build (refactor): Remove 'zip' opt from publish_spark

The slight convenience afforded by this opt doesn't seem worth the
additional complexity. This script produces a self-contained application
folder. Decisions on what to do with that folder (whether or not to zip
it, etc.) are best left upstream.

.gitignore

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

.gitmodules

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

CMakeLists.txt

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

cmake/Protobuf.cmake

@@ -106,8 +106,9 @@ function(Service_Compiler_Generate_Cpp SRCS HDRS)
                "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.client.pb.h"
                "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.cc"
                "${CMAKE_CURRENT_BINARY_DIR}/${FIL_WE}.server.pb.h"
-        COMMAND
-          "PYTHONPATH=${SPARK_PYTHON}" ${Protobuf_PROTOC_EXECUTABLE} ARGS
+        COMMAND ${CMAKE_SOURCE_DIR}/tools/venv_exec.sh
+        ARGS
+          ${Protobuf_PROTOC_EXECUTABLE}
           --cpp_out=${CMAKE_BINARY_DIR}/src
           --plugin=protoc-gen-service=${CMAKE_SOURCE_DIR}/src/lib/api/service_compiler/plugin.py
           --service_out=lang=cpp,make_file_name=${ABS_FIL}:${CMAKE_BINARY_DIR}/src

dev/john/setup_builds.fish

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

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

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

dev/john/vscode/windows/launch.json

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

dev/john/vscode/windows/settings.json

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

dev/john/vscode/windows/tasks.json

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

doc/user/CMakeLists.txt

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

global.json

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

requirements.txt

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

spark_client.sln

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

src/client/Directory.Build.Props

@@ -12,6 +12,7 @@
     <EnableDefaultContentItems>False</EnableDefaultContentItems>
     <ShowMissingItemTypes>false</ShowMissingItemTypes>
     <Configuration Condition="'$(configuration)'==''">Debug</Configuration>
+    <EnablePreviewFeatures>true</EnablePreviewFeatures>
   </PropertyGroup>
 
   <PropertyGroup Label="Output">

src/client/Directory.Build.Targets

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

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

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

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

@@ -1,5 +1,8 @@
-namespace mbts.spark {
+#nullable enable
+namespace mbts.spark {
    using bts.api;
+   using bts.api.analytics;
+   using bts.collections;
    using bts.reactive;
    using bts.utils;
 
@@ -12,11 +15,17 @@
    using mbts.ui.utility;
    using mbts.utils;
 
+   using Spark.Core;
+   using Spark.Core.Collections;
+   using Spark.Core.Disposables;
+   using Spark.ViewModel.Commands;
+
    using System;
    using System.Collections.Generic;
    using System.Collections.Immutable;
    using System.Collections.ObjectModel;
    using System.Collections.Specialized;
+   using System.Diagnostics.CodeAnalysis;
    using System.Linq;
    using System.Reactive;
    using System.Reactive.Linq;
@@ -26,25 +35,33 @@
    class AnalyticsExpirationParametersVM : DisposableViewModelBase, IHandleRowSelection {
       readonly IBus _bus;
       readonly ObservableCollection<AnalyticsExpirationParameters> _parameters = new();
-      readonly DeferrableActionWrapper _sync_visible_rows;
-      readonly Property<AnalyticsExpirationParametersRowVM> _copy_row_source;
+      readonly DeferrableAction _sync_visible_rows;
+      readonly Property<AnalyticsExpirationParametersRowVM?> _copy_row_source;
+      readonly Property<bool> _auto_copy_rolls_is_checked;
+      readonly Property<bool> _auto_copy_rates_is_checked;
       readonly DelegateProperty<bool> _is_dirty;
-      readonly HashSet<AnalyticsExpirationParametersRowVM> _selected_rows = new();
+      readonly ObservableHashSet<AnalyticsExpirationParametersRowVM> _selected_rows = new();
+      readonly DeferrableAction _raise_selected_rows_changed;
+      readonly IRaiseCanExecuteChangedCommand _set_driver_to_nearest_exp_cmd;
 
-      AnalyticsExpirationParametersMap _parameter_map;
-      bool _auto_copy_rolls_is_checked;
-      bool _auto_copy_rates_is_checked;
+      AnalyticsExpirationParametersMap? _parameter_map;
       (ICommand cmd, IDisposable can_exe_sub)? _smart_copy_roll_target_to_selection_cmd;
       (ICommand cmd, IDisposable can_exe_sub)? _smart_copy_riskless_rate_to_selection_cmd;
 
-      public AnalyticsExpirationParametersVM(IBus bus, AnalyticsExpirationParametersSettings startup_data) {
-         _bus = bus ?? throw new ArgumentNullException(nameof(bus));
+      public AnalyticsExpirationParametersVM(
+         IBus bus, AnalyticsExpirationParametersSettings startup_data) {
+         _bus = bus;
+         _auto_copy_rates_is_checked = backing(nameof(auto_copy_rates_is_checked), false);
+         _auto_copy_rolls_is_checked = backing(nameof(auto_copy_rolls_is_checked), false);
+         _raise_selected_rows_changed = new(() => selected_rows_changed?.Invoke(_selected_rows));
          var selected_symbol_ref_count = new RefCountMap<string>();
          _sync_visible_rows = new(() =>
-            visible_rows.sync_with(rows.Where(x => selected_symbol_ref_count.ContainsKey(x.security.symbol))));
+            visible_rows.sync_with(
+               rows.Where(x => selected_symbol_ref_count.ContainsKey(x.security.symbol))));
          non_options_with_empty = new ObservableAggregateCollection<SecurityExpiration>(
             new() { SecurityExpiration.empty }, non_options);
-         _copy_row_source = backing<AnalyticsExpirationParametersRowVM>(nameof(copy_row_source));
+
+         _copy_row_source = backing<AnalyticsExpirationParametersRowVM?>(nameof(copy_row_source));
          _is_dirty = backing(nameof(is_dirty), () => rows.Any(r => r.is_dirty));
 
          if (startup_data is not null) {
@@ -55,41 +72,57 @@
             auto_copy_rates_is_checked = startup_data.auto_copy_rates_is_checked;
          }
 
+         var explicit_drivers = new ObservableCollection<ExpirationDriverImmutable>();
+         drivers = ObservableAggregateCollection.create(
+            new() { new ExpirationDriverImmutable(new() { TimeWeightedInterpolated = new() }) },
+            explicit_drivers);
+         _set_driver_to_nearest_exp_cmd = new Command(
+            () => _set_driver_to_nearest_exp(_selected_rows), () => _selected_rows.Count > 0);
          commit_cmd = ObservantCommand.create(_commit, out var can_commit_observer);
          revert_cmd = ObservantCommand.create(_revert, out var can_revert_observer);
+         selected_rows_changed += _ => _set_driver_to_nearest_exp_cmd.RaiseCanExecuteChanged();
 
          _dispose = Disposable.Create(
+            _selected_rows.Subscribe((s, e) => _raise_selected_rows_changed.Invoke()),
             ObservableAutoWrapper.connect(_parameters, rows, p => new(this, p), r => r.Dispose()),
-            rows.Subscribe((s, e) => _sync_visible_rows.execute()),
+            ObservableAutoWrapper.connect(
+               non_options,
+               explicit_drivers,
+               sec => new ExpirationDriverImmutable(new() { Security = sec.to_api_sec_exp() })),
+            rows.Subscribe((s, e) => _sync_visible_rows.Invoke()),
             _bus.subscribe(SparkTags.ExpirationParametersInputTag).OnDispatcher().Subscribe(
                CompositeObserver.create(
                   Observer.Create<AnalyticsExpirationParametersMap>(_on_parameter_map),
                   can_commit_observer.wrap<bool, AnalyticsExpirationParametersMap>(m => m is not null))),
             ObservableAutoWrapper.connect_item_hooks(selected_symbols, sym => {
                if (selected_symbol_ref_count.increment_adds_key(sym)) {
-                  _sync_visible_rows.execute();
+                  _sync_visible_rows.Invoke();
                }
                return Disposable.Create(() => {
                   if (selected_symbol_ref_count.decrement_removes_key(sym)) {
-                     _sync_visible_rows.execute();
+                     _sync_visible_rows.Invoke();
                   }
                });
             }),
-            ObservableAutoWrapper.connect_item_hooks(rows, r => r.observe_is_dirty().Subscribe(_ => _is_dirty.refresh())),
+            ObservableAutoWrapper.connect_item_hooks(
+               rows, r => r.observe_is_dirty().Subscribe(_ => _is_dirty.refresh())),
             _is_dirty.observe_current(true).OnDispatcher().Subscribe(can_revert_observer),
-            Disposable.wrap_collection(rows),
             Disposable.Create(() => {
+               rows.DisposeAll();
                _smart_copy_roll_target_to_selection_cmd?.can_exe_sub?.Dispose();
                _smart_copy_riskless_rate_to_selection_cmd?.can_exe_sub?.Dispose();
             }));
       }
 
+      public event Action<IReadOnlySet<AnalyticsExpirationParametersRowVM>>? selected_rows_changed;
+
       public ObservableCollection<SecurityExpiration> non_options { get; } = new();
+      public IReadOnlyObservableCollection<ExpirationDriverImmutable> drivers { get; }
       public ObservableCollection<SecurityExpiration> non_options_with_empty { get; } = new();
 
       public ObservableCollection<AnalyticsExpirationParametersRowVM> rows { get; } = new();
       public ObservableCollection<AnalyticsExpirationParametersRowVM> visible_rows { get; } = new();
-      public AnalyticsExpirationParametersRowVM copy_row_source {
+      public AnalyticsExpirationParametersRowVM? copy_row_source {
          get => _copy_row_source.Value;
          set => _copy_row_source.set(value);
       }
@@ -100,18 +133,29 @@
       public bool is_dirty => _is_dirty.Value;
 
       public bool auto_copy_rolls_is_checked {
-         get => _auto_copy_rolls_is_checked;
-         set => Set(ref _auto_copy_rolls_is_checked, value);
+         get => _auto_copy_rolls_is_checked.Value;
+         set => _auto_copy_rolls_is_checked.set(value);
       }
+      public IObservable<bool> observe_auto_copy_rolls() =>
+         _auto_copy_rolls_is_checked.observe_current(true);
 
       public bool auto_copy_rates_is_checked {
-         get => _auto_copy_rates_is_checked;
-         set => Set(ref _auto_copy_rates_is_checked, value);
+         get => _auto_copy_rates_is_checked.Value;
+         set => _auto_copy_rates_is_checked.set(value);
       }
+      public IObservable<bool> observe_auto_copy_rates() =>
+         _auto_copy_rates_is_checked.observe_current(true);
+
+      public ICommand toggle_auto_copy_rates_cmd =>
+         new Command(() => auto_copy_rates_is_checked = !auto_copy_rates_is_checked);
+      public ICommand toggle_auto_copy_rolls_cmd =>
+         new Command(() => auto_copy_rolls_is_checked = !auto_copy_rolls_is_checked);
 
       public ICommand commit_cmd { get; }
       public ICommand revert_cmd { get; }
 
+      public ICommand set_driver_to_nearest_exp_cmd => _set_driver_to_nearest_exp_cmd;
+
       public ICommand copy_driver_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.driver = f.driver);
       public ICommand copy_deliverable_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.deliverable = f.deliverable);
       public ICommand copy_roll_schedule_to_selection_cmd => _copy_to_selection_cmd((f, t) => t.roll_schedule = f.roll_schedule);
@@ -138,7 +182,7 @@
 
       public IEnumerable<SecurityExpiration> get_smart_copy_roll_exps(
          SecurityExpiration roll_schedule_expiration) {
-         foreach (var (exp, exp_params) in _parameter_map?.exp_map.empty_if_null()) {
+         foreach (var (exp, exp_params) in (_parameter_map?.exp_map).empty_if_null()) {
             if (exp_params.roll_schedule_expiration.Equals(roll_schedule_expiration)) {
                yield return exp;
             }
@@ -152,17 +196,38 @@
             auto_copy_rolls_is_checked = auto_copy_rolls_is_checked
          };
 
-      Action<AnalyticsExpirationParametersRowVM> _copy_to_selection(Action<AnalyticsExpirationParametersRowVM, AnalyticsExpirationParametersRowVM> copy_to_row) =>
+      void _set_driver_to_nearest_exp(IEnumerable<AnalyticsExpirationParametersRowVM> rows) {
+         Func<ExpirationDriverImmutable, bool> is_unexpired = (d) => {
+            var st = d.Security.to_sec_exp().security_tuple.to_api_sec_tuple();
+            var exp = d.Security.Expiration.date_time();
+            return SecurityExpirationHelper.is_unexpired(st, exp);
+         };
+         foreach (var r in rows) {
+            if (drivers
+               .Where(d => d.HasSecurity && d.Security.Symbol == r.security.symbol)
+               .Where(d => is_unexpired(d))
+               .TryGetMinElement(
+                  d => (r.security.expiration - d.Security.Expiration.date_time()).Ticks.abs(),
+                  out var nearest_exp)) {
+               r.driver = nearest_exp;
+            }
+         }
+      }
+
+      Action<AnalyticsExpirationParametersRowVM> _copy_to_selection(
+         Action<AnalyticsExpirationParametersRowVM, AnalyticsExpirationParametersRowVM> copy_to_row) =>
          from_row => {
             foreach (var to_row in _selected_rows) {
                copy_to_row(from_row, to_row);
             }
          };
 
-      ICommand _copy_to_selection_cmd(Action<AnalyticsExpirationParametersRowVM, AnalyticsExpirationParametersRowVM> copy_to_row) =>
+      ICommand _copy_to_selection_cmd(
+         Action<AnalyticsExpirationParametersRowVM, AnalyticsExpirationParametersRowVM> copy_to_row) =>
          Command.create(_copy_to_selection(copy_to_row));
 
-      Action<AnalyticsExpirationParametersRowVM> _smart_copy_to_selection(Action<AnalyticsExpirationParametersRowVM, AnalyticsExpirationParametersRowVM> copy_to_row) =>
+      Action<AnalyticsExpirationParametersRowVM> _smart_copy_to_selection(
+         Action<AnalyticsExpirationParametersRowVM, AnalyticsExpirationParametersRowVM> copy_to_row) =>
          from_row => {
             foreach (var to_row in _get_smart_copy_roll_target_rows(from_row)) {
                copy_to_row(from_row, to_row);
@@ -171,21 +236,26 @@
 
       (ICommand cmd, IDisposable can_exe_sub) _smart_copy_to_selection_cmd(
          Action<AnalyticsExpirationParametersRowVM, AnalyticsExpirationParametersRowVM> copy_to_row) {
-         var cmd = ObservantCommand.create(
-            _smart_copy_to_selection(copy_to_row), observe_can_execute, out var can_exe_observer);
-         var can_exe_sub = _copy_row_source.observe_current(true).OnDispatcher().Subscribe(can_exe_observer);
+         var copy_fn = _smart_copy_to_selection(copy_to_row);
+         var cmd = ObservantCommand.create<AnalyticsExpirationParametersRowVM?>(
+            r => copy_fn(r ?? throw new InvalidOperationException()),
+            observe_can_execute,
+            out var can_exe_observer);
+         var can_exe_sub = _copy_row_source.observe_current(true).OnDispatcher()
+            .Subscribe(can_exe_observer);
          return (cmd, can_exe_sub);
 
