Fixed the broken test (needed to update the size attribute on the managed ColdEntry

.gitignore

@@ -4,7 +4,8 @@ cmake-build-debug/
 .idea/
 .dir-locals.el
 *.pyc
-*.vscode/*
+.vscode/*
+!.vscode/*.json
 .vs
 obj/
 *.csproj.user
@@ -36,8 +37,3 @@ trace_data/
 *.rej
 /build
 .clangd/
-/.cache/
-.venv/**
-install/**
-.devcontainer/**
-/src/Spark.Admin.WebApp/src/bin/

.vscode/c_cpp_properties.json

@@ -0,0 +1,107 @@
+{
+    "configurations": [
+        {
+            "name": "Linux",
+            "includePath": [
+                "/usr/include",
+                "/usr/local/include",
+                "${workspaceRoot}",
+                "${workspaceFolder}/src",
+                "${workspaceRoot}/externals/linux/include"
+            ],
+            "defines": [],
+            "intelliSenseMode": "clang-x64",
+            "browse": {
+                "path": [
+                    "/usr/include",
+                    "/usr/local/include",
+                    "${workspaceRoot}",
+                    "${workspaceFolder}/src",
+                    "${workspaceRoot}/externals/linux/include"
+                ],
+                "limitSymbolsToIncludedHeaders": true,
+                "databaseFilename": ""
+            },
+            "cStandard": "c11",
+            "cppStandard": "c++17",
+            "compileCommands": "${workspaceFolder}/build/ninja_debug/compile_commands.json"
+        },
+        {
+            "name": "Windows",
+            "intelliSenseMode": "clang-x64",
+            "includePath": [
+                "${workspaceRoot}/src",
+                "${workspaceRoot}/build/src",
+                "${workspaceRoot}/build/ninja_debug/src",
+                "${workspaceRoot}/externals/windows/include",
+                "${workspaceRoot}/externals/linux/include",
+                "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6",
+                "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu/c++/6",
+                "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6/backward",
+                "${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include",
+                "${workspaceRoot}/externals/windows/vscode/usr/local/include",
+                "${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include-fixed",
+                "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu",
+                "${workspaceRoot}/externals/windows/vscode/usr/include"
+            ],
+            "defines": [
+                "__linux__",
+                "__x86_64__"
+            ],
+            "browse": {
+                "path": [
+                    "${workspaceRoot}/src",
+                    "${workspaceRoot}/build/src",
+                    "${workspaceRoot}/build/ninja_debug/src",
+                    "${workspaceRoot}/externals/windows/include",
+                    "${workspaceRoot}/externals/linux/include",
+                    "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6",
+                    "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu/c++/6",
+                    "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6/backward",
+                    "${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include",
+                    "${workspaceRoot}/externals/windows/vscode/usr/local/include",
+                    "${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include-fixed",
+                    "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu",
+                    "${workspaceRoot}/externals/windows/vscode/usr/include/*"
+                ],
+                "limitSymbolsToIncludedHeaders": true,
+                "databaseFilename": ""
+            },
+            "cStandard": "c11",
+            "cppStandard": "c++17"
+        },
+        {
+            "name": "WindowsQuick",
+            "intelliSenseMode": "clang-x64",
+            "includePath": [
+                "${workspaceRoot}/src",
+                "${workspaceRoot}/build/src",
+                "${workspaceRoot}/build/ninja_debug/src",
+                "${workspaceRoot}/externals/windows/include",
+                "${workspaceRoot}/externals/linux/include",
+                "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6",
+                "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu/c++/6",
+                "${workspaceRoot}/externals/windows/vscode/usr/include/c++/6/backward",
+                "${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include",
+                "${workspaceRoot}/externals/windows/vscode/usr/local/include",
+                "${workspaceRoot}/externals/windows/vscode/usr/lib/gcc/x86_64-linux-gnu/6/include-fixed",
+                "${workspaceRoot}/externals/windows/vscode/usr/include/x86_64-linux-gnu",
+                "${workspaceRoot}/externals/windows/vscode/usr/include"
+            ],
+            "defines": [
+                "__linux__",
+                "__x86_64__"
+            ],
+            "browse": {
+                "path": [
+                    "${workspaceRoot}/src"
+                ],
+                "limitSymbolsToIncludedHeaders": true,
+                "databaseFilename": "${workspaceRoot}/.vscode/browse.vc.db"
+            },
+            "cStandard": "c11",
+            "cppStandard": "c++17"
+        }
+    ],
+    "version": 4
+}

.vscode/launch.json

@@ -0,0 +1,395 @@
+{
+    "version": "0.2.0",
+    "configurations": [
+        {
+            "name": "Spark Local",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/ninja_debug/server/sparkd",
+            "args": [
+                "run",
+                // "test",
+                // "-a",
+                // "[ilink3]"
+            ],
+            "stopAtEntry": false,
+            "cwd": "${workspaceRoot}/build/ninja_debug/server/",
+            "environment": [],
+            "externalConsole": false,
+            "MIMode": "gdb",
+            "setupCommands": [
+                {
+                    "description": "Enable pretty-printing for gdb",
+                    "text": "-enable-pretty-printing",
+                    "ignoreFailures": true
+                }
+            ]
+        },
+        {
+            "name": "SparkVM Launch",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
+            "args": [
+                "run"
+            ],
+            "stopAtEntry": false,
+            "cwd": "/home/bts/spark/build/ninja_debug/server/",
+            "environment": [],
+            "externalConsole": true,
+            "MIMode": "gdb",
+            "preLaunchTask": "",
+            "logging": {
+                "engineLogging": false
+            },
+            "setupCommands": [
+                {
+                    "description": "Enable pretty-printing for gdb",
+                    "text": "enable pretty-printer",
+                    "ignoreFailures": true
+                },
+                {
+                    "description": "Skip STL",
+                    "text": "skip -gfi /usr/include/c++/7/bits/*.h",
+                    "ignoreFailures": true
+                },
+                {
+                    "description": "LD LIBRARY",
+                    "text": "set env LD_LIBRARY_PATH=.",
+                    "ignoreFailures": false
+                }
+            ],
+            "pipeTransport": {
+                "pipeCwd": "${workspaceRoot}",
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/usr/bin/gdb"
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            }
+        },
+        {
+            "name": "(gdb) Launch",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/ninja_debug/server/sparkd/sparkd",
+            "args": [
+                "run"
+            ],
+            "stopAtEntry": false,
+            "cwd": "${workspaceRoot}/build/ninja_debug/src/server/sparkd",
+            "environment": [],
+            "externalConsole": true,
+            "MIMode": "gdb",
+            "setupCommands": [
+                {
+                    "description": "Enable pretty-printing for gdb",
+                    "text": "-enable-pretty-printing",
+                    "ignoreFailures": true
+                }
+            ]
+        },
+        {
+            "name": "Client Launch",
+            "type": "clr",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/Debug/bin/net471/spark.exe",
+            "args": [],
+            "cwd": "${workspaceRoot}",
+            "stopAtEntry": false,
+            "externalConsole": true,
+            "requireExactSource": false
+        },
+        {
+            "name": "SDK Launch",
+            "type": "clr",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/Debug/bin/net471/spark_sdk.exe",
+            "args": [
+                "md",
+                "GLBX",
+                "Future",
+                "CL",
+                "CLZ9",
+                "--user=bts",
+                "--pass="
+            ],
+            "cwd": "${workspaceRoot}",
+            "stopAtEntry": false,
+            "externalConsole": true,
+            "requireExactSource": false
+        },
+        {
+            "name": "Excel Launch",
+            "type": "clr",
+            "request": "launch",
+            "program": "C:/Program Files/Microsoft Office/Office14/EXCEL.EXE",
+            "args": [
+                "${workspaceRoot}/build/Debug/bin/net471/spark_excel-addin64-packed.xll"
+            ],
+            "cwd": "${workspaceRoot}",
+            "stopAtEntry": false,
+            "externalConsole": true,
+            "requireExactSource": false
+        },
+        {
+            "name": "Client Tests",
+            "type": "clr",
+            "request": "launch",
+            "program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
+            "args": [
+                "test",
+                "ApiUpdateTests"
+            ],
+            "cwd": "${workspaceRoot}",
+            "stopAtEntry": false,
+            "externalConsole": true,
+            "requireExactSource": false
+        },
+        {
+            "name": "Client Attach",
+            "type": "clr",
+            "request": "attach",
+            "processId": "${command:pickProcess}"
+        },
+        {
+            "name": "Spreader Tests",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
+            "args": [
+                "test",
+                "[spreader]"
+            ],
+            "stopAtEntry": false,
+            "cwd": "/home/bts/spark/build/ninja_debug/server/",
+            "environment": [],
+            "externalConsole": true,
+            "MIMode": "gdb",
+            "preLaunchTask": "",
+            "logging": {
+                "engineLogging": false
+            },
+            "setupCommands": [
+                {
+                    "description": "Enable pretty-printing for gdb",
+                    "text": "enable pretty-printer",
+                    "ignoreFailures": true
+                }
+            ],
+            "pipeTransport": {
+                "pipeCwd": "${workspaceRoot}",
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/usr/bin/gdb"
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            }
+        },
+        {
+            "name": "Admin Service Tests",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
+            "args": [
+                "test",
+                "[admin_service]"
+            ],
+            "stopAtEntry": false,
+            "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
+            "environment": [],
+            "externalConsole": true,
+            "MIMode": "gdb",
+            "preLaunchTask": "",
+            "logging": {
+                "engineLogging": false
+            },
+            "setupCommands": [
+                {
+                    "description": "Enable pretty-printing for gdb",
+                    "text": "enable pretty-printer",
+                    "ignoreFailures": true
+                }
+            ],
+            "pipeTransport": {
+                "pipeCwd": "${workspaceRoot}",
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/usr/bin/gdb"
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            }
+        },
+        {
+            "name": "Limiter Tests",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
+            "args": [
+                "test",
+                "[limiter]"
+            ],
+            "stopAtEntry": false,
+            "cwd": "/home/bts/spark/build/ninja_debug/src/server/sparkd/",
+            "environment": [],
+            "externalConsole": true,
+            "MIMode": "gdb",
+            "preLaunchTask": "",
+            "logging": {
+                "engineLogging": false
+            },
+            "setupCommands": [
+                {
+                    "description": "Enable pretty-printing for gdb",
+                    "text": "enable pretty-printer",
+                    "ignoreFailures": true
+                }
+            ],
+            "pipeTransport": {
+                "pipeCwd": "${workspaceRoot}",
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/usr/bin/gdb"
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            }
+        },
+        {
+            "name": "MD Tests",
+            "type": "cppdbg",
+            "request": "launch",
+            "program": "/home/bts/spark/build/ninja_debug/server/sparkd",
+            "args": [
+                "test",
+                "[algo]"
+            ],
+            "stopAtEntry": false,
+            "cwd": "/home/bts/spark/build/ninja_debug/server/",
+            "environment": [],
+            "externalConsole": true,
+            "MIMode": "gdb",
+            "preLaunchTask": "",
+            "logging": {
+                "engineLogging": false
+            },
+            "setupCommands": [
+                {
+                    "description": "Enable pretty-printing for gdb",
+                    "text": "-enable-pretty-printing",
+                    "ignoreFailures": true
+                },
+                {
+                    "description": "Skip STL",
+                    "text": "skip -gfi /usr/include/c++/7/bits/*.h",
+                    "ignoreFailures": true
+                }
+            ],
+            "pipeTransport": {
+                "pipeCwd": "${workspaceRoot}",
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/usr/bin/gdb"
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            }
+        },
+        {
+            "name": "SparkVM attach",
+            "type": "cppdbg",
+            "request": "attach",
+            "program": "/home/bts/spark/build/ninja_debug/src/server/sparkd/sparkd",
+            "processId": "${command:pickRemoteProcess}",
+            "MIMode": "gdb",
+            "pipeTransport": {
+                "pipeCwd": "${workspaceRoot}",
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/usr/bin/gdb"
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            }
+        },
+        {
+            "name": "Python",
+            "type": "python",
+            "request": "launch",
+            "stopOnEntry": false,
+            "pythonPath": "${config:python.pythonPath}",
+            "program": "${file}",
+            "cwd": "${workspaceRoot}",
+            "env": {},
+            "envFile": "${workspaceRoot}/.env",
+            "args": [
+                "DEBUG"
+            ],
+            "debugOptions": [
+                "WaitOnAbnormalExit",
+                "WaitOnNormalExit",
+                "RedirectOutput"
+            ]
+        },
+        {
+            "name": ".NET Core Remote Attach",
+            "type": "coreclr",
+            "request": "attach",
+            "processId": "${command:pickRemoteProcess}",
+            "pipeTransport": {
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/home/bts/vsdbg/vsdbg",
+                "pipeCwd": "${workspaceRoot}",
+                "quoteArgs": true
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            },
+            "justMyCode": true
+        },
+        {
+            "name": ".NET Core Remote Launch",
+            "type": "coreclr",
+            "request": "launch",
+            "program": "/usr/bin/dotnet",
+            "args": [
+                "sparkcmd.dll",
+                "test",
+                "test_join_create_and_takeout_market"
+            ],
+            "stopAtEntry": false,
+            "cwd": "/home/bts/spark/build/ninja_debug/server",
+            "pipeTransport": {
+                "pipeProgram": "c:\\program files\\git\\usr\\bin\\ssh.exe",
+                "pipeArgs": [
+                    "bts@sparkvm"
+                ],
+                "debuggerPath": "/home/bts/vsdbg/vsdbg",
+                "pipeCwd": "${workspaceRoot}",
+                "quoteArgs": true
+            },
+            "sourceFileMap": {
+                "/home/bts/spark/": "${workspaceRoot}"
+            },
+            "justMyCode": false
+        },
+    ]
+}

.vscode/settings.json

@@ -0,0 +1,16 @@
+{
+"files.associations": {
+        "utility": "cpp",
+        "initializer_list": "cpp",
+        "list": "cpp",
+        "type_traits": "cpp",
+        "vector": "cpp",
+        "xhash": "cpp",
+        "xstring": "cpp",
+    "system_error": "cpp",
+    "array": "cpp",
+    "string_view": "cpp"
+        "xutility": "cpp",
+        "*.ipp": "cpp"
+}
+}

.vscode/tasks.json

@@ -0,0 +1,63 @@
+{ 
+   // See https://go.microsoft.com/fwlink/?LinkId=733558
+   // for the documentation about the tasks.json format
+   "version": "2.0.0",
+   "tasks": [
+      {
+         "label": "client_build",
+         "type": "shell",
+         "command": ".\\tools\\buildspark.cmd",
+         "problemMatcher":"$msCompile",
+         "presentation": {
+            "echo": true,
+            "reveal": "always",
+            "focus": false,
+            "panel": "shared"
+         },
+         "group": "build"
+      },
+      {
+         "label": "server_build",
+         "type": "shell",
+         "command": ".\\tools\\buildsparkd.cmd",
+         "problemMatcher": {
+            "base": "$gcc",
+            "owner": "cpp",
+            "fileLocation": [
+               "relative",
+               "${workspaceFolder}"
+            ],
+            "pattern": {
+               "regexp": "(.?)(home)(.?)(bts)(.?)(spark)(.?)(.*):(\\d+):(\\d+):\\s+(warning|error):\\s+(.*)",
+               "file": 8,
+               "line": 9,
+               "column": 10,
+               "severity": 11,
+               "message": 12
+            }
+         },
+         "presentation": {
+            "echo": true,
+            "reveal": "always",
+            "focus": false,
+            "panel": "new"
+         },
+         "group": {
+            "kind": "build",
+            "isDefault": true
+         }
+      },
+      {
+         "label": "linux build (Debug)",
+         "type": "shell",
+         "command": "cd build/ninja_debug; time ninja",
+         "group": {
+            "kind": "build",
+            "isDefault": true
+         },
+         "problemMatcher": [
+            "$gcc"
+         ]
+      }
+   ]
+} 

CMakeLists.txt

@@ -12,22 +12,41 @@ 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")
 
 include_directories (BEFORE SYSTEM ${SPARK_INCLUDE} ${EXTERNALS_ROOT}/include/zlib)
 link_directories (${SPARK_LIB})
 
 if (WIN32)
+  set (CMAKE_CXX_FLAGS "${CMAKE_CXX_FLAGS} \
+                        /MP \ 
+                        /WX /wd4251 /wd4250 /wd4251 /wd4244 /wd4267 /wd4355 /wd4275 /wd4345 \
+                        /DCURL_STATICLIB \
+                        /D_WINSOCK_DEPRECATED_NO_WARNINGS \
+                        /D__TBB_NO_IMPLICIT_LINKAGE \
+                        /DBOOST_ALL_NO_LIB \
+                        /D_SCL_SECURE_NO_WARNINGS /D_CRT_SECURE_NO_WARNINGS /D_WIN32_WINNT=0x0600")
+
+  set (CMAKE_CXX_FLAGS_DEBUG  "${CMAKE_CXX_FLAGS_DEBUG} /MTd") 
+  set (CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} /MT")
+  set(CMAKE_SHARED_LINKER_FLAGS_RELEASE "${CMAKE_SHARED_LINKER_FLAGS_RELEASE} /DEBUG /OPT:REF /OPT:ICF /LTCG")
+
   add_subdirectory(src/lib)
 else ()
-  # so that sparkd looks for libspark.so in its directory
+# so that sparkd looks for libspark.so in its directory
+  set (CMAKE_BUILD_WITH_INSTALL_RPATH TRUE) 
+  set (CMAKE_INSTALL_RPATH ".")
+
+  set (CMAKE_CXX_FLAGS_DEBUG  "${CMAKE_CXX_FLAGS_DEBUG} \
+                               -fPIC -Wall -pedantic -Wextra -Werror \
+                               -Wno-missing-braces -Wno-ignored-qualifiers \
+                               --std=c++17 -fdiagnostics-color")
+  set (CMAKE_CXX_FLAGS_RELEASE "${CMAKE_CXX_FLAGS_DEBUG} -fno-omit-frame-pointer -DNDEBUG -O3")
+  set (CMAKE_EXE_LINKER_FLAGS "${CMAKE_EXE_LINKER_FLAGS} -Wno-undef")
   add_subdirectory(src/server/sparkd)
   add_subdirectory(src/lib)
-  # add_subdirectory(src/web)
+  add_subdirectory(src/web)
   add_subdirectory(doc/user)
-  if(BUILD_SDK)
-    add_subdirectory(src/sdk)
-  endif()
+  add_subdirectory(src/sdk)
   add_subdirectory(src/data_files)
 
   add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/server
@@ -43,7 +62,4 @@ else ()
     DEPENDS sparkd data_files_dir)  
 
   add_custom_target(server_layout ALL DEPENDS ${CMAKE_BINARY_DIR}/server)
-
-  install(FILES "${CMAKE_SOURCE_DIR}/externals/linux/lib/${CMAKE_BUILD_TYPE}/libACE-5.7.5.so" DESTINATION bin)
-  install(FILES "${CMAKE_SOURCE_DIR}/externals/linux/lib/${CMAKE_BUILD_TYPE}/libOnixS.IceImpactMulticastPriceFeedHandlerCpp.so.3.16.0.0" DESTINATION bin)
 endif()

CMakePresets.json

@@ -1,179 +0,0 @@
-{
-  "version": 3,
-  "configurePresets": [
-    {
-      "name": "spark",
-      "condition": {
-        "type": "equals",
-        "lhs": "${hostSystemName}",
-        "rhs": "Windows"
-      },
-      "generator": "Visual Studio 17 2022",
-      "binaryDir": "${sourceDir}/build",
-      "environment": {
-        "SPARK_CMAKE_CXX_FLAGS": "/MP /WX /wd4250 /wd4251 /wd4244 /wd4267 /wd4355 /wd4275 /wd4345 /bigobj /EHsc /DCURL_STATICLIB /D_WINSOCK_DEPRECATED_NO_WARNINGS /D__TBB_NO_IMPLICIT_LINKAGE /DBOOST_ALL_NO_LIB /std:c++17 /D_SCL_SECURE_NO_WARNINGS /D_CRT_SECURE_NO_WARNINGS /D_WIN32_WINNT=0x0600",
-        "DOTNET_TARGET_FRAMEWORK": "net471"
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-      "cacheVariables": {
-        "CMAKE_CXX_FLAGS": "$env{SPARK_CMAKE_CXX_FLAGS}",
-        "CMAKE_CXX_FLAGS_DEBUG": "$env{SPARK_CMAKE_CXX_FLAGS} /MTd",
-        "CMAKE_CXX_FLAGS_RELEASE": "$env{SPARK_CMAKE_CXX_FLAGS} /MT",
-        "CMAKE_CXX_STANDARD": "17",
-        "CMAKE_SHARED_LINKER_FLAGS_DEBUG": "/DEBUG",
-        "CMAKE_SHARED_LINKER_FLAGS_RELEASE": "/OPT:REF /OPT:ICF /LTCG",
-        "DOTNET_BINARY_DIR": "${sourceDir}/build/$<CONFIG>/bin/$env{DOTNET_TARGET_FRAMEWORK}",
-        "EXTERNALS_ROOT": "${sourceDir}/externals/windows",
-        "SPARK_BIN": "${sourceDir}/externals/windows/bin",
-        "SPARK_INCLUDE": "${sourceDir}/externals/windows/include",
-        "SPARK_LIB": "${sourceDir}/externals/windows/lib/$<CONFIG>"
-      }
-    },
-    {
-      "name": "sparkd",
-      "hidden": true,
-      "description": "Sparkd common config",
-      "binaryDir": "${sourceDir}/build/${presetName}",
-      "generator": "Ninja",
-      "condition": {
-        "type": "equals",
-        "lhs": "${hostSystemName}",
-        "rhs": "Linux"
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-      "cacheVariables": {
-        "CMAKE_BUILD_WITH_INSTALL_RPATH": {
-          "type": "BOOL",
-          "value": true
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-        "CMAKE_INSTALL_PREFIX": "${sourceDir}/install/${presetName}",
-        "CMAKE_INSTALL_RPATH": ".",
-        "EXTERNALS_ROOT": "${sourceDir}/externals/linux",
-        "SPARK_BIN": "${sourceDir}/externals/linux/bin",
-        "SPARK_INCLUDE": "${sourceDir}/externals/linux/include"
-      }
-    },
-    {
-      "name": "sparkd-debug-clang",
-      "displayName": "Debug (clang)",
-      "description": "Debug build compiled w/ clang",
-      "inherits": "sparkd",
-      "binaryDir": "${sourceDir}/build/clang/debug",
-      "cacheVariables": {
-        "CMAKE_BUILD_TYPE": "Debug",
-        "CMAKE_C_COMPILER": "clang",
-        "CMAKE_CXX_COMPILER": "clang++",
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-        "CMAKE_EXPORT_COMPILE_COMMANDS": {
-          "type": "BOOL",
-          "value": true
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-        "SPARK_LIB": "${sourceDir}/externals/linux/lib/Debug"
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-    },
-    {
-      "name": "sparkd-release-clang",
-      "displayName": "Release (clang)",
-      "description": "Release build compiled w/ clang",
-      "binaryDir": "${sourceDir}/build/clang/release",
-      "inherits": "sparkd",
-      "cacheVariables": {
-        "CMAKE_BUILD_TYPE": "Release",
-        "CMAKE_C_COMPILER": "clang",
-        "CMAKE_CXX_COMPILER": "clang++",
-        "CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers -Wno-deprecated-copy -Wno-c++17-extensions --std=c++17 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
-        "SPARK_LIB": "${sourceDir}/externals/linux/lib/Release"
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-    },
-    {
-      "name": "sparkd-debug-gcc",
-      "displayName": "Debug (gcc)",
-      "description": "Debug build compiled w/ gcc",
-      "inherits": "sparkd",
-      "binaryDir": "${sourceDir}/build/gcc/debug",
-      "cacheVariables": {
-        "CMAKE_BUILD_TYPE": "Debug",
-        "CMAKE_C_COMPILER": "gcc",
-        "CMAKE_CXX_COMPILER": "g++",
-        "CMAKE_CXX_FLAGS_DEBUG": "-g -fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers -Wno-deprecated-copy -Wno-catch-value --std=c++17 -fdiagnostics-color -DDEBUG",
-        "CMAKE_EXPORT_COMPILE_COMMANDS": {
-          "type": "BOOL",
-          "value": true
-        },
-        "SPARK_LIB": "${sourceDir}/externals/linux/lib/Debug"
-      }
-    },
-    {
-      "name": "sparkd-release-gcc",
-      "displayName": "Release (gcc)",
-      "description": "Release build compiled w/ gcc",
-      "inherits": "sparkd",
-      "binaryDir": "${sourceDir}/build/gcc/release",
-      "cacheVariables": {
-        "CMAKE_BUILD_TYPE": "Release",
-        "CMAKE_C_COMPILER": "/usr/local/bin/gcc",
-        "CMAKE_CXX_COMPILER": "/usr/local/bin/g++",
-        "CMAKE_CXX_FLAGS_RELEASE": "-fPIC -Wall -pedantic -Wextra -Werror -Wno-missing-braces -Wno-ignored-qualifiers -Wno-deprecated-copy -Wno-catch-value --std=c++17 -fdiagnostics-color -fno-omit-frame-pointer -DNDEBUG -O3",
-        "SPARK_LIB": "${sourceDir}/externals/linux/lib/Release"
-      }
-    }
-  ],
-  "buildPresets": [
-    {
-      "name": "spark",
-      "condition": {
-        "type": "equals",
-        "lhs": "${hostSystemName}",
-        "rhs": "Windows"
-      },
-      "hidden": true
-    },
-    {
-      "name": "spark-debug",
-      "displayName": "Debug",
-      "inherits": "spark",
-      "configurePreset": "spark",
-      "configuration": "Debug"
-    },
-    {
-      "name": "spark-release",
-      "displayName": "Release",
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-      "configurePreset": "spark",
-      "configuration": "Release"
-    },
-    {
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-        "lhs": "${hostSystemName}",
-        "rhs": "Linux"
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-      "hidden": true
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-    {
-      "name": "sparkd-debug-clang",
-      "configurePreset": "sparkd-debug-clang",
-      "displayName": "Debug (clang)",
-      "inherits": "sparkd"
-    },
-    {
-      "name": "sparkd-debug-gcc",
-      "configurePreset": "sparkd-debug-gcc",
-      "displayName": "Debug (gcc)",
-      "inherits": "sparkd"
-    },
-    {
-      "name": "sparkd-release-clang",
-      "configurePreset": "sparkd-release-clang",
-      "displayName": "Release (clang)",
-      "inherits": "sparkd"
-    },
-    {
-      "name": "sparkd-release-gcc",
-      "configurePreset": "sparkd-release-gcc",
-      "displayName": "Release (gcc)",
-      "inherits": "sparkd"
-    }
-  ]
-}

