],
-  "customizations": {
-    "vscode": {
-      "settings": {
-        "clangd.arguments": [
-          "--compile-commands-dir=${workspaceFolder}/build/clang/debug"
-        ]
-      },
-      "extensions": [
-        "eamodio.gitlens",
-        "llvm-vs-code-extensions.vscode-clangd",
-        "ms-vscode.cmake-tools",
-        "ms-vscode.cpptools"
-      ]
-    }
-  }
-}
@@ -42,7 +42,7 @@ trace_data/
 /.ignore
 *.rej
 .clangd/
-*CMakeDeps*.cmake
+*CMakeDeps.cmake
 /sniper.ipynb
 /src/.clang-format
 /src/server/sparkd/cmds/spartan/analysis/.ipynb_checkpoints
@@ -50,4 +50,3 @@ trace_data/
 *.tmp/*
 /.venv*/*
 .cache/
-src/web/api/tsconfig.*.g.json
@@ -1,6 +1,12 @@
 [submodule "externals"]
 	path = externals
 	url = git@bitbucket.org:bluetradesys/externals.git
-[submodule "vcpkg"]
-	path = vcpkg
-	url = https://github.com/microsoft/vcpkg.git
+[submodule "docker/linux"]
+	path = docker/linux
+	url = git@bitbucket.org:bluetradesys/linux_docker.git
+[submodule "docker/windows"]
+	path = docker/windows
+	url = git@bitbucket.org:bluetradesys/windows_docker.git
+[submodule "src/deribit-crypto-connector-demo-application"]
+	path = src/deribit-crypto-connector-demo-application
+	url = git@gitlab.com:cryptoexchanges1/deribit-crypto-connector-demo-application.git
@@ -1,6 +1,5 @@
-cmake_minimum_required(VERSION 3.12)
+cmake_minimum_required(VERSION 3.5)
 project(spark)
-set(CMAKE_CXX_STANDARD 20)

 if(WIN32)
  set(platform "windows")
@@ -8,55 +7,100 @@ else()
  set(platform "linux")
 endif()

-set(
-  EXTERNALS_ROOT
-  "${CMAKE_SOURCE_DIR}/externals/${platform}"
-  CACHE
-  STRING
-  "External dependencies root folder (should contain folders: lib, bin, include")
-set(EXTERNALS_BIN "${EXTERNALS_ROOT}/bin")
-set(EXTERNALS_INCLUDE "${EXTERNALS_ROOT}/include")
-set(EXTERNALS_LIB "${EXTERNALS_ROOT}/lib/$<CONFIG>")
-set(BUILD_DOCS OFF CACHE BOOL "Build documentation")
+set(EXTERNALS_ROOT "${CMAKE_SOURCE_DIR}/externals/${platform}")
+set(SPARK_PYTHON "${EXTERNALS_ROOT}/python")
+set(SPARK_BIN "${EXTERNALS_ROOT}/bin")
+set(SPARK_INCLUDE "${EXTERNALS_ROOT}/include")
+set(SPARK_LIB "${EXTERNALS_ROOT}/lib/${CMAKE_BUILD_TYPE}")
 set(BUILD_SDK OFF CACHE BOOL "Build the sdk")
-set(EXPORT_MD_CONSUMER OFF CACHE BOOL "Export (extern) C functions for MD consumer interop")
-if (WIN32)
-  set(BUILD_SPARKD OFF CACHE BOOL "Build sparkd")
-  set(BUILD_WEB OFF CACHE BOOL "Build the web server")
-else()
-  set(BUILD_SPARKD ON CACHE BOOL "Build sparkd")
-  set(BUILD_WEB ON CACHE BOOL "Build the web server")
-endif()
+set(BUILD_WEB ON CACHE BOOL "Build the web server")

-include_directories(BEFORE SYSTEM ${EXTERNALS_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
-link_directories(${EXTERNALS_LIB})
+include_directories(BEFORE SYSTEM ${SPARK_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
+link_directories(${SPARK_LIB})

-add_compile_definitions(EXPORT_MD_CONSUMER="${EXPORT_MD_CONSUMER}")
 if(WIN32)
+  # flags
+  set(
+    CMAKE_CXX_FLAGS
+    "${CMAKE_CXX_FLAGS} \
+    /MP \
+    /WX /wd4251 /wd4250 /wd4251 /wd4244 /wd4267 /wd4355 /wd4275 /wd4345 \
+    /bigobj \
+    /DCURL_STATICLIB \
+    /D_WINSOCK_DEPRECATED_NO_WARNINGS \
+    /D__TBB_NO_IMPLICIT_LINKAGE \
+    /DBOOST_ALL_NO_LIB \
+    /std:c++17 \
+    /D_SCL_SECURE_NO_WARNINGS /D_CRT_SECURE_NO_WARNINGS /D_WIN32_WINNT=0x0600")
+  set(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} /MTd")
+  set(CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} /MT")
+  set(
+    CMAKE_SHARED_LINKER_FLAGS_RELEASE
+    "${CMAKE_SHARED_LINKER_FLAGS_RELEASE} \
+    /DEBUG \
+    /OPT:REF \
+    /OPT:ICF \
+    /LTCG")
+
  # subdirs
  add_subdirectory(src/lib)
 else()
+  # make sparkd look for libspark.so in its directory
+  set(CMAKE_BUILD_WITH_INSTALL_RPATH TRUE)
+  set(CMAKE_INSTALL_RPATH ".")
+  set(CMAKE_INSTALL_PREFIX "${CMAKE_SOURCE_DIR}/install/${CMAKE_BUILD_TYPE}/sparkd")
  add_compile_definitions(SPARK_ENABLE_CCAPI)
  add_compile_definitions(CCAPI_ENABLE_SERVICE_MARKET_DATA)
-  add_compile_definitions(CCAPI_ENABLE_SERVICE_EXECUTION_MANAGEMENT)
  add_compile_definitions(CCAPI_ENABLE_EXCHANGE_FTX)
-  add_compile_definitions(CCAPI_ENABLE_EXCHANGE_BINANCE)
-  add_compile_definitions(CCAPI_ENABLE_EXCHANGE_DERIBIT)
  add_compile_definitions(CCAPI_ENABLE_LOG_WARN)