-         static IObservable<bool> observe_can_execute(AnalyticsExpirationParametersRowVM row) =>
+         static IObservable<bool> observe_can_execute(AnalyticsExpirationParametersRowVM? row) =>
             row is null ?
                Observable.Return(false) :
                row.observe_roll_schedule()
                   .CombineLatest(row.observe_roll_schedule_dirty(), (rs, rs_dirty) => (rs, rs_dirty))
-                  .Select(tup => !tup.rs.is_empty() && !tup.rs_dirty)
+                  .Select(tup => !tup.rs?.is_empty() ?? false && !tup.rs_dirty)
                   .OnDispatcher();
       }
 
-      IEnumerable<AnalyticsExpirationParametersRowVM> _get_smart_copy_roll_target_rows(AnalyticsExpirationParametersRowVM row) {
+      IEnumerable<AnalyticsExpirationParametersRowVM> _get_smart_copy_roll_target_rows(
+         AnalyticsExpirationParametersRowVM row) {
          var target_exps = get_smart_copy_roll_exps(
             row.original_params.roll_schedule_expiration)
             .ToHashSet();
@@ -207,11 +277,13 @@
          }
       }
 
+      [MemberNotNull(nameof(_parameter_map))]
       void _on_parameter_map(AnalyticsExpirationParametersMap parameter_map) {
          bool is_first_update = _parameter_map is null;
-         _parameter_map = parameter_map ?? throw new ArgumentNullException(nameof(parameter_map));
+         _parameter_map = parameter_map;
          _parameters.sync_with(parameter_map.get_sorted_exps().Select(parameter_map.get_parameter));
-         non_options.sync_with(parameter_map.get_sorted_exps().Where(exp => exp.security_type != SecurityType.Option));
+         non_options.sync_with(
+            parameter_map.get_sorted_exps().Where(exp => exp.security_type != SecurityType.Option));
 
          // Set `is_last_row_of_month_group` for each row
          foreach (var exp_rows in rows.GroupBy(r => r.security.expiration.Month)) {
@@ -223,7 +295,7 @@
          }
 
          symbols.sync_with(_parameters.Select(p => p.security.symbol).Distinct().Ordered());
-         using var _ = _sync_visible_rows.defer_execution();
+         using var _ = _sync_visible_rows.defer();
          if (is_first_update) {
             // select all symbols on first update
             selected_symbols.sync_with(symbols);

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

@@ -9,18 +9,18 @@
     xmlns:u="clr-namespace:mbts.ui"
     xmlns:cv="clr-namespace:mbts.ui.converters"
     xmlns:shell="clr-namespace:mbts.ui.shell"
-    Background="{StaticResource CommonBackground}">
+    Background="{u:BTSBrush UI.common_background}">
   <UserControl.Resources>
     <cv:DoubleTextConverter x:Key="DoubleTextConverter" />
     <cv:DoubleTextConverter
         x:Key="RisklessRateConverter"
         Multiplier="100" />
-    <shell:ExpTextConverter
-        x:Key="ExpirationTextConverter"
-        ShowSymbol="True"
-        MapExp="True" />
-    <DataTemplate x:Key="ExpirationTemplate">
-      <TextBlock Text="{Binding Converter={StaticResource ExpirationTextConverter}}">
+
+    <CollectionViewSource x:Key="Drivers" Source="{Binding drivers}" />
+    <CollectionViewSource x:Key="NonOptionsWithEmpty" Source="{Binding non_options_with_empty}" />
+
+    <DataTemplate x:Key="DriverTemplate">
+      <TextBlock Text="{Binding Converter={x:Static shell:AnalyticsExpirationParametersView.driver_display_text_converter}}">
         <TextBlock.Style>
           <Style TargetType="TextBlock">
             <Style.Triggers>
@@ -30,9 +30,24 @@
                 <Setter
                     Property="FontStyle"
                     Value="Italic" />
+              </Trigger>
+            </Style.Triggers>
+          </Style>
+        </TextBlock.Style>
+      </TextBlock>
+    </DataTemplate>
+
+    <DataTemplate x:Key="ExpirationTemplate">
+      <TextBlock Text="{Binding Converter={x:Static shell:AnalyticsExpirationParametersView.expiration_text_converter}}">
+        <TextBlock.Style>
+          <Style TargetType="TextBlock">
+            <Style.Triggers>
+              <Trigger
+                  Property="Text"
+                  Value="None">
                 <Setter
-                    Property="Foreground"
-                    Value="Gray" />
+                    Property="FontStyle"
+                    Value="Italic" />
               </Trigger>
             </Style.Triggers>
           </Style>
@@ -102,6 +117,20 @@
         CommandParameter="{Binding}"
       />
     </ContextMenu>
+
+    <Style x:Key="TextBlockCellElement" TargetType="TextBlock">
+      <Setter
+        Property="Foreground"
+        Value="{Binding Foreground, RelativeSource={RelativeSource AncestorType=DataGridCell}}" />
+    </Style>
+
+    <Style x:Key="ComboBoxCellElement" TargetType="ComboBox" BasedOn="{StaticResource {x:Type ComboBox}}">
+      <Setter
+        Property="Foreground"
+        Value="{Binding Foreground, RelativeSource={RelativeSource AncestorType=DataGridCell}}" />
+      <Setter Property="Margin" Value="2" />
+      <Setter Property="IsSynchronizedWithCurrentItem" Value="False" />
+    </Style>
   </UserControl.Resources>
   <Grid>
     <Grid.Resources>
@@ -124,17 +153,23 @@
         SelectedItems="{Binding selected_symbols}"
         HorizontalAlignment="Left"
         Margin="5,2,2,2"
-        TextBlock.Foreground="Black"
         HeaderContent="Symbols"
-        ShowSelectAll="True"
-      />
+        ShowSelectAll="True">
+        <c:ComboCheckBox.HeaderContentTemplate>
+          <DataTemplate>
+            <TextBlock Text="{Binding}" Foreground="{u:BTSColor UI.default_text}" />
+          </DataTemplate>
+        </c:ComboCheckBox.HeaderContentTemplate>
+      </c:ComboCheckBox>
 
       <WrapPanel>
-        <TextBlock Margin="5,5,0,0" Text="Auto copy rolls:" />
+        <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}" />
       </WrapPanel>
       <WrapPanel>
-        <TextBlock Margin='0,5,0,0' Text="Auto copy rates:" />
+        <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}" />
       </WrapPanel>
     </StackPanel>
@@ -142,8 +177,8 @@
         x:Name="_grid"
         Grid.Row="1"
         ItemsSource="{Binding visible_rows}"
-        AlternatingRowBackground="{u:BTSColor MarketData.driver_background}"
-        VerticalGridLinesBrush="Gray"
+        Background="Transparent"
+        VerticalGridLinesBrush="{u:BTSColor Grid.grid_line}"
         EnableRowVirtualization="True"
         EnableColumnVirtualization="True"
         CanUserAddRows="False"
@@ -156,35 +191,10 @@
         SelectionUnit="FullRow"
         SelectedUnits="{Binding selected_rows}"
         PreviewMouseRightButtonUp="_grid_PreviewMouseRightButtonUp">
-      <DataGrid.Resources>
-        <Style TargetType="{x:Type DataGridCell}" BasedOn="{StaticResource {x:Type DataGridCell}}">
-          <Setter Property="BorderThickness" Value="1" />
-          <Style.Triggers>
-            <Trigger
-                Property="IsSelected"
-                Value="True">
-              <Setter
-                  Property="Background"
-                  Value="{u:BTSColor Grid.grid_selection_background}" />
-              <Setter
-                  Property="BorderBrush"
-                  Value="{u:BTSColor Grid.grid_selection_background}" />
-            </Trigger>
-          </Style.Triggers>
-        </Style>
-      </DataGrid.Resources>
-      <DataGrid.RowStyle>
-        <Style TargetType="DataGridRow">
+      <c:DataGridEx.RowStyle>
+        <Style TargetType="DataGridRow" BasedOn="{StaticResource {x:Type DataGridRow}}">
           <Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay}"/>
-          <Setter Property="Background" Value="Transparent"/>
           <Style.Triggers>
-            <Trigger
-                Property="IsSelected"
-                Value="true">
-              <Setter
-                  Property="Background"
-                  Value="{u:BTSColor Grid.grid_selection_background}" />
-            </Trigger>
             <DataTrigger
                 Binding="{Binding is_last_row_of_month_group}"
                 Value="True">
@@ -197,7 +207,7 @@
             </DataTrigger>
           </Style.Triggers>
         </Style>
-      </DataGrid.RowStyle>
+      </c:DataGridEx.RowStyle>
       <DataGrid.ColumnHeaderStyle>
         <Style TargetType="DataGridColumnHeader">
           <Setter
@@ -209,9 +219,6 @@
           <Setter
               Property="HorizontalContentAlignment"
               Value="Center" />
-          <Setter
-              Property="BorderThickness"
-              Value="0,0,1,0" />
           <Setter
               Property="BorderBrush"
               Value="Black" />
@@ -226,7 +233,7 @@
       <DataGrid.Columns>
         <DataGridTextColumn
             Header="Security"
-            Binding="{Binding security, Converter={StaticResource ExpirationTextConverter}}"
+            Binding="{Binding security, Converter={x:Static shell:AnalyticsExpirationParametersView.expiration_text_converter}}"
             IsReadOnly="True">
           <DataGridTextColumn.CellStyle>
             <Style
@@ -238,9 +245,6 @@
               <Setter
                   Property="Foreground"
                   Value="{u:BTSColor Name=header_text}" />
-              <Setter
-                  Property="BorderThickness"
-                  Value="0" />
               <Setter
                   Property="VerticalContentAlignment"
                   Value="Center" />
@@ -287,9 +291,7 @@
                 <DataTrigger
                     Binding="{Binding is_driver_dirty}"
                     Value="True">
-                  <Setter
-                      Property="BorderBrush"
-                      Value="Red" />
+                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
                 </DataTrigger>
               </Style.Triggers>
             </Style>
@@ -297,10 +299,10 @@
           <DataGridTemplateColumn.CellTemplate>
             <DataTemplate>
               <ComboBox
-                  ItemsSource="{Binding DataContext.non_options, RelativeSource={RelativeSource AncestorType=c:DataGridEx}}"
-                  ItemTemplate="{StaticResource ExpirationTemplate}"
+                  ItemsSource="{Binding Source={StaticResource Drivers}}"
+                  ItemTemplate="{StaticResource DriverTemplate}"
                   SelectedItem="{Binding driver, UpdateSourceTrigger=PropertyChanged}"
-                  Margin="2" />
+                  Style="{StaticResource ComboBoxCellElement}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
         </DataGridTemplateColumn>
@@ -318,20 +320,28 @@
                 <DataTrigger
                     Binding="{Binding is_deliverable_dirty}"
                     Value="True">
-                  <Setter
-                      Property="BorderBrush"
-                      Value="Red" />
+                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
                 </DataTrigger>
+                <MultiDataTrigger>
+                  <MultiDataTrigger.Conditions>
+                    <Condition Binding="{Binding is_deliverable_dirty}" Value="False" />
+                    <Condition Binding="{Binding
+                      deliverable,
+                      Converter={x:Static shell:AnalyticsExpirationParametersView.expiration_is_defined_converter}}"
+                      Value="False" />
+                  </MultiDataTrigger.Conditions>
+                  <Setter Property="Foreground" Value="{u:BTSColor UI.default_foreground_dark}" />
+                </MultiDataTrigger>
               </Style.Triggers>
             </Style>
           </DataGridTemplateColumn.CellStyle>
           <DataGridTemplateColumn.CellTemplate>
             <DataTemplate>
               <ComboBox
-                  ItemsSource="{Binding DataContext.non_options_with_empty, RelativeSource={RelativeSource AncestorType=c:DataGridEx}}"
+                  ItemsSource="{Binding Source={StaticResource NonOptionsWithEmpty}}"
                   ItemTemplate="{StaticResource ExpirationTemplate}"
                   SelectedItem="{Binding deliverable, UpdateSourceTrigger=PropertyChanged}"
-                  Margin="2" />
+                  Style="{StaticResource ComboBoxCellElement}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
         </DataGridTemplateColumn>
@@ -349,20 +359,28 @@
                 <DataTrigger
                     Binding="{Binding is_roll_schedule_dirty}"
                     Value="True">
-                  <Setter
-                      Property="BorderBrush"
-                      Value="Red" />
+                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
                 </DataTrigger>
+                <MultiDataTrigger>
+                  <MultiDataTrigger.Conditions>
+                    <Condition Binding="{Binding is_roll_schedule_dirty}" Value="False" />
+                    <Condition Binding="{Binding
+                      roll_schedule,
+                      Converter={x:Static shell:AnalyticsExpirationParametersView.expiration_is_defined_converter}}"
+                      Value="False" />
+                  </MultiDataTrigger.Conditions>
+                  <Setter Property="Foreground" Value="{u:BTSColor UI.default_foreground_dark}" />
+                </MultiDataTrigger>
               </Style.Triggers>
             </Style>
           </DataGridTemplateColumn.CellStyle>
           <DataGridTemplateColumn.CellTemplate>
             <DataTemplate>
               <ComboBox
-                  ItemsSource="{Binding DataContext.non_options_with_empty, RelativeSource={RelativeSource AncestorType=c:DataGridEx}}"
+                  ItemsSource="{Binding Source={StaticResource NonOptionsWithEmpty}}"
                   ItemTemplate="{StaticResource ExpirationTemplate}"
                   SelectedItem="{Binding roll_schedule, UpdateSourceTrigger=PropertyChanged}"
-                  Margin="2" />
+                  Style="{StaticResource ComboBoxCellElement}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
         </DataGridTemplateColumn>
@@ -378,9 +396,7 @@
                 <DataTrigger
                     Binding="{Binding is_roll_target_dirty}"
                     Value="True">
-                  <Setter
-                      Property="BorderBrush"
-                      Value="Red" />
+                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
                 </DataTrigger>
               </Style.Triggers>
             </Style>
@@ -391,14 +407,15 @@
                   Text="{Binding roll_target, Converter={StaticResource DoubleTextConverter}}"
                   VerticalAlignment="Center"
                   Margin="2,0,2,0"
-                  ContextMenu="{StaticResource RollTargetContextMenu}" />
+                  ContextMenu="{StaticResource RollTargetContextMenu}"
+                  Style="{StaticResource TextBlockCellElement}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
           <DataGridTemplateColumn.CellEditingTemplate>
             <DataTemplate>
               <TextBox
-                  Text="{Binding roll_target, Converter={StaticResource DoubleTextConverter}}"
-                  Margin="2" />
+                Text="{Binding roll_target, Converter={StaticResource DoubleTextConverter}}"
+                Margin="2" />
             </DataTemplate>
           </DataGridTemplateColumn.CellEditingTemplate>
         </DataGridTemplateColumn>
@@ -414,9 +431,7 @@
                 <DataTrigger
                     Binding="{Binding is_riskless_rate_dirty}"
                     Value="True">
-                  <Setter
-                      Property="BorderBrush"
-                      Value="Red" />
+                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
                 </DataTrigger>
               </Style.Triggers>
             </Style>
@@ -427,12 +442,14 @@
                   Text="{Binding riskless_rate, Converter={StaticResource RisklessRateConverter}}"
                   VerticalAlignment="Center"
                   Margin="2,0,2,0"
-                  ContextMenu="{StaticResource RisklessRateContextMenu}" />
+                  ContextMenu="{StaticResource RisklessRateContextMenu}"
+                  Style="{StaticResource TextBlockCellElement}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
           <DataGridTemplateColumn.CellEditingTemplate>
             <DataTemplate>
-              <TextBox Text="{Binding riskless_rate, Converter={StaticResource RisklessRateConverter}}" />
+              <TextBox
+                Text="{Binding riskless_rate, Converter={StaticResource RisklessRateConverter}}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellEditingTemplate>
         </DataGridTemplateColumn>
@@ -448,9 +465,7 @@
                 <DataTrigger
                     Binding="{Binding is_settlement_price_dirty}"
                     Value="True">
-                  <Setter
-                      Property="BorderBrush"
-                      Value="Red" />
+                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
                 </DataTrigger>
               </Style.Triggers>
             </Style>
@@ -461,12 +476,14 @@
                   Text="{Binding settlement_price, Converter={StaticResource DoubleTextConverter}}"
                   VerticalAlignment="Center"
                   Margin="2,0,2,0"
-                  ContextMenu="{StaticResource SettlementPriceContextMenu}" />
+                  ContextMenu="{StaticResource SettlementPriceContextMenu}"
+                  Style="{StaticResource TextBlockCellElement}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
           <DataGridTemplateColumn.CellEditingTemplate>
             <DataTemplate>
-              <TextBox Text="{Binding settlement_price, Converter={StaticResource DoubleTextConverter}}" />
+              <TextBox
+                Text="{Binding settlement_price, Converter={StaticResource DoubleTextConverter}}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellEditingTemplate>
         </DataGridTemplateColumn>
@@ -483,9 +500,7 @@
                 <DataTrigger
                     Binding="{Binding is_delta_beta_dirty}"
                     Value="True">
-                  <Setter
-                      Property="BorderBrush"
-                      Value="Red" />
+                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
                 </DataTrigger>
               </Style.Triggers>
             </Style>
@@ -496,12 +511,14 @@
                   Text="{Binding delta_beta, Converter={StaticResource DoubleTextConverter}}"
                   VerticalAlignment="Center"
                   Margin="2,0,2,0"
-                  ContextMenu="{StaticResource DeltaBetaContextMenu}" />
+                  ContextMenu="{StaticResource DeltaBetaContextMenu}"
+                  Style="{StaticResource TextBlockCellElement}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
           <DataGridTemplateColumn.CellEditingTemplate>
             <DataTemplate>
-              <TextBox Text="{Binding delta_beta, Converter={StaticResource DoubleTextConverter}}" />
+              <TextBox
+                Text="{Binding delta_beta, Converter={StaticResource DoubleTextConverter}}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellEditingTemplate>
         </DataGridTemplateColumn>
@@ -518,9 +535,7 @@
                 <DataTrigger
                     Binding="{Binding is_vega_beta_dirty}"
                     Value="True">
-                  <Setter
-                      Property="BorderBrush"
-                      Value="Red" />
+                  <Setter Property="Foreground" Value="{u:BTSColor UI.input_dirty_foreground}" />
                 </DataTrigger>
               </Style.Triggers>
             </Style>
@@ -528,10 +543,11 @@
           <DataGridTemplateColumn.CellTemplate>
             <DataTemplate>
               <TextBlock
-                  Text="{Binding vega_beta, Converter={StaticResource DoubleTextConverter}}"
-                  VerticalAlignment="Center"
-                  Margin="2,0,2,0"
-                  ContextMenu="{StaticResource VegaBetaContextMenu}" />
+                Text="{Binding vega_beta, Converter={StaticResource DoubleTextConverter}}"
+                VerticalAlignment="Center"
+                Margin="2,0,2,0"
+                ContextMenu="{StaticResource VegaBetaContextMenu}"
+                Style="{StaticResource TextBlockCellElement}" />
             </DataTemplate>
           </DataGridTemplateColumn.CellTemplate>
           <DataGridTemplateColumn.CellEditingTemplate>