doc/user/CMakeDeps.cmake

@@ -0,0 +1 @@
+set(sources /home/eric/spark/doc/user/build.sh;content/_index.md;content/bts_spark/Glossary/_index.md;content/bts_spark/Help/_index.md;content/bts_spark/Help/about_spark.png;content/bts_spark/Help/image39.png;content/bts_spark/Help/image58.png;content/bts_spark/Launcher/_index.md;content/bts_spark/Launcher/image38.png;content/bts_spark/Launcher/image68.png;content/bts_spark/Logging-In-to-the-System/_index.md;content/bts_spark/Logging-In-to-the-System/image3.png;content/bts_spark/Logging-In-to-the-System/image64.png;content/bts_spark/Market/_index.md;content/bts_spark/Market/change_securities.png;content/bts_spark/Market/image11.png;content/bts_spark/Market/image14.png;content/bts_spark/Market/image20.png;content/bts_spark/Market/image21.png;content/bts_spark/Market/image23.png;content/bts_spark/Market/image24.png;content/bts_spark/Market/image34.png;content/bts_spark/Market/image49.png;content/bts_spark/Market/image53.png;content/bts_spark/Market/image66.png;content/bts_spark/Market/image69.png;content/bts_spark/Market/market_view.png;content/bts_spark/Market/settings_icon.png;content/bts_spark/Market/time_and_sales.png;content/bts_spark/My-Windows/_index.md;content/bts_spark/My-Windows/image15.png;content/bts_spark/My-Windows/image16.png;content/bts_spark/My-Windows/image37.png;content/bts_spark/Settings/_index.md;content/bts_spark/Settings/image51.png;content/bts_spark/Settings/image9.png;content/bts_spark/Spreader/_index.md;content/bts_spark/Spreader/image10.png;content/bts_spark/Spreader/image13.png;content/bts_spark/Spreader/image18.png;content/bts_spark/Spreader/image19.png;content/bts_spark/Spreader/image28.png;content/bts_spark/Spreader/image29.png;content/bts_spark/Spreader/image31.png;content/bts_spark/Spreader/image35.png;content/bts_spark/Spreader/image40.png;content/bts_spark/Spreader/image43.png;content/bts_spark/Spreader/image54.png;content/bts_spark/Spreader/image55.png;content/bts_spark/Spreader/image56.png;content/bts_spark/Spreader/image6.png;content/bts_spark/Spreader/image7.png;content/bts_spark/Spreader/image70.png;content/bts_spark/Spreader/image72.png;content/bts_spark/Spreader/image8.png;content/bts_spark/Trading/OrderTypes/index.md;content/bts_spark/Trading/_index.md;content/bts_spark/Trading/algo_studio.png;content/bts_spark/Trading/collapse_all_icon.png;content/bts_spark/Trading/cover_algo_control.png;content/bts_spark/Trading/expand_all_icon.png;content/bts_spark/Trading/image1.png;content/bts_spark/Trading/image17.png;content/bts_spark/Trading/image2.png;content/bts_spark/Trading/image25.png;content/bts_spark/Trading/image27.png;content/bts_spark/Trading/image33.png;content/bts_spark/Trading/image42.png;content/bts_spark/Trading/image44.png;content/bts_spark/Trading/image47.png;content/bts_spark/Trading/image48.png;content/bts_spark/Trading/image5.png;content/bts_spark/Trading/image50.png;content/bts_spark/Trading/image52.png;content/bts_spark/Trading/image57.png;content/bts_spark/Trading/image59.png;content/bts_spark/Trading/image60.png;content/bts_spark/Trading/image61.png;content/bts_spark/Trading/image62.png;content/bts_spark/Trading/image73.png;content/bts_spark/Trading/image74.png;content/bts_spark/Trading/join_algo_control.png;content/bts_spark/Trading/ladder.png;content/bts_spark/Trading/ladder_badges.png;content/bts_spark/Trading/ladder_main_part.png;content/bts_spark/Trading/lean_algo_control.png;content/bts_spark/Trading/mini_orderbook.png;content/bts_spark/Trading/oco_algo_control.png;content/bts_spark/Trading/offset_algo_control.png;content/bts_spark/Trading/pnl_calculation.png;content/bts_spark/Trading/pnl_window.png;content/bts_spark/Trading/recreate_icon.png;content/bts_spark/Trading/settings_icon.png;content/bts_spark/Trading/spark_menu_order_book.png;content/bts_spark/Trading/top_algo_control.png;content/bts_spark/Trading/trigger_algo_control.png;content/bts_spark/_index.md;content/release_notes/_index.md;content/system_requirements/_index.md;static/book.js;static/favicon.ico;static/image.js;templates/index.html;templates/page.html;templates/section.html;templates/shortcodes/back_button.html)

requirements.txt

@@ -1,17 +0,0 @@
-astroid==2.7.3
-autopep8==1.5.7
-cffi==1.14.6
-colorama==0.4.4
-isort==5.9.3
-lazy-object-proxy==1.6.0
-mccabe==0.6.1
-platformdirs==2.3.0
-protobuf==3.19.1
-pybars3==0.9.7
-pycodestyle==2.7.0
-pycparser==2.20
-pylint==2.10.2
-PyMeta3==0.5.1
-toml==0.10.2
-wrapt==1.12.1
-yapf==0.31.0

spark_client.sln

@@ -1,168 +1,232 @@
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-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "sparkcmd", "src\client\sparkcmd\sparkcmd.csproj", "{387566C6-C6F6-412C-A30C-9855BBCB4816}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_core", "src\client\spark_core\spark_core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_sdk", "src\client\spark_sdk\spark_sdk.csproj", "{6963C314-83C4-4667-B0D0-C2F7AE208C29}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{ECD78CC5-138F-4809-A764-2358C2AC2E82}"
-EndProject
-Global
-	GlobalSection(SolutionConfigurationPlatforms) = preSolution
-		Debug|Any CPU = Debug|Any CPU
-		Debug|x64 = Debug|x64
-		Debug|x86 = Debug|x86
-		MinSizeRel|Any CPU = MinSizeRel|Any CPU
-		MinSizeRel|x64 = MinSizeRel|x64
-		MinSizeRel|x86 = MinSizeRel|x86
-		Release|Any CPU = Release|Any CPU
-		Release|x64 = Release|x64
-		Release|x86 = Release|x86
-		RelWithDebInfo|Any CPU = RelWithDebInfo|Any CPU
-		RelWithDebInfo|x64 = RelWithDebInfo|x64
-		RelWithDebInfo|x86 = RelWithDebInfo|x86
-	EndGlobalSection
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+		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x86.Build.0 = Release|x64
+	EndGlobalSection
+	GlobalSection(SolutionProperties) = preSolution
+		HideSolutionNode = FALSE
+	EndGlobalSection
+	GlobalSection(ExtensibilityGlobals) = postSolution
+		SolutionGuid = {422D1620-0166-4C26-9A81-CA8A2EB1AB58}
+	EndGlobalSection
+	GlobalSection(Performance) = preSolution
+		HasPerformanceSessions = true
+	EndGlobalSection
+EndGlobal

src/client/RiskUI/AssemblyInfo.cs

@@ -0,0 +1,10 @@
+using System.Windows;
+
+[assembly: ThemeInfo(
+    ResourceDictionaryLocation.None, //where theme specific resource dictionaries are located
+                                     //(used if a resource is not found in the page,
+                                     // or application resource dictionaries)
+    ResourceDictionaryLocation.SourceAssembly //where the generic resource dictionary is located
+                                              //(used if a resource is not found in the page,
+                                              // app, or any theme specific resource dictionaries)
+)]

src/client/RiskUI/CustomControl1.cs

@@ -0,0 +1,51 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Data;
+using System.Windows.Documents;
+using System.Windows.Input;
+using System.Windows.Media;
+using System.Windows.Media.Imaging;
+using System.Windows.Navigation;
+using System.Windows.Shapes;
+
+namespace RiskUI {
+   /// <summary>
+   /// Follow steps 1a or 1b and then 2 to use this custom control in a XAML file.
+   ///
+   /// Step 1a) Using this custom control in a XAML file that exists in the current project.
+   /// Add this XmlNamespace attribute to the root element of the markup file where it is 
+   /// to be used:
+   ///
+   ///     xmlns:MyNamespace="clr-namespace:RiskUI"
+   ///
+   ///
+   /// Step 1b) Using this custom control in a XAML file that exists in a different project.
+   /// Add this XmlNamespace attribute to the root element of the markup file where it is 
+   /// to be used:
+   ///
+   ///     xmlns:MyNamespace="clr-namespace:RiskUI;assembly=RiskUI"
+   ///
+   /// You will also need to add a project reference from the project where the XAML file lives
+   /// to this project and Rebuild to avoid compilation errors:
+   ///
+   ///     Right click on the target project in the Solution Explorer and
+   ///     "Add Reference"->"Projects"->[Select this project]
+   ///
+   ///
+   /// Step 2)
+   /// Go ahead and use your control in the XAML file.
+   ///
+   ///     <MyNamespace:CustomControl1/>
+   ///
+   /// </summary>
+   public class CustomControl1 : Control {
+      static CustomControl1() {
+         DefaultStyleKeyProperty.OverrideMetadata(typeof(CustomControl1), new FrameworkPropertyMetadata(typeof(CustomControl1)));
+      }
+   }
+}

src/client/RiskUI/RiskUI.csproj

@@ -0,0 +1,24 @@
+<Project Sdk="Microsoft.NET.Sdk">
+
+  <PropertyGroup>
+    <TargetFramework>net471</TargetFramework>
+    <RootNamespace>bts</RootNamespace>
+    <LangVersion>7.2</LangVersion>
+    <TreatWarningsAsErrors>true</TreatWarningsAsErrors>
+    <WarningsAsErrors />
+    <Version>$(major).$(minor).$(patch)</Version>
+    <Version Condition="'$(version)'=='..'">1.0.0</Version>
+  </PropertyGroup>
+
+  <ItemGroup>
+    <Reference Include="PresentationCore" />
+    <Reference Include="PresentationFramework" />
+    <Reference Include="System.Xaml" />
+    <Reference Include="WindowsBase" />
+  </ItemGroup>
+  <ItemGroup>
+    <ProjectReference Include="../spark_api/spark_api.csproj" />
+    <ProjectReference Include="../Spark/Spark.csproj" />
+  </ItemGroup>
+
+</Project>

src/client/RiskUI/Themes/Generic.xaml

@@ -0,0 +1,17 @@
+<ResourceDictionary
+    xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+    xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+    xmlns:local="clr-namespace:RiskUI">
+    <Style TargetType="{x:Type local:CustomControl1}">
+        <Setter Property="Template">
+            <Setter.Value>
+                <ControlTemplate TargetType="{x:Type local:CustomControl1}">
+                    <Border Background="{TemplateBinding Background}"
+                            BorderBrush="{TemplateBinding BorderBrush}"
+                            BorderThickness="{TemplateBinding BorderThickness}">
+                    </Border>
+                </ControlTemplate>
+            </Setter.Value>
+        </Setter>
+    </Style>
+</ResourceDictionary>

src/client/spark/Admin/AdminModel.cs

@@ -1,24 +1,33 @@
 using bts;
+using bts.admin.risk;
+using bts.api;
 using bts.api.admin;
 using bts.api.core;
+using bts.spark;
 using bts.utils;
 using System;
 using System.Collections.Generic;
+using System.Collections.Immutable;
 using System.ComponentModel.Composition;
 using System.Linq;
 using System.Reactive.Linq;
+using System.Threading.Tasks;
 
 namespace mbts.spark {
    [Export]
    class AdminModel : IDisposable {
       public readonly UserTuple user;
 
+      readonly AdminService _service;
+      readonly ErrorReporter _error_reporter;
       IDisposable _dispose;
       IReadOnlyDictionary<uint, string> _account_map = DictionaryHelper.empty<uint, string>();
 
       [ImportingConstructor]
-      AdminModel(AdminService service, UserTuple user) {
+      AdminModel(AdminService service, UserTuple user, SecurityStore security_store, ErrorReporter error_reporter) {
          this.user = user;
+         _service = service;
+         _error_reporter = error_reporter;
          // accounts
          on_accounts = service.subscribei_admin_data()
             .Select(up => up.all.TryGetFirst(out var ad) && ad.Users.Where(u => u.Name == user.name).TryGetSingle(out var usr) && usr.HasUserData && usr.UserData.HasAccountPermissions ?
@@ -31,6 +40,34 @@ namespace mbts.spark {
                new Dictionary<uint, string>(0))
             .Replay(1)
             .RefCount();
+         // account risk limits
+         account_security_risk_limits = service.subscribei_admin_data().Where(ad => ad.all.Any())
+            .Select(upd => {
+               AdminDataImmutable admin_data = upd.all.First();
+               return admin_data.Accounts.SelectMany(acc =>
+                  (acc.HasProprietaryRiskLimits ? acc.ProprietaryRiskLimits.SecurityLimits : Enumerable.Empty<SecurityRiskLimitUnitImmutable>())
+                  .Select(api_limit => AccountSecurityRiskLimitsDataHelper.to_client_data(acc.Id, api_limit)))
+               .ToDictionary(AccountSecurityRiskLimitsDataHelper.key_fn);
+            })
+            .Table(AccountSecurityRiskLimitsDataHelper.key_fn);
+         // this isn't the most efficient join, but the SecurityStore join is more complex than a simple
+         // left join operation, because missing securities are retrieved asynchronously, then merged back into the output sequence.
+         // Until it is known that this inefficiency is problematic, best to leave the battle-tested SecurityStore code alone.
+         account_security_risk_limits = security_store.join<
+            TableUpdate<AccountSecurityRiskLimits, AccountSecurityKey>,
+            AccountSecurityRiskLimits,
+            AccountSecurityKey,
+            TableUpdate<AccountSecurityRiskLimits, AccountSecurityKey>>(account_security_risk_limits,
+            cli_lim => cli_lim.security_key,
+            table => (table.state.Values, table.added, table.changes, table.removed, AccountSecurityRiskLimitsDataHelper.key_fn),
+            (all, added, changes, removed, key_fn) =>
+            new TableUpdate<AccountSecurityRiskLimits, AccountSecurityKey>(
+               ImmutableDictionary.CreateRange<AccountSecurityKey, AccountSecurityRiskLimits>(
+                  all.Select(tup => new KeyValuePair<AccountSecurityKey, AccountSecurityRiskLimits>(tup.val.key, risk_lim_with_sec(tup)))),
+                  added.Select(risk_lim_with_sec),
+                  changes.Select(ch => new Change<AccountSecurityRiskLimits>(risk_lim_with_sec(ch.Old), risk_lim_with_sec(ch.New))),
+                  removed.Select(risk_lim_with_sec),
+                  AccountSecurityRiskLimitsDataHelper.key_fn));
          // users
          on_users = Observable.Return(DictionaryHelper.wrap_value(user.id, user.name));
          all_user_tuples = user.permissions == UserTuple.Permissions.Admin ?
@@ -45,12 +82,16 @@ namespace mbts.spark {
                .Cache() :
                Observable.Return(TableUpdate<UserTuple, uint>.mk_empty(UserTuple.key_fn).with_added(new[] { user }));
          _dispose = on_accounts.Subscribe(map => _account_map = map);
+         // local methods
+         AccountSecurityRiskLimits risk_lim_with_sec((SecurityImmutable? sec, AccountSecurityRiskLimits val) tup) =>
+            tup.val.with(security: tup.sec);
       }
 
       public IObservable<IReadOnlyDictionary<uint, string>> on_users { get; }
       public IObservable<IReadOnlyDictionary<uint, string>> on_accounts { get; }
       public IObservable<TableUpdate<UserTuple, uint>> all_user_tuples { get; }
       public IObservable<IReadOnlyList<AccountTuple>> on_account_tuples => on_accounts.Select(d => d.Select(kv => new AccountTuple(kv.Key, kv.Value)).ToListSorted(a => a.name));
+      public IObservable<TableUpdate<AccountSecurityRiskLimits, AccountSecurityKey>> account_security_risk_limits { get; }
 
       public IObservable<Update<T, TKey>> permission_filter<T, TKey>(IObservable<Update<T, TKey>> positions, Func<T, uint> get_account_id) where TKey : IEquatable<TKey> =>
          user.permissions == UserTuple.Permissions.Admin ?
@@ -68,7 +109,69 @@ namespace mbts.spark {
       public AccountTuple? get_default_account() =>
          _account_map.Select(kv => new AccountTuple(kv.Key, kv.Value)).TryFirst();
 
+      public Task<(bool success, string error_msg)> add_or_update_risk_limits(uint account_key, IEnumerable<(uint security_key, RiskLimits limits)> new_limits) {
+         return _modify_risk_limits("Updating Risk Limits", account_key, add_limits);
+         //
+         ProprietaryRiskLimits add_limits(ProprietaryRiskLimits prlimits) {
+            foreach (var (security_key, limits) in new_limits) {
+               var api_limits = AccountSecurityRiskLimitsDataHelper.from_client_data(security_key, limits);
+               if (prlimits.SecurityLimits.TryGetFirstIndex(l => l.SecurityKey == security_key, out int index)) {
+                  prlimits.SecurityLimits[index] = api_limits;
+               } else {
+                  prlimits.SecurityLimits.Add(api_limits);
+               }
+            }
+            return prlimits;
+         }
+      }
+
+      public Task<(bool success, string error_msg)> delete_risk_limits(uint account_key, IEnumerable<uint> security_keys) {
+         return _modify_risk_limits("Deleting Risk Limits", account_key, remove_secs);
+         //
+         ProprietaryRiskLimits remove_secs(ProprietaryRiskLimits prlimits) {
+            var sec_key_set = new HashSet<uint>(security_keys);
+            for (int i = 0; i < prlimits.SecurityLimits.Count; i++) {
+               if (sec_key_set.Contains(prlimits.SecurityLimits[i].SecurityKey))
+                  prlimits.SecurityLimits.RemoveAt(i);
+            }
+            return prlimits;
+         }
+      }
+
       public void Dispose() =>
          Disposable.dispose(ref _dispose);
+
+      async Task<(bool success, string error_msg)> _modify_risk_limits(string op_desc, uint account_key, Func<ProprietaryRiskLimits, ProprietaryRiskLimits> modify) {
+         var api_limits = new ProprietaryRiskLimits();
+         var snapshot = await _get_current_admin_data_async();
+         if (!snapshot.HasValue)
+            return (false, "Timed out waiting for data from server.");
+         var mutable_snap = snapshot.Value.CloneToMutable();
+         if (!snapshot.Value.Accounts.TryGetFirst(acc => acc.Id == account_key, out var target_acci)) {
+            return (false, $"Account id '{account_key}' not found.");
+         }
+         var prlimits = target_acci.HasProprietaryRiskLimits ? target_acci.ProprietaryRiskLimits.CloneToMutable() : new ProprietaryRiskLimits();
+         prlimits = modify(prlimits);
+         if (prlimits is null) {
+            return (false, "Client-side modification function returned null.");
+         }
+         var req = new ProprietaryRiskLimitsAPIArgument {
+            AccountId = account_key,
+            ProprietaryRiskLimits = prlimits
+         };
+         var reply = await _error_reporter.safe_execute<AdminServiceOperationResult>(
+            () => _service.update_proprietary_risk_limits_async(req),
+            r => r.IsSuccess,
+            r => r.ErrorText,
+            op_desc);
+         return (reply.success, reply.value.ErrorText);
+      }
+
+      async Task<AdminDataImmutable?> _get_current_admin_data_async() =>
+         await _service.subscribei_admin_data()
+            .Where(upd => upd.all.Any())
+            .Select(upd => (AdminDataImmutable?)upd.all.First())
+            .FirstOrDefaultAsync(TimeSpan.FromSeconds(5));
+      //async Task<AdminDataImmutable?>
    }
-}
+}