+  # flags
+  set(
+    CMAKE_CXX_FLAGS_DEBUG
+    "${CMAKE_CXX_FLAGS_DEBUG} \
+    -fPIC \
+    -Wall \
+    -pedantic \
+    -Wextra \
+    -Werror \
+    -Wno-missing-braces \
+    -Wno-ignored-qualifiers \
+    --std=c++17 -fdiagnostics-color")
+  set(CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -fno-omit-frame-pointer -DNDEBUG -O3")
+  set(CMAKE_CXX_FLAGS_DEBUG "${CMAKE_CXX_FLAGS_DEBUG} -DDEBUG")
+  set(CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -Wno-undef")
+
  # subdirs
-  if (BUILD_SPARKD)
-    add_subdirectory(src/server/sparkd)
-    add_subdirectory(src/data_files)
-  endif()
+  add_subdirectory(src/server/sparkd)
  add_subdirectory(src/lib)
  if (BUILD_WEB)
    add_subdirectory(src/web)
  endif()
-  if(BUILD_DOCS)
-    add_subdirectory(doc/user)
-  endif()
+  add_subdirectory(doc/user)
  if(BUILD_SDK)
    add_subdirectory(src/sdk)
  endif()
+  add_subdirectory(src/data_files)
+
+  add_custom_command(
+    OUTPUT ${CMAKE_BINARY_DIR}/server
+    COMMAND mkdir -p ${CMAKE_BINARY_DIR}/server
+    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/server/sparkd/sparkd ${CMAKE_BINARY_DIR}/server
+    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/web ${CMAKE_BINARY_DIR}/server
+    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/data_files ${CMAKE_BINARY_DIR}/server
+    COMMAND ln ARGS -sf ${CMAKE_BINARY_DIR}/src/lib/libspark.so ${CMAKE_BINARY_DIR}/server
+    COMMAND
+      ln ARGS -sf
+      ${EXTERNALS_ROOT}/lib/Release/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0
+      ${CMAKE_BINARY_DIR}/server
+    COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libACE-5.7.5.so ${CMAKE_BINARY_DIR}/server
+    COMMAND mkdir ARGS -p ${CMAKE_BINARY_DIR}/server/plugins
+    COMMENT "Creating server runtime layout"
+    DEPENDS sparkd data_files_dir)
+
+  add_custom_target(server_layout ALL DEPENDS ${CMAKE_BINARY_DIR}/server)
+
+  install(FILES "${CMAKE_SOURCE_DIR}/externals/linux/lib/${CMAKE_BUILD_TYPE}/libACE-5.7.5.so" DESTINATION bin)
+  install(FILES "${CMAKE_SOURCE_DIR}/externals/linux/lib/${CMAKE_BUILD_TYPE}/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0" DESTINATION bin)
+  install(FILES "${CMAKE_SOURCE_DIR}/externals/src/emumba/sparkd.lic" DESTINATION bin)
 endif()
@@ -1,215 +0,0 @@
-{
-  "version": 4,
-  "cmakeMinimumRequired": {
-    "major": 3,
-    "minor": 23,
-    "patch": 0
-  },
-
-  "configurePresets": [
-    {
-      "name": "spark",
-      "condition": {
-        "type": "equals",
-        "lhs": "${hostSystemName}",
-        "rhs": "Windows"
-      },
-      "generator": "Visual Studio 17 2022",
-      "binaryDir": "${sourceDir}/build/${presetName}",
-      "environment": {
-        "SPARK_CMAKE_CXX_FLAGS": "/MP /WX /wd4250 /wd4251 /wd4244 /wd4267 /wd4355 /wd4275 /wd4345 /bigobj /EHsc /DCURL_STATICLIB /D_WINSOCK_DEPRECATED_NO_WARNINGS /D__TBB_NO_IMPLICIT_LINKAGE /DBOOST_ALL_NO_LIB /std:c++20 /D_SCL_SECURE_NO_WARNINGS /D_CRT_SECURE_NO_WARNINGS /D_WIN32_WINNT=0x0600"
-      },
-      "cacheVariables": {
-        "CMAKE_CXX_FLAGS": "$env{SPARK_CMAKE_CXX_FLAGS}",
-        "CMAKE_CXX_FLAGS_DEBUG": "$env{SPARK_CMAKE_CXX_FLAGS} /MTd",
-        "CMAKE_CXX_FLAGS_RELEASE": "$env{SPARK_CMAKE_CXX_FLAGS} /MT",
-        "CMAKE_CXX_STANDARD": "20",
-        "CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
-        "CMAKE_SHARED_LINKER_FLAGS_DEBUG": "/DEBUG",
-        "CMAKE_SHARED_LINKER_FLAGS_RELEASE": "/OPT:REF /OPT:ICF /LTCG",
-        "CMAKE_TOOLCHAIN_FILE": "${sourceDir}/vcpkg/scripts/buildsystems/vcpkg.cmake",
-        "EXTERNALS_ROOT": "${sourceDir}/externals/windows",
-        "CONFIG_DEFAULTS_PATH": "config/defaults/*.conf",
-        "DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/net7.0;${sourceDir}/build/$<CONFIG>/bin/net7.0-windows",
-        "EXPORT_MD_CONSUMER": {
-          "type": "BOOL",
-          "value": "ON"
-        }
-      }
-    },
-
-    {
-      "name": "sparkd",
-      "condition": {
-        "type": "equals",
-        "lhs": "${hostSystemName}",
-        "rhs": "Linux"
-      },
-      "hidden": true,
-      "generator": "Ninja",
-      "binaryDir": "${sourceDir}/build/${presetName}",
-      "cacheVariables": {
-        "platform": "",
-        "CMAKE_CXX_STANDARD": "20",
-        "CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
-        "CMAKE_EXE_LINKER_FLAGS": "-Wno-undef",
-        "CONFIG_DEFAULTS_PATH": "config/defaults/*.conf",
-        "EXTERNALS_ROOT": "${sourceDir}/externals/linux",
-        "BUILD_SDK": {
-          "type": "BOOL",
-          "value": "OFF"
-        },
-        "BUILD_ADMIN_WEB_APP": {
-          "type": "BOOL",
-          "value": "ON"
-        }
-      }
-    },
-
-    {
-      "name": "sparkd-debug",
-      "inherits": "sparkd",
-      "hidden": true,
-      "cacheVariables": {
-        "CMAKE_BUILD_TYPE": "Debug",
-        "CMAKE_EXPORT_COMPILE_COMMANDS": {
-          "type": "BOOL",
-          "value": "ON"
-        },
-        "CCAPI_LOG_LEVEL": "Info"
-      }
-    },
-
-    {
-      "name": "sparkd-release",
-      "inherits": "sparkd",
-      "hidden": true,
-      "cacheVariables": {
-        "CMAKE_BUILD_TYPE": "Release",
-        "CCAPI_LOG_LEVEL": "Warn"
-      }
-    },
-
-    {
-      "name": "sparkd-debug-clang",
-      "inherits": "sparkd-debug",
-      "displayName": "Sparkd (Debug | Clang)",
-      "description": "Debug build compiled w/ clang",
-      "cacheVariables": {
-        "CMAKE_C_COMPILER": "clang",
-        "CMAKE_CXX_COMPILER": "clang++",
-        "CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -DDEBUG"
-      }
-    },
-
-    {
-      "name": "sparkd-debug-gcc",
-      "inherits": "sparkd-debug",
-      "displayName": "Sparkd (Debug | Gcc)",
-      "description": "Debug build compiled w/ gcc",
-      "cacheVariables": {
-        "CMAKE_C_COMPILER": "gcc",
-        "CMAKE_CXX_COMPILER": "g++",
-        "CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -Wno-stringop-overread -DDEBUG"
-      }
-    },
-
-    {
-      "name": "sparkd-release-clang",
-      "inherits": "sparkd-release",
-      "displayName": "Sparkd (Release | Clang)",
-      "description": "Release build compiled w/ clang",
-      "cacheVariables": {
-        "CMAKE_C_COMPILER": "clang",
-        "CMAKE_CXX_COMPILER": "clang++",
-        "CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers --std=c++20 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3"
-      }
-    },
-
-    {
-      "name": "sparkd-release-gcc",
-      "inherits": "sparkd-release",
-      "displayName": "Sparkd (Release | Gcc)",
-      "description": "Release build compiled w/ gcc",
-      "cacheVariables": {
-        "CMAKE_C_COMPILER": "gcc",
-        "CMAKE_CXX_COMPILER": "g++",
-        "CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers -Wno-stringop-overflow --std=c++20 -fdiagnostics-color -Wno-stringop-overread -Wno-maybe-uninitialized -fno-omit-frame-pointer -DNDEBUG -O3"
-      }
-    }
-  ],
-
-  "buildPresets": [
-    {
-      "name": "spark",
-      "condition": {
-        "type": "equals",
-        "lhs": "${hostSystemName}",
-        "rhs": "Windows"
-      },
-      "hidden": true
-    },
-
-    {
-      "name": "spark-debug",
-      "displayName": "Spark (Debug)",
-      "inherits": "spark",
-      "configurePreset": "spark",
-      "configuration": "Debug"
-    },
-
-    {
-      "name": "spark-release",
-      "displayName": "Spark (Release)",
-      "inherits": "spark",
-      "configurePreset": "spark",
-      "configuration": "Release"
-    },
-
-    {
-      "name": "sparkd",
-      "condition": {
-        "type": "equals",
-        "lhs": "${hostSystemName}",
-        "rhs": "Linux"
-      },
-      "hidden": true
-    },
-
-    {
-      "name": "sparkd-debug-clang",
-      "configurePreset": "sparkd-debug-clang",
-      "displayName": "Sparkd (Debug | Clang)",
-      "inherits": "sparkd"
-    },
-
-    {
-      "name": "sparkd-debug-clang-j6",
-      "configurePreset": "sparkd-debug-clang",
-      "displayName": "Sparkd (Debug | Clang | jobs=6)",
-      "inherits": "sparkd",
-      "jobs": 6
-    },
-
-    {
-      "name": "sparkd-debug-gcc",
-      "configurePreset": "sparkd-debug-gcc",
-      "displayName": "Sparkd (Debug | Gcc)",
-      "inherits": "sparkd"
-    },
-
-    {
-      "name": "sparkd-release-clang",
-      "configurePreset": "sparkd-release-clang",
-      "displayName": "Sparkd (Release | Clang)",
-      "inherits": "sparkd"
-    },
-
-    {
-      "name": "sparkd-release-gcc",
-      "configurePreset": "sparkd-release-gcc",
-      "displayName": "Sparkd (Release | Gcc)",
-      "inherits": "sparkd"
-    }
-  ]
-}
@@ -1,39 +0,0 @@
-include(${CMAKE_SOURCE_DIR}/cmake/PackBasic.cmake)
-include(GNUInstallDirs)
-
-function(install_basic)
-  set(_options)
-  set(_one_value_args)
-  set(_multi_value_args HEADERS)
-  cmake_parse_arguments(_ARGS "${_options}" "${_one_value_args}" "${_multi_value_args}" ${ARGN})
-  if (_ARGS_HEADERS)
-    set(${PROJECT_NAME}_HEADERS ${_ARGS_HEADERS})
-  else()
-    file(
-      GLOB_RECURSE ${PROJECT_NAME}_HEADERS
-      RELATIVE ${CMAKE_CURRENT_SOURCE_DIR}
-      *.h
-    )
-  endif()
-
-  target_sources(${PROJECT_NAME}
-    PUBLIC
-      FILE_SET HEADERS FILES ${${PROJECT_NAME}_HEADERS})
-
-  install(
-    TARGETS ${PROJECT_NAME}
-    EXPORT ${PROJECT_NAME}Targets
-    RUNTIME DESTINATION ${CMAKE_INSTALL_BINDIR}
-    LIBRARY DESTINATION ${CMAKE_INSTALL_LIBDIR}
-    ARCHIVE DESTINATION ${CMAKE_INSTALL_LIBDIR}
-    FILE_SET HEADERS DESTINATION ${CMAKE_INSTALL_INCLUDEDIR}
-  )
-
-  install(
-    EXPORT ${PROJECT_NAME}Targets
-    FILE ${PROJECT_NAME}Targets.cmake
-    NAMESPACE ${PROJECT_NAME}::
-    DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${PROJECT_NAME})
-
-  pack_basic()
-endfunction()
@@ -1,36 +0,0 @@
-include(CMakePackageConfigHelpers)
-
-function(pack_basic)
-  find_package(Git QUIET)
-
-  if(GIT_FOUND)
-    execute_process(
-      COMMAND ${GIT_EXECUTABLE} describe --tags --always --dirty
-      WORKING_DIRECTORY ${CMAKE_SOURCE_DIR}
-      OUTPUT_VARIABLE PROJECT_VERSION
-      OUTPUT_STRIP_TRAILING_WHITESPACE
-    )
-  endif()
-
-  if(NOT GIT_FOUND OR PROJECT_VERSION STREQUAL "")
-    set(PROJECT_VERSION "0.0.0")
-  endif()
-
-  write_basic_package_version_file(
-    "${CMAKE_CURRENT_BINARY_DIR}/${PROJECT_NAME}ConfigVersion.cmake"
-    VERSION ${PROJECT_VERSION}
-    COMPATIBILITY AnyNewerVersion
-  )
-
-  configure_package_config_file(
-    "${CMAKE_CURRENT_SOURCE_DIR}/Config.cmake.in"
-    "${CMAKE_CURRENT_BINARY_DIR}/${PROJECT_NAME}Config.cmake"
-    INSTALL_DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${PROJECT_NAME}
-  )
-
-  install(
-    FILES
-      "${CMAKE_CURRENT_BINARY_DIR}/${PROJECT_NAME}Config.cmake"
-      "${CMAKE_CURRENT_BINARY_DIR}/${PROJECT_NAME}ConfigVersion.cmake"
-    DESTINATION ${CMAKE_INSTALL_LIBDIR}/cmake/${PROJECT_NAME})
-endfunction()
@@ -1,12 +0,0 @@
-function(print_list var)
-  set(CMAKE_MESSAGE_INDENT "")
-  set(_var_str "")
-  foreach(item IN LISTS ${var})
-    set(_var_str "${_var_str}\n  ${item}")
-  endforeach()
-  if ("${ARGN}" STREQUAL "VERBOSE")
-    message(VERBOSE "***${var}:${_var_str}")
-  else()
-    message("***${var}:${_var_str}")
-  endif()
-endfunction()
@@ -1,5 +1,5 @@
-set(Protobuf_PROTOC_EXECUTABLE "${EXTERNALS_BIN}/protoc")
-set(PROTOBUF_INCLUDE_DIRS "${EXTERNALS_INCLUDE}")
+set(Protobuf_PROTOC_EXECUTABLE "${SPARK_BIN}/protoc")
+set(PROTOBUF_INCLUDE_DIRS "${SPARK_INCLUDE}")
 set(PROTOBUF_STATIC_LIB "libprotobuf")

 function(Protobuf_Generate_Cpp SRCS HDRS)
@@ -106,9 +106,8 @@ function(Service_Compiler_Generate_Cpp SRCS HDRS)
               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.h"
               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.cc"
               "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.h"
-        COMMAND ${CMAKE_SOURCE_DIR}/tools/venv_exec.sh
-        ARGS
-          ${Protobuf_PROTOC_EXECUTABLE}
+        COMMAND
+          "PYTHONPATH=${SPARK_PYTHON}" ${Protobuf_PROTOC_EXECUTABLE} ARGS
          --cpp_out=${CMAKE_BINARY_DIR}/src
          --plugin=protoc-gen-service=${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/plugin.py
          --service_out=lang=cpp,make_file_name=${ABS_FIL}:${CMAKE_BINARY_DIR}/src
@@ -46,7 +46,6 @@ function setup_build
    assert_dir $repo_root
    assert_dir $build_root
    set compiler "$argv[1]"
-    set c_compiler (which cc)
    set build_type "$argv[2]"