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

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

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

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

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

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

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

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

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

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

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

@@ -32,7 +32,7 @@ namespace mbts.spark {
 
       public SingleVolSurfaceRequestCalculator(int vs_id, IEnumerable<string> symbols,
                                                ThreadedBlackboard threaded_bb) {
-         bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator cons vs_id:{vs_id}");
+         bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator cons vs_id: {vs_id}");
          _vs_id = vs_id;
          _symbols = new HashSet<string>(symbols);
          _bb = threaded_bb;
@@ -89,8 +89,8 @@ namespace mbts.spark {
                                                                   effective_req.cascade_up,
                                                                   effective_req.cascade_down);
                _timer.stop();
-               bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator._recompute_and_publish time:" +
-                                $"{_timer.lastIntervalTime} vs_output:{_last_output.log_string()}");
+               bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator._recompute_and_publish time: " +
+                                $"{_timer.lastIntervalTime}");
                _bb.post(SparkTags.VolSurfaceCalculationResponseTag(_vs_id),
                         new VolSurfaceCalculationResponse(_last_output, effective_req.request_id));
             }

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

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

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

@@ -15,6 +15,8 @@ using System.Reactive.Linq;
 using System.Collections;
 using mbts.spark;
 using System.DirectoryServices.ActiveDirectory;
+using Spark.Core.Protobuf;
+using mbts.ui;
 // using mbts.bb;
 
 namespace mbts.spark {
@@ -53,6 +55,7 @@ namespace mbts.spark {
    // 2. Listens to the activation tag (also published by the UI) and
    //    creates the SingleVolSurfaceManager for the VS   
    public class VolSurfaceBusManager : IDisposable {
+      private List<IDisposable> _disps = new List<IDisposable>();
       private ThreadedBlackboard _bb;
       private bts.api.analytics.AnalyticsService _analytics_service;
       // in tags
@@ -74,10 +77,11 @@ namespace mbts.spark {
       private HighPerformanceTimer _timer = new HighPerformanceTimer();
 
       public VolSurfaceBusManager(bts.api.IBus bus,
-                                         bts.api.analytics.AnalyticsService analytics_service) {
+                                         bts.api.analytics.AnalyticsService analytics_service,
+                                         bts.api.orderman.OrderService order_service) {
          bts.Log.Ui.info("VSBusManager cons tid:{VolSurfaceTroubleshootingFunctions.tid()}");
          _bus = bus;
-         _bb = new ThreadedBlackboard(bus);
+         _bb = new ThreadedBlackboard("AW2", bus);
          _analytics_service = analytics_service;
          // subs to bb
          _bb.subscribe(_in_scdata_tag);
@@ -96,48 +100,121 @@ namespace mbts.spark {
             .Subscribe(_on_vs_usage_update);
          _subs.Add(vs_sub);
          _subs.Add(vs_usage_sub);
-         _subs.Add(new AnalyticsParametersManager(_bb, _analytics_service));
+         _subs.Add(new AnalyticsParametersManager(bus, _analytics_service));
          _subs.Add(new ResourceAllocator(bus, _bb));
          _subs.Add(new SymbolAggregationPublisher<OptionDriverPriceMap>(
-            _bb, (sym) => SparkTags.OptionDriverBBOTag(sym),
+            _bb, SecurityType.Option, sym => SparkTags.OptionDriverBBOTag(sym),
             SparkTags.AllOptionDriverBBOTag));
          _subs.Add(new SymbolAggregationPublisher<OptionTheoInterpolationData>(
-            _bb, (sym) => SparkTags.SymbolInterpGreeksTag(sym),
+            _bb, SecurityType.Option, sym => SparkTags.SymbolInterpGreeksTag(sym),
             SparkTags.AllInterpGreeks));
+         _subs.Add(new SymbolAggregationPublisher<ExpStrikeKeyedData<TheoPoint>>(
+            _bb, SecurityType.Option, sym => SparkTags.TC2Tags.LiveTheosTag(sym),
+            SparkTags.TC2Tags.AllLiveTheosTag));
          _subs.Add(new LiveTheoPublisher(_bb));
+         _subs.Add(new InterpTheosServerPublisher(_bb, order_service));
          _subs.Add(new VolSurfaceInterpGreeksMultiplexer(_bb));
-         //_subs.Add(new AnalyticsServiceTester(_bb));
-         // TODO: temporatily publish values
-         VolSurfaceUsageList ulist = new VolSurfaceUsageList();
-         ulist.UsageList.Add(new VolSurfaceUsageEntry() {
-            VsId = 6,
-            SecTup = new bts.api.SecurityTuple() {
-               Type = SecurityType.Option,
-               Venue = VolSurfaceTemp.get_default_venue(SecurityType.Option, "BTC"),
-               Symbol = "BTC"
+         // usage         
+         var list_sub = _bus.subscribe(SparkTags.VolSurfaceListTag).OnDispatcher().Subscribe(t => {
+            VolSurfaceUsageList ulist = new VolSurfaceUsageList();
+            IDictionary<string, int> name_to_ids = new Dictionary<string, int>();
+            foreach (var kv in t) {
+               name_to_ids[kv.Value] = kv.Key;
             }
-         });
-         ulist.UsageList.Add(new VolSurfaceUsageEntry() {
-            VsId = 7,
-            SecTup = new bts.api.SecurityTuple() {
-               Type = SecurityType.Option,
-               Venue = VolSurfaceTemp.get_default_venue(SecurityType.Option, "ETH"),
-               Symbol = "ETH"
+            Log.Ui.info($"VolSurfaceUsageList name_to_ids count: {name_to_ids.Count}");
+            var vs_usage = mbts.config.Configuration.get<bts.config.toggles.VolSurfaceUsage>();
+            Log.Ui.info($"VolSurfaceUsageList vs_usage acount: {vs_usage.vol_surface_usage.Count}");
+            foreach (var u in vs_usage.vol_surface_usage) {
+               string option_name = u.option_name;
+               string vs_name = u.vs_name;
+               int vs_key;
+               if (name_to_ids.TryGetValue(vs_name, out vs_key)) {
+                  ulist.UsageList.Add(new VolSurfaceUsageEntry() {
+                     VsId = vs_key,
+                     SecTup = new bts.api.SecurityTuple {
+                        Type = SecurityType.Option,
+                        Venue = Venue.Deribit,
+                        Symbol = option_name
+                     }
+                  });
+               } else {
+                  Log.Gen.error($"Could not find vol surface with name: {vs_name}");
+               }
             }
+            var list_imm = new VolSurfaceUsageListImmutable(ulist);
+            Log.Ui.info(list_imm.log_string());
+            _bb.post(SparkTags.VolSurfaceUsageTag, list_imm);
+            _spin_vss(list_imm);
          });
-         _bb.post(SparkTags.VolSurfaceUsageTag, new VolSurfaceUsageListImmutable(ulist));
+         _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;
-         // int vs_count = update.all.Count();
-         // Log.Gen.info($"VSBusManager._on_vs_usage_update " +
-         //              $"tid:{Thread.CurrentThread.ManagedThreadId} count:{update.all.Count()}");
-         // Log.assert(vs_count <= 1);
-         // if (update.all.TryGetSingle(out var to_write)) {
-         //    _bb.post(SparkTags.VolSurfaceUsageTag, to_write);
-         // }
       }
 
       void _on_vss(bts.api.core.Update<VolSurfaceEntryImmutable, UInt64> update) {
@@ -172,7 +249,7 @@ namespace mbts.spark {
             // callback
             mbts.analytics.VolSurfaceSettings vs_settings = data as mbts.analytics.VolSurfaceSettings;
             bts.Log.Gen.info(String.Format("VSBusManager._on_bb_update received vs creation tag vs:{0}",
-                              VolSurfaceUtilityFunctions.serialize_proto_to_text(vs_settings)));
+                              ProtobufSerializationHelper.serialize_to_string(vs_settings)));
             _waiting_creations.Enqueue(vs_settings);
          } else if (_in_bb_delete_tag.Equals(tag)) {
             int vs_id = (int)data;

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

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

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

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

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

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

src/client/spark/AW2/InterpTheosServerPublisher.cs

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

src/client/spark/AW2/LiveTheoPublisher.cs

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

@@ -0,0 +1,79 @@
+#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}";
+   }
+}

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

src/client/spark/AW2/VolSurfaceDisplayModel.cs

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

src/client/spark/AW2/VolSurfaceExtensions.cs

@@ -1,4 +1,4 @@
-namespace mbts.spark {
+namespace mbts.spark {
    using bts.api;
    using bts.api.analytics;
    using bts.utils;
@@ -34,6 +34,9 @@
       public static HashSet<string> hidden_cols(this VolSurfaceMacroGridSettings gs) =>
          new(gs.column_settings.Where(cc => !cc.is_visible).Select(cc => cc.id));
 
+      public static bool is_editable(this VolSurfaceColumnType vs_col_type) =>
+         vs_col_type is VolSurfaceColumnType.ReadWriteTick;
+
       public static analytics.VolSurfaceExpiration ToVSExp(this VolSurfaceDisplayGridExpiration vsdge) =>
          new() { expiration = vsdge.expiration, symbol = vsdge.symbol };
 
@@ -80,10 +83,10 @@
             _ => false,
          };
 
-      public static IEnumerable<VolSurfaceExpiration> select_exp(this IEnumerable<VolSurfaceRowContext> rows) =>
+      public static IEnumerable<VolSurfaceExpiration> select_exp(this IEnumerable<VolSurfaceRowVM> rows) =>
          rows.Select(r => r.expiration.ToVSExp());
 
-      public static IEnumerable<VolSurfaceDisplayGridExpiration> select_display_exp(this IEnumerable<VolSurfaceRowContext> rows) =>
+      public static IEnumerable<VolSurfaceDisplayGridExpiration> select_display_exp(this IEnumerable<VolSurfaceRowVM> rows) =>
          rows.Select(r => r.expiration);
 
       public static IEnumerable<VolSurfaceDisplayGridExpiration> where_master(this IEnumerable<VolSurfaceDisplayGridExpiration> rows) =>
@@ -113,6 +116,106 @@
       public static IEnumerable<(double x, double y)> real_all_points(this VolCurveDisplayGraph graph) =>
          _select_real_points(graph.all_points);
 