src/client/spark/Admin/RiskLimits.cs

@@ -0,0 +1,180 @@
+using bts.api;
+using bts.api.admin;
+using bts.utils;
+using System;
+
+namespace bts.admin.risk {
+   readonly struct AccountSecurityKey : IEquatable<AccountSecurityKey> {
+      public AccountSecurityKey(uint account, uint security) {
+         this.account = account;
+         this.security = security;
+      }
+
+      public uint account { get; }
+      public uint security { get; }
+
+      public bool Equals(AccountSecurityKey other) =>
+         security == other.security &&
+         account == other.account;
+
+      public override bool Equals(object obj) =>
+         obj is AccountSecurityKey other && Equals(other);
+
+      public override int GetHashCode() =>
+         EqualityComparer.auto_phase(security.GetHashCode(), account.GetHashCode());
+   }
+
+   readonly struct AccountSecurityRiskLimits : IEquatable<AccountSecurityRiskLimits> {
+      readonly AccountTuple? _account;
+
+      public AccountSecurityRiskLimits(AccountSecurityKey key, RiskLimits limits, SecurityImmutable? security = null, AccountTuple? account = null) {
+         this.key = key;
+         this.limits = limits;
+         this.security = security;
+         _account = account;
+      }
+
+      public AccountSecurityKey key { get; }
+      public uint account_key => key.account;
+      public uint security_key => key.security;
+      public string account_name => _account?.name;
+      public SecurityImmutable? security { get; }
+      public RiskLimits limits { get; }
+
+      public bool Equals(AccountSecurityRiskLimits other) =>
+         key.Equals(other.key) &&
+         limits.Equals(other.limits);
+
+      public override bool Equals(object obj) =>
+         obj is AccountSecurityRiskLimits other && Equals(other);
+
+      public override int GetHashCode() =>
+         EqualityComparer.auto_phase(key.GetHashCode(), limits.GetHashCode());
+   }
+
+   readonly struct RiskLimits : IEquatable<RiskLimits> {
+      public RiskLimits(
+         bool is_position_limit_enabled,
+         uint max_long_position,
+         uint max_short_position,
+         bool is_clip_limit_enabled,
+         uint clip_limit,
+         bool is_price_limit_enabled,
+         double min_price,
+         double max_price) {
+         //
+         this.is_position_limit_enabled = is_position_limit_enabled;
+         this.max_long_position = max_long_position;
+         this.max_short_position = max_short_position;
+         this.is_clip_limit_enabled = is_clip_limit_enabled;
+         this.clip_limit = clip_limit;
+         this.is_price_limit_enabled = is_price_limit_enabled;
+         this.min_price = min_price;
+         this.max_price = max_price;
+      }
+
+      // position
+      public bool is_position_limit_enabled { get; }
+      public uint max_long_position { get; }
+      public uint max_short_position { get; }
+      // clip
+      public bool is_clip_limit_enabled { get; }
+      public uint clip_limit { get; }
+      // price
+      public bool is_price_limit_enabled { get; }
+      public double min_price { get; }
+      public double max_price { get; }
+
+      public bool Equals(RiskLimits other) =>
+         is_position_limit_enabled == other.is_position_limit_enabled &&
+         max_long_position == other.max_long_position &&
+         max_short_position == other.max_short_position &&
+         is_clip_limit_enabled == other.is_clip_limit_enabled &&
+         clip_limit == other.clip_limit &&
+         is_price_limit_enabled == other.is_price_limit_enabled &&
+         min_price == other.min_price &&
+         max_price == other.max_price;
+
+      public override bool Equals(object obj) =>
+         obj is RiskLimits other && Equals(other);
+
+      public override int GetHashCode() {
+         const int non_bin_bits = 28;
+         // Evenly split the non-binary props across the first 28 bits.
+         // The last 3 bits are used to represent each of the 'is_enabled' (binary) props.
+         var hash = EqualityComparer.auto_phase(new[] {
+               max_long_position.GetHashCode(),
+               max_short_position.GetHashCode(),
+               clip_limit.GetHashCode(),
+               min_price.GetHashCode(),
+               max_price.GetHashCode()
+            }, non_bin_bits);
+         if (is_position_limit_enabled)
+            hash |= 1 << (non_bin_bits + 1);
+         if (is_clip_limit_enabled)
+            hash |= 1 << (non_bin_bits + 2);
+         if (is_price_limit_enabled)
+            hash |= 1 << (non_bin_bits + 3);
+         return hash;
+      }
+   }
+
+   static class AccountSecurityRiskLimitsDataHelper {
+      public static readonly Func<AccountSecurityRiskLimits, AccountSecurityKey> key_fn =
+         a => a.key;
+
+      // Don't make this a constructor.  Subscribers to this data are discouraged
+      // from using the server side data (client/server coupling should be minimal).
+      public static AccountSecurityRiskLimits to_client_data(uint account_key, SecurityRiskLimitUnitImmutable api_data) =>
+         new AccountSecurityRiskLimits(
+            new AccountSecurityKey(account_key, api_data.SecurityKey),
+            new RiskLimits(
+               api_data.EnforceNetPosLimits,
+               api_data.NetLongPositionLimit,
+               api_data.NetShortPositionLimit,
+               api_data.EnforceClipLimits,
+               api_data.ClipSize,
+               api_data.EnforcePriceBands,
+               api_data.MinSellPrice,
+               api_data.MaxBuyPrice));
+
+      public static AccountSecurityRiskLimits with(this AccountSecurityRiskLimits cli_data, RiskLimits? limits = null, AccountTuple? account = null, SecurityImmutable? security = null) =>
+         new AccountSecurityRiskLimits(
+            cli_data.key,
+            limits ?? cli_data.limits,
+            account: account ?? new AccountTuple(cli_data.account_key, cli_data.account_name),
+            security: security ?? cli_data.security);
+
+      public static RiskLimits with(this RiskLimits limits,
+         bool? is_position_limit_enabled = null,
+         uint? max_long_position = null,
+         uint? max_short_position = null,
+         bool? is_clip_limit_enabled = null,
+         uint? clip_limit = null,
+         bool? is_price_limit_enabled = null,
+         double? min_price = null,
+         double? max_price = null) =>
+         new RiskLimits(
+            is_position_limit_enabled ?? limits.is_position_limit_enabled,
+            max_long_position ?? limits.max_long_position,
+            max_short_position ?? limits.max_short_position,
+            is_clip_limit_enabled ?? limits.is_clip_limit_enabled,
+            clip_limit ?? limits.clip_limit,
+            is_price_limit_enabled ?? limits.is_price_limit_enabled,
+            min_price ?? limits.min_price,
+            max_price ?? limits.max_price);
+
+      public static SecurityRiskLimitUnit from_client_data(uint security_key, RiskLimits limits) =>
+         new SecurityRiskLimitUnit {
+            SecurityKey = security_key,
+            NetLongPositionLimit = limits.max_long_position,
+            NetShortPositionLimit = limits.max_short_position,
+            MaxBuyPrice = limits.max_price,
+            MinSellPrice = limits.min_price,
+            ClipSize = limits.clip_limit,
+            EnforceNetPosLimits = limits.is_position_limit_enabled,
+            EnforceClipLimits = limits.is_clip_limit_enabled,
+            EnforcePriceBands = limits.is_price_limit_enabled
+         };
+   }
+}

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

@@ -276,7 +276,7 @@ namespace mbts.spark {
             ob_settings.filters = new bts.shell.orderbook.FilterStates {
                statuses = new[] { OrderStatus.Working },
                sides = new[] { side },
-               security_criteria = new SecurityCriteria(security)
+               security_criteria = SecurityCriteria.from_securities(security)
             };
             _bus.post(SparkTags.ShowOrderBookTag, ob_settings);
          }

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

@@ -66,7 +66,7 @@ namespace mbts.spark {
                if (_sorted_selected_security_criteria_backing != null) {
                   _selected_security_criteria_backing = _sorted_selected_security_criteria_backing;
                } else if (_vm != null)
-                  _selected_security_criteria_backing = new SecurityCriteria(_vm.selected_rows.Select(r => r.security));
+                  _selected_security_criteria_backing = SecurityCriteria.from_securities(_vm.selected_rows.Select(r => r.security));
             }
             return _selected_security_criteria_backing;
          }
@@ -92,7 +92,7 @@ namespace mbts.spark {
                      }
                   }
                   var comp = comp_builder.to_comparer();
-                  _sorted_selected_security_criteria_backing = new SecurityCriteria(_vm.selected_rows.Ordered(comp).Select(r => r.security));
+                  _sorted_selected_security_criteria_backing = SecurityCriteria.from_securities(_vm.selected_rows.Ordered(comp).Select(r => r.security));
                }
             }
             return _sorted_selected_security_criteria_backing;

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

@@ -1,7 +1,6 @@
 using bts.api;
 using bts.co2;
 using bts.utils;
-using bts.utils.csv;
 using mbts;
 using mbts.spark;
 using mbts.ui.controls;
@@ -50,18 +49,6 @@ namespace bts.shell.time_and_sales {
       public void raise_invalidated() =>
          invalidated?.Invoke();
 
-      public static System.Collections.Specialized.OrderedDictionary csv_ordered_properties =>
-            CsvHelper.create_ordering_maintainer(
-               typeof(TimeAndSalesRowVM),
-               new string[] {
-                  nameof(security),
-                  nameof(time),
-                  nameof(price),
-                  nameof(size),
-                  nameof(aggressor_side),
-                  nameof(security_key),
-               });
-
       public bool Equals(TimeAndSalesRowVM other) =>
          other != null &&
          row_key == other.row_key;

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

@@ -2,7 +2,6 @@
 using bts.shell.fills;
 using bts.spark;
 using bts.view;
-using bts.utils.csv;
 using mbts;
 using mbts.co2;
 using mbts.persist;
@@ -125,8 +124,6 @@ namespace bts.shell.time_and_sales {
             show_in_context_menu = _can_pause_updates
          };
          _commands = new SparkCommand[] {
-            // csv export
-            new SparkCommandCommand("Export to csv", Icons.Export, FileDialogCommand.export_csv(() => _vm.rows.ToCsv(TimeAndSalesRowVM.csv_ordered_properties), "TaS")),
             // ladder
             SparkCommands.ShowLadderAutoLookup(SparkCommands.KeyGestures.ShowLadder)
                .complete(current_sec_key_src, sec_keys => sec_keys.Count > 0),
@@ -138,7 +135,7 @@ namespace bts.shell.time_and_sales {
                .complete(selected_rows_src, always_true, get_fills_startup_data),
             // mview
             SparkCommands.ShowMarketView
-               .complete(selected_rows_src, always_true, rows => rows.Count > 0 ? new SecurityCriteria(rows.Select(r => r.security)) : _security_criteria),
+               .complete(selected_rows_src, always_true, rows => rows.Count > 0 ? SecurityCriteria.from_securities(rows.Select(r => r.security)) : _security_criteria),
             // pause
             toggle_is_paused_cmd,
             // change securities
@@ -183,7 +180,7 @@ namespace bts.shell.time_and_sales {
 
          FillsSettings get_fills_startup_data(ImmutableHashSet<TimeAndSalesRowVM> rows) =>
             new FillsSettings(new FillsFilterStates {
-               security = rows.Count > 0 ? new SecurityCriteria(rows.Select(r => r.security)) : _security_criteria
+               security = rows.Count > 0 ? SecurityCriteria.from_securities(rows.Select(r => r.security)) : _security_criteria
             });
 
          string get_is_paused_cmd_title() =>

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

@@ -79,7 +79,7 @@ namespace mbts.spark {
             ), SparkCommands.ShowOrders.complete(() => {
                var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
                ob_settings.filters = new bts.shell.orderbook.FilterStates {
-                  security_criteria = new SecurityCriteria(_vm.value.row_vms.Select(r => r.security))
+                  security_criteria = SecurityCriteria.from_securities(_vm.value.row_vms.Select(r => r.security))
                };
                return ob_settings;
             }), SparkCommands.window_settings_command(new DialogCommand(() => {

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

@@ -169,7 +169,7 @@ namespace mbts.spark {
          void _show_order_book() {
             var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
             ob_settings.filters = new bts.shell.orderbook.FilterStates {
-               security_criteria = new SecurityCriteria(security)
+               security_criteria = SecurityCriteria.from_securities(security)
             };
             _bus.post(SparkTags.ShowOrderBookTag, ob_settings);
          }

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

@@ -5,7 +5,6 @@ using bts.collections;
 using bts.shell.fills;
 using bts.spark;
 using bts.utils;
-using bts.utils.csv;
 using mbts.collections;
 using mbts.persist;
 using mbts.spark.filters;
@@ -334,27 +333,6 @@ namespace mbts.spark {
          public override bool Equals(object obj) => Equals(obj as Row);
          public override int GetHashCode() => _fill.FillKey.GetHashCode() ^ _order.Key.GetHashCode();
 
-         public static System.Collections.Specialized.OrderedDictionary csv_ordered_properties =>
-            CsvHelper.create_ordering_maintainer(typeof(Row),
-               new string[] {
-                  nameof(security),
-                  nameof(order_type),
-                  nameof(root_algo_display_name),
-                  nameof(side),
-                  nameof(fill_time),
-                  nameof(user),
-                  nameof(account),
-                  nameof(exchange),
-                  nameof(time_in_force),
-                  nameof(size),
-                  nameof(price),
-                  nameof(fill_kind),
-                  nameof(fill_status),
-                  nameof(fill_key),
-                  nameof(order_key),
-                  nameof(security_key)
-               });
-
          public event Action invalidated;
          void IRowVM.raise_invalidated() => invalidated?.Invoke();
       }

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

@@ -4,7 +4,6 @@ using bts.shell;
 using bts.shell.fills;
 using bts.spark;
 using bts.view;
-using bts.utils.csv;
 using mbts.persist;
 using mbts.ui;
 using mbts.ui.settings;
@@ -62,7 +61,6 @@ namespace mbts.spark {
          _view = new FillsView { DataContext = _vm };
 
          _commands = new List<SparkCommand> {
-            new SparkCommandCommand("Export to csv", Icons.Export, FileDialogCommand.export_csv(() => _vm.rows.ToCsv(FillsVM.Row.csv_ordered_properties), "Fills")),
             // wrap the grid settings view factory in a dialogCommand here since the vm is destroyed/recreated when the security criteria changes
             SparkCommands.window_settings_command(new DialogCommand(() => {
                var vm = new ShellSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(

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

@@ -302,7 +302,7 @@ namespace mbts.spark {
 
          var state = new bts.shell.orderbook.OrderBookStartupData(
             new bts.shell.orderbook.FilterStates {
-               security_criteria = new SecurityCriteria(_owner.security),
+               security_criteria = SecurityCriteria.from_securities(_owner.security),
                price = price_filter,
                statuses = new[] { OrderStatus.Working },
                order_types = AlgoID.exchange_algo_keys

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

@@ -583,7 +583,7 @@ namespace mbts.spark {
       void _show_book() {
          var ob_settings = bts.shell.orderbook.OrderBookStartupData.Default;
          ob_settings.filters = new bts.shell.orderbook.FilterStates {
-            security_criteria = new SecurityCriteria(security)
+            security_criteria = SecurityCriteria.from_securities(security)
          };
          _bus.post(SparkTags.ShowOrderBookTag, ob_settings);
       }

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

@@ -4,7 +4,6 @@ using bts.api.orderman;
 using bts.collections;
 using bts.spark;
 using bts.utils;
-using bts.utils.csv;
 using mbts.ui;
 using mbts.ui.controls;
 using System;
@@ -12,7 +11,6 @@ using System.Collections.Generic;
 using System.ComponentModel;
 using System.Reactive.Linq;
 using System.Runtime.CompilerServices;
-using System.Linq;
 using System.Windows.Input;
 using System.Windows.Media;
 using Columns = mbts.spark.OrderBookGridView.ColumnKeys;
@@ -62,35 +60,6 @@ namespace mbts.spark {
       public event Action<(OrderSecurityRootPair oldval, OrderSecurityRootPair newval)> updated;
       public event PropertyChangedEventHandler PropertyChanged;
 
-      public static System.Collections.Specialized.OrderedDictionary csv_ordered_properties =>
-            CsvHelper.create_ordering_maintainer(
-               typeof(OrderBookRowVM), 
-               new string[] {
-                  nameof(security_text),
-                  nameof(symbol),
-                  nameof(time_created),
-                  nameof(last_change),
-                  nameof(user),
-                  nameof(account),
-                  nameof(exchange),
-                  nameof(time_in_force),
-                  nameof(order_type),
-                  nameof(root_algo_display_name),
-                  nameof(order_sub_type),
-                  nameof(side),
-                  nameof(quantity),
-                  nameof(filled_quantity),
-                  nameof(price),
-                  nameof(avg_price),
-                  nameof(last_price),
-                  nameof(piq),
-                  nameof(status),
-                  // last message (could contains commas, so skipping)
-                  nameof(security_key),
-                  nameof(order_key),
-                  nameof(parent_order_key),
-               });
-
       // Core
       public OrderSecurityRootPair order_tuple { get; private set; }
       public OrderRecordImmutable order => order_tuple.order.order;

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

@@ -6,7 +6,6 @@ using bts.shell.fills;
 using bts.shell.orderbook;
 using bts.spark;
 using bts.view;
-using bts.utils.csv;
 using mbts.persist;
 using mbts.spark.utilities;
 using mbts.ui;
@@ -232,7 +231,6 @@ namespace mbts.spark {
             toggle_collapse_all_command,
             toggle_expand_all_command,
             show_grid_settings_command,
-            new SparkCommandCommand("Export to csv", Icons.Export, FileDialogCommand.export_csv(() => _vm.rows.ToCsv(OrderBookRowVM.csv_ordered_properties), "OrderBook")),
             // hidden cmds (i.e., keyboard shortcuts at window level)
             hidden_cmd(new SparkCommandCommand(OrderBookView.CommandDescriptions.ModifyOrders, null, _vm.modify_selected_orders_cmd, OrderBookView.KeyboardShortcuts.ModifyOrders)),
             hidden_cmd(new SparkCommandCommand(OrderBookView.CommandDescriptions.RevertOrders, null, _vm.revert_selected_orders_cmd, OrderBookView.KeyboardShortcuts.RevertOrders)),

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

@@ -633,7 +633,7 @@ namespace bts.shell.pnl {
             case ColumnKeys.Exchange: filter.exchange = new[] { (Venue)group.Name }; break;
             case ColumnKeys.Security:
                if (group.Name is SecurityImmutable sec)
-                  filter.security = new SecurityCriteria(sec);
+                  filter.security = SecurityCriteria.from_securities(sec);
                break;
             default: throw new NotImplementedException();
          }
@@ -696,7 +696,7 @@ namespace bts.shell.pnl {
             case ColumnKeys.Exchange: filter.exchanges = new[] { (Venue)g.Name }; break;
             case ColumnKeys.Security:
                if (g.Name is SecurityImmutable sec)
-                  filter.security_criteria = new SecurityCriteria(sec);
+                  filter.security_criteria = SecurityCriteria.from_securities(sec);
                break;
             default: throw new NotImplementedException();
          }

src/client/spark/Modules/Trading/RiskManagement/RiskManagementWindow.cs

@@ -0,0 +1,188 @@
+using bts.admin.risk;
+using bts.api;
+using bts.spark;
+using mbts;
+using mbts.persist;
+using mbts.spark;
+using mbts.ui;
+using mbts.ui.settings;
+using mbts.ui.spark;
+using mbts.ui.utility;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Data;
+
+namespace bts.shell.risk_management {
+   class RiskManagementWindow : SparkWindow<RiskManagementSettings>, ISharedWindow {
+      const string
+         _window_type_id = "RiskManagement",
+         _window_type_display_name = "Risk Management";
+
+      readonly IWindowSettingsManager<GridSettings> _settings_manager;
+      readonly AdminModel _model;
+      FrameworkElement _view;
+      IReadOnlyList<SparkCommand> _commands;
+      IDisposable _settings_sub, _securities_sub;
+      RiskManagementSettings _settings;
+      RiskManagementVM _vm;
+      SimpleGridSettingsManagerVM<RiskManagementControl.Columns> _grid_settings_manager => _vm.grid_settings_manager;
+      SparkMenuDisplayVM _menu_display_vm;
+      IReadOnlyDictionary<uint, SecurityMD> _security_map = DictionaryHelper.empty<uint, SecurityMD>();
+
+      public RiskManagementWindow(
+         IBus bus,
+         AdminModel model,
+         IWindowSettingsManager<GridSettings> settings_manager,
+         ISaveWindow<RiskManagementSettings> isw,
+         RiskManagementSettings settings)
+         : base(_window_type_display_name, bus, isw, Icons.Risk) {
+         //
+         _settings_manager = settings_manager;
+         _settings = settings;
+         _model = model;
+         thread_id = mbts.config.Configuration.get<bts.config.MultiThreadedWindows>().risk_management ? "OrderBook" : null;
+         _securities_sub = bus.subscribe(SparkTags.SecuritiesTag).Subscribe(sec_map => _security_map = sec_map);
+      }
+
+      public override IEnumerable<SparkCommand> Commands => _commands;
+      public override string window_type => _window_type_id;
+
+      public override RiskManagementSettings SaveState =>
+         (_vm?.create() ?? RiskManagementSettings.Default).with(menu_display: _menu_display_vm.safe_create());
+
+      public override UIElement Content => _view;
+
+      public override double MinWidth =>
+         RiskManagementSettings.DefaultGrid.columns.Where(c => c.is_visible).Sum(gcs => gcs.width)
+            + SPARK_MENU_COLLAPSED_WIDTH
+            + LAUNCHER_BUTTON_BORDER_WIDTH
+            + EXTRA_FOR_NO_HORIZONTAL_SCROLLBAR_WIDTH;
+
+      public string thread_id { get; }
+
+      public override void Dispose() {
+         _commands.empty_if_null().OfType<IDisposable>().DisposeAll();
+         Disposable.dispose(ref _securities_sub);
+         Disposable.dispose(ref _settings_sub);
+         Disposable.dispose(ref _vm);
+      }
+
+      public void thread_init() {
+         // assert nothing has been initialized yet
+         Log.assert(_menu_display_vm == null, "MenuDisplay viewmodel has already been initialized.");
+         Log.assert(_vm == null, "Viewmodel has already been initialized.");
+         Log.assert(_settings != null, "Settings is null.");
+         Log.assert(_settings_sub == null, "Grid settings subscription has already been initialized.");
+         // initialize everything: menu_display_vm, vm, settings subscription, and view
+         _menu_display_vm = _init_menu_display_vm(_settings.menu_display);
+         _vm = _init_vm(_model, _settings);
+         _settings_sub = _settings_manager.subscribe_current()
+            .OnDispatcher()
+            .Subscribe(gs => _vm.load_from(gs));
+         _commands = new List<SparkCommand>(_mk_commands());
+         _view = new RiskManagementControl { DataContext = _vm };
+      }
+
+      static SparkMenuDisplayVM _init_menu_display_vm(SparkMenuDisplaySettings settings) {
+         var vm = new SparkMenuDisplayVM();
+         vm.load_from(settings);
+         return vm;
+      }
+
+      static RiskManagementVM _init_vm(AdminModel model, RiskManagementSettings settings) {
+         var vm = new RiskManagementVM(model.account_security_risk_limits, model.on_account_tuples);
+         vm.request_update_limit += update_limit;
+         vm.load_from(settings);
+         return vm;
+         void update_limit(AccountSecurityRiskLimits lim) =>
+            model.add_or_update_risk_limits(lim.account_key, new[] { (lim.security_key, lim.limits) }).ignore();
+      }
+
+      IEnumerable<SparkCommand> _mk_commands() {
+         yield return new SparkCommandCommand("Add New Limits", Icons.AddBoxes, new DialogCommand(() => {
+            if (_vm is null)
+               return null;
+            var account_id = _vm.selected_account?.id ?? 0;
+            var init_state = new RiskLimitsModification(
+               is_position_limit_enabled: true,
+               is_clip_limit_enabled: true,
+               is_price_limit_enabled: true);
+            return mk_row_editor_dialog(init_state, commit, true);
+            void commit(RiskLimitsModification result) {
+               impl();
+               async void impl() {
+                  var target_secs = await result.security_criteria.securities(_bus, TimeSpan.FromSeconds(5));
+                  if (target_secs.Count > 0) {
+                     var new_limits = result.apply(new RiskLimits());
+                     await _model.add_or_update_risk_limits(account_id, target_secs.Keys.Select(k => (k, new_limits)));
+                  }
+               }
+            }
+         }));
+         var edit_selected_rows_cmd = new DialogCommand(() => {
+            if (!(_vm?.selected_account).HasValue)
+               return null;
+            var account_id = _vm.selected_account.Value.id;
+            var targets = _vm.selected_rows.Select(r => r.create()).ToList();
+            var init_state = RiskLimitsModification.aggregate_common_props(targets);
+            return mk_row_editor_dialog(init_state, commit, false);
+            void commit(RiskLimitsModification mod) =>
+               _model.add_or_update_risk_limits(account_id, targets.Select(r => (r.security_key, mod.apply(r.limits)))).ignore();
+         }, () => _vm.selected_rows.Count > 0, true, off_x: -300, off_y: -60);
+         _vm.selected_rows_changed += edit_selected_rows_cmd.RaiseCanExecuteChanged;
+         yield return new SparkCommandCommand("Edit Selected Rows", Icons.ModifyOrder, edit_selected_rows_cmd);
+
+         var delete_selected_rows_cmd = new DelegateCommand(() => {
+            if (!(_vm?.selected_account).HasValue)
+               return;
+            var selected_rows = _vm.selected_rows;
+            var account_id = _vm.selected_account.Value.id;
+            if (BTSMessageBox.Confirm($"Are you sure you want to delete the selected limits ({selected_rows.Count})?", "Delete Limits"))
+               _model.delete_risk_limits(account_id, selected_rows.Select(r => r.security_key)).ignore();
+         }, () => _vm.selected_rows.Count > 0);
+         _vm.selected_rows_changed += delete_selected_rows_cmd.RaiseCanExecuteChanged;
+
+         yield return new SparkCommandCommand("Delete", Icons.Trash, delete_selected_rows_cmd);
+         // wrap the grid settings view factory in a dialogCommand here since the vm is destroyed/recreated when the security criteria changes
+         yield return SparkCommands.window_settings_command(new DialogCommand(() => {
+            if (_vm is null)
+               return null;
+            _settings_manager.instance_settings = _vm.create().grid;
+            var settings_vm = new ShellSettingsDialogVM<GridSettings, SimpleGridSettingsVM>(
+               _settings_manager,
+               us => us.risk_management_grid,
+               UserSettings.FileExtensions.GRID,
+               _grid_settings_manager.create_vm
+            );
+            settings_vm.SubscribeDisposed(literal_title_source.OnDispatcher().Subscribe(t => settings_vm.title = t));
+            var dialog = new ShellSettingsDialog { DataContext = settings_vm };
+            settings_vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
+            return dialog;
+         }));
+         yield return _menu_display_vm.spark_cmd;
+
+         // although only the api only requires security keys,
+         // the actual securities are used in this method so the user can see them in the view
+         Window mk_row_editor_dialog(RiskLimitsModification init_state, Action<RiskLimitsModification> commit, bool is_add) {
+            var limits_vm = new RiskLimitsModificationVM(is_add) {
+               security_map = _security_map
+            };
+            limits_vm.load_from(init_state);
+            limits_vm.request_commit += () => commit(limits_vm.create());
+            var (title, icon) = is_add ? ("New Limits", Icons.AddBoxes) : ("Edit Limits", Icons.ModifyOrder);
+            var dialog = new RiskLimitParametersDialog {
+               DataContext = limits_vm,
+               Icon = icon,
+               Title = title
+            };
+            dialog.SetBinding(ContentControl.ContentProperty, new Binding());
+            WindowUtilities.listen_for_close_requests(dialog);
+            return dialog;
+         }
+      }
+   }
+}