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

 # The while loop below removes arguments (via shift) as it parses them.
@@ -12,7 +12,6 @@ pycodestyle==2.7.0
 pycparser==2.20
 pylint==2.10.2
 PyMeta3==0.5.1
-termcolor==1.1.0
 toml==0.10.2
 wrapt==1.12.1
 yapf==0.31.0
@@ -1,9 +1,11 @@
 Microsoft Visual Studio Solution File, Format Version 12.00
-# Visual Studio Version 17
-VisualStudioVersion = 17.3.32922.545
+# Visual Studio Version 16
+VisualStudioVersion = 16.0.30114.105
 MinimumVisualStudioVersion = 15.0.26124.0
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api", "src\client\spark_api\spark_api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
 EndProject
+Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}"
+EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "sparkcmd", "src\client\sparkcmd\sparkcmd.csproj", "{387566C6-C6F6-412C-A30C-9855BBCB4816}"
@@ -11,13 +13,12 @@ EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_core", "src\client\spark_core\spark_core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_sdk", "src\client\spark_sdk\spark_sdk.csproj", "{6963C314-83C4-4667-B0D0-C2F7AE208C29}"
+	ProjectSection(ProjectDependencies) = postProject
+		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40} = {9FA60215-26AF-3EB7-AB89-D4F4B126EF40}
+	EndProjectSection
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{ECD78CC5-138F-4809-A764-2358C2AC2E82}"
 EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_websocket", "src\client\spark_websocket\spark_websocket.csproj", "{3201359D-C071-4089-9EDE-B04D759F1508}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api_server", "src\client\spark_api_server\spark_api_server.csproj", "{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}"
-EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
 		Debug|x64 = Debug|x64
@@ -34,14 +35,14 @@ Global
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|x64.Build.0 = Release|x64
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x64.ActiveCfg = Release|x64
 		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.Debug|x64.ActiveCfg = Debug|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.Debug|x64.Build.0 = Debug|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.Release|x64.ActiveCfg = Release|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.Release|x64.Build.0 = Release|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
+		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.Debug|x64.ActiveCfg = Debug|x64
+		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.Debug|x64.Build.0 = Debug|x64
+		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.MinSizeRel|x64.ActiveCfg = MinSizeRel|x64
+		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.MinSizeRel|x64.Build.0 = MinSizeRel|x64
+		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.Release|x64.ActiveCfg = Release|x64
+		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.Release|x64.Build.0 = Release|x64
+		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.RelWithDebInfo|x64.ActiveCfg = RelWithDebInfo|x64
+		{9FA60215-26AF-3EB7-AB89-D4F4B126EF40}.RelWithDebInfo|x64.Build.0 = RelWithDebInfo|x64
 		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x64.ActiveCfg = Debug|x64
 		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.Debug|x64.Build.0 = Debug|x64
 		{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}.MinSizeRel|x64.ActiveCfg = Release|x64
@@ -82,22 +83,6 @@ Global
 		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.Release|x64.Build.0 = Release|x64
 		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.ActiveCfg = Release|x64
 		{ECD78CC5-138F-4809-A764-2358C2AC2E82}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.Debug|x64.ActiveCfg = Debug|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.Debug|x64.Build.0 = Debug|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.MinSizeRel|x64.ActiveCfg = Debug|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.MinSizeRel|x64.Build.0 = Debug|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.Release|x64.ActiveCfg = Release|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.Release|x64.Build.0 = Release|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{3201359D-C071-4089-9EDE-B04D759F1508}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.Debug|x64.ActiveCfg = Debug|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.Debug|x64.Build.0 = Debug|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.MinSizeRel|x64.ActiveCfg = Debug|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.MinSizeRel|x64.Build.0 = Debug|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.Release|x64.ActiveCfg = Release|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.Release|x64.Build.0 = Release|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}.RelWithDebInfo|x64.Build.0 = Release|x64
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE
@@ -1,55 +1,53 @@
-<Project>
-
-  <PropertyGroup>
-    <ComputerSpecificConfig>..\..\tools\override\$(computername).props</ComputerSpecificConfig>
-    <SparkRoot>$([System.IO.Path]::GetFullPath($(MSBuildThisFileDirectory)\..\..))</SparkRoot>
-    <SourceRoot>$([System.IO.Path]::GetFullPath($(SparkRoot)\src))</SourceRoot>
-    <Externals>$(SparkRoot)\externals\windows</Externals>
-    <DepotName>$([System.IO.Path]::GetFileName($([System.IO.Path]::GetFullPath($(SparkRoot)))))</DepotName>
-    <ErrorReport>None</ErrorReport>
-    <Prefer32Bit>False</Prefer32Bit>
-    <Deterministic>true</Deterministic>
-    <EnableDefaultContentItems>False</EnableDefaultContentItems>
-    <ShowMissingItemTypes>false</ShowMissingItemTypes>
-    <Configuration Condition="'$(configuration)'==''">Debug</Configuration>
-    <EnablePreviewFeatures>true</EnablePreviewFeatures>
-    <LangVersion>11</LangVersion>
-  </PropertyGroup>
-
-  <PropertyGroup Label="Output">
-    <BaseOutputPath>$(SparkRoot)\build\$(Configuration)</BaseOutputPath>
-    <OutputPath>$(BaseOutputPath)\bin</OutputPath>
-    <BaseIntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</BaseIntermediateOutputPath>
-    <IntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</IntermediateOutputPath>
-    <ProtoOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</ProtoOutputPath>
-    <GenDir>$(BaseOutputPath)\gen\$(MSBuildProjectName)</GenDir>
-  </PropertyGroup>
-
-  <Import
-      Project="$(ComputerSpecificConfig)"
-      Condition="Exists($(ComputerSpecificConfig))" />
-
-  <PropertyGroup Label="ProtoBuf">
-    <ProtocPluginBase>$(SparkRoot)\src\lib\api\service_compiler</ProtocPluginBase>
-    <protoc>$(Externals)\bin\protoc.exe</protoc>
-    <protogen>$(Externals)\bin\protogen.exe</protogen>
-  </PropertyGroup>
-
-  <ItemDefinitionGroup>
-    <Proto2></Proto2>
-    <Proto3>
-      <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
-      <OutCS>%(OutBase)%(FileName).cs</OutCS>
-      <OutCSClient>%(OutBase)%(FileName).client.pb.cs</OutCSClient>
-      <OutCSServer>%(OutBase)%(FileName).server.pb.cs</OutCSServer>
-      <OutCSImmutable>%(OutBase)%(FileName).immutable.pb.cs</OutCSImmutable>
-      <CompileOptions></CompileOptions>
-    </Proto3>
-    <Proto3Excel>
-      <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
-      <OutCSExcel>%(OutBase)%(FileName).excel.pb.cs</OutCSExcel>
-      <CompileOptions></CompileOptions>
-    </Proto3Excel>
-  </ItemDefinitionGroup>
-
-</Project>
+<Project>
+
+  <PropertyGroup>
+    <ComputerSpecificConfig>..\..\tools\override\$(computername).props</ComputerSpecificConfig>
+    <SparkRoot>$([System.IO.Path]::GetFullPath($(MSBuildThisFileDirectory)\..\..))</SparkRoot>
+    <SourceRoot>$([System.IO.Path]::GetFullPath($(SparkRoot)\src))</SourceRoot>
+    <Externals>$(SparkRoot)\externals\windows</Externals>
+    <DepotName>$([System.IO.Path]::GetFileName($([System.IO.Path]::GetFullPath($(SparkRoot)))))</DepotName>
+    <ErrorReport>None</ErrorReport>
+    <Prefer32Bit>False</Prefer32Bit>
+    <Deterministic>true</Deterministic>
+    <EnableDefaultContentItems>False</EnableDefaultContentItems>
+    <ShowMissingItemTypes>false</ShowMissingItemTypes>
+    <Configuration Condition="'$(configuration)'==''">Debug</Configuration>
+    <EnablePreviewFeatures>true</EnablePreviewFeatures>
+  </PropertyGroup>
+
+  <PropertyGroup Label="Output">
+    <BaseOutputPath>$(SparkRoot)\build\$(Configuration)</BaseOutputPath>
+    <OutputPath>$(BaseOutputPath)\bin</OutputPath>
+    <BaseIntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</BaseIntermediateOutputPath>
+    <IntermediateOutputPath>$(BaseOutputPath)\obj\$(MSBuildProjectName)</IntermediateOutputPath>
+    <GenDir>$(BaseOutputPath)\gen\$(MSBuildProjectName)</GenDir>
+  </PropertyGroup>
+
+  <Import
+      Project="$(ComputerSpecificConfig)"
+      Condition="Exists($(ComputerSpecificConfig))" />
+
+  <PropertyGroup Label="ProtoBuf">
+    <ProtocPluginBase>$(SparkRoot)\src\lib\api\service_compiler</ProtocPluginBase>
+    <protoc>$(Externals)\bin\protoc.exe</protoc>
+    <protogen>$(Externals)\bin\protogen.exe</protogen>
+  </PropertyGroup>
+
+  <ItemDefinitionGroup>
+    <Proto2></Proto2>
+    <Proto3>
+      <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
+      <OutCS>%(OutBase)%(FileName).cs</OutCS>
+      <OutCSClient>%(OutBase)%(FileName).client.pb.cs</OutCSClient>
+      <OutCSServer>%(OutBase)%(FileName).server.pb.cs</OutCSServer>
+      <OutCSImmutable>%(OutBase)%(FileName).immutable.pb.cs</OutCSImmutable>
+      <CompileOptions></CompileOptions>
+    </Proto3>
+    <Proto3Excel>
+      <OutBase>$(IntermediateOutputPath)\gen\%(relativedir)</OutBase>
+      <OutCSExcel>%(OutBase)%(FileName).excel.pb.cs</OutCSExcel>
+      <CompileOptions></CompileOptions>
+    </Proto3Excel>
+  </ItemDefinitionGroup>
+
+</Project>
@@ -52,7 +52,8 @@
    <Exec Command="set PYTHONPATH=$(SparkRoot)\.venv\Scripts\python" />
    <Exec
        Command="
-       $(protoc) %* %(Proto3.FullPath) ^
+       $(SparkRoot)\tools\build_protos.cmd ^
+       %(Proto3.FullPath) ^
       --error_format=msvs ^
       --proto_path=$(SourceRoot) ^
       --plugin=&quot;protoc-gen-service=$(ProtocPluginBase)\plugin.cmd&quot; ^
@@ -15,9 +15,7 @@ namespace mbts.spark {
   using mbts.ui.utility;
   using mbts.utils;