+      public static bool is_delta_greek(this VolSurfaceGreeks g) =>
+         g switch {
+            VolSurfaceGreeks.Delta or
+            VolSurfaceGreeks.Bsmdelta or
+            VolSurfaceGreeks.FlatVolDelta or
+            VolSurfaceGreeks.ExpirationDelta or
+            VolSurfaceGreeks.Charm or
+            VolSurfaceGreeks.Vanna => true,
+            _ => false,
+         };
+
+      public static bool is_gamma_greek(this VolSurfaceGreeks g) =>
+         g switch {
+            VolSurfaceGreeks.Gamma or
+            VolSurfaceGreeks.Bsmgamma => true,
+            _ => false
+         };
+
+      public static bool is_oev_col(this VolSurfaceGreeks g) =>
+         g switch {
+            VolSurfaceGreeks.Oev or
+            VolSurfaceGreeks.Bsmoev => true,
+            _ => false
+         };
+
+      public static VolSurfaceExpiration to_vs_exp(this SecurityExpiration sec_exp) =>
+         new() { security_type = sec_exp.security_type, symbol = sec_exp.symbol, expiration = sec_exp.expiration };
+
+      public static DriverCalculationType to_driver_calc_type(
+         this ExpirationDriver.ModeOneofCase driver_mode) =>
+         driver_mode switch {
+            ExpirationDriver.ModeOneofCase.Security => DriverCalculationType.Direct,
+            ExpirationDriver.ModeOneofCase.TimeWeightedInterpolated => DriverCalculationType.TimeWeightedInterp,
+            _ => throw new NotImplementedException()
+         };
+
+      public static SecurityExpiration to_sec_exp(
+         this bts.api.domain.SecurityExpiration api_sec_exp) =>
+         to_sec_exp(new bts.api.domain.SecurityExpirationImmutable(api_sec_exp));
+
+      public static SecurityExpiration to_sec_exp(
+         this bts.api.domain.SecurityExpirationImmutable api_sec_exp) =>
+         new(
+            api_sec_exp.Exchange.to_venue(),
+            api_sec_exp.SecurityType.contract_case(),
+            api_sec_exp.Symbol,
+            api_sec_exp.Expiration.date_time());
+
+      public static SecurityExpiration to_sec_exp(this Security sec) =>
+         to_sec_exp(new SecurityImmutable(sec));
+
+      public static SecurityExpiration to_sec_exp(this SecurityImmutable sec) {
+         var exp_date = sec.security_expiration() ?? throw new InvalidOperationException();
+         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() {
+               Symbol = sec_exp.symbol,
+               Expiration = new() {
+                  ExpirationDay = (uint)sec_exp.expiration.Day,
+                  ExpirationMonth = (uint)sec_exp.expiration.Month,
+                  ExpirationYear = (uint)sec_exp.expiration.Year,
+               },
+               Exchange = sec_exp.exchange.to_api_venue(),
+            }
+         };
+
+      public static ExpirationDriverImmutable to_exp_driveri(this SecurityExpiration sec_exp) =>
+         new(to_exp_driver(sec_exp));
+
+      public static bts.api.domain.SecurityExpiration to_api_sec_exp(this SecurityExpiration sec_exp) =>
+         new() {
+            Exchange = sec_exp.exchange.to_api_venue(),
+            SecurityType = sec_exp.security_type,
+            Symbol = sec_exp.symbol,
+            Expiration = new() {
+               ExpirationDay = (uint)sec_exp.expiration.Day,
+               ExpirationMonth = (uint)sec_exp.expiration.Month,
+               ExpirationYear = (uint)sec_exp.expiration.Year
+            }
+         };
+
+      public static bts.api.domain.SecurityExpirationImmutable to_api_sec_expi(
+         this SecurityExpiration sec_exp) =>
+         new(to_api_sec_exp(sec_exp));
+
       static IEnumerable<(double x, double y)> _select_real_points(IEnumerable<Tuple<double, double>> points) =>
          points.Where(pt => pt.Item1.is_real() && pt.Item2.is_real()).Select(t => (t.Item1, t.Item2));
    }

src/client/spark/AW2/todo.txt

@@ -24,13 +24,14 @@ Value: OptionDriverPriceMap which is a wrapper around
 IDictionary<SecurityExpiration, Tuple<Security, VolSurfaceBBOUnit>>
 
 ----------------------------------------------------------------
-SingleVolSurfaceInterpGreeksPublisher listens to all inputs and publishes
-exp vs InterpGreeks
+SingleVolSurfaceInterpGreeksPublisher (for one vs) listens to all inputs and publishes
+IDictionary<VolSurfaceExpiration, IEnumerable<Theos>>
 
-VolSurfaceInterpGreeksMultiplexer listens to all vol surfaces, resolves symbols and 
-publishes symbol vs InterpGreeks
+VolSurfaceInterpGreeksMultiplexer (for multiple option symbols) listens to all vol 
+surfaces, resolves symbols and for each option_symbol publishes 
+OptionTheoInterpolationData*
 
-SymbolAggregationPublisher is a thin class that combines individual symbol data and
+SymbolAggregationPublisher is a thin generic class that combines individual symbol data and
 publishes symbol vs data map
 
 LiveTheoPublisher:

src/client/spark/Admin/AdminModel.cs

@@ -1,8 +1,12 @@
 using bts;
+using bts.api;
 using bts.api.admin;
 using bts.api.core;
+using bts.collections;
 using bts.utils;
 
+using Spark.Core.Disposables;
+
 using System;
 using System.Collections.Generic;
 using System.Composition;
@@ -18,10 +22,10 @@ namespace mbts.spark {
       IReadOnlyDictionary<uint, string> _account_map = DictionaryHelper.empty<uint, string>();
 
       [ImportingConstructor]
-      public AdminModel(AdminService service, Lazy<UserTuple> user)
-         : this(service, user.Value) { }
+      public AdminModel(IBus bus, AdminService service, Lazy<UserTuple> user)
+         : this(bus, service, user.Value) { }
 
-      AdminModel(AdminService service, UserTuple user) {
+      AdminModel(IBus bus, AdminService service, UserTuple user) {
          this.user = user;
          // accounts
          on_accounts = service.subscribei_admin_data()
@@ -39,7 +43,7 @@ namespace mbts.spark {
          on_users = Observable.Return(DictionaryHelper.wrap_value(user.id, user.name));
          all_user_tuples = user.permissions == UserTuple.Permissions.Admin ?
             service.subscribei_admin_data()
-               .Select(u => u.all.TryFirst())
+               .Select(u => u.all.FirstOrNull())
                .Where(ad => ad.HasValue)
                .Select(ad => ad.Value.Users
                   .Where(u => user.can_access_user_data(u.Id))
@@ -48,7 +52,14 @@ namespace mbts.spark {
                .Table(UserTuple.key_fn)
                .Cache() :
                Observable.Return(TableUpdate<UserTuple, uint>.mk_empty(UserTuple.key_fn).with_added(new[] { user }));
-         _dispose = on_accounts.Subscribe(map => _account_map = map);
+         _dispose = Disposable.Create(
+            all_user_tuples.Subscribe(t => bus.post(SparkTags.Users, t.state)),
+            on_accounts.Subscribe(map => {
+               _account_map = map;
+               var account_tuple_map = MappedDictionary.create(map, (id, name) => new AccountTuple(id, name));
+               bus.post(SparkTags.AccountsTag, account_tuple_map);
+            }));
+         bus.post(SparkTags.CurrentUser, user);
       }
 
       public IObservable<IReadOnlyDictionary<uint, string>> on_users { get; }
@@ -70,7 +81,7 @@ namespace mbts.spark {
             }));
 
       public AccountTuple? get_default_account() =>
-         _account_map.Select(kv => new AccountTuple(kv.Key, kv.Value)).TryFirst();
+         _account_map.Select(kv => new AccountTuple(kv.Key, kv.Value)).FirstOrNull();
 
       public void Dispose() =>
          Disposable.dispose(ref _dispose);

src/client/spark/AlgoProvider/AlgoTypeSet.cs

@@ -82,7 +82,7 @@ namespace mbts.spark {
          this AlgoTypeSetImmutable algo_set,
          DynamicOrderHelper dynamic_helper,
          Func<CustomOrderDefinitionImmutable, CustomOrderDefinitionImmutable> fit_to_type = null,
-         uint display_qty_divisor = 1) =>
+         double display_qty_divisor = 1) =>
          //
          algo_set.factory_types
          .Select(algo_type => {
@@ -109,7 +109,7 @@ namespace mbts.spark {
          SecurityCriteriaClause clause,
          DynamicOrderHelper dynamic_helper,
          Func<CustomOrderDefinitionImmutable, CustomOrderDefinitionImmutable> fit_to_type = null,
-         uint display_qty_divisor = 1) {
+         double display_qty_divisor = 1) {
          //
          ImmutableDictionary<AlgoKey, AlgoData> rv = null;
          foreach (var set in security_algo_sets) {

src/client/spark/AlgoProvider/IAlgoProvider.cs

@@ -1,4 +1,5 @@
-using bts.api;
+using bts;
+using bts.api;
 using bts.api.core;
 using bts.api.orderman;
 using bts.utils;
@@ -50,9 +51,7 @@ namespace mbts.spark {
          /// <see cref="subscribe_algos"/>,
          /// <see cref="subscribe_algos(SecurityCriteriaClause)"/>,
          /// <see cref="subscribe_algos(SecurityImmutable)"/>
-         _studio_algos_source = studio_model.definitions
-            .StartWith(TableUpdate<AlgoData, AlgoKey>.mk_empty(AlgoData.key_fn))
-            .Cache();
+         _studio_algos_source = studio_model.definitions.Cache();
       }
 
       public AlgoTypeSetImmutable get_permitted_algos(SecurityImmutable security) =>
@@ -67,10 +66,11 @@ namespace mbts.spark {
 
       public IObservable<TableUpdate<AlgoData, AlgoKey>> subscribe_algos() =>
          _studio_algos_source
-         .AppendTable(_security_algo_types
-            .Select(s => s.algo_type_set)
-            .Aggregate(AlgoTypeSetImmutable.empty, (a, b) => a.union_with(b))
-            .define_algos(_dynamic_helper));
+            .StartWith(TableUpdate<AlgoData, AlgoKey>.mk_empty(AlgoData.key_fn))
+            .AppendTable(_security_algo_types
+               .Select(s => s.algo_type_set)
+               .Aggregate(AlgoTypeSetImmutable.empty, (a, b) => a.union_with(b))
+               .define_algos(_dynamic_helper));
 
       public IObservable<TableUpdate<AlgoData, AlgoKey>> subscribe_algos(SecurityCriteriaClause security_clause) {
          var system_algos = _security_algo_types.match_algos(
@@ -78,11 +78,13 @@ namespace mbts.spark {
             _dynamic_helper,
             def => _fit_to_type(def, security_clause, _security_algo_types));
 
-         return _studio_algos_source.Select(
-            a => (algo: a, fitted_def: _fit_to_type(a.value, security_clause, _security_algo_types)),
-            tup => tup.algo.key)
-         .Select(tup => AlgoData.create(tup.fitted_def, tup.algo.name, tup.algo.key), a => a.key)
-         .AppendTable(system_algos.Values);
+         return _studio_algos_source
+            .Select(
+               a => (algo: a, fitted_def: _fit_to_type(a.value, security_clause, _security_algo_types)),
+               tup => tup.algo.key)
+            .Select(tup => AlgoData.create(tup.fitted_def, tup.algo.name, tup.algo.key), a => a.key)
+            .StartWith(TableUpdate<AlgoData, AlgoKey>.mk_empty(AlgoData.key_fn))
+            .AppendTable(system_algos.Values);
       }
 
       public IObservable<TableUpdate<AlgoData, AlgoKey>> subscribe_algos(SecurityImmutable security) {
@@ -96,14 +98,18 @@ namespace mbts.spark {
             def => _fit_to_type(def, security, _security_algo_types),
             _security_auxiliary_model.get_display_quantity_divisor(security));
 
-         return _studio_algos_source.Select(
-            a => (algo: a, fitted_def: _fit_to_type(a.value, security, _security_algo_types)),
-            tup => tup.algo.key)
-         // filter out algos that use an unsupported root, because this would have the effect of duplicating the default algo
-         // (e.g., GlbxIceberg orders would be converted to Limit/Spreader orders for non-Glbx securities).
-         .Filter(tup => tup.fitted_def.actual().CustomCase == tup.algo.value.actual().CustomCase, tup => tup.algo.key)
-         .Select(tup => AlgoData.create(tup.fitted_def, tup.algo.name, tup.algo.key), AlgoData.key_fn)
-         .AppendTable(system_algos.Values);
+         var filtered_studio_algos = _studio_algos_source
+            .StartWith(TableUpdate<AlgoData, AlgoKey>.mk_empty(AlgoData.key_fn))
+            .Select(
+               a => (algo: a, fitted_def: _fit_to_type(a.value, security, _security_algo_types)),
+               tup => tup.algo.key)
+            // filter out algos that use an unsupported root, because this would have the effect of duplicating the default algo
+            // (e.g., GlbxIceberg orders would be converted to Limit/Spreader orders for non-Glbx securities).
+            .Filter(tup => tup.fitted_def.actual().CustomCase == tup.algo.value.actual().CustomCase, tup => tup.algo.key)
+            .Select(tup => AlgoData.create(tup.fitted_def, tup.algo.name, tup.algo.key), AlgoData.key_fn);
+         return filtered_studio_algos
+            .StartWith(TableUpdate<AlgoData, AlgoKey>.mk_empty(AlgoData.key_fn))
+            .AppendTable(system_algos.Values);
       }
 
       protected virtual void assign_fallback_algo(CustomOrderDefinition mdef, SecurityCriteriaClause security_clause) {

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

@@ -10,7 +10,8 @@ namespace mbts.analytics {
          double gamma = double.NaN,
          double vega = double.NaN,
          double theta = double.NaN,
-         double rho = double.NaN) {
+         double rho = double.NaN,
+         double normalized_theo = double.NaN) {
          this.vol = vol;
          this.driver = driver;
          this.theo = theo;
@@ -19,6 +20,7 @@ namespace mbts.analytics {
          this.vega = vega;
          this.theta = theta;
          this.rho = rho;
+         this.normalized_theo = normalized_theo;
       }
 
       public static GreeksTuple empty => new();
@@ -31,6 +33,7 @@ namespace mbts.analytics {
       public double vega { get; }
       public double theta { get; }
       public double rho { get; }
+      public double normalized_theo { get; }
 
       public bool Equals(GreeksTuple other) =>
          vol.Equals(other.vol) &&
@@ -65,7 +68,8 @@ namespace mbts.analytics {
          double? gamma = null,
          double? vega = null,
          double? theta = null,
-         double? rho = null) =>
+         double? rho = null,
+         double? normalized_theo = null) =>
          new(
             vol ?? greeks_tuple.vol,
             driver ?? greeks_tuple.driver,
@@ -74,12 +78,7 @@ namespace mbts.analytics {
             gamma ?? greeks_tuple.gamma,
             vega ?? greeks_tuple.vega,
             theta ?? greeks_tuple.theta,
-            rho ?? greeks_tuple.rho);
-
-      public static double normalized_theo(this in GreeksTuple greeks_tuple) =>
-         greeks_tuple.theo / greeks_tuple.driver;
-
-      public static double normalized_delta(this in GreeksTuple greeks_tuple) =>
-         greeks_tuple.delta / greeks_tuple.driver;
+            rho ?? greeks_tuple.rho,
+            normalized_theo ?? greeks_tuple.normalized_theo);
    }
 }

src/client/spark/Analytics/Core/Output/VolSurfaceOutput.cs

@@ -1,7 +1,7 @@
 namespace mbts.analytics {
    using bts;
 
-   using mbts.ui.shell;
+   using Spark.Core.Protobuf;
 
    using System;
    using System.Collections.Generic;
@@ -40,7 +40,7 @@
          new Dictionary<VolSurfaceExpiration, VolSurfaceExpirationAuxiliaryData>());
 
       public VolSurfaceOutput Clone() => new(
-         ProtoBufSerializationHelper.clone_protobuf(volsurface_input),
+         ProtobufSerializationHelper.clone(volsurface_input),
          new Dictionary<VolSurfaceExpiration, VolCurveOutput>(exp_output_map),
          new Dictionary<VolSurfaceExpiration, VolSurfaceExpirationAuxiliaryData>(aux_data_map));
 