src/client/spark/Modules/Trading/RiskManagement/RiskManagementWindowFactory.cs

@@ -0,0 +1,34 @@
+using bts.api;
+using mbts.persist;
+using mbts.spark;
+using mbts.ui;
+using System;
+using System.Reactive.Linq;
+using System.Threading.Tasks;
+
+namespace bts.shell.risk_management {
+   class RiskManagementWindowFactory : ShellWindowFactory<RiskManagementSettings> {
+      readonly IBus _bus;
+      readonly AdminModel _model;
+      readonly UserSettingsHub _settings_hub;
+
+      public RiskManagementWindowFactory(IShellModule owner, IBus bus, UserSettingsHub settings_hub, AdminModel model) : base(owner, "RiskManagement") {
+         _bus = bus;
+         _model = model;
+         _settings_hub = settings_hub;
+         _dispose = bus.subscribe(SparkTags.ShowRiskManagement)
+            .OnDispatcher()
+            .Subscribe(show);
+
+         async void show(RiskManagementSettings settings) {
+            var win = await load(settings);
+            bus.post(SparkTags.ShowWindow, win);
+         }
+      }
+
+      public override Task<IShellWindow> load(RiskManagementSettings state) =>
+         state is null ?
+            throw new ArgumentNullException(nameof(state)) :
+            Task.FromResult<IShellWindow>(new RiskManagementWindow(_bus, _model, _settings_hub.create_risk_management_settings_manager(state.grid), this, state));
+   }
+}

src/client/spark/Modules/Trading/RiskManagement/Settings/RiskManagementFilterSettings.cs

@@ -0,0 +1,138 @@
+using bts.admin.risk;
+using bts.utils;
+using mbts.spark.filters;
+using ProtoBuf;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+
+namespace bts.shell.risk_management {
+   [ProtoContract]
+   class RiskManagementFilterSettings : IEquatable<RiskManagementFilterSettings> {
+      static readonly IEqualityComparer<RiskManagementFilterSettings> _comparer =
+         ObjectSnapshot.property_equality_comparer<RiskManagementFilterSettings>();
+
+      public RiskManagementFilterSettings() { }
+
+      public RiskManagementFilterSettings(
+         string security_regex,
+         string security_key_regex,
+         UIntMinMaxState max_long_position,
+         UIntMinMaxState max_short_position,
+         bool? is_position_limit_enabled,
+         UIntMinMaxState clip_limit,
+         bool? is_clip_limit_enabled,
+         DoubleMinMaxState min_price,
+         DoubleMinMaxState max_price,
+         bool? is_price_limit_enabled) {
+         // security
+         this.security_regex = security_regex;
+         this.security_key_regex = security_key_regex;
+         // position
+         this.max_long_position = max_long_position;
+         this.max_short_position = max_short_position;
+         this.is_position_limit_enabled = is_position_limit_enabled;
+         // clip
+         this.clip_limit = clip_limit;
+         this.is_clip_limit_enabled = is_clip_limit_enabled;
+         // price
+         this.min_price = min_price;
+         this.max_price = max_price;
+         this.is_price_limit_enabled = is_price_limit_enabled;
+      }
+
+      // security
+      [ProtoMember(1)]
+      public string security_regex { get; }
+      [ProtoMember(2)]
+      public string security_key_regex { get; }
+      // position
+      [ProtoMember(3)]
+      public UIntMinMaxState max_long_position { get; }
+      [ProtoMember(4)]
+      public UIntMinMaxState max_short_position { get; }
+      [ProtoMember(5)]
+      public bool? is_position_limit_enabled { get; }
+      // clip
+      [ProtoMember(6)]
+      public UIntMinMaxState clip_limit { get; }
+      [ProtoMember(7)]
+      public bool? is_clip_limit_enabled { get; }
+      // price
+      [ProtoMember(8)]
+      public DoubleMinMaxState min_price { get; }
+      [ProtoMember(9)]
+      public DoubleMinMaxState max_price { get; }
+      [ProtoMember(10)]
+      public bool? is_price_limit_enabled { get; }
+
+      // 'is limit enabled' items (for filter dropdown)
+      public bool[] is_position_limit_enabled_items => yes_no_filter_items(is_position_limit_enabled);
+      public bool[] is_clip_limit_enabled_items => yes_no_filter_items(is_clip_limit_enabled);
+      public bool[] is_price_limit_enabled_items => yes_no_filter_items(is_price_limit_enabled);
+
+      public static bool[] yes_no_filter_items(bool? state) =>
+          state.HasValue ? new[] { state.Value } : Array.Empty<bool>();
+
+      public static bool? yes_no_filter_state(IEnumerable<bool> selected_items) {
+         var set = new HashSet<bool>(selected_items);
+         return set.Count == 1 ? set.First() : (bool?)null;
+      }
+
+      public Func<AccountSecurityRiskLimits, bool> build_predicate() {
+         var pb = new ColumnPredicateBuilder<AccountSecurityRiskLimits>();
+         // security
+         pb.add_regex(security_regex, l => l.security.ToString());
+         pb.add_regex(security_key_regex, l => l.security_key.ToString());
+         // position
+         pb.add_numeric(max_long_position, l => l.limits.max_long_position);
+         pb.add_numeric(max_short_position, l => l.limits.max_short_position);
+         pb.add_discrete_values(is_position_limit_enabled_items, l => l.limits.is_position_limit_enabled);
+         // clip
+         pb.add_numeric(clip_limit, l => l.limits.clip_limit);
+         pb.add_discrete_values(is_clip_limit_enabled_items, l => l.limits.is_clip_limit_enabled);
+         // price
+         pb.add_numeric(min_price, l => l.limits.min_price);
+         pb.add_numeric(max_price, l => l.limits.max_price);
+         pb.add_discrete_values(is_price_limit_enabled_items, l => l.limits.is_price_limit_enabled);
+         return pb.to_predicate();
+      }
+
+      public RiskManagementFilterSettings with(
+         string security_regex = null,
+         string security_key_regex = null,
+         UIntMinMaxState max_long_position = null,
+         UIntMinMaxState max_short_position = null,
+         OptionalNullable<bool>? is_position_limit_enabled = null,
+         UIntMinMaxState clip_limit = null,
+         OptionalNullable<bool>? is_clip_limit_enabled = null,
+         DoubleMinMaxState min_price = null,
+         DoubleMinMaxState max_price = null,
+         OptionalNullable<bool>? is_price_limit_enabled = null) =>
+         //
+         new RiskManagementFilterSettings(
+            // security
+            security_regex ?? this.security_regex,
+            security_key_regex ?? this.security_key_regex,
+            // position
+            max_long_position ?? this.max_long_position,
+            max_short_position ?? this.max_short_position,
+            is_position_limit_enabled.HasValue ? is_position_limit_enabled.Value.value : this.is_position_limit_enabled,
+            // clip
+            clip_limit ?? this.clip_limit,
+            is_clip_limit_enabled.HasValue ? is_clip_limit_enabled.Value.value : this.is_clip_limit_enabled,
+            // price
+            min_price ?? this.min_price,
+            max_price ?? this.max_price,
+            is_price_limit_enabled.HasValue ? is_price_limit_enabled.Value.value : this.is_price_limit_enabled);
+
+      public bool Equals(RiskManagementFilterSettings other) =>
+         _comparer.Equals(this, other);
+
+      public override bool Equals(object obj) =>
+         obj is RiskManagementFilterSettings other && Equals(other);
+
+      public override int GetHashCode() =>
+         _comparer.GetHashCode(this);
+   }
+}

src/client/spark/Modules/Trading/RiskManagement/Settings/RiskManagementSettings.cs

@@ -0,0 +1,93 @@
+using mbts.ui;
+using mbts.ui.settings;
+using ProtoBuf;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Windows;
+using Columns = bts.shell.risk_management.RiskManagementControl.Columns;
+using ColumnWidths = mbts.ui.controls.DIYGrid.DefaultColumnWidths;
+using ColumnHeaders = mbts.ui.controls.DIYGrid.DefaultColumnHeaders;
+
+namespace bts.shell.risk_management {
+   [ProtoContract]
+   class RiskManagementSettings {
+      [ProtoMember(3)]
+      SortingCriteria[] _sorting_criteria;
+
+      public RiskManagementSettings() { }
+      public RiskManagementSettings(
+         GridSettings grid = null,
+         RiskManagementFilterSettings filters = default,
+         IEnumerable<SortingCriteria> sorting_criteria = null,
+         uint account_id = 0,
+         SparkMenuDisplaySettings? menu_display = null) {
+         //
+         this.grid = grid;
+         this.filters = filters ?? new RiskManagementFilterSettings();
+         _sorting_criteria = sorting_criteria?.ToArray();
+         this.account_id = account_id;
+         this.menu_display = menu_display ?? SparkMenuDisplaySettings.Default;
+      }
+
+      public static RiskManagementSettings Default => new RiskManagementSettings(grid: DefaultGrid);
+      public static GridSettings DefaultGrid => new GridSettings(columns: DefaultColumns.all);
+
+      [ProtoMember(1)]
+      public GridSettings grid { get; }
+      [ProtoMember(2)]
+      public RiskManagementFilterSettings filters { get; }
+      [ProtoMember(4)]
+      public uint account_id { get; }
+      [ProtoMember(5)]
+      public SparkMenuDisplaySettings menu_display { get; }
+
+      public IReadOnlyList<SortingCriteria> sorting_criteria =>
+         _sorting_criteria ?? Array.Empty<SortingCriteria>();
+
+      public RiskManagementSettings with(
+         GridSettings grid = null,
+         RiskManagementFilterSettings filters = default,
+         IEnumerable<SortingCriteria> sorting_criteria = null,
+         uint? account_id = null,
+         SparkMenuDisplaySettings? menu_display = null) =>
+         //
+         new RiskManagementSettings(
+            grid ?? this.grid,
+            filters ?? this.filters,
+            sorting_criteria ?? this.sorting_criteria,
+            account_id ?? this.account_id,
+            menu_display ?? this.menu_display);
+
+      public static class DefaultColumns {
+         public static GridColumnSettings security => new GridColumnSettings(Columns.Security.ToString(), ColumnHeaders.Security, width: ColumnWidths.SecurityKey);
+         public static GridColumnSettings security_key => new GridColumnSettings(Columns.SecurityKey.ToString(), ColumnHeaders.SecurityKey, width: ColumnWidths.SecurityKey, is_visible: false);
+         // position
+         public static GridColumnSettings max_long => new GridColumnSettings(Columns.MaxNetLongPosition.ToString(), "Max Long", width: 60, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings max_short => new GridColumnSettings(Columns.MaxNetShortPosition.ToString(), "Max Short", width: 60, horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings is_position_limit_enabled => new GridColumnSettings(Columns.IsPositionLimitEnabled.ToString(), "Enforce Pos", width: 70, horizontal_alignment: HorizontalAlignment.Center);
+         // clip
+         public static GridColumnSettings clip_limit => new GridColumnSettings(Columns.ClipLimit.ToString(), "Clip Limit", horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings is_clip_limit_enabled => new GridColumnSettings(Columns.IsClipLimitEnabled.ToString(), "Enforce Clip", width: 70, horizontal_alignment: HorizontalAlignment.Center);
+         // price
+         public static GridColumnSettings min_price => new GridColumnSettings(Columns.MinPrice.ToString(), "Min Price", horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings max_price => new GridColumnSettings(Columns.MaxPrice.ToString(), "Max Price", horizontal_alignment: HorizontalAlignment.Right);
+         public static GridColumnSettings is_price_limit_enabled => new GridColumnSettings(Columns.IsPriceLimitEnabled.ToString(), "Enforce Price", width: 75, horizontal_alignment: HorizontalAlignment.Center);
+
+         public static IEnumerable<GridColumnSettings> all {
+            get {
+               yield return security;
+               yield return max_long;
+               yield return max_short;
+               yield return is_position_limit_enabled;
+               yield return clip_limit;
+               yield return is_clip_limit_enabled;
+               yield return min_price;
+               yield return max_price;
+               yield return is_price_limit_enabled;
+               yield return security_key;
+            }
+         }
+      }
+   }
+}

src/client/spark/Modules/Trading/RiskManagement/VM/RiskLimitsModificationVM.cs

@@ -0,0 +1,179 @@
+using bts.admin.risk;
+using bts.api;
+using bts.utils;
+using mbts;
+using mbts.spark;
+using mbts.ui;
+using mbts.ui.shell;
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Runtime.CompilerServices;
+using System.Windows.Input;
+
+namespace bts.shell.risk_management {
+   class RiskLimitsModificationVM : ViewModelBase, IValueFactory<RiskLimitsModification>, IRequestViewClose {
+      readonly DeferrableActionWrapper _result_changed;
+      RiskLimitsModification _modifications;
+      IReadOnlyDictionary<uint, SecurityMD> _security_map = DictionaryHelper.empty<uint, SecurityMD>();
+
+      public RiskLimitsModificationVM(bool can_edit_security) {
+         _result_changed = new DeferrableActionWrapper(() => result_changed?.Invoke());
+         this.can_edit_security = can_edit_security;
+         commit_cmd = new DelegateCommand(commit);
+         cancel_cmd = new DelegateCommand(close);
+         //
+         void commit() {
+            request_commit?.Invoke();
+            close();
+         }
+         void close() =>
+            RequestClose?.Invoke(this, EventArgs.Empty);
+      }
+
+      public event Action result_changed, request_commit;
+      public event EventHandler RequestClose;
+
+      public SecurityImmutable? security { get => _modifications.security; set => _set_limits(_modifications.with(security: value)); }
+      public SecurityCriteria security_criteria {
+         get => _modifications.security_criteria ?? (security.HasValue ? SecurityCriteria.from_securities(security.Value) : null);
+         set => _set_limits(_modifications.with(security_criteria: value));
+      }
+      public IReadOnlyDictionary<uint, SecurityMD> security_map {
+         get => _security_map;
+         set {
+            _security_map = value;
+            RaisePropertyChanged();
+         }
+      }
+      public bool can_edit_security { get; }
+      // position
+      public uint? max_long_position { get => _modifications.max_long_position; set => _set_limits(_modifications.with(max_long_position: value)); }
+      public uint? max_short_position { get => _modifications.max_short_position; set => _set_limits(_modifications.with(max_short_position: value)); }
+      public bool? is_position_limit_enabled { get => _modifications.is_position_limit_enabled; set => _set_limits(_modifications.with(is_position_limit_enabled: value)); }
+      // clip
+      public bool? is_clip_limit_enabled { get => _modifications.is_clip_limit_enabled; set => _set_limits(_modifications.with(is_clip_limit_enabled: value)); }
+      public uint? clip_limit { get => _modifications.clip_limit; set => _set_limits(_modifications.with(clip_limit: value)); }
+      // price
+      public double? max_price { get => _modifications.max_price; set => _set_limits(_modifications.with(max_price: value)); }
+      public double? min_price { get => _modifications.min_price; set => _set_limits(_modifications.with(min_price: value)); }
+      public bool? is_price_limit_enabled { get => _modifications.is_price_limit_enabled; set => _set_limits(_modifications.with(is_price_limit_enabled: value)); }
+
+      public ICommand commit_cmd { get; }
+      public ICommand cancel_cmd { get; }
+
+      public RiskLimitsModification create() =>
+         _modifications;
+
+      public void load_from(RiskLimitsModification value) {
+         using (_result_changed.defer_execution())
+         using (detect_property_changes())
+            _modifications = value;
+      }
+
+      void _set_limits(RiskLimitsModification new_modifications, [CallerMemberName] string prop = "") =>
+         _set_limits(new_modifications, new[] { prop });
+
+      void _set_limits(RiskLimitsModification new_modifications, params string[] invalidate_props) {
+         if (!_modifications.Equals(new_modifications)) {
+            _modifications = new_modifications;
+            RaisePropertyChanged(invalidate_props);
+            _result_changed.execute();
+         }
+      }
+   }
+
+   readonly struct RiskLimitsModification {
+      public RiskLimitsModification(
+         SecurityImmutable? security = null,
+         SecurityCriteria security_criteria = null,
+         uint? max_long_position = null,
+         uint? max_short_position = null,
+         bool? is_position_limit_enabled = null,
+         uint? clip_limit = null,
+         bool? is_clip_limit_enabled = null,
+         double? min_price = null,
+         double? max_price = null,
+         bool? is_price_limit_enabled = null) {
+         //
+         this.security = security;
+         this.security_criteria = security_criteria;
+         this.max_long_position = max_long_position;
+         this.max_short_position = max_short_position;
+         this.is_position_limit_enabled = is_position_limit_enabled;
+         this.clip_limit = clip_limit;
+         this.is_clip_limit_enabled = is_clip_limit_enabled;
+         this.min_price = min_price;
+         this.max_price = max_price;
+         this.is_price_limit_enabled = is_price_limit_enabled;
+      }
+
+      public SecurityImmutable? security { get; }
+      public SecurityCriteria security_criteria { get; }
+      // position
+      public uint? max_long_position { get; }
+      public uint? max_short_position { get; }
+      public bool? is_position_limit_enabled { get; }
+      // clip
+      public uint? clip_limit { get; }
+      public bool? is_clip_limit_enabled { get; }
+      // price
+      public double? min_price { get; }
+      public double? max_price { get; }
+      public bool? is_price_limit_enabled { get; }
+
+      public static RiskLimitsModification aggregate_common_props(IEnumerable<AccountSecurityRiskLimits> limit_items) =>
+         new RiskLimitsModification(
+            _common_value(limit_items, l => l.security, s => s),
+            null,
+            _common_value(limit_items, l => l.limits.max_long_position),
+            _common_value(limit_items, l => l.limits.max_short_position),
+            _common_value(limit_items, l => l.limits.is_position_limit_enabled),
+            _common_value(limit_items, l => l.limits.clip_limit),
+            _common_value(limit_items, l => l.limits.is_clip_limit_enabled),
+            _common_value(limit_items, l => l.limits.min_price),
+            _common_value(limit_items, l => l.limits.max_price),
+            _common_value(limit_items, l => l.limits.is_price_limit_enabled));
+
+      public RiskLimits apply(RiskLimits target) =>
+         new RiskLimits(
+            is_position_limit_enabled: is_position_limit_enabled ?? target.is_position_limit_enabled,
+            max_long_position: max_long_position ?? target.max_long_position,
+            max_short_position: max_short_position ?? target.max_short_position,
+            is_clip_limit_enabled: is_clip_limit_enabled ?? target.is_clip_limit_enabled,
+            clip_limit: clip_limit ?? target.clip_limit,
+            is_price_limit_enabled: is_price_limit_enabled ?? target.is_price_limit_enabled,
+            min_price: min_price ?? target.min_price,
+            max_price: max_price ?? target.max_price);
+
+      public RiskLimitsModification with(
+         OptionalNullable<SecurityImmutable>? security = null,
+         SecurityCriteria security_criteria = null,
+         OptionalNullable<uint>? max_long_position = null,
+         OptionalNullable<uint>? max_short_position = null,
+         OptionalNullable<bool>? is_position_limit_enabled = null,
+         OptionalNullable<uint>? clip_limit = null,
+         OptionalNullable<bool>? is_clip_limit_enabled = null,
+         OptionalNullable<double>? min_price = null,
+         OptionalNullable<double>? max_price = null,
+         OptionalNullable<bool>? is_price_limit_enabled = null) =>
+         //
+         new RiskLimitsModification(
+            security.HasValue ? security.Value.value : this.security,
+            security_criteria ?? this.security_criteria,
+            max_long_position.HasValue ? max_long_position.Value.value : this.max_long_position,
+            max_short_position.HasValue ? max_short_position.Value.value : this.max_short_position,
+            is_position_limit_enabled.HasValue ? is_position_limit_enabled.Value.value : this.is_position_limit_enabled,
+            clip_limit.HasValue ? clip_limit.Value.value : this.clip_limit,
+            is_clip_limit_enabled.HasValue ? is_clip_limit_enabled.Value.value : this.is_clip_limit_enabled,
+            min_price.HasValue ? min_price.Value.value : this.min_price,
+            max_price.HasValue ? max_price.Value.value : this.max_price,
+            is_price_limit_enabled.HasValue ? is_price_limit_enabled.Value.value : this.is_price_limit_enabled);
+
+      static T? _common_value<T>(IEnumerable<AccountSecurityRiskLimits> source, Func<AccountSecurityRiskLimits, T> get) where T : struct =>
+         _common_value(source, get, common => new T?(common));
+
+      static TResult _common_value<T, TResult>(IEnumerable<AccountSecurityRiskLimits> source, Func<AccountSecurityRiskLimits, T> get, Func<T, TResult> convert_common, TResult default_value = default) =>
+         source.Select(get).Distinct().TryGetSingle(out var common) ? convert_common(common) : default_value;
+   }
+}