-   using Spark.Core;
   using Spark.Core.Collections;
-   using Spark.Core.Disposables;
   using Spark.ViewModel.Commands;

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

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

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

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

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

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

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

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

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

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

   using mbts.analytics;

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

         void save_exp_params(IEnumerable<AnalyticsExpirationParameters> exp_params) {
-            Func<AnalyticsExpirationParameters, bool> is_unexpired = (p) => {
-               var st = p.driver_security.security_tuple.to_api_sec_tuple();
-               var exp = p.security.expiration;
-               return SecurityExpirationHelper.is_unexpired(st, exp);
-            };
-            exp_params = exp_params.Where(t => is_unexpired(t));
            // listens to the commit tag and saves it
            Log.Gen.info($"AnalyticsParametersManager received commit req. count:{exp_params.Count()}");
            var to_save = new ExpirationParameterEntryList();
@@ -32,7 +32,7 @@ namespace mbts.spark {

      public SingleVolSurfaceRequestCalculator(int vs_id, IEnumerable<string> symbols,
                                               ThreadedBlackboard threaded_bb) {
-         bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator cons vs_id: {vs_id}");
+         bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator cons vs_id:{vs_id}");
         _vs_id = vs_id;
         _symbols = new HashSet<string>(symbols);
         _bb = threaded_bb;
@@ -89,8 +89,8 @@ namespace mbts.spark {
                                                                  effective_req.cascade_up,
                                                                  effective_req.cascade_down);
               _timer.stop();
-               bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator._recompute_and_publish time: " +
-                                $"{_timer.lastIntervalTime}");
+               bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator._recompute_and_publish time:" +
+                                $"{_timer.lastIntervalTime} vs_output:{_last_output.log_string()}");
               _bb.post(SparkTags.VolSurfaceCalculationResponseTag(_vs_id),
                        new VolSurfaceCalculationResponse(_last_output, effective_req.request_id));
            }
@@ -11,22 +11,18 @@ namespace mbts.analytics {
   // tags,  into IReadOnlyDictionary of symbol vs data publsihed under one tag
   public class SymbolAggregationPublisher<TData> : IDisposable {
      private readonly ThreadedBlackboard _bb;
-      private readonly SecurityType _sec_type;
-      Func<string, ITag<TData>> _get_tag;
-      // the tag on which the output will be published
-      ITag<IReadOnlyDictionary<string, TData>> _out_tag;
      private readonly ITag<SystemContractData> _sc_data_tag;
+      Func<string, ITag<TData>> _get_tag;
+      ITag<IReadOnlyDictionary<string, TData>> _out_tag;
      private Dictionary<string, ITag<TData>> _tag_map =
         new Dictionary<string, ITag<TData>>();
      private HashSet<object> _obj_tags = new HashSet<object>();
      private bool _dirty = true;
      public SymbolAggregationPublisher(
                              ThreadedBlackboard bb,
-                              SecurityType sec_type,
                              Func<string, ITag<TData>> get_tag,
                              ITag<IReadOnlyDictionary<string, TData>> out_tag) {
         _bb = bb;
-         _sec_type = sec_type;
         _get_tag = get_tag;
         _out_tag = out_tag;
         _sc_data_tag = SparkTags.SystemContractsTag;
@@ -52,20 +48,15 @@ namespace mbts.analytics {
            return;
         }
         foreach (var st in sc_data.sectup_map) {
-            if (st.security_type != _sec_type) {
-               continue;
-            }
            // this is not correct since it is assuming symbol/name is 
            // unique across securty_tuples
            string symbol = st.security_name;
            if (!_tag_map.ContainsKey(symbol)) {
-               var tag = _get_tag(symbol);
-               if (tag != null) {
-                  _tag_map.Add(symbol, tag);
-                  _obj_tags.Add(tag);
-                  _bb.subscribe(tag);
-                  _dirty = true;
-               }
+               var symbol_tag = _get_tag(symbol);
+               _tag_map.Add(symbol, symbol_tag);
+               _obj_tags.Add(symbol_tag);
+               _bb.subscribe(symbol_tag);
+               _dirty = true;
            }
         }
      }
@@ -16,7 +16,6 @@ using System.Collections;
 using mbts.spark;
 using System.DirectoryServices.ActiveDirectory;
 using Spark.Core.Protobuf;
-using mbts.ui;
 // using mbts.bb;

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

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

      public ThreadedBlackboard bb() {
         return _bb;
      }

-      void _spin_vss(VolSurfaceUsageListImmutable ulist) {
-         foreach (var u in ulist.UsageList) {
-            var vs_id = u.VsId;
-            _bb.post(SparkTags.VolSurfaceActiveUITag(vs_id), true);
-         }
-      }
-
      void _on_vs_usage_update(Update<VolSurfaceUsageListImmutable, int> update) {
         // TODO
         return;
@@ -1,20 +0,0 @@
-
-
-namespace mbts.analytics {
-   using mbts.spark;
-
-   // TheoPoint (from edge) has both calls and puts in the same structure.
-   // This shoudl dis-entangle that
-   public class VolSurfaceTheoPoint {
-      public readonly double theo = double.NaN;
-      public readonly double delta = double.NaN;
-      public readonly double driver = double.NaN;
-      public VolSurfaceTheoPoint(TheoPoint tp, bool is_call) {
-         if (tp != null) {
-            theo = is_call ? tp.fwd_normalized_call : tp.fwd_normalized_put;
-            delta = is_call ? tp.cdelta : tp.pdelta;
-            driver = tp.driver;
-         }
-      }
-   }
-}
@@ -6,7 +6,6 @@
   using mbts.user.settings;

   using System;
-   using System.Collections.Generic;

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

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

      internal VolSurfaceColumnType type => settings.type;

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

   using System;
-   using System.Collections.Generic;

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

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

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

      public static VolSurfaceDisplayGridColumn get_double_output_col(
         string group,
@@ -140,10 +113,7 @@
            col_config,
            format: get_double_tostring(col_config.tick_factors, col_config.tick_display),
            parse: get_parse_double(col_config.tick_factors, col_config.tick_display),
-            tick_move: get_double_tickmove(col_config.tick_factors, col_config.tick_move),
-            comparer: get_double_comparer(
-               col_config.tick_factors, col_config.tick_display.display_multiplier)
-               .cast<double, object>());
+            tick_move: get_double_tickmove(col_config.tick_factors, col_config.tick_move));
      }
   }
 }
@@ -1,108 +0,0 @@
-using System;
-using System.Collections.Generic;
-using mbts.analytics;
-using bts.api;
-using bts.collections;
-using System.Linq;
-using bts.api.orderman;
-using bts;
-
-namespace mbts.spark {
-   // Listens to the interp theos, decorates the data 
-   // and sends them over to the sparkd server
-   public class InterpTheosServerPublisher : IDisposable {
-      private readonly ThreadedBlackboard _bb;
-      private readonly bts.api.orderman.OrderService _order_service;
-      private HighPerformanceTimer _timer = new HighPerformanceTimer();
-
-      public InterpTheosServerPublisher(ThreadedBlackboard bb,
-         bts.api.orderman.OrderService order_service) {
-         bts.Log.Ui.info(
-            $"InterpTheosServerPublisher cons tid:{VolSurfaceTroubleshootingFunctions.tid()}");
-         _bb = bb;
-         _order_service = order_service;
-         _bb.subscribe(SparkTags.AllInterpGreeks);
-         _bb.subscribe(SparkTags.SystemContractsTag);
-         _bb.data_callback += _on_data;
-      }
-
-      private void _on_data(object tag, object data) {
-         if (tag.Equals(SparkTags.SystemContractsTag) ||
-            tag.Equals(SparkTags.AllInterpGreeks)) {
-            _publish_data();
-         }
-      }
-
-      private static IDictionary<UInt32, DriverMD> _get_drivers(
-            IReadOnlyDictionary<string, OptionDriverPriceMap> driver_map,
-            SystemContractData sc_data) {
-         var rv = new Dictionary<UInt32, DriverMD>();
-         foreach (var kv in driver_map) {
-            rv.AddRange(
-               SecurityNormalizer.normalize_drivers(kv.Value, sc_data).ToArray());
-         }
-         return rv;
-      }
-
-      private static IEnumerable<Tuple<SecurityImmutable, TheoPoint>> _get_theos(
-         IReadOnlyDictionary<string, OptionTheoInterpolationData> theo_data,
-         SystemContractData sc_data) {
-         var rv = new List<Tuple<SecurityImmutable, TheoPoint>>();
-         foreach (var kv in theo_data) {
-            rv.AddRange(
-               SecurityNormalizer.normalize_interp_theos(kv.Value, sc_data));
-         }
-         return rv;
-      }
-
-      private void _publish_data() {
-         SystemContractData sc_data = _bb.read_state(SparkTags.SystemContractsTag, null);
-         IReadOnlyDictionary<string, OptionTheoInterpolationData> all_theos =
-            _bb.read_state(SparkTags.AllInterpGreeks, null);
-         IReadOnlyDictionary<string, OptionDriverPriceMap> all_drivers =
-            _bb.read_state(SparkTags.AllOptionDriverBBOTag, null);
-         if (sc_data == null || all_theos == null || all_drivers == null)
-            return;
-         _timer.start();
-         IDictionary<UInt32, DriverMD> driver_map = _get_drivers(all_drivers, sc_data);
-         IEnumerable<Tuple<SecurityImmutable, TheoPoint>> theo_map = _get_theos(all_theos, sc_data);
-         // assemble it together and send it to the server
-         var ptp_list = new List<bts.api.orderman.PrecomputedTheoPoint>();
-         foreach (var tup in theo_map) {
-            SecurityImmutable sec = tup.Item1;
-            TheoPoint tp = tup.Item2;
-            bool is_call = sec.Option.CallPut == PutOrCall.Call;
-            var sec_id = sec.Id;
-            DriverMD dmd = null;
-            driver_map.TryGetValue(sec_id, out dmd);
-            PrecomputedTheoPoint ptp = new PrecomputedTheoPoint();
-            ptp.SecId = sec_id;
-            ptp.Driver = tp.driver;
-            ptp.DriverSecId = dmd != null && dmd.driver_security.HasValue ?
-               dmd.driver_security.Value.Id : 0;
-            ptp.Theo = is_call ? tp.call : tp.put;
-            ptp.Delta = is_call ? tp.cdelta : tp.pdelta;
-            ptp.Gamma = is_call ? tp.cgamma : tp.pgamma;
-            ptp.Vega = is_call ? tp.cvega : tp.pvega;
-            ptp.Theta = is_call ? tp.c_theta : tp.p_theta;
-            ptp.Rho = Double.NaN;
-            ptp_list.Add(ptp);
-         }
-         bts.api.orderman.PrecomputedTheos server_theos = new PrecomputedTheos();
-         server_theos.Theos.AddRange(ptp_list);
-         _timer.stop();
-         var comp_time = _timer.lastIntervalTime;
-         _timer.start();
-         _order_service.set_precomputed_theos(server_theos);
-         _timer.stop();
-         var pub_time = _timer.lastIntervalTime;
-         bts.Log.Gen.info($"InterpTheosServerPublisher._publish_data " +
-                          $"size: {server_theos.Theos.Count} comp_time: {comp_time} msecs " +
-                          $"pub_time: {pub_time}");
-      }
-
-      public void Dispose() {
-         _bb.data_callback -= _on_data;
-      }
-   }
-}
@@ -5,8 +5,6 @@ using bts.api;
 using mbts.ui;
 using MathNet.Numerics.Providers.FourierTransform;
 using BCG;
-using System.Windows.Automation;
-using bts.collections;