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

@@ -1,112 +1,191 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-
-using ProtoBuf;
-
-using bts.api;
-using bts.settings;
-using bts.spark;
-
-using mbts.spark;
-
+#nullable enable
 namespace mbts {
-   [ProtoBuf.ProtoContract()]
+   using bts.api;
+   using bts.utils;
+
+   using mbts.ui.utility;
+   using mbts.utils;
+
+   using ProtoBuf;
+
+   using Spark.Core;
+   using Spark.Core.Collections;
+   using Spark.Core.Protobuf;
+
+   using System;
+   using System.Collections.Generic;
+   using System.Linq;
+
+   [ProtoContract]
    [Serializable]
-   public class SecurityExpiration : IEquatable<SecurityExpiration> {
-      [ProtoBuf.ProtoMember(1)]
-      private readonly SecurityTuple _sec_tup;
-      [ProtoBuf.ProtoMember(2)]
-      public readonly DateTime expiration;
-      [ProtoBuf.ProtoMember(2)]
-      private readonly Nullable<uint> _id;
-      public readonly static SecurityExpiration empty = new SecurityExpiration(SecurityTuple.empty.security_exchange, SecurityTuple.empty.security_type, SecurityTuple.empty.security_name, DateTime.MinValue);
+   public class SecurityExpiration : IProtobuf<SecurityExpiration> {
+      public readonly static SecurityExpiration empty = new(
+         SecurityTuple.empty.security_exchange,
+         SecurityTuple.empty.security_type,
+         SecurityTuple.empty.security_name,
+         DateTime.MinValue);
 
-      // for ProtoBuf deserialization
-      private SecurityExpiration() { }
+      // for deserialization
+      SecurityExpiration() =>
+         security_tuple = SecurityTuple.empty;
 
-      public SecurityExpiration(Venue exchange, Security.ContractOneofCase type, string symbol, DateTime exp, Nullable<uint> id = null)
+      public SecurityExpiration(
+         Venue exchange,
+         Security.ContractOneofCase type,
+         string symbol,
+         DateTime exp,
+         uint? id = null)
          : this(exchange, type.security_type(), symbol, exp, id) { }
 
-      public SecurityExpiration(Venue exchange, SecurityType type, string symbol, DateTime exp, Nullable<uint> id = null)
-         : this(new SecurityTuple(type, symbol, exchange), exp, id) { }
+      public SecurityExpiration(
+         Venue exchange, SecurityType type, string symbol, DateTime expiration, uint? id = null)
+         : this(new SecurityTuple(type, symbol, exchange), expiration, id) { }
 
-      public SecurityExpiration(SecurityTuple sec_tup, DateTime exp, Nullable<uint> id = null) {
-         _sec_tup = sec_tup;
-         expiration = exp;
-         _id = id;
+      public SecurityExpiration(
+         SecurityTuple security_tuple, DateTime expiration, uint? id = null) {
+         this.security_tuple = security_tuple;
+         this.expiration = expiration;
+         this.id = id;
       }
 
-      public SecurityTuple security_tuple { get { return _sec_tup; } }
+      [ProtoMember(1)]
+      public SecurityTuple security_tuple { get; }
 
-      public SecurityType security_type { get { return _sec_tup.security_type; } }
+      [ProtoMember(2)]
+      public DateTime expiration { get; }
 
-      public string symbol { get { return _sec_tup.security_name; } }
+      [ProtoMember(3)]
+      public uint? id { get; }
 
-      public Venue exchange { get { return _sec_tup.security_exchange; } }
+      public SecurityType security_type => security_tuple?.security_type ?? SecurityType.Unset;
+      public string symbol => security_tuple?.security_name ?? string.Empty;
+      public Venue exchange => security_tuple?.security_exchange ?? Venue.Unset;
 
-      public bool is_empty() { return Equals(empty); }
-
-      public Nullable<uint> id() { return _id; }
-
-      public SecurityExpiration unset_exchange() {
-         return new SecurityExpiration(Venue.Unset, security_type, symbol, expiration);
+      [Flags]
+      public enum Properties {
+         Type = 1,
+         Symbol = 1 << 1,
+         Expiration = 1 << 2,
+         Venue = 1 << 3,
+         Id = 1 << 4
       }
 
-      public bool Equals(SecurityExpiration other) {
-         if (other != null)
-            return _sec_tup.Equals(other._sec_tup) && expiration.Equals(other.expiration);
-         else
-            return false;
+      public static IEqualityComparer<SecurityExpiration> get_eq_comparer() =>
+         get_eq_comparer(
+            Properties.Type, Properties.Symbol, Properties.Expiration, Properties.Venue);
+
+      public static IEqualityComparer<SecurityExpiration> get_eq_comparer(Properties props) {
+         return EqualityComparerBuilder.create_comparer(
+            EnumHelper.split_flags(props).Select(get_prop_comparer));
+
+         static IEqualityComparer<SecurityExpiration> get_prop_comparer(Properties single_prop) =>
+            single_prop switch {
+               Properties.Type => wrap(s => s.security_type),
+               Properties.Symbol => wrap(s => s.symbol).to_safe(),
+               Properties.Expiration => wrap(s => s.expiration),
+               Properties.Venue => wrap(s => s.exchange),
+               Properties.Id => wrap(s => s.id).to_safe(),
+               _ => throw new NotImplementedException()
+            };
+
+         static IEqualityComparer<SecurityExpiration> wrap<T>(
+            Func<SecurityExpiration, T> selector, IEqualityComparer<T>? comparer = null) =>
+            EqualityComparer.Create(selector, comparer ?? EqualityComparer<T>.Default);
       }
 
-      #region Object overrides
+      public static IEqualityComparer<SecurityExpiration> get_eq_comparer(params Properties[] hierarchy) =>
+         EqualityComparerBuilder.create(hierarchy.Select(get_eq_comparer)).to_comparer();
 
-      public override int GetHashCode() { return _sec_tup.GetHashCode() ^ expiration.GetHashCode(); }
+      public static IComparer<SecurityExpiration> get_comparer() =>
+         get_comparer(Properties.Venue, Properties.Type, Properties.Symbol, Properties.Expiration);
 
-      public override bool Equals(object obj) {
-         return Equals(obj as SecurityExpiration);
+      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),
+            _ => throw new NotImplementedException()
+         };
       }
 
-      public static bool operator ==(SecurityExpiration x, SecurityExpiration y) {
-         if (Object.ReferenceEquals(x, null)) return Object.ReferenceEquals(y, null);
-         if (Object.ReferenceEquals(y, null)) return false;
-         return x.Equals(y);
-      }
-      public static bool operator !=(SecurityExpiration x, SecurityExpiration y) { return !(x == y); }
+      public static IComparer<SecurityExpiration> get_comparer(params Properties[] hierarchy) =>
+         ComparerBuilder.create(hierarchy.Select(get_comparer)).to_comparer();
 
-      public override string ToString() {
-         return String.Format("{0} {1}", _sec_tup.ToString(), expiration.ToShortDateString());
-      }
-      #endregion
+      public static IComparer<SecurityExpiration> get_exp_based_comparer() =>
+         get_comparer(Properties.Expiration, Properties.Venue, Properties.Type, Properties.Symbol);
 
-      public static int ExpBasedCompare(SecurityExpiration x, SecurityExpiration y) {
-         if (y == null) return 1;
-         if (x == null) return -1;
-         int rv = x.expiration.CompareTo(y.expiration);
-         if (rv == 0)
-            rv = x._sec_tup.CompareTo(y._sec_tup);
-         return rv;
-      }
+      public bool is_empty() => Equals(empty);
 
-      public static int SecBasedCompare(SecurityExpiration x, SecurityExpiration y) {
-         if (y == null) return 1;
-         if (x == null) return -1;
-         int rv = x._sec_tup.CompareTo(y._sec_tup);
-         if (rv == 0)
-            rv = x.expiration.CompareTo(y.expiration);
-         return rv;
+      public SecurityExpiration unset_exchange() =>
+         new(Venue.Unset, security_type, symbol, expiration);
+
+      public SecurityExpiration Clone() =>
+         new(security_tuple.Clone(), expiration, id);
+
+      public bool Equals(SecurityExpiration? other) =>
+         other is not null &&
+         security_tuple.safe_equals(other.security_tuple) &&
+         expiration == other.expiration;
+
+      public override bool Equals(object? obj) =>
+         Equals(obj as SecurityExpiration);
+
+      public override int GetHashCode() =>
+         HashCode.Combine(security_tuple, expiration);
+
+      object ICloneable.Clone() =>
+         Clone();
+
+      public static bool operator ==(SecurityExpiration? x, SecurityExpiration? y) =>
+         x is null ? y is null : x.Equals(y);
+
+      public static bool operator !=(SecurityExpiration x, SecurityExpiration y) =>
+         !(x == y);
+
+      public override string ToString() =>
+         $"{security_tuple} {expiration.ToShortDateString()}";
+   }
+
+   [ProtoContract]
+   public class SecurityExpirationProto : IProtobuf<SecurityExpirationProto> {
+      [ProtoMember(1)]
+      public SecurityTuple? security { get; set; }
+
+      [ProtoMember(2)]
+      public double expiration_oa_date { get; set; }
+
+      public SecurityExpirationProto Clone() =>
+         new() { security = security, expiration_oa_date = expiration_oa_date};
+
+      public bool Equals(SecurityExpirationProto? other) =>
+         other is not null &&
+         security.safe_equals(other.security) &&
+         expiration_oa_date.Equals(other.expiration_oa_date);
+
+      public override bool Equals(object? obj) =>
+         Equals(obj as SecurityExpirationProto);
+
+      public override int GetHashCode() =>
+         HashCode.Combine(security, expiration_oa_date);
+
+      object ICloneable.Clone() {
+         throw new NotImplementedException();
       }
    }
 
-   [ProtoBuf.ProtoContract]
-   public class SecurityExpirationProto {
-      [ProtoBuf.ProtoMember(1)]
-      public SecurityTuple security;
-
-      [ProtoBuf.ProtoMember(2)]
-      public double expiration_oa_date;
+   public static class SecurityExpirationExtensions {
+      public static SecurityExpiration with(
+         this SecurityExpiration sec_exp,
+         Venue? exchange = null,
+         SecurityType? security_type = null,
+         string? symbol = null,
+         DateTime? expiration = null,
+         Optional<uint> id = default) => new(
+            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);
    }
 }

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

@@ -1,58 +1,50 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-
-using ProtoBuf;
-
-using bts.api;
-using bts.settings;
-using bts.spark;
-
-using mbts.spark;
-
+#nullable enable
 namespace mbts {
+   using bts.api;
+
+   using Spark.Core.Data;
+
+   using System;
+
    public class SecurityStrike : IEquatable<SecurityStrike> {
-      public readonly SecurityExpiration expiration;
-      public readonly double strike;
-      public readonly Tuple<UInt32?, UInt32?> call_put_id;
-      public SecurityStrike(SecurityExpiration expiration, double strike,
-                            Tuple<UInt32?, UInt32?> call_put_id = null) {
+      public SecurityStrike(
+         SecurityExpiration expiration, double strike, CallPutTuple<uint?> call_put_id = default) {
          this.expiration = expiration;
          this.strike = strike;
          this.call_put_id = call_put_id;
       }
 
-      public SecurityStrike(string symbol, DateTime exp, double strike,
-                            Tuple<UInt32?, UInt32?> call_put_id = null)
-         : this(new SecurityExpiration(
-                  Venue.Unset, SecurityType.Option, symbol, exp), strike, call_put_id) { }
+      public SecurityStrike(
+         string symbol, DateTime exp, double strike, CallPutTuple<uint?> call_put_id = default)
+         : this(new(Venue.Unset, SecurityType.Option, symbol, exp), strike, call_put_id) { }
 
-      public bool Equals(SecurityStrike other) {
-         if (other != null)
-            return expiration.Equals(other.expiration) && strike.Equals(other.strike);
-         else
-            return false;
-      }
+      public SecurityExpiration expiration { get; }
+      public double strike { get; }
+      public CallPutTuple<uint?> call_put_id { get; }
 
-      public override int GetHashCode() { return expiration.GetHashCode() ^ strike.GetHashCode(); }
+      /// TODO: figure out why <see cref="call_put_id"/> is excluded from equality logic
+      /// (was it an accident, or intentional?  if the latter, why?)
+      public bool Equals(SecurityStrike? other) =>
+         other is not null &&
+         expiration.Equals(other.expiration) &&
+         strike.Equals(other.strike);
 
-      public override bool Equals(object obj) {
-         return Equals(obj as SecurityStrike);
-      }
+      public override int GetHashCode() =>
+         HashCode.Combine(expiration, strike);
 
-      public static bool operator ==(SecurityStrike x, SecurityStrike y) {
-         if ((object)x == null) return (object)y == null;
-         return x.Equals(y);
-      }
+      public override bool Equals(object? obj) =>
+         Equals(obj as SecurityStrike);
 
-      public static bool operator !=(SecurityStrike x, SecurityStrike y) { return !(x == y); }
+      public static bool operator ==(SecurityStrike x, SecurityStrike y) =>
+         x is null ? y is null : x.Equals(y);
 
-      public override string ToString() {
-         return String.Format("{0} {1}", expiration.ToString(), strike.ToString());
-      }
+      public static bool operator !=(SecurityStrike x, SecurityStrike y) =>
+         !(x == y);
 
-      public SecurityStrike unset_exchange() { return new SecurityStrike(expiration.unset_exchange(), strike); }
+      public override string ToString() =>
+         $"{expiration} {strike}";
+
+      public SecurityStrike unset_exchange() =>
+         new(expiration.with(exchange: Venue.Unset), strike);
    }
-}
+}

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

@@ -5,6 +5,29 @@ namespace mbts.analytics {
    /// they all in a way "derive" from core
    [ProtoContract]
    public class VolSurfaceSettings {
+      public static VolSurfaceSettings Default(string name) => new() {
+         core_settings = new VolSurfaceCoreSettings {
+            vol_surface_name = name,
+            vol_surface_model = VolSurfaceEnums.VolSurfaceModel.Polynomial,
+            call_rotation = new() { strike_vol_movement_pairs = new() },
+            put_rotation = new() { strike_vol_movement_pairs = new() },
+            strangle = new() { strike_vol_movement_pairs = new() },
+            full_rotation = new() { strike_vol_movement_pairs = new() },
+            atm_shift = new() { strike_vol_movement_pairs = new() },
+            symbols = new(),
+            symbol_structure_list = new(),
+            wing_settings = new() {
+               explicit_slope_wing_settings = new(),
+               implicit_slope_wing_settings = new(),
+               onepoint_slope_wing_settings = new()
+            },
+            unset_expiration_calculation_settings = new(),
+            volpath_settings = new(),
+            safety_limits = new(),
+         },
+         polynomial_model_settings = new()
+      };
+
       [ProtoMember(10)]
       public VolSurfaceCoreSettings core_settings;
       [ProtoMember(15)]

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

@@ -1,19 +1,19 @@
-using System;
+using bts.api;
+using bts.settings;
+using bts.spark;
+using bts.utils;
+
+using mbts.spark;
+using mbts.ui.converters;
+
+using ProtoBuf;
+
+using System;
 using System.Collections.Generic;
 using System.Linq;
 using System.Text;
 using System.Threading.Tasks;
 