src/client/spark/Modules/Trading/RiskManagement/VM/RiskLimitsVM.cs

@@ -0,0 +1,90 @@
+using bts.admin.risk;
+using bts.api;
+using bts.utils;
+using mbts.spark;
+using mbts.ui;
+using mbts.ui.shell;
+using System;
+using System.Runtime.CompilerServices;
+
+namespace bts.shell.risk_management {
+   class RiskLimitsVM : ViewModelBase, IValueFactory<AccountSecurityRiskLimits> {
+      readonly DeferrableActionWrapper _result_changed;
+      // The user can modify some props directly in the grid.
+      // However, the sorting relies on immutable data
+      // (binary search may break if the applicable comparisons change,
+      // depending on the current sorting criteria).
+      // As a work-around, the rows are sorted by the committed_data.
+      // Any modifications made through the prop setters are assumed to be 'user-changes'
+      // (as the props are bound to the view),
+      /// and the committed data is only changed through <see cref="load_from(AccountSecurityRiskLimits)"/>.
+      AccountSecurityRiskLimits _committed_data, _mutable_data;
+
+      public RiskLimitsVM() =>
+         _result_changed = new DeferrableActionWrapper(() => result_changed?.Invoke());
+
+      public RiskLimitsVM(AccountSecurityRiskLimits data) : this() {
+         _committed_data = data;
+         _mutable_data = data;
+      }
+
+      public event Action result_changed;
+
+      public SecurityImmutable? security => _committed_data.security;
+      public uint security_key => _committed_data.security_key;
+      public string account_name => _committed_data.account_name;
+      public uint account_key => _committed_data.account_key;
+      // position limit
+      public bool is_position_limit_enabled { get => _mutable_limits.is_position_limit_enabled; set => _set_limits(_mutable_limits.with(is_position_limit_enabled: value)); }
+      public uint max_long_position { get => _mutable_limits.max_long_position; set => _set_limits(_mutable_limits.with(max_long_position: value)); }
+      public uint max_short_position { get => _mutable_limits.max_short_position; set => _set_limits(_mutable_limits.with(max_short_position: value)); }
+      // clip limit
+      public bool is_clip_limit_enabled { get => _mutable_limits.is_clip_limit_enabled; set => _set_limits(_mutable_limits.with(is_clip_limit_enabled: value)); }
+      public uint clip_limit { get => _mutable_limits.clip_limit; set => _set_limits(_mutable_limits.with(clip_limit: value)); }
+      // price limit
+      public bool is_price_limit_enabled { get => _mutable_limits.is_price_limit_enabled; set => _set_limits(_mutable_limits.with(is_price_limit_enabled: value)); }
+      public double max_price { get => _mutable_limits.max_price; set => _set_limits(_mutable_limits.with(max_price: value)); }
+      public double min_price { get => _mutable_limits.min_price; set => _set_limits(_mutable_limits.with(min_price: value)); }
+      public AccountSecurityKey row_id => new AccountSecurityKey(account_key, security_key);
+      public AccountSecurityRiskLimits committed_data => _committed_data;
+
+      RiskLimits _mutable_limits {
+         get => _mutable_data.limits;
+         set => _mutable_data = _mutable_data.with(limits: value);
+      }
+
+      public AccountSecurityRiskLimits create() => _mutable_data;
+
+      public void load_from(AccountSecurityRiskLimits value) {
+         using (_result_changed.defer_execution())
+         using (detect_property_changes()) {
+            _committed_data = value;
+            _mutable_data = value;
+         }
+      }
+
+      public void apply_modifications(RiskLimitsModification m) =>
+         load_from(_committed_data.with(
+            _committed_data.limits.with(m.is_position_limit_enabled,
+               m.max_long_position,
+               m.max_short_position,
+               m.is_clip_limit_enabled,
+               m.clip_limit,
+               m.is_price_limit_enabled,
+               m.min_price,
+               m.max_short_position),
+            new AccountTuple(_committed_data.account_key, _committed_data.account_name),
+            m.security));
+
+      void _set_limits(RiskLimits new_limits, [CallerMemberName] string prop = "") =>
+         _set_limits(new_limits, new[] { prop });
+
+      void _set_limits(RiskLimits new_limits, params string[] invalidate_props) {
+         if (!_mutable_limits.Equals(new_limits)) {
+            _mutable_limits = new_limits;
+            RaisePropertyChanged(invalidate_props);
+            _result_changed.execute();
+         }
+      }
+   }
+}

src/client/spark/Modules/Trading/RiskManagement/VM/RiskManagementVM.cs

@@ -0,0 +1,313 @@
+using bts.admin.risk;
+using bts.api.core;
+using bts.collections;
+using bts.utils;
+using mbts;
+using mbts.spark;
+using mbts.spark.filters;
+using mbts.ui;
+using mbts.ui.controls;
+using mbts.ui.settings;
+using mbts.ui.shell;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.Immutable;
+using System.Collections.ObjectModel;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Windows.Controls;
+using Columns = bts.shell.risk_management.RiskManagementControl.Columns;
+
+namespace bts.shell.risk_management {
+   class RiskManagementColumnModel : DIYGridColumnModel<Columns, AccountSecurityRiskLimits, RiskManagementFilterSettings> {
+      public RiskManagementColumnModel(Columns id, IComparer<AccountSecurityRiskLimits> data_comparer, IDataGridColumnFilter<AccountSecurityRiskLimits> filter, string filter_template, Func<RiskManagementFilterSettings, object> get_column_filter_settings, Func<RiskManagementFilterSettings, object, RiskManagementFilterSettings> set_column_filter_settings)
+         : base(id, data_comparer, filter, filter_template, get_column_filter_settings, set_column_filter_settings) {
+      }
+   }
+
+   class RiskManagementVM : DisposableViewModelBase, IHandleGridSorting, IHandleRowSelection, IValueFactory<RiskManagementSettings> {
+      static readonly IComparer<AccountSecurityRiskLimits> _data_row_id_comparer =
+         new ComparerBuilder<AccountSecurityKey>(new[] {
+            Comparer<uint>.Default.wrap<uint, AccountSecurityKey>(ask => ask.account),
+            Comparer<uint>.Default.wrap<uint, AccountSecurityKey>(ask => ask.security)
+         }).to_comparer()
+         .wrap<AccountSecurityKey, AccountSecurityRiskLimits>(r => r.key);
+
+      static IComparer<RiskLimitsVM> _row_id_comparer =>
+         _data_row_id_comparer.wrap<AccountSecurityRiskLimits, RiskLimitsVM>(r => r.committed_data);
+
+      readonly DeferrableActionWrapper _result_changed, _refresh_filter_changed, _selected_rows_changed;
+      readonly ColumnSortManager _sort_manager;
+      readonly ObservableCollection<RiskManagementColumnModel> _columns = new ObservableCollection<RiskManagementColumnModel>();
+      readonly Dictionary<Columns, RiskManagementColumnModel> _column_map = new Dictionary<Columns, RiskManagementColumnModel>();
+      readonly SelectorVM<AccountTuple?, uint> _accounts_vm = new SelectorVM<AccountTuple?, uint>(acc => acc?.id ?? 0) { comparer = Comparer<AccountTuple>.Default.to_nullable() };
+      IReadOnlyDictionary<AccountSecurityKey, AccountSecurityRiskLimits> _cache = DictionaryHelper.empty<AccountSecurityKey, AccountSecurityRiskLimits>();
+      ImmutableSortedSet<RiskLimitsVM> _selected_rows = ImmutableSortedSet.Create(_row_id_comparer);
+      IList<AccountSecurityRiskLimits> _data_rows;
+      IComparer<AccountSecurityRiskLimits> _data_comparer = _data_row_id_comparer;
+      IComparer<RiskLimitsVM> _row_comparer;
+
+      public RiskManagementVM(IObservable<TableUpdate<AccountSecurityRiskLimits, AccountSecurityKey>> data_source, IObservable<IReadOnlyList<AccountTuple>> accounts_source) {
+         _result_changed = new DeferrableActionWrapper(() => result_changed?.Invoke());
+         _selected_rows_changed = new DeferrableActionWrapper(() => selected_rows_changed?.Invoke());
+         _sort_manager = new ColumnSortManager(_columns.OfType<ISortableDIYGridColumn>(), null);
+         _data_rows = rows.WrapSelector(r => r.committed_data, lim => new RiskLimitsVM(lim));
+         _accounts_vm.selected_item_changed += () => {
+            RaisePropertyChanged(nameof(selected_account));
+            _result_changed.execute();
+            _refresh_filter_changed.execute();
+         };
+         column_map = FunctionalIndex.create<string, RiskManagementColumnModel>(_find_column);
+         grid_settings_manager = new SimpleGridSettingsManagerVM<Columns>(
+            _columns, null, ordered_cols => {
+               CollectionHelper.sync_with_never_duplicate(_columns, ordered_cols, cs => {
+                  throw new InvalidOperationException();
+               }, c => c.id.ToString(), cs => cs.id);
+            }, null);
+         _refresh_filter_changed = new DeferrableActionWrapper(() => _filter_changed?.Invoke(_mk_filter()));
+         /////////////////
+         // Columns
+         /////////////////
+         // security
+         mk_column_model(
+            Columns.Security,
+            wrap_comp(r => r.security),
+            new RegexFilterVM<AccountSecurityRiskLimits>(r => r.security.ToString(), null),
+            DataGridFilterKnownTemplates.Regex,
+            fs => fs.security_regex,
+            (fs, v) => fs.with(security_regex: v));
+         // security key
+         mk_column_model(
+            Columns.SecurityKey,
+            wrap_comp(r => r.security_key),
+            new RegexFilterVM<AccountSecurityRiskLimits>(r => r.security_key.ToString(), null),
+            DataGridFilterKnownTemplates.Regex,
+            fs => fs.security_key_regex,
+            (fs, v) => fs.with(security_key_regex: v));
+         // max long
+         mk_column_model(
+            Columns.MaxNetLongPosition,
+            wrap_comp(r => r.limits.max_long_position),
+            new UIntMinMax<AccountSecurityRiskLimits>(
+               r => r.limits.max_long_position,
+               null),
+            DataGridFilterKnownTemplates.UIntMinMax,
+            fs => fs.max_long_position,
+            (fs, v) => fs.with(max_long_position: v));
+         // max short
+         mk_column_model(
+            Columns.MaxNetShortPosition,
+            wrap_comp(r => r.limits.max_short_position),
+            new UIntMinMax<AccountSecurityRiskLimits>(
+               r => r.limits.max_short_position,
+               null),
+            DataGridFilterKnownTemplates.UIntMinMax,
+            fs => fs.max_short_position,
+            (fs, v) => fs.with(max_short_position: v));
+         // is position limit enabled
+         mk_is_enabled_column(
+            Columns.IsPositionLimitEnabled,
+            r => r.limits.is_position_limit_enabled,
+            (fs, yes_no_items) => fs.with(is_position_limit_enabled: RiskManagementFilterSettings.yes_no_filter_state(yes_no_items)),
+            nameof(RiskLimitsVM.is_position_limit_enabled));
+         // clip size
+         mk_column_model(
+            Columns.ClipLimit,
+            wrap_comp(r => r.limits.clip_limit),
+            new UIntMinMax<AccountSecurityRiskLimits>(r => r.limits.clip_limit, null),
+            DataGridFilterKnownTemplates.UIntMinMax,
+            fs => fs.clip_limit,
+            (fs, v) => fs.with(clip_limit: v));
+         // is clip limit enabled
+         mk_is_enabled_column(
+            Columns.IsClipLimitEnabled,
+            r => r.limits.is_clip_limit_enabled,
+            (fs, yes_no_items) => fs.with(is_clip_limit_enabled: RiskManagementFilterSettings.yes_no_filter_state(yes_no_items)),
+            nameof(RiskLimitsVM.is_clip_limit_enabled));
+         // min price
+         mk_column_model(
+            Columns.MinPrice,
+            wrap_comp(r => r.limits.min_price),
+            new DoubleMinMax<AccountSecurityRiskLimits>(r => r.limits.min_price, nameof(RiskLimitsVM.min_price)),
+            DataGridFilterKnownTemplates.DoubleMinMax,
+            fs => fs.min_price,
+            (fs, v) => fs.with(min_price: v));
+         // max price
+         mk_column_model(
+            Columns.MaxPrice,
+            wrap_comp(r => r.limits.max_price),
+            new DoubleMinMax<AccountSecurityRiskLimits>(r => r.limits.max_price, nameof(RiskLimitsVM.max_price)),
+            DataGridFilterKnownTemplates.DoubleMinMax,
+            fs => fs.max_price,
+            (fs, v) => fs.with(max_price: v));
+         // is price limit enabled
+         mk_is_enabled_column(
+            Columns.IsPriceLimitEnabled,
+            r => r.limits.is_price_limit_enabled,
+            (fs, yes_no_items) => fs.with(is_price_limit_enabled: RiskManagementFilterSettings.yes_no_filter_state(yes_no_items)),
+            nameof(RiskLimitsVM.is_price_limit_enabled));
+
+         data_comparer = new ComparerBuilder<AccountSecurityRiskLimits>(new[] {
+            wrap_comp(r => r.security),
+            _data_row_id_comparer
+         }).to_comparer();
+         _column_map = _columns.ToDictionary(c => c.id);
+         columns = ObservableAutoWrapper.SelectObservable(_columns, c => c);
+         var filter_source =
+            Observable.FromEvent<Func<AccountSecurityRiskLimits, bool>>(cb => _filter_changed += cb, cb => _filter_changed -= cb)
+            .StartWith(_mk_filter);
+         var filtered_data_source =
+            data_source.Filter(filter_source, AccountSecurityRiskLimitsDataHelper.key_fn);
+
+         var filter_hooks = _columns.Select(c => {
+            var f = c.filter;
+            f.filter_changed += _refresh_filter_changed.execute;
+            return Disposable.Create(() => f.filter_changed -= _refresh_filter_changed.execute);
+         }).ToList();
+         _dispose = Disposable.Create(
+            ObservableAutoWrapper.connect_item_hooks(rows, subscribe_row_changes),
+            accounts_source.OnDispatcher().Subscribe(on_accounts),
+            Disposable.wrap_collection(filter_hooks),
+            filtered_data_source.OnDispatcher().Subscribe(on_data));
+         //////////////////
+         // local methods
+         //////////////////
+         IComparer<AccountSecurityRiskLimits> wrap_comp<T>(Func<AccountSecurityRiskLimits, T> get_value) =>
+            Comparer<T>.Default.wrap<T, AccountSecurityRiskLimits>(get_value);
+
+         RiskManagementColumnModel mk_column_model<T>(
+            Columns id,
+            IComparer<AccountSecurityRiskLimits> row_comp,
+            IDataGridColumnPersistentFilter<AccountSecurityRiskLimits, T> filter,
+            string filter_template,
+            Func<RiskManagementFilterSettings, T> get_filter_settings,
+            Func<RiskManagementFilterSettings, T, RiskManagementFilterSettings> set_filter_settings) {
+            //
+            var col = new RiskManagementColumnModel(id, row_comp,
+               filter,
+               filter_template,
+               fs => get_filter_settings(fs),
+               (fs, val) => val is T cfs ? set_filter_settings(fs, cfs) : fs);
+            _columns.Add(col);
+            return col;
+         }
+
+         // the 'is enabled' columns are special cases, bc their filters produces an array of bools
+         // (cheap way to reuse the discrete values filter template for true/false items),
+         // but the filter protobuf has a nullable<bool>, so an extra conversion must be done explicitly (hence the get_row_val param).
+         RiskManagementColumnModel mk_is_enabled_column(Columns id, Func<AccountSecurityRiskLimits, bool> get_row_val, Func<RiskManagementFilterSettings, IEnumerable<bool>, RiskManagementFilterSettings> set_filter_prop, string prop) {
+            var col = new RiskManagementColumnModel(
+               id,
+               wrap_comp(get_row_val),
+               DiscreteValuesFilterVM.Create(new[] { true, false }, get_row_val, prop),
+               DataGridFilterKnownTemplates.YesNo,
+               fs => RiskManagementFilterSettings.yes_no_filter_items(fs.is_position_limit_enabled),
+               (fs, fstate) => set_filter_prop(fs, fstate as IEnumerable<bool>));
+            _columns.Add(col);
+            return col;
+         }
+
+         IDisposable subscribe_row_changes(RiskLimitsVM r) {
+            r.result_changed += on_limits_changed;
+            return Disposable.Create(() => r.result_changed -= on_limits_changed);
+            void on_limits_changed() {
+               var lim = r.create();
+               if (_cache.TryGetValue(lim.key, out var curr_lim) && !lim.Equals(curr_lim))
+                  request_update_limit?.Invoke(lim);
+            }
+         }
+
+         void on_accounts(IReadOnlyList<AccountTuple> new_accounts) =>
+            _accounts_vm.update_items(new_accounts.Cast<AccountTuple?>());
+
+         void on_data(TableUpdate<AccountSecurityRiskLimits, AccountSecurityKey> table) {
+            _cache = table.state;
+            var comp = data_comparer;
+            _data_rows.RemoveSorted(table.removed.Concat(table.changes.Old()), comp);
+            _data_rows.InsertSorted(table.added.Concat(table.changes.New()), comp);
+         }
+      }
+
+      public event Action result_changed, selected_rows_changed;
+      public event Action<AccountSecurityRiskLimits> request_update_limit;
+      event Action<Func<AccountSecurityRiskLimits, bool>> _filter_changed;
+
+      public IReadOnlyIndex<string, RiskManagementColumnModel> column_map { get; }
+      // this collection is needed to control the column order
+      public IReadOnlyObservableCollection<IDIYGridColumn> columns { get; }
+      public ObservableCollection<RiskLimitsVM> rows { get; } = new ObservableCollection<RiskLimitsVM>();
+      public IReadOnlyList<RiskLimitsVM> selected_rows => _selected_rows;
+      public IReadOnlyObservableCollection<AccountTuple?> accounts => _accounts_vm.items;
+      public AccountTuple? selected_account {
+         get => _accounts_vm.selected_item ?? default;
+         set => _accounts_vm.selected_item = value;
+      }
+      public SimpleGridSettingsManagerVM<Columns> grid_settings_manager { get; }
+      public IComparer<AccountSecurityRiskLimits> data_comparer {
+         get => _data_comparer;
+         private set {
+            if (value != null) {
+               _data_comparer = value;
+               _row_comparer = null;
+               _data_rows.sync_with(_data_rows.Ordered(value).ToList());
+               _selected_rows = _selected_rows.WithComparer(row_comparer);
+            }
+         }
+      }
+      public IComparer<RiskLimitsVM> row_comparer =>
+         _row_comparer ?? (_row_comparer = data_comparer?.wrap<AccountSecurityRiskLimits, RiskLimitsVM>(r => r.committed_data));
+
+      public RiskManagementSettings create() {
+         var grid = grid_settings_manager.create();
+         var filters = _columns.Aggregate(new RiskManagementFilterSettings(), (fs, c) => c.assign_filter_settings(fs)); 
+         return new RiskManagementSettings(grid, filters, _sort_manager.SortingCriteria, selected_account?.id ?? 0);
+      }
+
+      public void load_from(RiskManagementSettings settings) {
+         if (settings is null)
+            throw new ArgumentNullException(nameof(settings));
+         using (_result_changed.defer_execution()) {
+            if (settings.grid != null)
+               grid_settings_manager.load_from(settings.grid);
+            foreach (var col in _columns)
+               col.load_from(null, settings.filters);
+            _accounts_vm.try_select(settings.account_id, true);
+         }
+      }
+
+      public void load_from(GridSettings grid) {
+         if (grid is null)
+            throw new ArgumentNullException(nameof(grid));
+         using (_result_changed.defer_execution())
+            grid_settings_manager.load_from(grid);
+      }
+
+      void IHandleRowSelection.row_selection_changed(SelectionChangedEventArgs e) {
+         var bd = _selected_rows.ToBuilder();
+         RowSelectionHelper.apply_changes(bd, e);
+         _selected_rows = bd.ToImmutable();
+         _selected_rows_changed.execute();
+      }
+
+      void IHandleGridSorting.on_sorting(object sender, DIYGridSortingEventArgs e) {
+         _sort_manager.OnColumnClick(e.Column, KeyboardExtensions.IsShiftDown());
+         data_comparer = _sort_manager.BuildComparer(id => _find_column(id)?.row_comparer, _data_comparer);
+      }
+
+      RiskManagementColumnModel _find_column(string key_str) =>
+         Enum.TryParse(key_str, true, out Columns key) ? _find_column(key) : null;
+
+      RiskManagementColumnModel _find_column(Columns key) =>
+         _column_map.GetValueOrDefault(key);
+
+      Func<AccountSecurityRiskLimits, bool> _mk_filter() {
+         var col_filter_pred = create().filters.build_predicate();
+         if (!selected_account.HasValue)
+            return lim => false;
+         var acc_id = selected_account.Value.id;
+         return lim => lim.account_key == acc_id && (col_filter_pred is null || col_filter_pred(lim));
+      }
+   }
+}

src/client/spark/Modules/Trading/RiskManagement/View/RiskLimitParametersDialog.xaml

@@ -0,0 +1,111 @@
+<Window
+  x:Class="bts.shell.risk_management.RiskLimitParametersDialog"
+  x:ClassModifier="internal"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:u="clr-namespace:mbts.ui"
+  xmlns:c="clr-namespace:mbts.ui.controls"
+  xmlns:risk="clr-namespace:bts.shell.risk_management"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  u:WindowStyle.AllowResize="False"
+  u:WindowStyle.SizeToContent="WidthAndHeight"
+  FocusVisualStyle="{x:Null}"
+  Style="{StaticResource BTSDialog}"
+>
+  <Window.Resources>
+    <sys:Double x:Key="HorizontalPush">4</sys:Double>
+    <sys:Double x:Key="VerticalPush3">8</sys:Double>
+    <Thickness x:Key="ParamMargin" Left="{StaticResource HorizontalPush}"/>
+    <Style x:Key="HeaderText" TargetType="TextBlock">
+      <Setter Property="HorizontalAlignment" Value="Center"/>
+      <Setter Property="VerticalAlignment" Value="Center"/>
+      <Setter Property="Foreground" Value="{x:Static u:BTSColors.header_text_brush}"/>
+      <Setter Property="Margin" Value="4"/>
+    </Style>
+    <Style x:Key="LimitToggle" TargetType="CheckBox">
+      <Setter Property="VerticalAlignment" Value="Center"/>
+      <Setter Property="HorizontalAlignment" Value="Center"/>
+    </Style>
+  </Window.Resources>
+  <Window.ContentTemplate>
+    <DataTemplate DataType="{x:Type risk:RiskLimitsModificationVM}">
+      <Grid>
+        <Grid.RowDefinitions>
+          <RowDefinition Height="*"/>
+          <RowDefinition Height="Auto"/>
+        </Grid.RowDefinitions>
+        <Grid Margin="6">
+          <Grid.ColumnDefinitions>
+            <ColumnDefinition Width="Auto"/>
+            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
+            <ColumnDefinition Width="Auto"/>
+            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
+            <ColumnDefinition Width="Auto"/>
+            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
+            <ColumnDefinition Width="Auto"/>
+            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
+            <ColumnDefinition Width="Auto"/>
+            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
+            <ColumnDefinition Width="Auto"/>
+            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
+            <ColumnDefinition Width="Auto"/>
+            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
+            <ColumnDefinition Width="Auto"/>
+            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
+            <ColumnDefinition Width="Auto"/>
+            <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush}}"/>
+            <ColumnDefinition Width="Auto"/>
+          </Grid.ColumnDefinitions>
+          <Grid.RowDefinitions>
+            <RowDefinition Height="Auto"/>
+            <RowDefinition Height="{Binding Source={StaticResource VerticalPush3}}"/>
+            <RowDefinition Height="*"/>
+          </Grid.RowDefinitions>
+          <Rectangle Grid.ColumnSpan="17" HorizontalAlignment="Stretch" VerticalAlignment="Stretch" Fill="{x:Static u:BTSColors.header_brush}"/>
+          <TextBlock Grid.Column="0" Text="Security" Visibility="{Binding can_edit_security, Converter={StaticResource BooleanToVisibilityConverter}}" Style="{StaticResource HeaderText}"/>
+          <TextBlock Grid.Column="2" Text="Max Long" Style="{StaticResource HeaderText}"/>
+          <TextBlock Grid.Column="4" Text="Max Short" Style="{StaticResource HeaderText}"/>
+          <TextBlock Grid.Column="6" Text="Clip Limit" Style="{StaticResource HeaderText}"/>
+          <TextBlock Grid.Column="8" Text="Min Price" Style="{StaticResource HeaderText}"/>
+          <TextBlock Grid.Column="10" Text="Max Price" Style="{StaticResource HeaderText}"/>
+          <TextBlock Grid.Column="12" Text="Position Limit Enabled" Style="{StaticResource HeaderText}"/>
+          <TextBlock Grid.Column="14" Text="Clip Limit Enabled" Style="{StaticResource HeaderText}"/>
+          <TextBlock Grid.Column="16" Text="Price Limit Enabled" Style="{StaticResource HeaderText}"/>
+
+          <c:ContractPickerPopup
+            Grid.Row="2"
+            HorizontalAlignment="Stretch"
+            VerticalAlignment="Stretch"
+            CloseOnCancel="True"
+            CloseOnOK="True"
+            Header="{Binding security_criteria, Converter={x:Static c:ContractPickerPopup.SecurityCriteriaTextConverter}}"
+            Visibility="{Binding can_edit_security, Converter={StaticResource BooleanToVisibilityConverter}}"
+            IsEditMode="True"
+            IsLazy="True"
+            SecurityMap="{Binding security_map}"
+            SelectedCriteria="{Binding security_criteria}"
+            ShowDialogSkirt="True"
+            ToolTip="{Binding security_criteria, Converter={x:Static c:ContractPickerPopup.SecurityCriteriaTextConverter}}"
+            OKClick="{x:Static c:ContractPickerPopup.FlushSelectedSecurityHandler}"
+          />
+          <c:TickUpDownNullableUInt Grid.Row="2" Grid.Column="2" Value="{Binding max_long_position}"/>
+          <c:TickUpDownNullableUInt Grid.Row="2" Grid.Column="4" Value="{Binding max_short_position}"/>
+          <c:TickUpDownNullableUInt Grid.Row="2" Grid.Column="6" Value="{Binding clip_limit}"/>
+          <c:TickUpDownNullableDouble Grid.Row="2" Grid.Column="8" Value="{Binding min_price}"/>
+          <c:TickUpDownNullableDouble Grid.Row="2" Grid.Column="10" Value="{Binding max_price}"/>
+          <CheckBox Grid.Row="2" Grid.Column="12" IsChecked="{Binding is_position_limit_enabled}" Style="{StaticResource LimitToggle}"/>
+          <CheckBox Grid.Row="2" Grid.Column="14" IsChecked="{Binding is_clip_limit_enabled}" Style="{StaticResource LimitToggle}"/>
+          <CheckBox Grid.Row="2" Grid.Column="16" IsChecked="{Binding is_price_limit_enabled}" Style="{StaticResource LimitToggle}"/>
+        </Grid>
+        <c:DialogSkirt Grid.Row="1" Margin="0,6,0,0">
+          <c:DialogSkirt.RightItems>
+            <x:Array Type="{x:Type Button}">
+              <Button Content="OK" Command="{Binding commit_cmd}" IsDefault="True"/>
+              <Button Content="Cancel" Command="{Binding cancel_cmd}" IsCancel="True"/>
+            </x:Array>
+          </c:DialogSkirt.RightItems>
+        </c:DialogSkirt>
+      </Grid>
+    </DataTemplate>
+  </Window.ContentTemplate>
+</Window>

src/client/spark/Modules/Trading/RiskManagement/View/RiskLimitParametersDialog.xaml.cs