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

-      void _recreate_series() {
-         /// 'graph_vm.series_set' is bound to '_expirations', so clearing and re-adding expirations
-         /// in turn regenerates the series. '_expiration_series_cache' must
-         /// be cleared as well, otherwise cached series vms would just be back to the collection
-         /// ('graph_vm.series_set').
-         var visible_exp = _earliest_selected_expiration;
-         _expiration_series_cache.Clear();
-         _expirations.SetItems(_model.get_ordered_expirations());
-         foreach (var svm in graph_vm.series.OfType<SeriesSetVM>()) {
-            svm.is_visible = svm.args.Equals(visible_exp);
-         }
-         _update();
-      }
-
      void _expirations_changed(IEnumerable<VolSurfaceDisplayGridExpiration> added, IEnumerable<VolSurfaceDisplayGridExpiration> removed) {
         _expirations.sync_with(_model.get_ordered_expirations());
         _update();
@@ -0,0 +1,84 @@
+namespace mbts.spark {
+   using mbts.ui;
+   using mbts.ui.shell;
+
+   using System;
+   using System.Reactive.Linq;
+   using System.Windows.Input;
+
+   class VolGridCellVM : DisposableViewModelBase {
+      readonly Property<object> _candidate_value;
+      readonly Property<object> _committed_value;
+      readonly Property<bool> _is_dirty;
+
+      public VolGridCellVM(string column_id) {
+         this.column_id = column_id ?? throw new ArgumentNullException(nameof(column_id));
+         _committed_value = backing<object>(nameof(committed_value));
+         _candidate_value = backing<object>(nameof(candidate_value));
+         _is_dirty = backing(nameof(is_dirty),
+            _committed_value.observe_current(true)
+            .CombineLatest(_candidate_value.observe_current(true))
+            .Select(tup => !Equals(tup.First, tup.Second))
+            .OnDispatcher());
+      }
+
+      public string column_id { get; }
+
+      public object committed_value {
+         get => _committed_value.Value;
+         set => _committed_value.set(value);
+      }
+
+      public object candidate_value {
+         get => _candidate_value.Value;
+         set => _candidate_value.set(value);
+      }
+
+      public bool is_dirty => _is_dirty.Value;
+
+      public IObservable<object> observe_candidate(bool start_immediately = false) =>
+         _candidate_value.observe_current(start_immediately);
+
+      public void revert() =>
+         candidate_value = committed_value;
+
+      public override string ToString() =>
+         $"column_id: {column_id}, committed: {committed_value}, candidate: {candidate_value}";
+   }
+
+   class VolGridCellVM<T> : VolGridCellVM {
+      public VolGridCellVM(string column_id) : base(column_id) { }
+
+      public VolGridCellVM(string column_id, T committed_value, T candidate_value) : base(column_id) {
+         this.committed_value = committed_value;
+         this.candidate_value = candidate_value;
+      }
+
+      public new T committed_value {
+         get => base.committed_value is T v ? v : default;
+         set => base.committed_value = value;
+      }
+
+      public new T candidate_value {
+         get => base.candidate_value is T v ? v : default;
+         set => base.candidate_value = value;
+      }
+   }
+
+   class VolGridTickCellVM : VolGridCellVM {
+      ICommand _tick_up_cmd;
+      ICommand _tick_down_cmd;
+
+      public VolGridTickCellVM(string column_id) : base(column_id) { }
+
+      public event Action<bool> request_tick;
+
+      public ICommand tick_up_cmd =>
+         _tick_up_cmd ??= new DelegateCommand(() =>
+            request_tick?.Invoke(true));
+
+      public ICommand tick_down_cmd =>
+         _tick_down_cmd ??= new DelegateCommand(() =>
+            request_tick?.Invoke(false));
+   }
+}
@@ -1,11 +0,0 @@
-#nullable enable
-namespace mbts.spark.VolSurface {
-   using System.Windows.Media;
-
-   readonly struct VolSurfaceCellState {
-      public bool is_dirty => committed_text is not null;
-
-      public FormattedText? text { get; init; }
-      public FormattedText? committed_text { get; init; }
-   }
-}
@@ -1,79 +0,0 @@
-#nullable enable
-namespace mbts.spark {
-   using bts;
-
-   using mbts.ui.controls;
-   using mbts.ui.shell;
-
-   using Spark.Core;
-
-   using System;
-
-   class VolSurfaceCellVM : DisposableViewModelBase {
-      readonly Property<object?> _candidate_value;
-      readonly Property<object?> _committed_value;
-      readonly DelegateProperty<bool> _is_dirty;
-      readonly DeferrableAction _refresh;
-
-      public VolSurfaceCellVM(
-         VolSurfaceDisplayGridExpiration expiration, VolSurfaceDisplayGridColumn column) {
-         this.column = column ?? throw new ArgumentNullException(nameof(column));
-         this.expiration = expiration ?? throw new ArgumentNullException(nameof(expiration));
-         _committed_value = backing<object?>(nameof(committed_value), column.comparer);
-         _candidate_value = backing<object?>(nameof(candidate_value), column.comparer);
-         _is_dirty = backing(
-            nameof(is_dirty), () => !column.comparer.Equals(candidate_value, committed_value));
-         _refresh = new(_is_dirty.refresh);
-         _committed_value.Changed += on_committed_changed;
-         _candidate_value.Changed += on_candidate_changed;
-         _is_dirty.Changed += (o, n) => {
-            Log.assert(o != n);
-            Log.Ui.info(
-               $"VolSurface '{expiration}.{column}' is_dirty changed to {n}. " +
-               $"commited: {committed_value}; candidate: {candidate_value}");
-         };
-
-         void on_committed_changed(object? oldval, object? newval) =>
-            _is_dirty.refresh();
-
-         void on_candidate_changed(object? oldval, object? newval) =>
-            _is_dirty.refresh();
-      }
-
-      public event PropertyChange<object?>? candidate_value_changed {
-         add => _candidate_value.Changed += value;
-         remove => _candidate_value.Changed -= value;
-      }
-
-      public VolSurfaceDisplayGridColumn column { get; }
-      public string column_id => column.unique_col_name;
-      public VolSurfaceDisplayGridExpiration expiration { get; }
-
-      public object? committed_value {
-         get => _committed_value.Value;
-         set => _committed_value.set(value);
-      }
-
-      public object? candidate_value {
-         get => _candidate_value.Value;
-         set => _candidate_value.set(value);
-      }
-
-      public bool is_dirty => _is_dirty.Value;
-
-      public IObservable<object?> observe_candidate(bool start_immediately = false) =>
-         _candidate_value.observe_current(start_immediately);
-
-      public void reset(object? committed_value, object? candidate_value) {
-         using var _ = _refresh.defer();
-         this.committed_value = committed_value;
-         this.candidate_value = candidate_value;
-      }
-
-      public void revert() =>
-         candidate_value = committed_value;
-
-      public override string ToString() =>
-         $"column: {column}, committed: {committed_value}, candidate: {candidate_value}";
-   }
-}
@@ -78,7 +78,7 @@ namespace mbts.spark.VolSurface {
            view.SetBinding(FrameworkElement.DataContextProperty, new Binding() {
               Converter = _data_context_converter
            });
-            view.SetBinding(TextBlock.TextProperty, new Binding(nameof(VolSurfaceCellVM.candidate_value)) {
+            view.SetBinding(TextBlock.TextProperty, new Binding(nameof(VolGridCellVM.candidate_value)) {
               Converter = ValueConverter.create(obj => model.format(obj))
            });
            return view;
@@ -101,16 +101,16 @@ namespace mbts.spark.VolSurface {
            view.SetBinding(FrameworkElement.DataContextProperty, new Binding() {
               Converter = _data_context_converter
            });
-            view.SetBinding(VolSurfaceCellView.CommittedValueProperty, new Binding(nameof(VolSurfaceCellVM.committed_value)) {
+            view.SetBinding(VolSurfaceCellView.CommittedValueProperty, new Binding(nameof(VolGridCellVM.committed_value)) {
               Mode = BindingMode.OneWay,
               Converter = ValueConverter.create(obj => model.format(obj))
            });
-            view.SetBinding(VolSurfaceCellView.CandidateValueProperty, new Binding(nameof(VolSurfaceCellVM.candidate_value)) {
+            view.SetBinding(VolSurfaceCellView.CandidateValueProperty, new Binding(nameof(VolGridCellVM.candidate_value)) {
               Mode = BindingMode.TwoWay,
               Converter = ValueConverter.create<object, string>(obj => model.format(obj), obj => model.parse(obj))
            });
-            view.SetBinding(VolSurfaceCellView.TickDownCommandProperty, new Binding(nameof(VolSurfaceTickCellVM.tick_down_cmd)));
-            view.SetBinding(VolSurfaceCellView.TickUpCommandProperty, new Binding(nameof(VolSurfaceTickCellVM.tick_up_cmd)));
+            view.SetBinding(VolSurfaceCellView.TickDownCommandProperty, new Binding(nameof(VolGridTickCellVM.tick_down_cmd)));
+            view.SetBinding(VolSurfaceCellView.TickUpCommandProperty, new Binding(nameof(VolGridTickCellVM.tick_up_cmd)));
            var bd = new Border {
               HorizontalAlignment = HorizontalAlignment.Stretch,
               VerticalAlignment = VerticalAlignment.Stretch,
@@ -1,4 +1,3 @@
-#nullable enable
 namespace mbts.spark.VolSurface {
   using bts;
   using bts.collections;
@@ -12,10 +11,6 @@ namespace mbts.spark.VolSurface {
   using mbts.ui.shell;
   using mbts.ui.utility;

-   using Spark.Core;
-   using Spark.Core.Disposables;
-   using Spark.Core.Collections;
-
   using System;
   using System.Collections.Generic;
   using System.Collections.ObjectModel;
@@ -30,20 +25,17 @@ namespace mbts.spark.VolSurface {
   class VolSurfaceGridVM : DisposableViewModelBase {
      readonly VolSurfaceVM _parent;
      readonly ObservableCollection<VolSurfaceDisplayGridExpiration> _expirations = new();
-      readonly DeferrableAction _invalidate_rows;
+      readonly DeferrableActionWrapper _invalidate_rows;
      readonly ColumnsModel _columns_model;