-using ProtoBuf;
-
-using bts.api;
-using bts.settings;
-using bts.spark;
-
-using mbts.spark;
-using mbts.ui.converters;
-using bts.utils;
-
 namespace mbts.analytics {
    /// <summary>
    /// An expiration in the Vol Surface is expressed
@@ -26,7 +26,13 @@ namespace mbts.analytics {
    public class VolSurfaceExpiration : IEquatable<VolSurfaceExpiration>, IComparable<VolSurfaceExpiration> {
       public VolSurfaceExpiration() : this(string.Empty, default(DateTime)) { }
 
-      public VolSurfaceExpiration(string symbol, DateTime expiration) {
+      public VolSurfaceExpiration(string symbol, DateTime expiration)
+      :
+      this(bts.api.SecurityType.Option, symbol, expiration) {
+      }
+
+      public VolSurfaceExpiration(bts.api.SecurityType security_type, string symbol, DateTime expiration) {
+         this.security_type = security_type;
          this.symbol = symbol;
          this.expiration = expiration;
       }
@@ -36,28 +42,31 @@ namespace mbts.analytics {
          expiration = exp.expiration;
       }
 
-      public SecurityExpiration to_security_expiration() {
-         // TODO
-         return new SecurityExpiration(Venue.Unset, SecurityType.Option, symbol, expiration);
-      }
+      public SecurityExpiration to_security_expiration(
+         Venue exchange = Venue.Unset, SecurityType type = SecurityType.Unset) =>
+         new(exchange, security_type, symbol, expiration);
 
       [ProtoBuf.ProtoMember(10)]
       public string symbol;
       [ProtoBuf.ProtoMember(20)]
       public DateTime expiration;
+      [ProtoBuf.ProtoMember(30)]
+      public bts.api.SecurityType security_type = bts.api.SecurityType.Option;
+
 
       public bool Equals(VolSurfaceExpiration other) {
          return other != null && symbol.Equals(other.symbol) && expiration.Equals(other.expiration);
       }
 
-      public override int GetHashCode() { return symbol.GetHashCode() ^ expiration.GetHashCode(); }
+      public override int GetHashCode() { return security_type.GetHashCode() ^ symbol.GetHashCode() ^ expiration.GetHashCode(); }
 
       public override bool Equals(object obj) {
          return Equals(obj as VolSurfaceExpiration);
       }
 
       public override string ToString() {
-         return String.Format("{0} {1}", symbol, expiration.ToShortDateString());
+         return String.Format("{0} {1} {2}",
+            security_type.ToString().ToUpper().First(), symbol, expiration.ToShortDateString());
       }
 
       public int CompareTo(VolSurfaceExpiration other) {
@@ -65,18 +74,19 @@ 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 {
-      public static SecurityExpiration ToSecurityExp(this VolSurfaceExpiration vs_exp) {
-         var type = SecurityType.Unset;
-         if (!string.IsNullOrWhiteSpace(vs_exp.symbol)) {
-            if (Char.IsLower(vs_exp.symbol.First())) type = SecurityType.Option;
-            else if (Char.IsUpper(vs_exp.symbol.First())) type = SecurityType.Future;
-         }
-         return new SecurityExpiration(Venue.Unset, type, vs_exp.symbol, vs_exp.expiration);
-      }
+      public static SecurityExpiration ToSecurityExp(
+         this VolSurfaceExpiration vs_exp, SecurityType type) =>
+         new(Venue.Unset, type, vs_exp.symbol, vs_exp.expiration);
    }
+
    public class VolSurfaceStrikeMap {
       public readonly IDictionary<VolSurfaceExpiration, IEnumerable<double>> strike_map = null;
       public VolSurfaceStrikeMap(IEnumerable<string> option_names, SystemContractData sc_data) {

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

@@ -943,7 +943,15 @@ namespace mbts.analytics {
          }
       }
 
-      #endregion            
+      #endregion
+
+      #region inverse contracts
+      // Bitcoin contracts, for example, where the strike is in USD, and the theo
+      // needs to be in terms of the underlying contract
+      public static double normalize_theo(double theo, double fwd) {
+         return fwd == 0 ? Double.NaN : (theo / fwd);
+      }
+      #endregion
 
       #region Other Pricing Utilities
 

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

@@ -1,4 +1,6 @@
-using System;
+using Spark.Core.Collections;
+
+using System;
 using System.Collections.Generic;
 using System.Linq;
 using System.Text;
@@ -19,9 +21,11 @@ namespace mbts.analytics
       {
          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);
-         HashSet<VolSurfaceExpiration> deleted_exps, added_exps;
-         if (VolSurfaceUtilityFunctions.compare_hashsets(sys_exp_map, vs_exp_map, out deleted_exps, out added_exps))
-         {
+         sys_exp_map.difference(
+            vs_exp_map,
+            out HashSet<VolSurfaceExpiration> deleted_exps,
+            out HashSet<VolSurfaceExpiration> added_exps);
+         if (deleted_exps.Any() || added_exps.Any()) {
             VolSurfaceInput rv = VolSurfaceUtilityFunctions.clone_proto(vs_input);
             rv.surface_parameters.curve_parameters_map = rv.surface_parameters.curve_parameters_map ?? new List<Tuple<VolSurfaceExpiration, VolCurveParameters>>();
             rv.surface_parameters.curve_parameters_map.RemoveAll(t => deleted_exps.Contains(t.Item1));
@@ -100,7 +104,11 @@ namespace mbts.analytics
          else if (vs_settings.core_settings.vol_surface_model == VolSurfaceEnums.VolSurfaceModel.Polynomial)
          {
             rv.spline_model_parameters = null;
-            rv.polynomial_model_parameters = rv.polynomial_model_parameters ?? new PolynomialModelVolCurveParameters() { atm_vol = Double.NaN, put_points = new List<Tuple<double, double>>(), call_points = new List<Tuple<double, double>>() };
+            rv.polynomial_model_parameters ??= new PolynomialModelVolCurveParameters() {
+               atm_vol = double.NaN
+            };
+            rv.polynomial_model_parameters.put_points ??= new();
+            rv.polynomial_model_parameters.call_points ??= new();
             if (rv.polynomial_model_parameters.put_points.Count != vs_settings.polynomial_model_settings.n_put_points)
                rv.polynomial_model_parameters.put_points = _sync_volpoints_to_settings(rv.polynomial_model_parameters.put_points, false, vs_settings.polynomial_model_settings.strike_axis, (int)vs_settings.polynomial_model_settings.n_put_points).ToList();
             if (rv.polynomial_model_parameters.call_points.Count != vs_settings.polynomial_model_settings.n_call_points)
@@ -228,10 +236,8 @@ namespace mbts.analytics
          return vs_input != null ? get_symbols(vs_input.surface_settings) : new string[] { };
       }
 
-      public static IEnumerable<string> get_symbols(VolSurfaceSettings vs_settings)
-      {
-         return vs_settings.core_settings.symbol_pricing_model_map.Select(i => i.Item1);         
-      }      
+      public static IEnumerable<string> get_symbols(VolSurfaceSettings vs_settings) =>
+         vs_settings.core_settings.symbol_pricing_model_map.empty_if_null().Select(i => i.Item1);
 
       public static VolCurveParameters get_curve_parameters(VolSurfaceInput vs_input, VolSurfaceExpiration exp)
       {
@@ -674,5 +680,60 @@ namespace mbts.analytics
       }
 
       #endregion
+
+      #region Data copying
+
+      public static bool exp_has_input(VolSurfaceSettings vs_settings, VolCurveParameters exp_params) {
+         if (exp_params == null || vs_settings == null)
+            return false;
+         double atm_vol = get_atm_vol(vs_settings, exp_params);
+         double ref_fwd = exp_params.core_parameters.ref_forward;
+         return !Double.IsNaN(atm_vol) && !Double.IsNaN(ref_fwd);
+      }
+
+      public static VolSurfaceExpiration find_nearest_populated_exp(
+         VolSurfaceInput vs_input, VolSurfaceExpiration vs_exp) {
+         VolCurveParameters exp_params = get_curve_parameters(vs_input, vs_exp);
+         if (exp_has_input(vs_input.surface_settings, exp_params))
+            return vs_exp;
+         VolSurfaceExpiration rv = null;
+         double rv_diff_days = Double.MaxValue;
+         foreach (var kv in vs_input.surface_parameters.curve_parameters_map) {
+            var this_exp = kv.Item1;
+            var this_exp_params = kv.Item2;
+            if (exp_has_input(vs_input.surface_settings, this_exp_params)) {
+               double this_exp_diff_days = Math.Abs(vs_exp.diff_days(this_exp));
+               if (this_exp_diff_days < rv_diff_days) {
+                  rv = this_exp;
+                  rv_diff_days = this_exp_diff_days;
+               }
+            }
+         }
+         return rv;
+      }
+
+      // Copies the empty exps from closest neighbor
+      public static VolSurfaceInput populate_empty_expirations(VolSurfaceInput vs_input) {
+         VolSurfaceInput rv = Spark.Core.Protobuf.ProtobufSerializationHelper.clone(vs_input);
+         rv.surface_parameters.curve_parameters_map.Clear();
+         foreach (var kv in vs_input.surface_parameters.curve_parameters_map) {
+            var vs_exp = kv.Item1;
+            var exp_params = kv.Item2;
+            if (!exp_has_input(vs_input.surface_settings, exp_params)) {
+               VolSurfaceExpiration np_exp = find_nearest_populated_exp(vs_input, vs_exp);
+               if (np_exp != null) {
+                  var np_exp_params = get_curve_parameters(vs_input, np_exp);
+                  if (np_exp_params != null) {
+                     exp_params = Spark.Core.Protobuf.ProtobufSerializationHelper.clone(np_exp_params);
+                  }
+               }
+            }
+            rv.surface_parameters.curve_parameters_map.Add(
+               new Tuple<VolSurfaceExpiration, VolCurveParameters>(vs_exp, exp_params));
+         }
+         return rv;
+      }
+
+      #endregion
    }
-}
+}

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

@@ -0,0 +1,58 @@
+namespace mbts.analytics {
+   using bts.utils;
+
+   using mbts.spark.filters;
+
+   using System;
+
+   public class VolSurfaceDriverTheo {
+      public static readonly VolSurfaceDriverTheo empty = new(
+         SecurityExpiration.empty, SecurityExpiration.empty);
+
+      public readonly SecurityExpiration exp;
+      public readonly SecurityExpiration driver_exp;
+      public readonly double market_price;
+      public readonly double driver_market_price;
+      public readonly double roll;
+      public readonly double theo;
+      public readonly double delta;
+      public readonly double settlement_price;
+      public readonly double settlement_theo;
+      public readonly double settlement_delta;
+
+      public VolSurfaceDriverTheo(
+         SecurityExpiration exp,
+         SecurityExpiration driver_exp,
+         double market_price = double.NaN,
+         double driver_market_price = double.NaN,
+         double roll = double.NaN,
+         double theo = double.NaN,
+         double delta = double.NaN,
+         double settlement_price = double.NaN,
+         double settlement_theo = double.NaN,
+         double settlement_delta = double.NaN
+      ) {
+         this.exp = exp;
+         this.driver_exp = driver_exp;
+         this.market_price = market_price;
+         this.driver_market_price = driver_market_price;
+         this.roll = roll;
+         this.theo = theo;
+         this.delta = delta;
+         this.settlement_price = settlement_price;
+         this.settlement_theo = settlement_theo;
+         this.settlement_delta = settlement_delta;
+      }
+
+      public bool is_settlement_populated {
+         get {
+            bool non_populated = double.IsNaN(settlement_price) ||
+                                 Math.Abs(settlement_price) < 0.0000001;
+            return !non_populated;
+         }
+      }
+
+      public double effective_theo => is_settlement_populated ? settlement_price : theo;
+      public double effective_delta => is_settlement_populated ? 0 : delta;
+   }
+}

src/client/spark/Analytics/PolynomialModel/CoordinatesBasedModelHelper.cs

@@ -5,6 +5,9 @@ using System.Text;
 using System.Threading.Tasks;
 
 using bts;
+using bts.utils;
+
+using mbts.utils;
 
 namespace mbts.analytics
 {
@@ -152,12 +155,8 @@ namespace mbts.analytics
                                                  out double adjusted_ref_fwd,
                                                  out double adjusted_ref_vol)
       {
-         IComparer<ControlPoint> comp = VolSurfaceUtilityFunctions.get_comparer<ControlPoint>(
-            (cp1, cp2) =>
-            {
-               double d1 = Math.Abs(cp1.standard_strike), d2 = Math.Abs(cp2.standard_strike);
-               return (Double.IsNaN(d1) ? Double.PositiveInfinity : d1).CompareTo((Double.IsNaN(d2) ? Double.PositiveInfinity : d2));
-            });
+         var comp = new ComparerBuilder<ControlPoint>()
+            .to_comparer(cp => cp.standard_strike.abs().if_nan(double.PositiveInfinity));
          adjusted_atm_vol = input_atm_vol + parallel_curve_move + (is_rebuild ? volpath_move : 0.0);
          adjusted_put_points = calculated_controlpoints.Where(cp => cp.point_type == CoordinatesBasedModelHelper.ControlPoint.PointType.Put).OrderBy(cp => cp, comp).Select(cp => Tuple.Create(cp.input_strike, cp.input_abstract_vol));
          adjusted_call_points = calculated_controlpoints.Where(cp => cp.point_type == CoordinatesBasedModelHelper.ControlPoint.PointType.Call).OrderBy(cp => cp, comp).Select(cp => Tuple.Create(cp.input_strike, cp.input_abstract_vol));
@@ -306,12 +305,8 @@ namespace mbts.analytics
                                                             IEnumerable<ControlPoint> calculated_controlpoints)
       {
          curve_parameters = VolSurfaceUtilityFunctions.clone_proto(curve_parameters);
-         IComparer<ControlPoint> comp = VolSurfaceUtilityFunctions.get_comparer<ControlPoint>(
-            (cp1, cp2) =>
-            {
-               double d1 = Math.Abs(cp1.standard_strike), d2 = Math.Abs(cp2.standard_strike);
-               return (Double.IsNaN(d1) ? Double.PositiveInfinity : d1).CompareTo((Double.IsNaN(d2) ? Double.PositiveInfinity : d2));
-            });         
+         var comp = new ComparerBuilder<ControlPoint>()
+            .to_comparer(cp => cp.standard_strike.abs().if_nan(double.PositiveInfinity));
          var adjusted_put_points = calculated_controlpoints.Where(cp => cp.point_type == CoordinatesBasedModelHelper.ControlPoint.PointType.Put).OrderBy(cp => cp, comp).Select(cp => Tuple.Create(cp.input_strike, cp.input_abstract_vol));
          var adjusted_call_points = calculated_controlpoints.Where(cp => cp.point_type == CoordinatesBasedModelHelper.ControlPoint.PointType.Call).OrderBy(cp => cp, comp).Select(cp => Tuple.Create(cp.input_strike, cp.input_abstract_vol));
          if (surface_settings.core_settings.vol_surface_model == VolSurfaceEnums.VolSurfaceModel.CubicSpline)
@@ -467,4 +462,4 @@ namespace mbts.analytics
 
       #endregion
    }
-}
+}

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

@@ -1,65 +1,11 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-using System.Collections.Concurrent;
-using System.ComponentModel;
+namespace mbts.analytics {
+   using bts.api.analytics;
 