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

src/client/spark/Modules/Trading/RiskManagement/View/RiskManagementControl.xaml

@@ -0,0 +1,165 @@
+<UserControl
+  x:Class="bts.shell.risk_management.RiskManagementControl"
+  x:ClassModifier="internal"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:mc="http://schemas.openxmlformats.org/markup-compatibility/2006" 
+  xmlns:d="http://schemas.microsoft.com/expression/blend/2008" 
+  xmlns:u="clr-namespace:mbts.ui"
+  xmlns:c="clr-namespace:mbts.ui.controls"
+  xmlns:cv="clr-namespace:mbts.ui.converters"
+  xmlns:risk="clr-namespace:bts.shell.risk_management"
+  xmlns:sys="clr-namespace:System;assembly=mscorlib"
+  mc:Ignorable="d" 
+  d:DataContext="{d:DesignInstance risk:RiskManagementVM, IsDesignTimeCreatable=True}"
+  Background="{StaticResource CommonBackground}"
+>
+  <UserControl.Resources>
+    <Style x:Key="TextCell" TargetType="c:TextCell">
+      <Setter Property="VerticalAlignment" Value="Center"/>
+      <Setter Property="Padding" Value="2,0"/>
+      <Setter Property="HorizontalAlignment" Value="Stretch"/>
+      <Setter Property="HorizontalContentAlignment" Value="{Binding Path='(c:DIYGrid.Column).horizontal_alignment', RelativeSource={RelativeSource Self}}"/>
+      <Setter Property="VerticalContentAlignment" Value="Center"/>
+      <Setter Property="VerticalAlignment" Value="Stretch"/>
+      <Setter Property="Background" Value="{Binding Path='(c:DIYGrid.Column).background_color', RelativeSource={RelativeSource Self}, Converter={x:Static cv:ColorToBrushConverter.Instance}}"/>
+      <Setter Property="Foreground" Value="{Binding Path='(c:DIYGrid.Column).font_color', RelativeSource={RelativeSource Self}, Converter={x:Static cv:ColorToBrushConverter.Instance}}"/>
+      <Setter Property="FontFamily" Value="{Binding Path='(c:DIYGrid.Column).font_family', RelativeSource={RelativeSource Self}}"/>
+      <Setter Property="FontWeight" Value="{Binding Path='(c:DIYGrid.Column).font_weight', RelativeSource={RelativeSource Self}}"/>
+      <Setter Property="FontSize" Value="{Binding Path='(c:DIYGrid.Column).font_size', RelativeSource={RelativeSource Self}}"/>
+    </Style>
+    <Style x:Key="CellBorder" TargetType="Border">
+      <Setter Property="HorizontalAlignment" Value="Stretch"/>
+      <Setter Property="VerticalAlignment" Value="Stretch"/>
+      <Setter Property="Background" Value="{Binding Path='(c:DIYGrid.Column).background_color', RelativeSource={RelativeSource Self}, Converter={x:Static cv:ColorToBrushConverter.Instance}}"/>
+      <Setter Property="Padding" Value="2,0"/>
+    </Style>
+    <Style x:Key="LimitToggleSwitch" TargetType="CheckBox" BasedOn="{StaticResource {x:Type CheckBox}}">
+      <Setter Property="Foreground" Value="{Binding Path='(c:DIYGrid.Column).font_color', RelativeSource={RelativeSource AncestorType=Border}, Converter={x:Static cv:ColorToBrushConverter.Instance}}"/>
+      <Setter Property="HorizontalAlignment" Value="{Binding Path='(c:DIYGrid.Column).horizontal_alignment', RelativeSource={RelativeSource AncestorType=Border}}"/>
+      <Setter Property="VerticalAlignment" Value="Center"/>
+    </Style>
+  </UserControl.Resources>
+  <AdornerDecorator>
+    <Grid>
+      <Grid.RowDefinitions>
+        <RowDefinition Height="Auto"/>
+        <RowDefinition Height="*" />
+      </Grid.RowDefinitions>
+      <Grid Margin="4,6">
+        <Grid.ColumnDefinitions>
+          <ColumnDefinition Width="Auto"/>
+          <ColumnDefinition Width="*"/>
+        </Grid.ColumnDefinitions>
+        <TextBlock VerticalAlignment="Center">Account:</TextBlock>
+        <ComboBox Grid.Column="1" Margin="8,0" ItemsSource="{Binding accounts}" SelectedItem="{Binding selected_account}"/>
+      </Grid>
+      <c:DIYGrid
+        Grid.Row="1"
+        c:DIYGrid.ColumnModels="{Binding columns}"
+        c:DIYGrid.SyncWithColumnGeometry="True"
+        Rows="{Binding rows}"
+        RowHeight="{u:DPIDouble 21.6}"
+      >
+        <c:DIYGrid.Resources>
+          <ResourceDictionary Source="/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml"/>
+        </c:DIYGrid.Resources>
+        <c:DIYGrid.Columns>
+          <c:DIYGridColumnCollection/>
+        </c:DIYGrid.Columns>
+        <c:DIYGrid.CachedColumnParams>
+          <x:Array Type="{x:Type sys:String}">
+            <sys:String>font_weight</sys:String>
+            <sys:String>font_size</sys:String>
+            <sys:String>font_brush</sys:String>
+            <sys:String>font_family</sys:String>
+            <sys:String>horizontal_alignment</sys:String>
+          </x:Array>
+        </c:DIYGrid.CachedColumnParams>
+
+        <c:DIYGrid.RowTemplate>
+          <DataTemplate DataType="{x:Type risk:RiskLimitsVM}">
+            <Grid c:DIYGrid.SyncWithColumnGeometry="True" Height="{Binding RowHeight, RelativeSource={RelativeSource AncestorType=c:DIYGrid}}">
+              <!--Security-->
+              <c:TextCell
+                c:DIYGrid.ColumnKey="Security"
+                c:DIYGrid.Column="{Binding Path='DataContext.column_map[Security]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
+                Text="{Binding security}"
+                Style="{StaticResource TextCell}"
+              />
+              <c:TextCell
+                c:DIYGrid.ColumnKey="SecurityKey"
+                c:DIYGrid.Column="{Binding Path='DataContext.column_map[SecurityKey]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
+                Text="{Binding security_key}"
+                Style="{StaticResource TextCell}"
+              />
+              <!--Position-->
+              <c:TextCell
+                c:DIYGrid.ColumnKey="MaxNetLongPosition"
+                c:DIYGrid.Column="{Binding Path='DataContext.column_map[MaxNetLongPosition]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
+                Text="{Binding max_long_position}"
+                Style="{StaticResource TextCell}"
+              />
+              <c:TextCell
+                c:DIYGrid.ColumnKey="MaxNetShortPosition"
+                c:DIYGrid.Column="{Binding Path='DataContext.column_map[MaxNetShortPosition]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
+                Text="{Binding max_short_position}"
+                Style="{StaticResource TextCell}"
+              />
+              <Border
+                c:DIYGrid.ColumnKey="IsPositionLimitEnabled"
+                c:DIYGrid.Column="{Binding Path='DataContext.column_map[IsPositionLimitEnabled]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
+                Style="{StaticResource CellBorder}"
+              >
+                <CheckBox
+                  IsChecked="{Binding is_position_limit_enabled}"
+                  Style="{StaticResource LimitToggleSwitch}"
+                />
+              </Border>
+              <!--Clip-->
+              <c:TextCell
+                c:DIYGrid.ColumnKey="ClipLimit"
+                c:DIYGrid.Column="{Binding Path='DataContext.column_map[ClipLimit]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
+                Text="{Binding clip_limit}"
+                Style="{StaticResource TextCell}"
+              />
+              <Border
+                c:DIYGrid.ColumnKey="IsClipLimitEnabled"
+                c:DIYGrid.Column="{Binding Path='DataContext.column_map[IsClipLimitEnabled]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
+                Style="{StaticResource CellBorder}"
+              >
+                <CheckBox
+                  IsChecked="{Binding is_clip_limit_enabled}"
+                  Style="{StaticResource LimitToggleSwitch}"
+                />
+              </Border>
+              <!--Price-->
+              <c:TextCell
+                c:DIYGrid.ColumnKey="MinPrice"
+                c:DIYGrid.Column="{Binding Path='DataContext.column_map[MinPrice]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
+                Text="{Binding min_price, StringFormat='#,0.0000'}"
+                Style="{StaticResource TextCell}"
+              />
+              <c:TextCell
+                c:DIYGrid.ColumnKey="MaxPrice"
+                c:DIYGrid.Column="{Binding Path='DataContext.column_map[MaxPrice]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
+                Text="{Binding max_price, StringFormat='#,0.0000'}"
+                Style="{StaticResource TextCell}"
+              />
+              <Border
+                c:DIYGrid.ColumnKey="IsPriceLimitEnabled"
+                c:DIYGrid.Column="{Binding Path='DataContext.column_map[IsPriceLimitEnabled]', RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
+                Style="{StaticResource CellBorder}"
+              >
+                <CheckBox
+                  IsChecked="{Binding is_price_limit_enabled}"
+                  Style="{StaticResource LimitToggleSwitch}"
+                />
+              </Border>
+            </Grid>
+          </DataTemplate>
+        </c:DIYGrid.RowTemplate>
+      </c:DIYGrid>
+    </Grid>
+  </AdornerDecorator>
+</UserControl>

src/client/spark/Modules/Trading/RiskManagement/View/RiskManagementControl.xaml.cs

@@ -0,0 +1,33 @@
+using mbts.ui.controls;
+using System.Windows.Controls;
+
+namespace bts.shell.risk_management {
+   /// <summary>
+   /// Interaction logic for RiskManagementControl.xaml
+   /// </summary>
+   partial class RiskManagementControl : UserControl {
+      public RiskManagementControl() {
+         InitializeComponent();
+      }
+
+      public enum Columns {
+         None,
+         Security,
+         MaxNetLongPosition,
+         MaxNetShortPosition,
+         ClipLimit,
+         MinPrice,
+         MaxPrice,
+         IsPositionLimitEnabled,
+         IsClipLimitEnabled,
+         IsPriceLimitEnabled,
+         SecurityKey
+      }
+   }
+
+   class RiskManagementColumn : DIYGrid.ColumnBase<RiskManagementControl.Columns> {
+      protected override void on_key_initialized(RiskManagementControl.Columns key) {
+         id = key.ToString();
+      }
+   }
+}

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

@@ -2,6 +2,7 @@
 using bts.api.position;
 using bts.shell.fills;
 using bts.shell.manual_fills;
+using bts.shell.risk_management;
 using bts.spark;
 using mbts.persist;
 using mbts.spark;
@@ -27,6 +28,7 @@ namespace bts.shell {
       readonly PNLWindowFactory _plwf;
       readonly AlgoStudioWindowFactory _aswf;
       readonly ManualFillsWindowFactory _mfwf;
+      readonly RiskManagementWindowFactory _rmwf;
       //
       List<SparkCommand> _actions;
 
@@ -54,6 +56,7 @@ namespace bts.shell {
             _old_plwf = new PAndLWindowFactory(this, bus, settings_hub, orders_model);
          _aswf = new AlgoStudioWindowFactory(this, bus, orders_model, error_reporter);
          _mfwf = new ManualFillsWindowFactory(this, bus, orders_model);
+         _rmwf = new RiskManagementWindowFactory(this, bus, settings_hub, orders_model.admin_model);
       }
 
       public ImageSource icon => Icons.Trades;
@@ -77,7 +80,8 @@ namespace bts.shell {
                   SparkCommands.PickLadder,
                   SparkCommands.PickOrderTicket,
                   SparkCommands.ShowAlgoStudio.complete(() => new AlgoStudioWindowFactory.StartupData()),
-                  SparkCommands.ShowManualFills().complete(() => ManualFillsSettings.Default)
+                  SparkCommands.ShowManualFills().complete(() => ManualFillsSettings.Default),
+                  SparkCommands.ShowRiskManagement.complete(() => RiskManagementSettings.Default)
                });
             }
             return _actions;
@@ -95,6 +99,7 @@ namespace bts.shell {
                yield return _old_plwf;
             yield return _aswf;
             yield return _mfwf;
+            yield return _rmwf;
          }
       }
 

src/client/spark/Security/SecurityStore.cs

@@ -155,9 +155,32 @@ namespace bts {
          Disposable.dispose(ref _dispose);
       }
 
-      public IObservable<Update<(SecurityImmutable? sec, T val), TKey>> join<T,TKey>(
-             IObservable<Update<T, TKey>> source, Func<T,security_key> skeyfn) where TKey : IEquatable<TKey> {
-         return Observable.Create<Update<(SecurityImmutable?, T), TKey>>(observer => {
+      public IObservable<Update<(SecurityImmutable? sec, T val), TKey>> join<T, TKey>(
+             IObservable<Update<T, TKey>> source, Func<T, security_key> skeyfn) where TKey : IEquatable<TKey> {
+         return join(source, skeyfn, get_incremental_props, mk_update);
+
+         (IEnumerable<T> all, IEnumerable<T> added, IEnumerable<Change<T>> changes, IEnumerable<T> removed, Func<T, TKey> key_extractor) get_incremental_props(Update<T, TKey> upd_in) =>
+            (upd_in.all, upd_in.added, upd_in.changes, upd_in.removed, upd_in.key_extractor);
+
+         Update<(SecurityImmutable? sec, T val), TKey> mk_update(
+            IEnumerable<(SecurityImmutable? sec, T val)> all,
+            IEnumerable<(SecurityImmutable? sec, T val)> added,
+            IEnumerable<Change<(SecurityImmutable? sec, T val)>> changes,
+            IEnumerable<(SecurityImmutable? sec, T val)> removed,
+            Func<(SecurityImmutable?, T), TKey> key_extractor) =>
+            //
+            new Update<(SecurityImmutable? sec, T val), TKey>(
+               all, added, changes, removed, key_extractor);
+      }
+
+      public IObservable<TOut> join<TIn, T, TKey, TOut>(
+         IObservable<TIn> source,
+         Func<T,security_key> skeyfn,
+         Func<TIn, (IEnumerable<T> all, IEnumerable<T> added, IEnumerable<Change<T>> changes, IEnumerable<T> removed, Func<T, TKey> key_extractor)> get_incremental_props,
+         Func<IEnumerable<(SecurityImmutable? sec, T val)>, IEnumerable<(SecurityImmutable? sec, T val)>, IEnumerable<Change<(SecurityImmutable? sec, T val)>>, IEnumerable<(SecurityImmutable? sec, T val)>, Func<(SecurityImmutable?, T), TKey>, TOut> create_result_update)
+         where TKey : IEquatable<TKey> {
+         //
+         return Observable.Create<TOut>(observer => {
             var state = ImmutableDictionary<TKey, (SecurityImmutable? s, T t)>.Empty;
             var gate = new object();
             // We get thie function from the first source update
@@ -186,11 +209,11 @@ namespace bts {
                      state = builder.ToImmutable();
                      // fire update
                      observer.OnNext(
-                        new Update<(SecurityImmutable?, T), TKey>(
-                           state.Values, 
-                           Enumerable.Empty<(SecurityImmutable?,T)>(), 
-                           changed, 
-                           Enumerable.Empty<(SecurityImmutable?,T)>(), 
+                        create_result_update(
+                           state.Values,
+                           Enumerable.Empty<(SecurityImmutable?, T)>(),
+                           changed,
+                           Enumerable.Empty<(SecurityImmutable?, T)>(),
                            rowkeyfn));
                   }
                }
@@ -198,10 +221,11 @@ namespace bts {
 
             return Disposable.Create(
                // Fire update when source changes
-               source.Subscribe((update) => {
+               source.Subscribe((update_in) => {
+                  var update = get_incremental_props(update_in);
                   lock (gate) {
                      rowkeyfn = rowkeyfn ?? (i => update.key_extractor(i.Item2));
-                     var relevant_securities = get_and_ensure_securities(update.added.Concat(update.changed).Select(skeyfn));
+                     var relevant_securities = get_and_ensure_securities(update.added.Concat(update.changes.New()).Select(skeyfn));
 
                      var added = new List<(SecurityImmutable?, T)>();
                      var changed = new List<Change<(SecurityImmutable? s, T t)>>();
@@ -238,8 +262,7 @@ namespace bts {
                      }
                      state = builder.ToImmutable();
 
-                     observer.OnNext(new Update<(SecurityImmutable?, T t), TKey>(
-                        state.Values, added, changed, removed, rowkeyfn));
+                     observer.OnNext(create_result_update(state.Values, added, changed, removed, rowkeyfn));
                   }
                }),
                // Also fire update when securities change

src/client/spark/Spark.csproj

@@ -11,9 +11,8 @@
     <Platforms>x64</Platforms>
     <RuntimeIdentifiers>win7-x64</RuntimeIdentifiers>
     <PlatformTarget>AnyCPU</PlatformTarget>
-    <LanguageTargets Condition="'$(VisualStudioVersion)'=='17.0'">
-      C:/Program Files/Microsoft Visual Studio/2022/Community/Msbuild/Current/Bin/amd64/Microsoft.CSharp.targets
-    </LanguageTargets>
+    <LanguageTargets>$(MSBuildExtensionsPath)\$(VisualStudioVersion)\Bin\Microsoft.CSharp.targets</LanguageTargets>
+    <LanguageTargets Condition="'$(VisualStudioVersion)'=='16.0'">$(MSBuildToolsPath)\Microsoft.CSharp.targets</LanguageTargets>
     <ApplicationIcon>logo.ico</ApplicationIcon>
     <OutputType>WinExe</OutputType>
     <StartupObject>mbts.ui.shell.App</StartupObject>
@@ -35,7 +34,7 @@
     <Reference Include="WindowsBase" />
     <Reference Include="Microsoft.CSharp" />
     <Reference Include="System.ComponentModel.Composition" />
-    <PackageReference Include="Google.Protobuf" Version="3.24.3" />
+    <PackageReference Include="Google.Protobuf" Version="3.6.1" />
     <PackageReference Include="IronPython" Version="2.7.7" />
     <PackageReference Include="NAudio" Version="1.8.4" />
     <PackageReference Include="Newtonsoft.Json" Version="10.0.3" />

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

@@ -28,6 +28,9 @@ namespace bts.spark {
       public static PartialCommand<bts.shell.orderbook.OrderBookStartupData> ShowOrders =>
          SparkCommand.create("Order Book", Icons.Book, SparkTags.ShowOrderBookTag);
 
+      public static PartialCommand<shell.risk_management.RiskManagementSettings> ShowRiskManagement =>
+         SparkCommand.create("Risk Management", Icons.Risk, SparkTags.ShowRiskManagement);
+
       // Fills
       public static PartialCommand<FillsSettings> ShowFills(KeyGesture key_gesture = null) =>
          SparkCommand.create("Fills", Icons.Payment, SparkTags.ShowFillsTag, key_gesture);