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

-      public VolSurfaceGridVM(
-         VolSurfaceVM vm,
-         VolSurfaceDisplayModel model,
-         ISet<string> hidden_columns,
-         ISet<VolSurfaceExpiration> hidden_expirations) {
-         Log.notnull(hidden_columns);
-         Log.notnull(hidden_expirations);
+      public VolSurfaceGridVM(VolSurfaceVM vm, VolSurfaceDisplayModel model,
+         ISet<string> hidden_columns, ISet<VolSurfaceExpiration> hidden_expirations) {
+         Log.assert(hidden_columns != null);
+         Log.assert(hidden_expirations != null);
         _parent = vm;
         this.model = model;
         _columns_model = new(create_exp_column_view());
@@ -71,31 +63,16 @@ namespace mbts.spark.VolSurface {
         };

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

-         VolSurfaceRowVM row_factory(VolSurfaceDisplayGridExpiration exp) =>
-            new(this, exp);
-
-         IDisposable connect_row(VolSurfaceRowVM row) {
-            row.request_calculate += request_recalc;
-            return Disposable.Create(() => {
-               row.request_calculate -= request_recalc;
-               row.Dispose();
-            });
-
-            void request_recalc() =>
-               model.set_candidate_grid(current_grid);
-         }
-
         VolSurfaceColumn create_exp_column_view() {
            var filter = new ComboCheckBox();
            filter.SetResourceReference(FrameworkElement.StyleProperty, "ExpirationFilterDropDown");
@@ -115,7 +92,7 @@ namespace mbts.spark.VolSurface {
         }
      }

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

      public VolSurfaceDisplayGrid current_grid { get; private set; }
      public VolSurfaceDisplayGrid committed_grid { get; private set; }
@@ -141,7 +118,6 @@ namespace mbts.spark.VolSurface {
            .Select(group => new DIYGridSuperHeaderVM(group.Key, group.Count(), collapsed_content: _short_header(group.Key)))
            .ToList();

-      public ICommand populate_empty_exps_cmd => _parent.populate_empty_exps_cmd;
      public ICommand main_settings_cmd => _parent.main_settings_cmd;
      public ICommand advanced_settings_cmd => _parent.advanced_settings_cmd;
      public ICommand graph_settings_cmd => _parent.vol_curve_vm.settings_command;
@@ -165,14 +141,13 @@ namespace mbts.spark.VolSurface {
         rows.select_exp().Except(visible_rows.select_exp());

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

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

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

      internal void signal_selection_changed() {
         var e = on_selection_changed;
@@ -243,7 +218,7 @@ namespace mbts.spark.VolSurface {
         !_hidden_columns.Contains(column.unique_col_name);

      void _on_grid_updated() {
-         using var _ = _invalidate_rows.defer();
+         using var _ = _invalidate_rows.defer_execution();
         var grid_new = model.get_active_grid();
         // add/remove columns
         var cols_new = grid_new.get_ordered_columns()
@@ -268,7 +243,7 @@ namespace mbts.spark.VolSurface {
         }
         current_grid = grid_new;
         committed_grid = is_dirty ? model.get_committed_grid() : current_grid;
-         _invalidate_rows.Invoke();
+         _invalidate_rows.execute();
      }

      void _launch_shift_editor(VolSurfaceDisplayGridColumn column, Action<double> commit_shift) {
@@ -349,7 +324,7 @@ namespace mbts.spark.VolSurface {
         model.set_candidate_grid(current_grid);

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

         public ColumnsModel(VolSurfaceColumn row_header_col) {
            views_with_header_ro = ObservableAutoWrapper.create_read_only_wrapper(views_with_header);
@@ -8,8 +8,6 @@ namespace mbts.spark {
   using mbts.ui.shell;
   using mbts.ui.utility;

-   using Spark.Core.Disposables;
-
   using System;
   using System.Collections.Generic;
   using System.Collections.ObjectModel;
@@ -81,7 +79,6 @@ namespace mbts.spark {

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

-      public ICommand populate_empty_exps_cmd => _parent.populate_empty_exps_cmd;
      public ICommand main_settings_cmd => _parent.main_settings_cmd;
      public ICommand advanced_settings_cmd => _parent.advanced_settings_cmd;
      public ICommand grid_settings_cmd => _parent.grid_settings_cmd;
@@ -4,19 +4,22 @@ namespace mbts.spark.VolSurface {
   using mbts.ui.controls;
   using mbts.ui.shell;

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

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

      VolSurfaceRowContextMenuVM? _context_menu;
      bool _is_selected;
@@ -24,7 +27,6 @@ namespace mbts.spark.VolSurface {
      public VolSurfaceRowVM(VolSurfaceGridVM parent, VolSurfaceDisplayGridExpiration exp) {
         _parent = parent;
         _exp = exp;
-         _request_calculate = new(() => request_calculate?.Invoke());
         _dispose = Disposable.Create(() => {
            _cells.Values.DisposeAll();
            _cells.Clear();
@@ -34,7 +36,6 @@ namespace mbts.spark.VolSurface {

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

      public VolSurfaceDisplayGridExpiration expiration => _exp;

@@ -51,14 +52,12 @@ namespace mbts.spark.VolSurface {
      public VolSurfaceRowContextMenuVM context_menu =>
         _context_menu ??= new(_parent, this);

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

      public void invalidate() {
-         using (_request_calculate.supress()) {
-            foreach (var cell in _cells.Values) {
-               _sync_cell(cell.vm);
-            }
+         foreach (var cell in _cells.Values) {
+            _sync_cell(cell.vm);
         }
         invalidated?.Invoke();
      }
@@ -80,15 +79,29 @@ namespace mbts.spark.VolSurface {
      CellData _create_cell(VolSurfaceDisplayGridColumn column) {
         var cell = column.type switch {
            VolSurfaceColumnType.ReadWriteTick => create_tick_cell(),
-            _ => new VolSurfaceCellVM(_exp, column)
+            _ => new VolGridCellVM(column.unique_col_name),
         };
         _sync_cell(cell);
-         return new(cell, _connect_cell(cell));
+         var dispose = cell.observe_candidate().DistinctUntilChanged().OnDispatcher()
+            .Subscribe(value => {
+               var curr = _parent.current_grid.read(expiration, column);
+               if (Equals(value, curr)) {
+                  return;
+               }
+               var grid = _parent.current_grid;
+               grid.write(expiration, column, value);
+               _parent.model.set_candidate_grid(grid);
+            });
+         return new(cell, dispose);

-         VolSurfaceCellVM create_tick_cell() {
-            var cell = new VolSurfaceTickCellVM(_exp, column);
+         VolGridTickCellVM create_tick_cell() {
+            var cell = new VolGridTickCellVM(column.unique_col_name);
            cell.request_tick += is_up => {
               var col = _parent.get_column(column.unique_col_name);
+               if (col is null) {
+                  throw new InvalidOperationException(
+                     $"Failed to find column with id {column.unique_col_name}");
+               }
               if (col.model?.tick_move is var tm) {
                  cell.candidate_value = tm?.Invoke(cell.candidate_value, is_up);
                  return;
@@ -99,48 +112,23 @@ namespace mbts.spark.VolSurface {
         }
      }

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

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

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

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

         public void Dispose() =>
            Disposable.dispose(ref _dispose);
@@ -1,27 +0,0 @@
-#nullable enable
-namespace mbts.spark {
-   using mbts.ui;
-   using mbts.ui.controls;
-
-   using System;
-   using System.Windows.Input;
-
-   class VolSurfaceTickCellVM : VolSurfaceCellVM {
-      ICommand? _tick_up_cmd;
-      ICommand? _tick_down_cmd;
-
-      public VolSurfaceTickCellVM(
-         VolSurfaceDisplayGridExpiration expiration, VolSurfaceDisplayGridColumn column)
-         : base(expiration, column) { }
-
-      public event Action<bool>? request_tick;
-
-      public ICommand tick_up_cmd =>
-         _tick_up_cmd ??= new DelegateCommand(() =>
-            request_tick?.Invoke(true));
-
-      public ICommand tick_down_cmd =>
-         _tick_down_cmd ??= new DelegateCommand(() =>
-            request_tick?.Invoke(false));
-   }
-}
@@ -96,7 +96,7 @@ namespace mbts.spark {
         get => _core_settings.font_weight_override;
         set {
            using var _ = detect_property_change();
-            _core_settings.with(font_weight_override: value.HasValue ? new(value) : null);
+            _core_settings.with(font_weight_override: value.HasValue ? new NullableFontWeightProto(value) : null);
         }
      }

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

-   using Spark.Core.Disposables;
   using Spark.Core.Protobuf;

   using System;
@@ -540,7 +539,7 @@ namespace mbts.spark {
         public ObservableCollection<VSSymbol> symbols { get; private set; }

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

      public class VSSymbolStructureVM : DisposableViewModelBase {
@@ -551,11 +550,11 @@ namespace mbts.spark {
            _selected_driver_grid = backing<VSSymbolGridVM>(nameof(selected_driver_grid));
            settings.core_settings.master_slave_relationships ??= new List<VolSurfaceSymbolRelationship>();
            settings.core_settings.implied_vol_marketdata_relationships ??= new List<VolSurfaceSymbolRelationship>();
-            _dispose = Disposable.Create(
+            _dispose = new DisposableCombo(
               driver_grids.Subscribe((s, e) =>
                  selected_driver_grid ??= driver_grids.FirstOrDefault()),
-               bus.subscribe(SparkTags.ExpirationParametersInputTag).OnDispatcher().Subscribe(on_exp_params_input),
-               Disposable.Create(() => driver_grids.DisposeAll(true)));
+               bus.subscribe(SparkTags.ExpirationParametersInputTag).OnDispatcher().Subscribe(on_exp_params_input)) + 
+               new Action(() => Disposable.dispose(driver_grids));

            void on_exp_params_input(AnalyticsExpirationParametersMap data) {
               var driver_map = data.get_option_driver_map();
@@ -10,7 +10,6 @@ namespace mbts.spark {
   using mbts.ui.controls;
   using mbts.ui.shell;

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

   using System;
@@ -61,7 +60,6 @@ namespace mbts.spark {
         vol_terms_vm = new VolTermsGraphVM(_model, demux);

         // command
-         populate_empty_exps_cmd = new Command(() => { _model.populate_empty_expirations(); });
         _revert_cmd = new Command(o => _model.revert(), o => _model.is_dirty);
         _commit_cmd = new Command(o => _model.commit(), o => _model.is_dirty);
         load_previous_cmd = new Command(
@@ -187,7 +185,6 @@ namespace mbts.spark {

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

   using Spark.Core;
-   using Spark.Core.Disposables;

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

-   using Spark.Core.Disposables;
   using Spark.Core.Protobuf;

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

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

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

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

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

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

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

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

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

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

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

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

   using ProtoBuf;

-   using Spark.Core;
   using Spark.Core.Collections;
   using Spark.Core.Protobuf;