-namespace mbts.analytics
-{
-   ///  move this out later
-   public enum VolSurfaceGreeks
-   {
-      /* *********************Primary Greeks*********************/
-      Vol,
-      Moneyness,
-      Theo,
-      Delta,
-      [Description("BSM Delta")]
-      BSMDelta,
-      FlatVolDelta,
-      Vega,
-      [Description("BSM Vega")]
-      BSMVega,
-      AdjustedVega,  /// adjusted_vega = vega * (atm_vega/n_days_atm_vega)
-      Theta,
-      AdjustedTheta, /// what is that ? (its in slide)
-      RollRho,
-      DiscountRho,
-      TimeValue,
-      /* *********************Second Order*********************/
-      Gamma,
-      [Description("BSM Gamma")]
-      BSMGamma,
-      OEV,
-      [Description("BSM OEV")]
-      BSMOEV,
-      Vanna,
-      Volga,
-      Charm,
-      [Description("Vol/Und")]
-      DVolDUnd,
-      [Description("Vol²/DUnd²")]
-      D2VolDUnd2,
-      /* *********************Curve Operations******************/
-      [Description("Price/DRR")]
-      DPriceDRiskReversal,
-      [Description("Price/Strangle")]
-      DPriceDStrangle,
-      [Description("Price/Put Tilt")]
-      DPriceDPutTilt,
-      [Description("Price/Call Tilt")]
-      DPriceDCallTilt,
-      /* *********************Risk*******************************/
-      [Description("PnL")]
-      PNL,
-      ExpirationDelta
-   }
+   using System;
+   using System.Collections.Generic;
 
    [ProtoBuf.ProtoContract(Name = "VolSurfaceStrikeTheo")]
-   public class VolSurfaceStrikeTheo
-   {
+   public class VolSurfaceStrikeTheo {
       [ProtoBuf.ProtoMember(10)]
       public DateTime exp;
       [ProtoBuf.ProtoMember(20)]
@@ -73,9 +19,8 @@ namespace mbts.analytics
    }
 
    [ProtoBuf.ProtoContract(Name = "VolSurfaceSymbolTheos")]
-   public class VolSurfaceSymbolTheos
-   {
+   public class VolSurfaceSymbolTheos {
       [ProtoBuf.ProtoMember(10)]
       public List<VolSurfaceStrikeTheo> all_theos;
-   }  
-}
+   }
+}

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

@@ -1,4 +1,4 @@
-using System;
+using System;
 using System.Collections.Generic;
 using System.Linq;
 using System.Text;

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

@@ -1,12 +1,11 @@
-using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
-using System.Collections.Concurrent;
+namespace mbts.analytics {
+   using bts.api.analytics;
+
+   using System;
+   using System.Collections.Concurrent;
+   using System.Collections.Generic;
+   using System.Linq;
 
-namespace mbts.analytics
-{
    /// Computes greeks from VolMatrix
    public class VolSurfaceTheoCalculator
    {
@@ -26,27 +25,27 @@ namespace mbts.analytics
                      {VolSurfaceGreeks.Moneyness, (volmat, is_call) => volmat.standard_strike},
                      {VolSurfaceGreeks.Theo, (volmat, is_call) => compute_theo (volmat, is_call)},
                      {VolSurfaceGreeks.Delta, (volmat, is_call) => compute_delta (volmat, is_call)},
-                     {VolSurfaceGreeks.BSMDelta, (volmat, is_call) => compute_bsm_delta (volmat, is_call)},
+                     {VolSurfaceGreeks.Bsmdelta, (volmat, is_call) => compute_bsm_delta (volmat, is_call)},
                      {VolSurfaceGreeks.FlatVolDelta, (volmat, is_call) => compute_flatvol_delta (volmat, is_call)},
                      {VolSurfaceGreeks.Vega, (volmat, is_call) => compute_vega (volmat, is_call)},
-                     {VolSurfaceGreeks.BSMVega, (volmat, is_call) => compute_bsm_vega (volmat)},
+                     {VolSurfaceGreeks.Bsmvega, (volmat, is_call) => compute_bsm_vega (volmat)},
                      {VolSurfaceGreeks.Theta, (volmat, is_call) => compute_theta (volmat, is_call)},
                      {VolSurfaceGreeks.TimeValue, (volmat, is_call) => compute_time_value (volmat, is_call)},
 
                      {VolSurfaceGreeks.Gamma, (volmat, is_call) => compute_gamma (volmat, is_call)},
-                     {VolSurfaceGreeks.BSMGamma, (volmat, is_call) => compute_bsm_gamma (volmat)},
-                     {VolSurfaceGreeks.OEV, (volmat, is_call) => compute_oev (volmat, is_call)},
-                     {VolSurfaceGreeks.BSMOEV, (volmat, is_call) => compute_bsm_oev (volmat, is_call)},
+                     {VolSurfaceGreeks.Bsmgamma, (volmat, is_call) => compute_bsm_gamma (volmat)},
+                     {VolSurfaceGreeks.Oev, (volmat, is_call) => compute_oev (volmat, is_call)},
+                     {VolSurfaceGreeks.Bsmoev, (volmat, is_call) => compute_bsm_oev (volmat, is_call)},
                      {VolSurfaceGreeks.Vanna, (volmat, is_call) => compute_vanna (volmat, is_call)},
                      {VolSurfaceGreeks.Volga, (volmat, is_call) => compute_volga (volmat, is_call)},
                      {VolSurfaceGreeks.Charm, (volmat, is_call) => compute_charm (volmat, is_call)},
-                     {VolSurfaceGreeks.DVolDUnd, (volmat, is_call) => compute_dVolDUnd (volmat)},
-                     {VolSurfaceGreeks.D2VolDUnd2, (volmat, is_call) => compute_d2VolDUnd2 (volmat)},
+                     {VolSurfaceGreeks.DvolDund, (volmat, is_call) => compute_dVolDUnd (volmat)},
+                     {VolSurfaceGreeks.D2VolDund2, (volmat, is_call) => compute_d2VolDUnd2 (volmat)},
 
-                     {VolSurfaceGreeks.DPriceDRiskReversal, (volmat, is_call) => compute_dPriceDRiskReversal (volmat, is_call)},
-                     {VolSurfaceGreeks.DPriceDStrangle, (volmat, is_call) => compute_dPriceDStrangle (volmat, is_call)},
-                     {VolSurfaceGreeks.DPriceDPutTilt, (volmat, is_call) => compute_dPriceDPutTilt (volmat, is_call)},
-                     {VolSurfaceGreeks.DPriceDCallTilt, (volmat, is_call) => compute_dPriceDCallTilt (volmat, is_call)},
+                     {VolSurfaceGreeks.DpriceDriskReversal, (volmat, is_call) => compute_dPriceDRiskReversal (volmat, is_call)},
+                     {VolSurfaceGreeks.DpriceDstrangle, (volmat, is_call) => compute_dPriceDStrangle (volmat, is_call)},
+                     {VolSurfaceGreeks.DpriceDputTilt, (volmat, is_call) => compute_dPriceDPutTilt (volmat, is_call)},
+                     {VolSurfaceGreeks.DpriceDcallTilt, (volmat, is_call) => compute_dPriceDCallTilt (volmat, is_call)},
 
                   };
                }
@@ -443,4 +442,4 @@ namespace mbts.analytics
          }
       }
    }
-}
+}

src/client/spark/Analytics/SupportingData/AnalyticsExpirationParameters.cs

@@ -1,65 +1,72 @@
-using System;
-
-using bts.api;
-using bts.api.analytics;
-
+#nullable enable
 namespace mbts.analytics {
+   using bts.api.analytics;
+   using bts.utils;
+
+   using mbts.spark;
+
+   using System;
+
    [Serializable]
    public class AnalyticsExpirationParameters : IEquatable<AnalyticsExpirationParameters> {
-      public readonly SecurityExpiration security,
-                                         driver_security,
-                                         deliverable_security,
-                                         roll_schedule_expiration;
-      public readonly DriverCalculationType driver_calc_type =
-          DriverCalculationType.Direct;
-      public readonly double roll_target, riskless_rate, settlement_price;
-      public readonly double driver_addend, driver_factor,
-            driver_translation_target, delta_beta, vega_beta;
+      public static readonly AnalyticsExpirationParameters empty =
+         new(
+            SecurityExpiration.empty,
+            null,
+            SecurityExpiration.empty,
+            SecurityExpiration.empty,
+            double.NaN,
+            double.NaN,
+            double.NaN,
+            double.NaN,
+            double.NaN);
 
-      public static AnalyticsExpirationParameters empty =
-         new AnalyticsExpirationParameters(SecurityExpiration.empty,
-                                          SecurityExpiration.empty,
-                                          SecurityExpiration.empty,
-                                          SecurityExpiration.empty,
-                                          Double.NaN, Double.NaN, Double.NaN,
-                                          Double.NaN, Double.NaN);
+      public readonly ExpirationDriverImmutable driver;
+      public readonly double roll_target;
+      public readonly double riskless_rate;
+      public readonly double settlement_price;
+      public readonly double driver_addend;
+      public readonly double driver_factor;
+      public readonly double driver_translation_target;
+      public readonly double delta_beta;
+      public readonly double vega_beta;
+
+      readonly bts.api.domain.SecurityExpirationImmutable _security;
+      readonly bts.api.domain.SecurityExpirationImmutable _deliverable;
+      readonly bts.api.domain.SecurityExpirationImmutable _roll_schedule;
 
       public AnalyticsExpirationParameters(
-         SecurityExpiration this_security,
-         SecurityExpiration this_driver_security,
-         SecurityExpiration this_deliverable_security,
-         SecurityExpiration this_roll_schedule_expiration,
-         double this_roll_target, double this_riskless_rate,
-         double this_settlement_price, double this_delta_beta,
-         double this_vega_beta) {
-         security = this_security;
-         driver_security = this_driver_security ?? SecurityExpiration.empty;
-         deliverable_security = this_deliverable_security ?? SecurityExpiration.empty;
-         roll_schedule_expiration = this_roll_schedule_expiration ??
-            SecurityExpiration.empty;
-         roll_target = this_roll_target;
-         riskless_rate = this_riskless_rate;
-         settlement_price = this_settlement_price;
-         delta_beta = this_delta_beta;
-         vega_beta = this_vega_beta;
+         SecurityExpiration security,
+         ExpirationDriverImmutable? driver,
+         SecurityExpiration? deliverable_security,
+         SecurityExpiration? roll_schedule_expiration,
+         double roll_target,
+         double riskless_rate,
+         double settlement_price,
+         double delta_beta,
+         double vega_beta
+      ) {
+         _security = security.to_api_sec_expi();
+         deliverable_security ??= SecurityExpiration.empty;
+         roll_schedule_expiration ??= SecurityExpiration.empty;
+
+         this.driver = driver ?? new(new() {
+            TimeWeightedInterpolated = new()
+         });
+         _deliverable = deliverable_security.to_api_sec_expi();
+         _roll_schedule = roll_schedule_expiration.to_api_sec_expi();
+         this.roll_target = roll_target;
+         this.riskless_rate = riskless_rate;
+         this.settlement_price = settlement_price;
+         this.delta_beta = delta_beta;
+         this.vega_beta = vega_beta;
       }
 
       public AnalyticsExpirationParameters(ExpirationParameterEntryImmutable db_i) {
-         Func<ExpirationImmutable, DateTime> to_dt = (ExpirationImmutable e) =>
-            new DateTime((int)e.ExpirationYear, (int)e.ExpirationMonth,
-                        (int)e.ExpirationDay);
-         security = new SecurityExpiration(db_i.Exchange,
-            db_i.SecurityType, db_i.Symbol, to_dt(db_i.Expiration));
-         driver_calc_type = db_i.DriverCalc;
-         driver_security = new SecurityExpiration(db_i.DriverExchange,
-             db_i.DriverSecurityType, db_i.DriverSymbol,
-             to_dt(db_i.DriverExpiration));
-         deliverable_security = new SecurityExpiration(db_i.DeliverableExchange,
-            db_i.DeliverableSecurityType, db_i.DeliverableSymbol,
-            to_dt(db_i.DeliverableExpiration));
-         roll_schedule_expiration = new SecurityExpiration(db_i.RollScheduleExchange,
-            db_i.RollScheduleSecurityType, db_i.RollScheduleSymbol,
-            to_dt(db_i.RollScheduleExpiration));
+         _security = db_i.SecurityExpiration;
+         _deliverable = db_i.Deliverable;
+         _roll_schedule = db_i.RollSchedule;
+         driver = db_i.Driver;
          roll_target = db_i.RollTarget;
          riskless_rate = db_i.RisklessRate;
          settlement_price = db_i.SettlementPrice;
@@ -67,66 +74,41 @@ namespace mbts.analytics {
          vega_beta = db_i.VegaBeta;
       }
 
-      public bts.api.analytics.ExpirationParameterEntry to_exp_param_entry() {
-         Func<DateTime, Expiration> to_exp = (DateTime e) => {
-            Expiration rv = new Expiration();
-            rv.ExpirationDay = (uint)e.Day;
-            rv.ExpirationMonth = (uint)e.Month;
-            rv.ExpirationYear = (uint)e.Year;
-            return rv;
+      public SecurityExpiration security => _security.to_sec_exp();
+      public SecurityExpiration driver_security => driver.HasSecurity ?
+         driver.Security.to_sec_exp() : SecurityExpiration.empty;
+      public SecurityExpiration deliverable_security => _deliverable.to_sec_exp();
+      public SecurityExpiration roll_schedule_expiration => _roll_schedule.to_sec_exp();
+
+      public ExpirationParameterEntry to_exp_param_entry() =>
+         new() {
+            SecurityExpiration = _security.CloneToMutable(),
+            Driver = driver.CloneToMutable(),
+            Deliverable = _deliverable.CloneToMutable(),
+            RollSchedule = _roll_schedule.CloneToMutable(),
+            RollTarget = roll_target,
+            RisklessRate = riskless_rate,
+            SettlementPrice = settlement_price,
+            DeltaBeta = delta_beta,
+            VegaBeta = vega_beta
          };
-         bts.api.analytics.ExpirationParameterEntry rv = new ExpirationParameterEntry();
-         rv.SecurityType = security.security_type;
-         rv.Symbol = security.symbol;
-         rv.Expiration = to_exp(security.expiration);
-         rv.Exchange = security.exchange;
 
-         rv.DriverSecurityType = driver_security.security_type;
-         rv.DriverSymbol = driver_security.symbol;
-         rv.DriverExpiration = to_exp(driver_security.expiration);
-         rv.DriverExchange = driver_security.exchange;
+      public bool Equals(AnalyticsExpirationParameters? other) =>
+         other is not null &&
+         security.Equals(other.security) &&
+         driver_security.safe_equals(other.driver_security) &&
+         deliverable_security.safe_equals(other.deliverable_security) &&
+         roll_schedule_expiration.safe_equals(other.roll_schedule_expiration) &&
+         roll_target.Equals(other.roll_target) &&
+         riskless_rate.Equals(other.riskless_rate) &&
+         settlement_price.Equals(other.settlement_price) &&
+         delta_beta.Equals(other.delta_beta) &&
+         vega_beta.Equals(other.vega_beta);
 
-         rv.DeliverableSecurityType = deliverable_security.security_type;
-         rv.DeliverableSymbol = deliverable_security.symbol;
-         rv.DeliverableExpiration = to_exp(deliverable_security.expiration);
-         rv.DeliverableExchange = deliverable_security.exchange;
+      public override bool Equals(object? obj) =>
+         Equals(obj as AnalyticsExpirationParameters);
 