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

@@ -63,6 +63,7 @@ namespace mbts.spark {
       public static ITag<IObservable<SecurityMD>> ShowLinkedLadder { get; } = new SparkTag<IObservable<SecurityMD>>("Linked Ladder");
       public static ITag<SecurityCriteria> ShowMarketViewTag { get; } = new SparkTag<SecurityCriteria>("Show MarketView");
       public static ITag<bts.shell.orderbook.OrderBookStartupData> ShowOrderBookTag { get; } = new SparkTag<bts.shell.orderbook.OrderBookStartupData>(nameof(ShowOrderBookTag));
+      public static ITag<bts.shell.risk_management.RiskManagementSettings> ShowRiskManagement { get; } = new SparkTag<bts.shell.risk_management.RiskManagementSettings>(nameof(ShowRiskManagement));
       public static ITag<PAndLWindowFactory.PAndLStartupData> ShowPAndLTag { get; } = new SparkTag<PAndLWindowFactory.PAndLStartupData>(nameof(ShowPAndLTag));
       public static ITag<bts.shell.pnl.PNLSettings> ShowPNLTag { get; } = new SparkTag<bts.shell.pnl.PNLSettings>(nameof(ShowPNLTag));
       public static ITag<(SecurityImmutable security, ExecutionStrategyImmutable strategy)> ShowSyntheticCloneTag { get; } = new SparkTag<(SecurityImmutable security, ExecutionStrategyImmutable strategy)>(nameof(ShowSyntheticCloneTag));

src/client/spark/core/ShellInterface/UserSettings/ISettingsMigrationRule.cs

@@ -17,6 +17,7 @@ namespace bts.settings {
    interface IMarketViewGridSettingsMigrationRule : ISettingsMigrationRule<GridSettings> { }
    interface IPAndLGridSettingsMigrationRule : ISettingsMigrationRule<GridSettings> { }
    interface IPNLSettingsMigrationRule : ISettingsMigrationRule<PNLSettings> { }
+   interface IRiskManagementMigrationRule : ISettingsMigrationRule<GridSettings> { }
    interface ISyntheticManagementMigrationRule : ISettingsMigrationRule<GridSettings> { }
 
    static class SettingsMigrationHelper {

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

@@ -61,6 +61,8 @@ namespace mbts.spark {
       PNLSettings _pnl;
       [ProtoMember(14)]
       GlobalAlertSettings _alerts;
+      [ProtoMember(15)]
+      GridSettings _risk_management_grid;
 
       public UserSettings() { }
 
@@ -74,6 +76,7 @@ namespace mbts.spark {
       public GridSettings market_view_grid => _market_view_grid ?? (_market_view_grid = bts.shell.MarketViewWindowFactory.StartupData.DefaultGridSettings);
       public GridSettings time_and_sales_grid => _time_and_sales_grid ?? (_time_and_sales_grid = GridSettings.Default.with(bts.shell.time_and_sales.TimeAndSalesSettings.DefaultColumns.all));
       public GridSettings fills_grid => _fills_grid ?? (_fills_grid = bts.shell.fills.FillsSettings.DefaultGridSettings);
+      public GridSettings risk_management_grid => _risk_management_grid ?? (_risk_management_grid = bts.shell.risk_management.RiskManagementSettings.DefaultGrid);
       public GridSettings synthetic_management_grid => _synthetic_management_grid ?? (_synthetic_management_grid = bts.shell.SyntheticManagementWindowFactory.StartupData.DefaultGridSettings);
       public GridSettings pnl_grid => _pnl_grid ?? (_pnl_grid = bts.shell.PAndLWindowFactory.PAndLStartupData.DefaultGridSettings);
       public PNLSettings pnl => _pnl ?? (_pnl = PNLSettings.Default);
@@ -91,7 +94,8 @@ namespace mbts.spark {
          GridSettings provided_pnl_gridsettings = null,
          PNLSettings pnl = null,
          bts.shell.orderbook.OrderBookGridSettings order_book_grid = null,
-         GlobalAlertSettings alerts = null) {
+         GlobalAlertSettings alerts = null,
+         GridSettings risk_management_grid = null) {
          var us = new UserSettings(ladder_profiles ?? _ladder_profiles) {
             _ladder = ladder ?? _ladder,
             _notification = notification ?? _notification,
@@ -102,7 +106,8 @@ namespace mbts.spark {
             _pnl_grid = provided_pnl_gridsettings ?? _pnl_grid, 
             _pnl = pnl ?? _pnl,
             _order_book_grid = order_book_grid ?? _order_book_grid,
-            _alerts = alerts ?? _alerts
+            _alerts = alerts ?? _alerts,
+            _risk_management_grid = risk_management_grid ?? _risk_management_grid
          };
          us._last_ladder_profile_id = Math.Max(_last_ladder_profile_id, us.ladder_profiles.Select(p => p.id).MaxOrDefault());
          return us;

src/client/spark/core/ShellInterface/UserSettings/UserSettingsHub.cs

@@ -26,6 +26,7 @@ namespace mbts.persist {
          _fills_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.fills_grid, (us, gs) => us.with(provided_fills_gridsettings: gs)),
          _mview_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.market_view_grid, (us, gs) => us.with(provided_market_view_gridsettings: gs)),
          _pandl_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.pnl_grid, (us, gs) => us.with(provided_pnl_gridsettings: gs)),
+         _risk_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.risk_management_grid, (us, gs) => us.with(risk_management_grid: gs)),
          _synth_propi = ImmutableProperty.create<UserSettings, GridSettings>(us => us.synthetic_management_grid, (us, gs) => us.with(provided_synthetic_management_gridsettings: gs));
 
       static readonly IImmutableProperty<UserSettings, PNLSettings>
@@ -37,6 +38,7 @@ namespace mbts.persist {
       readonly IEnumerable<IMarketViewGridSettingsMigrationRule> _mview_migration_rules;
       readonly IEnumerable<IPAndLGridSettingsMigrationRule> _pandl_migration_rules;
       readonly IEnumerable<IPNLSettingsMigrationRule> _pnl_migration_rules;
+      readonly IEnumerable<IRiskManagementMigrationRule> _risk_migration_rules;
       readonly IEnumerable<ISyntheticManagementMigrationRule> _synth_migration_rules;
       readonly IUserPersist _persist;
 
@@ -49,6 +51,7 @@ namespace mbts.persist {
          [ImportMany]IEnumerable<IMarketViewGridSettingsMigrationRule> mview_migration_rules,
          [ImportMany]IEnumerable<IPAndLGridSettingsMigrationRule> pandl_migration_rules,
          [ImportMany]IEnumerable<IPNLSettingsMigrationRule> pnl_migration_rules,
+         [ImportMany]IEnumerable<IRiskManagementMigrationRule> risk_migration_rules,
          [ImportMany]IEnumerable<ISyntheticManagementMigrationRule> synth_migration_rules) {
          //
          _persist = persist;
@@ -56,6 +59,7 @@ namespace mbts.persist {
          _mview_migration_rules = mview_migration_rules ?? Enumerable.Empty<IMarketViewGridSettingsMigrationRule>();
          _pandl_migration_rules = pandl_migration_rules ?? Enumerable.Empty<IPAndLGridSettingsMigrationRule>();
          _pnl_migration_rules = pnl_migration_rules ?? Enumerable.Empty<IPNLSettingsMigrationRule>();
+         _risk_migration_rules = risk_migration_rules ?? Enumerable.Empty<IRiskManagementMigrationRule>();
          _synth_migration_rules = synth_migration_rules ?? Enumerable.Empty<ISyntheticManagementMigrationRule>();
          init();
          async void init() {
@@ -68,6 +72,7 @@ namespace mbts.persist {
                      _mview_migration_rules.merge().wrap(_mview_propi),
                      _pandl_migration_rules.merge().wrap(_pandl_propi),
                      _pnl_migration_rules.merge().wrap(_pnl_propi),
+                     _risk_migration_rules.merge().wrap(_risk_propi),
                      _synth_migration_rules.merge().wrap(_synth_propi)
                   };
                   SettingsMigrationHelper.apply_quiet(ref s, wrapped_rules);
@@ -142,6 +147,12 @@ namespace mbts.persist {
             _pnl_migration_rules,
             _pnl_propi);
 
+      public IWindowSettingsManager<GridSettings> create_risk_management_settings_manager(GridSettings instance_settings) =>
+         _create_settings_manager(
+            instance_settings,
+            _risk_migration_rules,
+            _risk_propi);
+
       public IWindowSettingsManager<GridSettings> create_synth_settings_manager(GridSettings instance_settings) =>
          _create_settings_manager(
             instance_settings,
@@ -170,4 +181,4 @@ namespace mbts.persist {
          }
       }
    }
-}
+}

src/client/spark/core/Utility/ObjectSnapshot.cs

@@ -3,6 +3,7 @@ using mbts;
 using mbts.ui.shell;
 using mbts.utils;
 using System;
+using System.Collections;
 using System.Collections.Generic;
 using System.ComponentModel;
 using System.Linq;
@@ -10,6 +11,13 @@ using System.Reactive.Linq;
 using System.Reflection;
 
 namespace bts.utils {
+   class PropertyEqualityComparerAttribute : Attribute {
+      public PropertyEqualityComparerAttribute(Type comparer_type) =>
+         this.comparer_type = comparer_type ?? throw new ArgumentNullException(nameof(comparer_type));
+
+      public Type comparer_type { get; }
+   }
+
    interface IPropertyChangedDetector<T> where T : IRaiseNotifyPropertyChanged {
       IDisposable detect_changes(T target);
    }
@@ -68,6 +76,42 @@ namespace bts.utils {
       public static IObservable<bool> dirty_monitor<T>(T instance, PropertyInfo[] props) where T : INotifyPropertyChanged =>
          _dirty_monitor(instance, props.ToDictionary(p => p.Name, p => new PropNode(p, p.GetValue(instance))));
 
+      public static Func<T, int> property_hash_code_delegate<T>(string prop) =>
+         DelegateStore<T>.property_hash_code(prop);
+
+      public static Func<T, int> property_hash_code_delegate<T>(IEnumerable<string> props) {
+         var prop_hash_code_dels = props.Select(DelegateStore<T>.property_hash_code).ExceptNull().ToArray();
+         return impl;
+         int impl(T a) =>
+            EqualityComparer.auto_phase(prop_hash_code_dels.Select(peq => peq(a)));
+      }
+
+      public static Func<T, T, bool> property_equals_delegate<T>(string prop) =>
+         DelegateStore<T>.property_equals(prop);
+
+      public static Func<T, T, bool> property_equals_delegate<T>(IEnumerable<string> props) {
+         var prop_equals_dels = props.Select(DelegateStore<T>.property_equals).ExceptNull().ToArray();
+         return impl;
+         bool impl(T a, T b) =>
+            prop_equals_dels.All(peq => peq(a, b));
+      }
+
+      public static IEqualityComparer<T> property_equality_comparer<T>() {
+         var prop_infos = PropertyInfoStore<T>.all_props;
+         return property_equality_comparer<T>(
+            prop_infos.Select(p => p.Name),
+            // hash code should NEVER include mutable props
+            prop_infos.Where(pi => !pi.CanWrite).Select(p => p.Name));
+      }
+
+      public static IEqualityComparer<T> property_equality_comparer<T>(IEnumerable<string> props) =>
+         property_equality_comparer<T>(props, props);
+
+      public static IEqualityComparer<T> property_equality_comparer<T>(IEnumerable<string> equals_props, IEnumerable<string> hash_code_props) =>
+         EqualityComparer.Create(
+            property_equals_delegate<T>(equals_props),
+            property_hash_code_delegate<T>(hash_code_props));
+
       static IObservable<bool> _dirty_monitor<T>(T instance, Dictionary<string, PropNode> prop_map) where T : INotifyPropertyChanged =>
          Observable.Create<bool>(o => {
             var dirty_props = new HashSet<string>();
@@ -106,6 +150,8 @@ namespace bts.utils {
          PropertyInfo prop_info { get; }
          Func<T, object> getter { get; }
          Action<T, object> setter { get; }
+         Func<T, T, bool> property_equals { get; }
+         Func<T, int> property_hash_code { get; }
          (Action<T> initialize, Func<T, bool> refresh) create_snapshot();
          (Action initialize, Func<bool> refresh) create_snapshot(T source);
       }
@@ -139,6 +185,15 @@ namespace bts.utils {
          public static Action<T, object> setter(string prop_name) =>
             accessor_data.TryGetValue(prop_name, out var dels) ? dels.setter : null;
 
+         public static Func<T, T, bool> property_equals(string prop_name) =>
+            accessor_data.TryGetValue(prop_name, out var dels) ? dels.property_equals : null;
+
+         public static Func<T, int> property_hash_code(string prop_name) =>
+            accessor_data.TryGetValue(prop_name, out var dels) ? dels.property_hash_code : null;
+
+         public static IPropertyAccessorData<T> get_accessor(string prop_name) =>
+            accessor_data.GetValueOrDefault(prop_name);
+
          static DelegateStore() {
             var prop_dels = new Dictionary<string, IPropertyAccessorData<T>>();
             var accessor_type_cache = new Dictionary<Type, Type>();
@@ -185,6 +240,7 @@ namespace bts.utils {
       class PropertyAccessorData<T, TValue> : IPropertyAccessorData<T, TValue> {
          readonly Func<T, object> _ng_get;
          readonly Action<T, object> _ng_set;
+         IEqualityComparer<TValue> _property_equals_comp;
 
          public PropertyAccessorData(PropertyInfo prop_info) {
             this.prop_info = prop_info;
@@ -200,11 +256,27 @@ namespace bts.utils {
                setter = set_method.CreateDelegate(typeof(Action<T, TValue>)) as Action<T, TValue>;
                _ng_set = (src, val) => setter(src, (TValue)val);
             }
+            if (prop_info.GetCustomAttribute<PropertyEqualityComparerAttribute>()?.comparer_type is Type comp_type) {
+               _property_equals_comp = Activator.CreateInstance(comp_type) as IEqualityComparer<TValue>;
+            }
+            if (_property_equals_comp is null) {
+               _property_equals_comp = EqualityComparer<TValue>.Default;
+            }
          }
 
          public Func<T, TValue> getter { get; }
          public Action<T, TValue> setter { get; }
          public PropertyInfo prop_info { get; }
+         public Func<T, T, bool> property_equals {
+            get {
+               return impl;
+               bool impl(T a, T b) =>
+                  _property_equals_comp.Equals(getter(a), getter(b));
+            }
+         }
+         public Func<T, int> property_hash_code =>
+            a => _property_equals_comp.GetHashCode(getter(a));
+
          Func<T, object> IPropertyAccessorData<T>.getter => _ng_get;
          Action<T, object> IPropertyAccessorData<T>.setter => _ng_set;
 

src/client/spark/core/Utility/SelectionModel.cs

@@ -1,6 +1,11 @@
-using System;
+using bts.collections;
+using bts.utils;
+using mbts.ui.shell;
+using System;
 using System.Collections.Generic;
+using System.Collections.ObjectModel;
 using System.Collections.Specialized;
+using System.Linq;
 using System.Reactive.Linq;
 
 namespace mbts.ui.utility {
@@ -153,6 +158,94 @@ namespace mbts.ui.utility {
          _try_match_item(_item_to_value(item), out match);
    }
 
+   class SelectorVM<T, TKey> {
+      readonly IEqualityComparer<T> _eq_comparer;
+      readonly IEqualityComparer<TKey> _key_comparer;
+      readonly Func<T, TKey> _key_fn;
+      readonly ObservableCollection<T> _items = new ObservableCollection<T>();
+      readonly Dictionary<TKey, T> _map;
+      /// not as noisy as <see cref="ObservableCollection{T}.CollectionChanged"/>,
+      /// this event is only raised after a batch collection change has been completed.
+      /// <see cref="update_items(IEnumerable{T})"/>.
+      IComparer<T> _comparer;
+      T _selected_item;
+      TKey _pending_selected_item_key;
+      bool _is_pending_selection;
+
+      public SelectorVM(Func<T, TKey> key_fn)
+         : this(key_fn, EqualityComparer<TKey>.Default) { }
+
+      public SelectorVM(Func<T, TKey> key_fn, IEqualityComparer<TKey> key_comparer) {
+         _key_fn = key_fn ?? throw new ArgumentNullException(nameof(key_fn));
+         _key_comparer = key_comparer ?? throw new ArgumentNullException(nameof(key_comparer));
+         _eq_comparer = EqualityComparer.Create(_key_fn, _key_comparer);
+         _map = new Dictionary<TKey, T>(key_comparer);
+         items = ObservableAutoWrapper.create_read_only_wrapper(_items);
+      }
+
+      public event Action selected_item_changed;
+
+      public IReadOnlyObservableCollection<T> items { get; }
+      public T selected_item {
+         get => _selected_item;
+         set {
+            if (!_eq_comparer.Equals(_selected_item, value)) {
+               _selected_item = value;
+               selected_item_changed?.Invoke();
+            }
+         }
+      }
+      public IComparer<T> comparer {
+         get => _comparer;
+         set {
+            _comparer = value;
+            if (value != null)
+               _update_items(items, false);
+         }
+      }
+
+      public bool try_select(T item, bool wait_for_item_to_arrive = false) =>
+         try_select(_key_fn(item), wait_for_item_to_arrive);
+
+      public bool try_select(TKey item_key, bool wait_for_item_to_arrive = false) {
+         if (_map.TryGetValue(item_key, out var item)) {
+            selected_item = item;
+            return true;
+         } else if (wait_for_item_to_arrive) {
+            _pending_selected_item_key = item_key;
+            _is_pending_selection = true;
+         }
+         return false;
+      }
+
+      public void update_items(IEnumerable<T> items) =>
+         _update_items(items, true);
+
+      void _update_items(IEnumerable<T> items, bool map_changed) {
+         // The currently selected item may be removed during this collection change.
+         // After the items have been changed, attempt to re-select the last selected item;
+         // if there is already a particular 'pending selection,' attempt to select that instead.
+         var target_key = _is_pending_selection ? _pending_selected_item_key : _key_fn(_selected_item);
+         if (map_changed)
+            _map.Clear();
+         if (items is null) {
+            _items.Clear();
+         } else {
+            if (_comparer != null) {
+               items = items.Ordered(_comparer);
+            }
+            _items.sync_with(items);
+         }
+         if (map_changed) {
+            foreach (var i in this.items)
+               _map[_key_fn(i)] = i;
+         }
+         if (_map.Count != this.items.Count)
+            throw new InvalidOperationException("Map and items are out of sync (different item counts).");
+         try_select(target_key, _is_pending_selection || _items.Count == 0);
+      }
+   }
+
    static class SelectionModelExtensions {
       public static IObservable<TValue> observe_selected_item<TItem, TValue>(this SelectionModel<TItem, TValue> selection_model, bool notify_on_subscribe = false) =>
          Observable.Create<TValue>(o => {
@@ -166,4 +259,4 @@ namespace mbts.ui.utility {
          return Disposable.Create(() => selection_model.Changed -= callback);
       }
    }
-} 
+} 

src/client/spark/view/Controls/DIYGrid/CellRender/TextCell.cs

@@ -229,7 +229,10 @@ namespace mbts.ui.controls {
       public string Text { get => GetValue(TextProperty) as string; set => SetValue(TextProperty, value); }
       #endregion
 
-      protected override Size ArrangeOverride(Size finalSize) => finalSize;
+      protected override Size ArrangeOverride(Size finalSize) {
+         _gcr.available_size = finalSize;
+         return finalSize;
+      }
 
       protected override Size MeasureOverride(Size availableSize) {
          _gcr.available_size = availableSize;

src/client/spark/view/Controls/DIYGrid/Columns/ColumnBase.cs

@@ -237,6 +237,15 @@ namespace mbts.ui.controls {
          Color? _background_color_override;
          object _header_copy;
          bool _is_visible;
+         IDisposable _model_hooks;
+
+         static ColumnBase() {
+            WidthProperty.OverrideMetadata(typeof(ColumnBase),
+               new PropertyMetadata((d, e) => {
+                  if (d is ColumnBase cb)
+                     cb.width_changed?.Invoke((double)e.NewValue);
+               }));
+         }
 
          protected ColumnBase() {
             var gs = GridSettings.Default;
@@ -257,9 +266,20 @@ namespace mbts.ui.controls {
             set => SetValue(SortDirectionProperty, value);
          }
 
+         #region IsVisible
+         public static readonly DependencyProperty IsVisibleProperty =
+            WPFHelper.create_dp<bool, ColumnBase>(nameof(IsVisible), (o, v) => o.is_visible = v);
+
+         public bool IsVisible {
+            get => (bool)GetValue(IsVisibleProperty);
+            set => SetValue(IsVisibleProperty, value);
+         }
+         #endregion
+
          public event Action<ColumnBase, ListSortDirection?> sort_direction_changed;
          public event Action font_params_changed;
          public event Action<bool> is_visible_changed;
+         public event Action<double> width_changed;
 
          public string id { get; set; }
          public string sort_member_path { get; set; }
@@ -273,6 +293,7 @@ namespace mbts.ui.controls {
                   _is_visible = value;
                   is_visible_changed?.Invoke(value);
                   raise_prop_changed();
+                  SetCurrentValue(IsVisibleProperty, value);
                }
             }
          }
@@ -297,6 +318,26 @@ namespace mbts.ui.controls {
             set => base.Header = (_header_copy = value);
          }
 
+         public void set_model(IDIYGridColumnModel model) {
+            Disposable.dispose(ref _model_hooks);
+            model.width = Width;
+            width_changed += on_width_changed;
+            model.width_changed += on_model_width_changed;
+            _model_hooks = Disposable.Create(() => {
+               width_changed -= on_width_changed;
+               model.width_changed -= on_model_width_changed;
+            });
+            void on_model_width_changed(double value) {
+               if (!DoubleUtil.AreClose(value, Width))
+                  SetCurrentValue(WidthProperty, value);
+            }
+            void on_width_changed(double value) {
+               model.width_changed -= on_model_width_changed;
+               model.width = value;
+               model.width_changed += on_model_width_changed;
+            }
+         }
+
          /// important: don't access any dependency props in here.
          /// this may be called from a thread other than that of this dispatcher (i.e., when <see cref="IShellWindow.GetState(System.IO.Stream)"/> is called).
          public GridColumnSettings create() =>
@@ -327,7 +368,7 @@ namespace mbts.ui.controls {
             }
             if (original_width != settings.width) {
                original_width = settings.width;
-               Width = original_width;
+               SetCurrentValue(WidthProperty, original_width);
             }
             //
          }

src/client/spark/view/Controls/DIYGrid/Columns/ColumnSortManager.cs

@@ -9,10 +9,10 @@ using System.Reactive.Linq;
 namespace mbts.ui {
    class ColumnSortManager {
       readonly List<ISortableDIYGridColumn> _visible_sorting = new List<ISortableDIYGridColumn>();
-      readonly IList<ISortableDIYGridColumn> _columns;
+      readonly IEnumerable<ISortableDIYGridColumn> _columns;
       readonly string _primary_key;
 
-      public ColumnSortManager(IList<ISortableDIYGridColumn> columns, string primary_key) {
+      public ColumnSortManager(IEnumerable<ISortableDIYGridColumn> columns, string primary_key) {
          _columns = columns;
          _primary_key = primary_key;
       }