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

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

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

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

   [ProtoContract]
@@ -186,6 +189,6 @@ namespace mbts {
            exchange ?? sec_exp.exchange, security_type ?? sec_exp.security_type,
            symbol ?? sec_exp.symbol,
            expiration ?? sec_exp.expiration,
-            id.has_value ? id : sec_exp.id);
+            id.has_value ? id.value : sec_exp.id);
   }
 }
@@ -65,7 +65,7 @@ namespace mbts.analytics {
      }

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

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

   public static class VolSurfaceExpirationExtensions {
@@ -3,16 +3,15 @@
 using mbts.co2;

 namespace mbts.analytics {
-   using Size = System.Single;
   public class VolSurfaceMDUnit : IEquatable<VolSurfaceMDUnit> {
      public readonly double bid_price, ask_price;
-      public readonly Size bid_size, ask_size;
+      public readonly uint bid_size, ask_size;
      public readonly double mark_price = double.NaN;
      private static VolSurfaceMDUnit _empty =
         new VolSurfaceMDUnit(Double.NaN, 0, Double.NaN, 0, Double.NaN);

-      public VolSurfaceMDUnit(double this_bid_price, Size this_bid_size,
-                               double this_ask_price, Size this_ask_size,
+      public VolSurfaceMDUnit(double this_bid_price, uint this_bid_size,
+                               double this_ask_price, uint this_ask_size,
                               double this_mark_price) {
         bid_price = this_bid_price;
         bid_size = this_bid_size;
@@ -29,7 +28,7 @@ namespace mbts.analytics {

      public VolSurfaceMDUnit(NativePriceSize bid, NativePriceSize ask,
                              double mark_price)
-      : this(bid.price, bid.size_f, ask.price, ask.size_f, mark_price) {
+      : this(bid.price, bid.size, ask.price, ask.size, mark_price) {
      }

      public bool is_two_sided() { return bid_size != 0 && ask_size != 0; }
@@ -42,7 +41,7 @@ namespace mbts.analytics {
      }

      public double get_weighted_mid_price(bool get_one_sided_mid = true) {
-         Size sum_q = bid_size + ask_size;
+         uint sum_q = bid_size + ask_size;
         if (sum_q == 0) {
            return Double.NaN;
         }
@@ -943,15 +943,7 @@ namespace mbts.analytics {
         }
      }

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

      #region Other Pricing Utilities

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

      #endregion
-
-      #region Data copying
-
-      public static bool exp_has_input(VolSurfaceSettings vs_settings, VolCurveParameters exp_params) {
-         if (exp_params == null || vs_settings == null)
-            return false;
-         double atm_vol = get_atm_vol(vs_settings, exp_params);
-         double ref_fwd = exp_params.core_parameters.ref_forward;
-         return !Double.IsNaN(atm_vol) && !Double.IsNaN(ref_fwd);
-      }
-
-      public static VolSurfaceExpiration find_nearest_populated_exp(
-         VolSurfaceInput vs_input, VolSurfaceExpiration vs_exp) {
-         VolCurveParameters exp_params = get_curve_parameters(vs_input, vs_exp);
-         if (exp_has_input(vs_input.surface_settings, exp_params))
-            return vs_exp;
-         VolSurfaceExpiration rv = null;
-         double rv_diff_days = Double.MaxValue;
-         foreach (var kv in vs_input.surface_parameters.curve_parameters_map) {
-            var this_exp = kv.Item1;
-            var this_exp_params = kv.Item2;
-            if (exp_has_input(vs_input.surface_settings, this_exp_params)) {
-               double this_exp_diff_days = Math.Abs(vs_exp.diff_days(this_exp));
-               if (this_exp_diff_days < rv_diff_days) {
-                  rv = this_exp;
-                  rv_diff_days = this_exp_diff_days;
-               }
-            }
-         }
-         return rv;
-      }
-
-      // Copies the empty exps from closest neighbor
-      public static VolSurfaceInput populate_empty_expirations(VolSurfaceInput vs_input) {
-         VolSurfaceInput rv = Spark.Core.Protobuf.ProtobufSerializationHelper.clone(vs_input);
-         rv.surface_parameters.curve_parameters_map.Clear();
-         foreach (var kv in vs_input.surface_parameters.curve_parameters_map) {
-            var vs_exp = kv.Item1;
-            var exp_params = kv.Item2;
-            if (!exp_has_input(vs_input.surface_settings, exp_params)) {
-               VolSurfaceExpiration np_exp = find_nearest_populated_exp(vs_input, vs_exp);
-               if (np_exp != null) {
-                  var np_exp_params = get_curve_parameters(vs_input, np_exp);
-                  if (np_exp_params != null) {
-                     exp_params = Spark.Core.Protobuf.ProtobufSerializationHelper.clone(np_exp_params);
-                  }
-               }
-            }
-            rv.surface_parameters.curve_parameters_map.Add(
-               new Tuple<VolSurfaceExpiration, VolCurveParameters>(vs_exp, exp_params));
-         }
-         return rv;
-      }
-
-      #endregion
   }
 }
@@ -674,7 +674,7 @@ namespace mbts.analytics {
         var vol_time = VolSurfaceCoreFunctions.compute_vol_time(
            vs_input, vs_standard_time.server_time_utc);
         var exp_inp_data = vs_nonvol_input.get_option_exp_input();
-         foreach (var (exp, curve_params) in vs_input.surface_parameters.curve_parameters_map) {
+         foreach (var (exp, curve_params) in vs_input.surface_parameters.curve_parameters_map.empty_if_null()) {
            var time_shift = DoubleHelper.CoerceNaN(curve_params.core_parameters.time_shift);
            _compute_option_bizt(
               vs_input, exp, vol_time, time_shift, out var biz_yrs, out var biz_days_per_yr);
@@ -1,4 +1,4 @@
-using System;
+using System;
 using System.Collections.Generic;
 using System.Linq;
 using System.Text;
@@ -1,15 +0,0 @@
-namespace Spark {
-   using System;
-   using System.Runtime.InteropServices;
-
-   static class ConsoleInterop {
-      [DllImport("kernel32.dll")]
-      static extern IntPtr GetConsoleWindow();
-
-      [DllImport("user32.dll")]
-      static extern bool ShowWindow(IntPtr h_wnd, int n_cmd_show);
-
-      [DllImport("kernel32.dll", SetLastError = true)]
-      internal static extern int FreeConsole();
-   }
-}
@@ -1,11 +1,10 @@
 using bts.api;

+using mbts;
 using mbts.config;
 using mbts.spark;
 using mbts.ui;

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

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

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

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

+using mbts;
 using mbts.spark;
 using mbts.ui;

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

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

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

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

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

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

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

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

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

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

   using Spark.Core.Data;
-   using Spark.Core.Disposables;

   using System;
   using System.Collections.Concurrent;
@@ -143,6 +142,6 @@ namespace bts {
      }

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

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

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

-using Spark.Core.Disposables;
-
 using System;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
@@ -30,38 +27,26 @@ namespace bts {
      IDisposable _dispose;
      Dictionary<uint, SecurityMD> _server_sec_map = new Dictionary<uint, SecurityMD>();
      Dictionary<uint, SecurityMD> _fake_sec_map = new Dictionary<uint, SecurityMD>();
-      private readonly IList<IDisposable> _subs = new List<IDisposable>();

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

      private void _log_options(IReadOnlyDictionary<uint, SecurityMD> sec_map) {
         string rv = "MergedMDDaemon Options:\n";
         foreach (var kv in sec_map) {
            var sec = kv.Value.security;
-            var md = kv.Value.md;
-            ulong time = 0;
-            NativePriceSize bid, ask;
-            var has_md = md.get_bbo(ref time, out bid, out ask);
            if (sec.HasOption) {
               rv += $"id: {kv.Key} desc: {sec.security_desc()} sym: {sec.Symbol} " +
                     $"exp: {sec.security_expiration()} " +
-                     $"k: {sec.Option.Strike} cp: {sec.Option.CallPut} " +
-                     $"bid: p: {bid.price} q: {bid.size} qf: {bid.size_f} ask: p: {ask.price} q: {ask.size} qf: {ask.size_f}" +
-                     "\n";
+                     $"k: {sec.Option.Strike} cp: {sec.Option.CallPut}" + "\n";
            }
         }
         Log.Gen.info(rv);
@@ -69,27 +54,33 @@ namespace bts {

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

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

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

+using mbts;
 using mbts.spark;
 using mbts.ui;

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

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

 using mbts.spark;

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

   using Spark.Core.Collections;
-   using Spark.Core.Disposables;

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

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

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

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

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

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

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

+using mbts;
 using mbts.config;
 using mbts.ui;