-         rv.RollScheduleSecurityType = roll_schedule_expiration.security_type;
-         rv.RollScheduleSymbol = roll_schedule_expiration.symbol;
-         rv.RollScheduleExpiration = to_exp(roll_schedule_expiration.expiration);
-         rv.RollScheduleExchange = roll_schedule_expiration.exchange;
-
-         rv.RollTarget = roll_target;
-         rv.RisklessRate = riskless_rate;
-         rv.SettlementPrice = settlement_price;
-         rv.DeltaBeta = delta_beta;
-         rv.VegaBeta = vega_beta;
-         return rv;
-      }
-
-      public bool Equals(AnalyticsExpirationParameters other) {
-         return other != null &&
-                security.Equals(other.security) &&
-                _null_equal(driver_security, other.driver_security) &&
-                _null_equal(deliverable_security, other.deliverable_security) &&
-                _null_equal(roll_schedule_expiration, other.roll_schedule_expiration) &&
-                roll_target.Equals(other.roll_target) &&
-                riskless_rate.Equals(other.riskless_rate) &&
-                settlement_price.Equals(other.settlement_price) &&
-                delta_beta.Equals(other.delta_beta) &&
-                vega_beta.Equals(other.vega_beta);
-      }
-
-      public override bool Equals(object obj) {
-         return Equals(obj as AnalyticsExpirationParameters);
-      }
-
-      public override int GetHashCode() { return security.GetHashCode(); }
-
-      private static bool _null_equal(SecurityExpiration a, SecurityExpiration b) {
-         a = a == null ? null : (a.is_empty() ? null : a);
-         b = b == null ? null : (b.is_empty() ? null : b);
-         return (a == null && b == null) || (a != null && b != null && a.Equals(b));
-      }
+      public override int GetHashCode() =>
+         security.GetHashCode();
    }
-}
+}

src/client/spark/Analytics/SupportingData/VolSurfaceNonVolData.cs

@@ -41,7 +41,7 @@ namespace mbts.analytics {
       }
 
       public IDictionary<mbts.SecurityTuple, double> get_cpp_map() {
-         return input.get_cpp_list().ToDictionary(i => new mbts.SecurityTuple(i.Item1, i.Item2, Venue.Unset), i => i.Item3);
+         return input.get_cpp_list().ToDictionaryCrushed(i => new mbts.SecurityTuple(i.Item1, i.Item2, Venue.Sim), i => i.Item3);
       }
 
       private static mbts.SecurityExpiration _unset = mbts.SecurityExpiration.empty;
@@ -59,4 +59,4 @@ namespace mbts.analytics {
          return rv;
       }
    }
-}
+}

src/client/spark/Analytics/SupportingData/VolSurfaceNonVolInput.cs

@@ -51,13 +51,12 @@ namespace mbts.analytics {
          return null;
       }
 
-      public IEnumerable<Tuple<SecurityType, string, double>> get_cpp_list() {
-         List<Tuple<SecurityType, string, double>> rv = new List<Tuple<SecurityType, string, double>>();
+      public IEnumerable<Tuple<SecurityType, string, double>> get_cpp_list() =>
          // TODO, cpp
-         return
-         exp_input_map.ToList().Select(kv =>
-            new Tuple<SecurityType, string, double>(kv.Key.security_type, kv.Key.symbol, 1));
-      }
+         exp_input_map
+            .Select(kv => Tuple.Create(kv.Key.security_type, kv.Key.symbol, 1.0))
+            .Distinct()
+            .ToList();
 
       public IDictionary<mbts.SecurityTuple, double> get_cpp_map() {
          return get_cpp_list().ToDictionary(
@@ -68,4 +67,4 @@ namespace mbts.analytics {
          return exp_input_map.Where(kv => filter(kv.Key)).ToDictionary(kv => kv.Key, kv => kv.Value.roll_target);
       }
    }
-}
+}

src/client/spark/Analytics/Tests/VolSurfacePerformanceTests.cs

@@ -3,8 +3,13 @@ using System.Collections.Generic;
 using System.Linq;
 using System.Text;
 using System.Threading.Tasks;
+
+using bts.api.analytics;
+
 using NUnit.Framework;
 
+using Spark.Core.Protobuf;
+
 namespace mbts.analytics
 {
    [TestFixture]
@@ -21,16 +26,16 @@ namespace mbts.analytics
          VolSurfaceGreeks.Gamma,
          VolSurfaceGreeks.Vol,
          VolSurfaceGreeks.AdjustedVega,
-         VolSurfaceGreeks.OEV,
+         VolSurfaceGreeks.Oev,
          VolSurfaceGreeks.Theta,
-         VolSurfaceGreeks.DPriceDRiskReversal,
+         VolSurfaceGreeks.DpriceDriskReversal,
          VolSurfaceGreeks.Vanna,
-         VolSurfaceGreeks.BSMVega,
+         VolSurfaceGreeks.Bsmvega,
          VolSurfaceGreeks.Moneyness,
       };
 
          Theos t = new Theos();
-         VolSurfaceUtilityFunctions.serialize_proto(t);
+         ProtobufSerializationHelper.serialize(t);
 
          VolSurfaceTimer timer = new VolSurfaceTimer ();
          List<VolSurfaceStrikeTheo> all_theos = new List<VolSurfaceStrikeTheo>();
@@ -65,7 +70,7 @@ namespace mbts.analytics
          {
             Console.WriteLine("\nStrikes {0} Handles {1} Total {2}", n_exps * 1.0 * (strike_end - strike_beg) / strike_inc, n_handles, n_handles * n_exps * 1.0 * (strike_end - strike_beg) / strike_inc);
             byte[] uncomp, comp;
-            timer.start (); uncomp = VolSurfaceUtilityFunctions.serialize_proto(sym_theos); timer.stop();
+            timer.start (); uncomp = ProtobufSerializationHelper.serialize(sym_theos); timer.stop();
             Console.WriteLine("Serialization time {0}", timer.last_interval_time_ms);
             timer.start(); comp = VolSurfaceUtilityFunctions.compress(uncomp); timer.stop();
             Console.WriteLine("Compression time {0}", timer.last_interval_time_ms);
@@ -122,4 +127,4 @@ namespace mbts.analytics
          Console.WriteLine(String.Format("Min time {0} Max time {1} Median time {2} msecs", times.First(), times.Last(), times[times.Count / 2]));
       }      
    }
-}
+}

src/client/spark/ConsoleInterop.cs

@@ -0,0 +1,15 @@
+namespace Spark {
+   using System;
+   using System.Runtime.InteropServices;
+
+   static class ConsoleInterop {
+      [DllImport("kernel32.dll")]
+      static extern IntPtr GetConsoleWindow();
+
+      [DllImport("user32.dll")]
+      static extern bool ShowWindow(IntPtr h_wnd, int n_cmd_show);
+
+      [DllImport("kernel32.dll", SetLastError = true)]
+      internal static extern int FreeConsole();
+   }
+}

src/client/spark/Controller/ITemplateSelectorKey.cs

@@ -0,0 +1,6 @@
+#nullable enable
+namespace mbts.ui {
+   interface ITemplateSelectorKey {
+      string key { get; }
+   }
+}

src/client/spark/Controller/KeyedTemplateSelector.cs

@@ -0,0 +1,41 @@
+#nullable enable
+namespace mbts.ui {
+   using bts.collections;
+
+   using System.Collections;
+   using System.Windows;
+   using System.Windows.Controls;
+   using System.Windows.Markup;
+
+   [ContentProperty(nameof(Map))]
+   class KeyedTemplateSelector : DataTemplateSelector {
+      readonly KeyedCollection<TemplateSelectorKeyValue, object?> _map = new(kv => kv.Key);
+
+      public IList Map => _map;
+      public DataTemplate? Default { get; set; }
+      public bool TryMatchType { get; set; }
+
+      public override DataTemplate? SelectTemplate(object? item, DependencyObject container) {
+         if (item is null) {
+            return Default;
+         }
+         var k = _get_key(item);
+         return k is not null && _map.TryGetValue(k, out var result) ?
+            result.Value : Default;
+      }
+
+      object? _get_key(object? item) {
+         if (item is null) {
+            return null;
+         }
+         var key = item;
+         if (key is ITemplateSelectorKey tsk) {
+            key = tsk.key;
+         }
+         if (key is null && TryMatchType) {
+            key = item.GetType();
+         }
+         return key;
+      }
+   }
+}

src/client/spark/Controller/TemplateSelectorKeyValue.cs

@@ -0,0 +1,11 @@
+#nullable enable
+namespace mbts.ui {
+   using System.Windows;
+   using System.Windows.Markup;
+
+   [ContentProperty(nameof(Value))]
+   class TemplateSelectorKeyValue {
+      public object? Key { get; set; }
+      public DataTemplate? Value { get; set; }
+   }
+}

src/client/spark/Daemons/AboutDaemon.cs

@@ -1,10 +1,11 @@
 using bts.api;
 
-using mbts;
 using mbts.config;
 using mbts.spark;
 using mbts.ui;
 
+using Spark.Core.Disposables;
+
 using System;
 using System.Composition;
 using System.Diagnostics;

src/client/spark/Daemons/AnalyticsDaemon.cs

@@ -8,30 +8,38 @@ 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 Disposable = mbts.Disposable;
+using BCG;
 
 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;
+
       IDisposable _dispose;
 
       [ImportingConstructor]
-      public AnalyticsDaemon(IBus bus, AnalyticsService analytics_service) {
+      public AnalyticsDaemon(IBus bus, AnalyticsService analytics_service,
+                              bts.api.orderman.OrderService order_service) {
          bts.Log.Gen.info("AnalyticsDaemon started");
          _bus = bus;
          _analytics_service = analytics_service;
-         _vs_manager = new VolSurfaceBusManager(_bus, _analytics_service);
+         _order_service = order_service;
+         _vs_manager = new VolSurfaceBusManager(_bus, _analytics_service, _order_service);
+         _spread_manager = new SpreadManager(_vs_manager.bb(), "xxx");
+         _spread_calc = new SpreadCalculationSynchronizer(_vs_manager.bb());
       }
 
       public void Dispose() =>

src/client/spark/Daemons/DeleteSyntheticDaemon.cs

@@ -1,10 +1,11 @@
 using bts.api;
 using bts.spark;
 
-using mbts;
 using mbts.spark;
 using mbts.ui;
 
+using Spark.Core.Disposables;
+
 using System;
 using System.Collections.Generic;
 using System.Collections.Immutable;
@@ -46,7 +47,7 @@ namespace bts {
             return;
          }
          log.info($"received request to delete the following {keys.Count} securities: {string.Join(", ", keys)}");
-         var (orders, orders_success) = await _orders_model.security_order_groups.FirstAsyncTask(SparkUtils.DefaultTimeOut);
+         var (orders, orders_success) = await _orders_model.security_orders.FirstAsyncTask(SparkUtils.DefaultTimeOut);
          if (!orders_success) {
             var msg = "Unable to delete synthetic securities: " +
                $"timed out waiting for orders table (must verify that a synthetic security does not have any working orders before it can be deleted).";

src/client/spark/Daemons/ErrorReporter.cs

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

src/client/spark/Daemons/FakeMDDaemon.cs

@@ -11,6 +11,7 @@ using System.Reactive.Linq;
 
 using SecurityKey = System.UInt32;
 using MDHandle = mbts.co2.FakeMDConsumerHandle;
+using Spark.Core.Disposables;
 
 namespace bts {
    //[Export(typeof(IShellDaemon))]

src/client/spark/Daemons/FakeSlideDataDaemon.cs

@@ -0,0 +1,99 @@
+#nullable enable
+namespace bts.daemons {
+   using bts.api;
+   using bts.utils;
+
+   using mbts;
+   using mbts.spark;
+   using mbts.ui;
+
+   using Spark.Core.Disposables;
+
+   using System;
+   using System.Collections.Generic;
+   using System.Collections.Immutable;
+   using System.Composition;
+   using System.Linq;
+   using System.Reactive.Linq;
+   using System.Threading;
+
+   [Export(typeof(IShellDaemon))]
+   public sealed class FakeSymbolDriverDaemon : IShellDaemon, IDisposable {
+      IDisposable? _dispose;
+
+      public FakeSymbolDriverDaemon(IBus bus) {
+         int tid_counter = 1;
+         IDictionary<int, string> vol_surfaces = new Dictionary<int, string>();
+         var sec_trades = new Dictionary<uint, List<ITradeLogRow>>();
+         _dispose = Disposable.Create(
+            bus.subscribe(SparkTags.VolSurfaceListTag).Subscribe(vss => vol_surfaces = vss),
+            bus.subscribe(SparkTags.SecuritiesTag).SubscribeEach(secs => {
+               var btc_secs = secs.Values.Where(
+                  s => s.security.Symbol == "BTC" &&
+                  s.security.ContractCase == Security.ContractOneofCase.Future)
+               .ToList();
+               var fake_trades = btc_secs.Select(
+                  s => get_fake_trade(to_sec_exp(s.security), 4200)).ToList();
+               bus.post(SparkTags.TradeLogTag, fake_trades);
+               var bbo_upd_refs = btc_secs.ToDictionary(s => s.security.Id, _ => 0UL);
+               var driver_sym_prices = btc_secs.ToImmutableDictionary(
+                  s => to_sec_exp(s.security), get_driver_price);
+
+               double get_driver_price(SecurityMD smd) {
+                  var upd_ref = bbo_upd_refs[smd.security.Id];
+                  var rv = double.NaN;
+                  if (smd.md.get_bbo(ref upd_ref, out var bid, out var ask)) {
+                     rv = bid.price.if_nan(ask.price);
+                  }
+                  bbo_upd_refs[smd.security.Id] = upd_ref;
+                  return rv;
+               }
+
+               return Observable.Interval(TimeSpan.FromSeconds(2)).Subscribe(_ => {
+                  var bd = driver_sym_prices.ToBuilder();
+                  foreach (var sec in btc_secs) {
+                     var sec_exp = to_sec_exp(sec.security);
+                     bd[sec_exp] = get_driver_price(sec).if_nan(driver_sym_prices[sec_exp]);
+                  }
+                  driver_sym_prices = bd.ToImmutable();
+                  foreach (var vsid in vol_surfaces.Keys) {
+                     bus.post(SparkTags.VolSurfaceDriverSymbolPriceTag(vsid), driver_sym_prices);
+                  }
+               });
+            }));
+
+         static SecurityExpiration to_sec_exp(SecurityImmutable sec) =>
+            new(sec.Exchange, sec.ContractCase, sec.Symbol, sec.security_expiration() ?? DateTime.MinValue, sec.Id);
+
+         ITradeLogRow get_fake_trade(
+            SecurityExpiration sec_exp,
+            double price,
+            int size = 1,
+            string account = "ACC A",
+            uint account_id = 1,
+            double? strike = null,
+            PutOrCall? cp = null,
+            double? theo = null
+         ) {
+            var t1 = new FakeTradeLogRow(
+               Interlocked.Increment(ref tid_counter),
+               sec_exp,
+               strike,
+               cp,
+               size,
+               price,
+               theo ?? price + 10 * new Random().NextDouble(),
+               account,
+               account_id,
+               true,
+               DateTime.Now,
+               "FakeTrader",
+               1);
+            return t1;
+         }
+      }
+
+      public void Dispose() =>
+         Disposable.dispose(ref _dispose);
+   }
+}