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

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

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

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


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

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

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

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

-  <!-- Paper Plane (the icon is free to use if we include this information in our credit section)
-    Icon by <a href="https://freeicons.io/profile/2257">www.wishforge.games</a> on <a href="https://freeicons.io">freeicons.io</a>
-  -->
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-    <sys:String>
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-    </sys:String>
-    <sys:String>
-      M26,4L13,20v7.3c0,0.9,1.2,1.4,1.8,0.7L19,23
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-  </x:Array>
-
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    M17.94,0L29.150001,0 29.150001,32 17.94,32z M0,0L11.210002,0 11.210002,32 0,32z
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-              <Pen Brush="{mbts:BTSColor UI.icon_foreground}" Thickness="2" />
+              <Pen Brush="White" Thickness="2" />
            </GeometryDrawing.Pen>
          </GeometryDrawing>
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@@ -1282,23 +1270,8 @@ M0,0L63.999001,0 63.999001,48.792999 0,48.792999z">
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-		<sys:String>M142,301.471v139.8c0,4.8,3.9,8.8,8.8,8.8h61c4.8,0,8.8-3.9,8.8-8.8v-82.3c-13.9-0.3-26.9-5.8-36.7-15.6L142,301.471z</sys:String>
-		<sys:String>M251,350.271v91c0,4.8,3.9,8.8,8.8,8.8h61c4.8,0,8.8-3.9,8.8-8.8v-167.9l-69.9,69.9C257,345.971,254.1,348.271,251,350.271z</sys:String>
-		<sys:String>M432.7,170.171l-72.7,72.7v198.4c0,4.8,3.9,8.8,8.8,8.8h61c4.8,0,8.8-3.9,8.8-8.8v-265.6c-2-1.7-3.5-3.2-4.6-4.2L432.7,170.171z</sys:String>
-		<sys:String>M482.6,41.371c-2.9-3.1-7.3-4.7-12.9-4.7c-0.5,0-1.1,0-1.6,0c-28.4,1.3-56.7,2.7-85.1,4c-3.8,0.2-9,0.4-13.1,4.5c-1.3,1.3-2.3,2.8-3.1,4.6c-4.2,9.1,1.7,15,4.5,17.8l7.1,7.2c4.9,5,9.9,10,14.9,14.9l-171.6,171.7l-77.1-77.1c-4.6-4.6-10.8-7.2-17.4-7.2c-6.6,0-12.7,2.6-17.3,7.2L7.2,286.871c-9.6,9.6-9.6,25.1,0,34.7l4.6,4.6c4.6,4.6,10.8,7.2,17.4,7.2s12.7-2.6,17.3-7.2l80.7-80.7l77.1,77.1c4.6,4.6,10.8,7.2,17.4,7.2c6.6,0,12.7-2.6,17.4-7.2l193.6-193.6l21.9,21.8c2.6,2.6,6.2,6.2,11.7,6.2c2.3,0,4.6-0.6,7-1.9c1.6-0.9,3-1.9,4.2-3.1c4.3-4.3,5.1-9.8,5.3-14.1c0.8-18.4,1.7-36.8,2.6-55.3l1.3-27.7C487,49.071,485.7,44.571,482.6,41.371z</sys:String>
-  </x:Array>
-  <!-- Credits:  -->
-  <x:Array x:Key="{x:Static mbts:Icons.RefreshGeometryKey}" Type="sys:String">
-    <sys:String>M45.633,17.348C46.54,19.792,47,22.367,47,25c0,12.131-9.869,22-22,22c-6.595,0-12.795-2.963-16.958-8H15v-2H5v10h2v-6.126C11.53,46.007,18.068,49,25,49c13.234,0,24-10.767,24-24c0-2.872-0.502-5.68-1.492-8.348L45.633,17.348z</sys:String>
-	<sys:String>M35,13h10V3h-2v6.125C38.47,3.992,31.934,1,25,1C11.767,1,1,11.767,1,25c0,2.872,0.502,5.68,1.492,8.348l1.875-0.696C3.46,30.208,3,27.633,3,25C3,12.869,12.869,3,25,3c6.598,0,12.795,2.962,16.958,8H35V13z</sys:String>
-  </x:Array>
-  <!-- Credits:  -->
-  <x:Array x:Key="{x:Static mbts:Icons.FavoriteWindowGeometryKey}" Type="sys:String">
-  <sys:String>M4 2h16a1 1 0 0 1 1 1v19.276a.5.5 0 0 1-.704.457L12 19.03l-8.296 3.702A.5.5 0 0 1 3 22.276V3a1 1 0 0 1 1-1zm15 17.965V4H5v15.965l7-3.124 7 3.124zM12 13.5l-2.939 1.545.561-3.272-2.377-2.318 3.286-.478L12 6l1.47 2.977 3.285.478-2.377 2.318.56 3.272L12 13.5z</sys:String>
-  </x:Array>
+
+
  <!-- Pin
        <Path Data="F1M3,11L3,7 0,7 0,6 1,6 1,1 1,0 6,0 6,1 6,6 7,6 7,7 4,7 4,11 3,11z M2,1L2,6 4,6 4,1 2,1z" />
        Unpin
@@ -4,7 +4,6 @@

   using mbts.utils;

-   using Spark.Core.Disposables;
   using Spark.Core.Reactive;

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

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

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

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

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

      IWindowsInterop _interop => _wm;

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

   using mbts.spark;

-   using Spark.Api.Reactive;
   using Spark.Core.Reactive;

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

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

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

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

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

-      ThreadSafeDisposable? _dispose;
+      IDisposable _dispose;

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

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

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

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

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

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

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

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

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

   using Spark.Api.Position;
@@ -1,11 +1,9 @@
 namespace mbts.spark {
-   using bts;
   using bts.api;
   using bts.api.analytics;
   using bts.api.core;
   using bts.collections;
   using bts.shell;
-   using bts.shell.pnl;
   using bts.spark;

   using mbts.analytics;
@@ -14,10 +12,7 @@ namespace mbts.spark {
   using mbts.ui.shell;
   using mbts.ui.utility;

-   using Spark.Core.Data;
-   using Spark.Core.Disposables;
   using Spark.Core.Reactive;
-   using Spark.Trading;
   using Spark.ViewModel;

   using System;
@@ -40,13 +35,7 @@ namespace mbts.spark {

      [ImportingConstructor]
      public AnalyticsShellModule(
-         IBus bus,
-         WindowManager wm,
-         UserSettingsHub settings_hub,
-         OrdersModel orders_model,
-         IPositionModel position_model,
-         ISecurityMetadataStore sec_meta_store,
-         Lazy<UserTuple> user) {
+         IBus bus, WindowManager wm, UserSettingsHub settings_hub, OrdersModel orders_model) {
         _wm = wm;
         _bus = bus;
         var reports_demuxer = new TableUpdateDemuxer<ReportImmutable?, int>(default, false);
@@ -60,21 +49,15 @@ namespace mbts.spark {
            new AnalyticsExpirationParametersWindowFactory(this, bus),
            new SlideReportWindowFactory(this, bus, reports_demuxer.subscribe),
            new ComboReportWindowFactory(this, bus, reports_demuxer.subscribe),
-            new PNLWindowFactory(
-               this, bus, settings_hub, orders_model, position_model, sec_meta_store),
-            new DayFillsWindowFactory(
-               this, bus, settings_hub, position_model, sec_meta_store, user.Value)
         };
         var vol_surfaces_src = _bus.subscribe(SparkTags.VolSurfaceListTag).OnDispatcher();
         var reports_src = _bus.subscribe(SparkTags.ReportBlackboardTags.ListTag).OnDispatcher();
-         _dispose = Disposable.Create(
+         _dispose = new DisposableCombo(
            vol_surfaces_src.Subscribe(_on_vol_surfaces),
            reports_src.Subscribe(_on_reports),
            nullable_reports_src.Subscribe(reports_demuxer),
            reports_demuxer,
            vm.launch_exp_params_view_cmd.subscribe_executed(_launch_exp_params_view),
-            vm.launch_pnl_cmd.subscribe_executed(_launch_pnl),
-            vm.launch_day_fills_cmd.subscribe_executed(_launch_day_fills),
            // vol surface
            vm.vol_surface_launcher_vm.launch_cmd.subscribe_executed(_launch_vol_surface),
            vm.vol_surface_launcher_vm.create_cmd.subscribe_executed(_create_vol_surface),
@@ -131,12 +114,6 @@ namespace mbts.spark {
         _bus.post(SparkTags.show_analytics_exp_params, settings);
      }

-      void _launch_pnl() =>
-         _bus.post(SparkTags.ShowPNLTag, null);
-
-      void _launch_day_fills() =>
-         _bus.post(SparkTags.show_day_fills, DayFillsSettings.Default());
-
      void _launch_vol_surface(int id) {
         var windows = _wm.list_windows();
         if (windows.OfType<VolSurfaceWindow>().TryGetFirst(w => w.vs_id == id, out var win)) {
@@ -13,10 +13,6 @@ namespace mbts.spark {
      public KeyValueLauncherVM<int, string> slide_report_launcher_vm { get; } = new() { type_name = "Slide Report" };
      public KeyValueLauncherVM<int, string> combo_report_launcher_vm { get; } = new() { type_name = "Combo Report" };

-      // pnl
-      public EventCommand launch_pnl_cmd { get; } = new();
-      public EventCommand launch_day_fills_cmd { get; } = new();
-
      public string? selected_window_type {
         get => _selected_window_type;
         set => Set(ref _selected_window_type, value);
Author	SHA1	Message	Date
John Colvin	be68e006bf	fix (rec rept): Use tick-factors to avoid rounding errors Bugs (fixed): * Reconcile Report can show false positive price mismatch Cause: The epsilon const (1E-12) used in the price comparison too small. Evidently, the Deribit-position prices provided to the Reconcile Report are only accurate up to 9 decimal places.	2022-07-20 09:37:31 -05:00
John Colvin	b1a1f83ea8	ui: Hardcode dark theme	2022-07-20 09:37:31 -05:00
John Colvin	9495435780	fix (fills view): Change side col base class row type to the vm Bugs (fixed): * In the Fills window, side column cells are empty	2022-07-20 09:37:30 -05:00
John Colvin	e3d9b59759	refactor: Add get bg/fg delegates to RenderColumnBase These colors are frequently functions of the rows; now such cases don't require implementation in classes that derive from RenderColumnBase	2022-07-20 09:37:30 -05:00
John Colvin	eb0f6ae25a	chore (ui): Hook up background setting in OrderTypeColumn	2022-07-19 16:32:44 -05:00
John Colvin	a9d72c22fb	fix (ui preemptive): Bind horiz align setting to horiz content align Bugs (fixed) * (preemptive) The OrderTypeColumn root border doesn't span the width of the column. This would happen if the column's background was a non-transparent brush, and horizontal alignment wasn't stretched.	2022-07-19 16:29:46 -05:00
John Colvin	caf5463565	ui: Enable grid background setting in all windows And remove bool props that were used to toggle this behavior	2022-07-19 15:27:34 -05:00
John Colvin	eb5290932f	chore (vs graph): Add tick_line_color setting	2022-07-19 15:27:34 -05:00
John Colvin	a0fb42f1cf	fix (vs graph): Actually use axis_line_color setting in vm Bugs (fixed): * The vs graph axis line color setting is ignored	2022-07-19 15:27:34 -05:00
John Colvin	a450d6447a	chore: Show color name in ColorNotFoundException msg	2022-07-19 15:27:33 -05:00
John Colvin	db22dc2853	chore: Clean BTSColorExtension	2022-07-17 12:58:59 -05:00
John Colvin	d042da8708	chore: Add 'Pure' attr to is_null_or_empty ext	2022-07-17 12:58:02 -05:00
John Colvin	bed44db642	refactor: Clean up ReflectionHelper a bit * Rename '(static_)property_delegates_of_type' -> '(static_)property_getters', and include name w/ prop getters * Rename 'FindApplicableConstructor' -> 'get_constructor' * Remove unused fns	2022-07-17 12:58:02 -05:00
John Colvin	9c5ac2eb19	fix (ui): Validate width/height before updating DragRectAdorner	2022-07-14 00:21:37 -04:00
John Colvin	bec0e7dd15	chore: Clean up ui settings classes * Move most settings files into new dir 'Model/Settings' * Conform code style to our current practices	2022-07-14 00:21:37 -04:00
John Colvin	9c7013082d	fix: Add null-check A null-ref exception surfaced when running client w/ low bandwidth	2022-07-14 00:21:37 -04:00
John Colvin	80a9df9d73	ui: Speed up expand/collapse animation in settings dialogs	2022-07-14 00:21:37 -04:00
John Colvin	7040af5545	chore (refactor): Move synth mgmt settings classes into sep files	2022-07-14 00:21:37 -04:00
John Colvin	fe8866118d	fix: Gather individual win settings on dispatcher thread In practice, window-states live on their respective dispatcher threads. Window settings factories shouldn't be expected to be thread-safe.	2022-07-14 00:21:36 -04:00
John Colvin	d699f85784	fix (vs ui): Don't clip vs time sched ui	2022-07-14 00:21:36 -04:00
John Colvin	0a797c0cfb	ui (vs grid settings): Constrain window height	2022-07-14 00:21:36 -04:00