src/client/spark/view/Controls/DIYGrid/Columns/DIYGridColumn.cs

@@ -1,4 +1,19 @@
-namespace mbts.ui.controls {
+using bts.utils;
+using mbts.spark;
+using mbts.spark.filters;
+using mbts.ui.settings;
+using mbts.ui.shell;
+using System;
+using System.Collections;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.ComponentModel;
+using System.Reflection;
+using System.Runtime.CompilerServices;
+using System.Windows;
+using System.Windows.Media;
+
+namespace mbts.ui.controls {
    class DIYGridColumn : DIYGrid.ColumnBase<string> {
       public DIYGridColumn()
          : base() {
@@ -6,4 +21,191 @@
          Width = 60;
       }
    }
+
+   interface IDIYGridColumnModel : DIYGrid.IFilterableColumn {
+      string id { get; }
+      string column_template { get; }
+      IComparer row_comparer { get; }
+      double width { get; set; }
+      event Action<double> width_changed;
+   }
+
+   interface IDIYGridColumnFactory {
+      DIYGrid.ColumnBase create_view();
+   }
+
+   class DIYGridColumnModel<TKey> : ViewModelBase, IDIYGridColumnModel, ISortableDIYGridColumn<TKey>, ISortableDIYGridColumn, IValueFactory<GridColumnSettings> where TKey : struct {
+      readonly DeferrableActionWrapper _result_changed;
+
+         FontWeight _fallback_font_weight;
+         Color _fallback_font_color;
+         Color _fallback_background_color;
+         double _fallback_font_size;
+         FontFamily _fallback_font_family;
+
+      double _width = 60;
+      bool _is_visible = true;
+      ListSortDirection? _sort_direction;
+      object _custom_header;
+      string _display_name;
+      HorizontalAlignment _horizontal_alignment = HorizontalAlignment.Left;
+      Color? _background_color_override, _font_color_override;
+      FontWeight? _font_weight_override;
+
+      public DIYGridColumnModel(TKey id, IComparer row_comparer, IDataGridColumnFilter filter, string filter_template = null, string column_template = null) {
+         this.id = id;
+         this.row_comparer = row_comparer;
+         this.filter = filter;
+         this.filter_template = filter_template;
+         this.column_template = column_template;
+         _result_changed = new DeferrableActionWrapper(() => result_changed?.Invoke());
+      }
+
+      public event Action result_changed;
+      public event Action<double> width_changed;
+
+      public TKey id { get; }
+      string IDIYGridColumnModel.id => id.ToString();
+      public IComparer row_comparer { get; }
+      public string display_name {
+         get => _display_name;
+         set {
+            if (value != _display_name) {
+               _display_name = value;
+               _result_changed.execute();
+               RaisePropertyChanged();
+               if (_custom_header is null) {
+                  RaisePropertyChanged(nameof(header));
+               }
+            }
+         }
+      }
+      public object header => _custom_header ?? display_name;
+      public object custom_header { get => _custom_header;
+         set {
+            if (value != _custom_header) {
+               _custom_header = value;
+               RaisePropertyChanged(nameof(custom_header), nameof(header));
+            }
+         }
+      }
+      public double width {
+         get => _width;
+         set {
+            if (_set(ref _width, value, DoubleUtil.AreClose))
+               width_changed?.Invoke(value);
+         }
+      }
+      double _actual_width;
+      public double actual_width {
+         get => _actual_width;
+         set {
+            _actual_width = value;
+            width = value;
+            RaisePropertyChanged(nameof(actual_width));
+         }
+      }
+      public bool is_visible { get => _is_visible; set => _set(ref _is_visible, value); }
+      public ListSortDirection? sort_direction { get => _sort_direction; set => Set(ref _sort_direction, value); }
+      public Color? background_color_override { get => _background_color_override; set => _set(ref _background_color_override, value); }
+      public Color? font_color_override { get => _font_color_override; set => _set(ref _font_color_override, value); }
+      public FontWeight? font_weight_override { get => _font_weight_override; set => _set(ref _font_weight_override, value); }
+      public FontFamily font_family => _fallback_font_family;
+      public FontWeight font_weight => _font_weight_override ?? _fallback_font_weight;
+      public Color font_color => font_color_override ?? _fallback_font_color;
+      public Color background_color => background_color_override ?? _fallback_background_color;
+      public double font_size => _fallback_font_size;
+      public HorizontalAlignment horizontal_alignment { get => _horizontal_alignment; set => _set(ref _horizontal_alignment, value); }
+      public IDataGridColumnFilter filter { get; }
+      public string column_template { get; }
+      public string filter_template { get; }
+
+      string IDIYGridColumn.id => id.ToString();
+      ListSortDirection? ISortableDIYGridColumn.SortDirection { get => sort_direction; set => sort_direction = value; }
+
+      public GridColumnSettings create() =>
+         new GridColumnSettings(
+            id: id.ToString(),
+            display_name: display_name,
+            is_visible: is_visible,
+            font_color_override: font_color_override,
+            font_weight_override: font_weight_override,
+            width: width,
+            background_color_override: background_color_override,
+            horizontal_alignment: horizontal_alignment);
+
+      public void set_fallback_font_params(FontFamily font_family, double font_size, Color font_color, FontWeight font_weight, Color background_color) {
+         using (ReflectionHelper.detect_property_changes(this, RaisePropertyChanged, nameof(font_family), nameof(font_size), nameof(font_color), nameof(font_weight), nameof(background_color))) {
+            _fallback_font_family = font_family;
+            _fallback_font_size = font_size;
+            _fallback_font_color = font_color;
+            _fallback_background_color = background_color;
+            _fallback_font_weight = font_weight;
+         }
+      }
+
+      bool _set<T>(ref T backing, T new_value, [CallerMemberName]string prop = null) =>
+         _set(ref backing, new_value, EqualityComparer<T>.Default, prop);
+
+      bool _set<T>(ref T backing, T new_value, Func<T, T, bool> equals, [CallerMemberName] string prop = null) =>
+         // Technically, the GetHashCode impl could disagree with the equals delegate.
+         // However, this doesn't matter because the _set method only uses IEqualityComparer.Equals (not GetHashCode).
+         // It didn't seem worth the trouble of changing the method signature, as there is no conceivable reason why that method
+         // would ever be changed to use GetHashCode.
+         _set(ref backing, new_value, EqualityComparer.Create(equals, a => a.GetHashCode()), prop);
+
+      bool _set<T>(ref T backing, T new_value, IEqualityComparer<T> comparer, [CallerMemberName]string prop = null) {
+         if (Set(ref backing, new_value, comparer, prop)) {
+            _result_changed.execute();
+            return true;
+         }
+         return false;
+      }
+
+      public void load_from(GridColumnSettings value) {
+         if (!value.strong_id<TKey>().Equals(id))
+            throw new ArgumentException("Column id in settings object does not match the column model's id.", nameof(value));
+         using (_result_changed.defer_execution()) {
+            display_name = value.display_name;
+            is_visible = value.is_visible;
+            font_color_override = value.font_color_override;
+            font_weight_override = value.font_weight_override;
+            background_color_override = value.background_color_override;
+            width = value.width;
+            horizontal_alignment = value.horizontal_alignment;
+         }
+      }
+   }
+
+   class DIYGridColumnModel<TKey, TRow, TGridFilter> : DIYGridColumnModel<TKey> where TKey : struct {
+      readonly Func<TGridFilter, object> _get_column_filter_settings;
+      readonly Func<TGridFilter, object, TGridFilter> _set_column_filter_settings;
+
+      public DIYGridColumnModel(TKey id, IComparer<TRow> row_comparer, IDataGridColumnFilter<TRow> filter, string filter_template, Func<TGridFilter, object> get_column_filter_settings, Func<TGridFilter, object, TGridFilter> set_column_filter_settings)
+         : base(id, row_comparer.to_non_generic(), filter, filter_template) {
+         _get_column_filter_settings = get_column_filter_settings;
+         _set_column_filter_settings = set_column_filter_settings;
+         this.row_comparer = row_comparer;
+         this.filter = filter;
+      }
+
+      public new IComparer<TRow> row_comparer { get; }
+
+      public new IDataGridColumnFilter<TRow> filter { get; }
+
+      public void load_from(GridColumnSettings column_settings, TGridFilter grid_filter_settings) {
+         if (column_settings != null)
+            load_from(column_settings);
+         if (_get_column_filter_settings != null && grid_filter_settings != null)
+            filter?.load_state(_get_column_filter_settings(grid_filter_settings));
+      }
+
+      public TGridFilter assign_filter_settings(TGridFilter target) {
+         if (_set_column_filter_settings != null) {
+            var filter_settings = filter.get_state();
+            target = _set_column_filter_settings(target, filter_settings);
+         }
+         return target;
+      }
+   }
 }

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

@@ -1,4 +1,5 @@
 using bts;
+using bts.collections;
 using bts.utils;
 using mbts.spark.filters;
 using mbts.ui.controls.adorners;
@@ -867,6 +868,83 @@ namespace mbts.ui.controls {
       public static void SetColumnKey(DependencyObject d, object value) => d.SetValue(ColumnKeyProperty, value);
       #endregion
 
+      #region Column
+      public static readonly DependencyProperty ColumnProperty =
+         DependencyProperty.RegisterAttached("Column", typeof(object), typeof(DIYGrid), new PropertyMetadata());
+
+      public static object GetColumn(DependencyObject d) => d.GetValue(ColumnProperty);
+      public static void SetColumn(DependencyObject d, object value) => d.SetValue(ColumnProperty, value);
+      #endregion
+
+      #region ColumnModels
+      public static readonly DependencyProperty ColumnModelsProperty =
+         DependencyProperty.RegisterAttached("ColumnModels", typeof(IReadOnlyObservableCollection<IDIYGridColumn>),
+            typeof(DIYGrid),
+            new PropertyMetadata(null, OnColumnModelsChanged));
+
+      static void OnColumnModelsChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
+         IDisposable hook = null;
+         if (e.NewValue is IEnumerable<IDIYGridColumnModel> col_models) {
+            resort();
+            if (e.NewValue is INotifyCollectionChanged col_models_notifier) {
+               hook = CollectionHelper.buffer_collection_changed_callback(col_models_notifier, resort, TimeSpan.FromSeconds(0.3), TimeSpan.Zero);
+            }
+            void resort() {
+               if (d is DIYGrid grid) {
+                  var cols = grid.Columns;
+                  if (cols != null) {
+                     var col_map = cols.ToDictionary(c => c.id);
+                     var sorted_cols = col_models.Select(cm => {
+                        if (col_map.TryGetValue(cm.id, out var cb))
+                           return cb;
+                        if (cm is IDIYGridColumnFactory col_factory) {
+                           cb = col_factory.create_view();
+                        } else if (!string.IsNullOrEmpty(cm.column_template)) {
+                           cb = grid.TryFindResource(cm.column_template) as ColumnBase;
+                        }
+                        if (cb is null) {
+                           cb = new DIYGridColumn { id = cm.id };
+                           BindingOperations.SetBinding(cb, ColumnBase.HeaderProperty, new Binding(nameof(DIYGridColumnModel<int>.header)) { Source = cm });
+                           BindingOperations.SetBinding(cb, ColumnBase.SortDirectionProperty, new Binding(nameof(DIYGridColumnModel<int>.sort_direction)) { Source = cm });
+                           cb.set_model(cm);
+                           BindingOperations.SetBinding(cb, ColumnBase.IsVisibleProperty, new Binding(nameof(DIYGridColumnModel<int>.is_visible)) { Source = cm });
+                           if (cm is IFilterableColumn fc) {
+                              DataGridFilterProperties.SetFilter(cb, fc.filter);
+                              DataGridFilterProperties.SetFilterTemplate(cb, grid.FindResource(fc.filter_template) as DataTemplate);
+                              BindingOperations.SetBinding(cb, DataGridFilterProperties.FilterActiveProperty, new Binding(nameof(IDataGridColumnFilter.active)) { Source = fc.filter });
+                              BindingOperations.SetBinding(cb, DataGridFilterProperties.FilterOpenProperty, new Binding(nameof(IDataGridColumnFilter.open)) { Source = fc.filter });
+                           }
+                        }
+                        return cb;
+                     }).ToList();
+                     CollectionHelper.sync_with_never_duplicate(cols, sorted_cols);
+                  }
+               }
+            }
+         }
+         SetColumnModelsHooks(d, hook);
+      }
+
+      public static IReadOnlyObservableCollection<IDIYGridColumn> GetColumnModels(DependencyObject d) =>
+         d.GetValue(ColumnModelsProperty) as IReadOnlyObservableCollection<IDIYGridColumn>;
+
+      public static void SetColumnModels(DependencyObject d, IReadOnlyObservableCollection<IDIYGridColumn> value) =>
+         d.SetValue(ColumnModelsProperty, value);
+
+      static readonly DependencyPropertyKey ColumnModelsHooksPropertyKey =
+         DependencyProperty.RegisterAttachedReadOnly("ColumnModelsHooks", typeof(IDisposable),
+            typeof(DIYGrid),
+            new PropertyMetadata(null, FrameworkElementLifeDependencyHelper.DisposeOld));
+
+      internal static DependencyProperty ColumnModelsHooksProperty => ColumnModelsHooksPropertyKey.DependencyProperty;
+
+      internal static IDisposable GetColumnModelsHooks(DependencyObject d) =>
+         d.GetValue(ColumnModelsHooksProperty) as IDisposable;
+
+      static void SetColumnModelsHooks(DependencyObject d, IDisposable value) =>
+         d.SetValue(ColumnModelsHooksPropertyKey, value);
+      #endregion
+
       #region SyncWithColumnGeometrySource
       public static readonly DependencyProperty SyncWithColumnGeometrySourceProperty =
          DependencyProperty.RegisterAttached(

src/client/spark/view/Controls/DIYGrid/Settings/SimpleGridSettingsManager.cs

@@ -1,5 +1,6 @@
 using bts.utils;
 using mbts.spark;
+using mbts.ui.controls;
 using mbts.ui.settings;
 using mbts.ui.shell;
 using mbts.utils;
@@ -121,4 +122,111 @@ namespace mbts.ui {
          }
       }
    }
+
+   class SimpleGridSettingsManagerVM<TColumnKey> : ViewModelBase, IObserver<GridSettings> where TColumnKey : struct {
+      readonly IReadOnlyList<DIYGridColumnModel<TColumnKey>> _columns;
+      readonly Property<GridSettings> _grid_settings;
+      readonly DelegateProperty<FontFamily> _font_family;
+      readonly DelegateProperty<FontWeight> _font_weight;
+      readonly DelegateProperty<double> _font_size;
+      readonly DelegateProperty<SolidColorBrush> _font_color, _selection_highlight, _background_color;
+      readonly IReadOnlyDictionary<string, ImmutableColumnSettingStore> _column_flags;
+      readonly Action<IEnumerable<GridColumnSettings>> _sync_column_order;
+      readonly Action _invalidate_rows;
+
+      public SimpleGridSettingsManagerVM(
+         IReadOnlyList<DIYGridColumnModel<TColumnKey>> columns,
+         IReadOnlyDictionary<string, GridColumnSettingsFeatureFlags> column_flags,
+         Action<IEnumerable<GridColumnSettings>> sync_column_order,
+         Action invalidate_rows) {
+         //
+         _columns = columns;
+         _sync_column_order = sync_column_order;
+         _invalidate_rows = invalidate_rows;
+         _column_flags = (column_flags ?? DictionaryHelper.empty<string, GridColumnSettingsFeatureFlags>())
+            .ToDictionary(kv => kv.Key, kv => ImmutableColumnSettingStore.create(kv.Value));
+         _grid_settings = backing(nameof(grid_settings), GridSettings.Default);
+         _font_family = backing(nameof(font_family), () => new FontFamily(grid_settings.font_family), nameof(grid_settings));
+         _font_weight = backing(nameof(font_weight), () => grid_settings.font_weight, nameof(grid_settings));
+         _font_size = backing(nameof(font_size), () => grid_settings.font_size, nameof(font_size));
+         _font_color = backing(nameof(font_color), () => grid_settings.font_color.rgb_solid_brush().frozen(), nameof(grid_settings));
+         _selection_highlight = backing(nameof(selection_highlight), () => grid_settings.selection_highlight.to_brush().frozen(), nameof(grid_settings));
+         _background_color = backing(nameof(background_color), () => grid_settings.background_color.argb_color().to_solid_brush().frozen(), nameof(grid_settings));
+      }
+
+      public GridSettings grid_settings => _grid_settings.Value;
+      public FontFamily font_family => _font_family.Value;
+      public FontWeight font_weight => _font_weight.Value;
+      public double font_size => _font_size.Value;
+      public SolidColorBrush font_color => _font_color.Value;
+      public SolidColorBrush selection_highlight => _selection_highlight.Value;
+      public SolidColorBrush background_color => _background_color.Value;
+
+      public SimpleGridSettingsVM create_vm(GridSettings settings) {
+         var vm = new SimpleGridSettingsVM(_column_flags.ToDictionary(kv => kv.Key, kv => kv.Value.flags));
+         vm.load_from(settings);
+         return vm;
+      }
+
+      public GridSettings create() {
+         // IMPORTANT: don't overwrite current sorting
+         _grid_settings.set(grid_settings.with(_columns.Select(c => {
+            var col_settings = c.create();
+            if (_column_flags.TryGetValue(c.id.ToString(), out ImmutableColumnSettingStore store))
+               col_settings = store.apply(col_settings);
+            return col_settings;
+         })));
+         return grid_settings;
+      }
+
+      /// <summary>
+      /// This will overwrite the columns' immutable-value store (unlike the IObserver&lt;<see cref="GridSettings"/>&gt; 'OnNext' implementation)
+      /// </summary>
+      public void load_from(GridSettings grid) => _load_from_core(grid, true);
+
+      void IObserver<GridSettings>.OnCompleted() { }
+      void IObserver<GridSettings>.OnError(Exception error) { }
+      void IObserver<GridSettings>.OnNext(GridSettings grid) {
+         if (grid.columns != null) {
+            var cols_with_applied_flags = grid.columns.ToList();
+            for (int i = 0; i < cols_with_applied_flags.Count; i++) {
+               if (_column_flags.TryGetValue(cols_with_applied_flags[i].id, out ImmutableColumnSettingStore store)) {
+                  cols_with_applied_flags[i] = store.apply(cols_with_applied_flags[i]);
+               }
+            }
+            grid = grid.with(cols_with_applied_flags);
+         }
+         _load_from_core(grid, false);
+      }
+
+      void _load_from_core(GridSettings grid, bool reset_immutable_flag_stores) {
+         grid = grid ?? GridSettings.Default;
+         _grid_settings.set(grid);
+         foreach (var col in _columns) {
+            col.set_fallback_font_params(new FontFamily(grid.font_family), grid.font_size, grid.font_color.rgb_color(), grid.font_weight, grid.background_color.argb_color());
+         }
+         // ** in the unfortunate event that we botch backwards compatability, and the columns don't bear a 1:1 relationship with the column-settings
+         // don't add insult to injury by crashing **
+         if (grid_settings.columns != null) {
+            if (reset_immutable_flag_stores) {
+               foreach (var kv in _column_flags) {
+                  if (grid.columns.TryGetFirst(c => c.id == kv.Key, out GridColumnSettings cs))
+                     kv.Value.store(cs);
+               }
+            }
+            if (_columns != null) {
+               var col_settings_id_map = grid_settings.columns.ToDictionary(cs => cs.id);
+               var columns_id_map = _columns.ToDictionary(c => c.id.ToString());
+               if (col_settings_id_map.Count == columns_id_map.Count && col_settings_id_map.Count == grid_settings.columns.Count)
+                  _sync_column_order?.Invoke(grid_settings.columns);
+               // ** don't assume that columns:column_settings have a perfect 1:1 relationship (they should, but it is possible we accidentally break the settings as grids/uis change) **
+               foreach (var col in _columns) {
+                  if (col_settings_id_map.TryGetValue(col.id.ToString(), out GridColumnSettings cs))
+                     col.load_from(cs);
+               }
+            }
+            _invalidate_rows?.Invoke();
+         }
+      }
+   }
 }

src/client/spark/view/Controls/DataGridEx/Filters/DataGridFilterHelper.cs

@@ -60,6 +60,7 @@ namespace mbts.spark.filters {
          TimeFilter = "TimeFilterTemplate",
          DiscreteValues = "DiscreteValuesTemplate",
          DiscreteValuesCollectionView = "DiscreteValuesCollectionViewTemplate",
+         SecurityCriteriaCriteria = "SecurityCriteriaCriteria",
          EnumValues = "EnumValuesTemplate",
          Regex = "RegexTemplate",
          YesNo = "YesNoTemplate";

src/client/spark/view/Controls/DataGridEx/Filters/IDataGridColumnFilter.cs

@@ -12,6 +12,8 @@ namespace mbts.spark.filters {
       ICommand cancel { get; }
       bool filter(object row);
       event Action filter_changed;
+      void load_state(object state);
+      object get_state();
    }
 
    interface IDataGridColumnFilter<in TRow> : IDataGridColumnFilter {
@@ -20,6 +22,6 @@ namespace mbts.spark.filters {
 
    interface IDataGridColumnPersistentFilter<in TRow, TState> : IDataGridColumnFilter<TRow> {
       void load_state(TState state);
-      TState get_state();
+      new TState get_state();
    }
-}
+}

src/client/spark/view/Controls/DataGridEx/Filters/VM/FilterVMBase.cs

@@ -1,5 +1,6 @@
 using mbts.ui;
 using mbts.ui.shell;
+using mbts.utils;
 using System;
 using System.Windows.Input;
 
@@ -53,6 +54,15 @@ namespace mbts.spark.filters {
          _raise_filter_changed();
       }
 
+      object IDataGridColumnFilter.get_state() =>
+         get_state();
+
+      void IDataGridColumnFilter.load_state(object state) {
+         if (state is TState fstate)
+            load_state(fstate);
+         else if (state != null) throw ExceptionBuilder.Argument.not_of_type<TState>(nameof(state), state?.GetType());
+      }
+
       protected abstract bool _get_active();
       protected abstract bool _filter(TValue value);
       protected abstract void _load_state_internal(TState state);
@@ -111,4 +121,4 @@ namespace mbts.spark.filters {
       bool IDataGridColumnFilter.filter(object row) =>
          filter(ConvertUtils.try_convert<TRow>(row));
    }
-}
+}

src/client/spark/view/Controls/DataGridEx/Filters/VM/SecurityCriteriaFilterVM.cs

@@ -1,5 +1,7 @@
 using bts.api;
 using System;
+using System.Collections.Generic;
+using System.Linq;
 
 namespace mbts.spark.filters {
    class SecurityCriteriaFilter<TRow> : FilterVMBase<TRow, SecurityImmutable, SecurityCriteria>, IDisposable {
@@ -43,4 +45,50 @@ namespace mbts.spark.filters {
       void _set_default_values() =>
          _security_criteria = model.result_criteria;
    }
-}
+
+   class SecurityCriteriaCriteriaFilter<TRow> : FilterVMBase<TRow, SecurityCriteria, SecurityCriteria>, IDisposable {
+      SecurityCriteria _security_criteria;
+
+      public SecurityCriteriaCriteriaFilter(Func<TRow, SecurityCriteria> get_row_val, string prop_name)
+         : base(get_row_val, prop_name) { }
+
+      public ContractPickerModel model { get; }
+
+      public void Dispose() =>
+         model.security_criteria_clause_changed -= _on_security_criteria_clause_changed;
+
+      public override SecurityCriteria get_state() =>
+         _security_criteria;
+
+      protected override bool _filter(SecurityCriteria value) {
+         if ((_security_criteria?.clauses).is_null_or_empty())
+            return true;
+         if (!_security_criteria.is_defined())
+            return true;
+         if ((value?.clauses).is_null_or_empty())
+            return false;
+         var result = value.clauses.Any(c => c.is_defined && _security_criteria.clauses.Any(fclause => c.is_subset_of(fclause)));
+         return result;
+      }
+
+      protected override void _load_state_internal(SecurityCriteria state) =>
+         _security_criteria = state;
+
+      protected override void _clear() {
+         _close();
+         using (_clear_properties())
+            _set_default_values();
+      }
+
+      protected override bool _get_active() =>
+         _security_criteria != null && _security_criteria.clauses.Length > 0;
+
+      void _on_security_criteria_clause_changed(object sender, SecurityCriteriaClauseChangedEventsArgs e) {
+         _security_criteria = model.result_criteria;
+         _raise_filter_changed();
+      }
+
+      void _set_default_values() =>
+         _security_criteria = model.result_criteria;
+   }
+}

src/client/spark/view/Controls/DataGridEx/Filters/VM/TupleFilterVM.cs

@@ -1,6 +1,7 @@
 using bts;
 using mbts.ui;
 using mbts.ui.shell;
+using mbts.utils;
 using System;
 using System.Windows.Input;
 
@@ -60,16 +61,24 @@ namespace mbts.spark.filters {
       public TCompoundState get_state() =>
          _get_state(_filter1.get_state(), _filter2.get_state());
 
+      object IDataGridColumnFilter.get_state() =>
+         get_state();
+
       public void load_state(TCompoundState state) {
          _filter1.load_state(_get_filter1_state(state));
          _filter2.load_state(_get_filter2_state(state));
       }
 
+      void IDataGridColumnFilter.load_state(object state) {
+         if (state is TCompoundState cstate)
+            load_state(cstate);
+         else throw ExceptionBuilder.Argument.not_of_type<TCompoundState>(nameof(state), state?.GetType());
+      }
+
       protected void _raise_request_update() =>
          RequestUpdate?.Invoke();
 
-
       bool IDataGridColumnFilter.filter(object row) =>
          filter(ConvertUtils.try_convert<TRow>(row));
    }
-}
+}

src/client/spark/view/Controls/DataGridEx/Filters/Views/FilterTemplates.xaml

@@ -165,6 +165,18 @@
       />
     </usp:FilterContentControl>
   </DataTemplate>
+  <DataTemplate x:Key="{x:Static filters:DataGridFilterKnownTemplates.SecurityCriteriaCriteria}">
+    <usp:FilterContentControl
+      ApplyCommandParameter="{Binding}"
+      ApplyCommand="{x:Static c:DataGridFilterProperties.CommitCommand}"
+      ClearCommandParameter="{Binding}"
+      ClearCommand="{x:Static c:DataGridFilterProperties.ClearCommand}"
+    >
+      <msp:ContractPickerView DataContext="{Binding model}">
+        
+      </msp:ContractPickerView>
+    </usp:FilterContentControl>
+  </DataTemplate>
   <DataTemplate x:Key="AlgoTypeTemplate">
     <usp:FilterContentControl
       ApplyCommandParameter="{Binding}"

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

@@ -5,6 +5,8 @@ using System.Windows.Media;
 
 namespace mbts.ui.converters {
    class ColorToBrushConverter : IValueConverter {
+      public static ColorToBrushConverter Instance => new ColorToBrushConverter();
+
       public object Convert(object value, Type targetType, object parameter, CultureInfo culture) {
          if (value is Color color) return new SolidColorBrush(color);
          if (value is BTSColor bts_color) return new SolidColorBrush(bts_color);

src/client/spark/view/Extensions/Command/FileDialogCommand.cs

@@ -64,25 +64,6 @@ namespace mbts.ui {
             }
          }, can_execute == null ? null : new Func<object, bool>(_ => can_execute()));
 
-      public static IDialogCommand export_csv(
-         Func<string> get_file_content,
-         string source_window_name) =>
-         new AnonymousFileDialogCommand<object>(_ =>
-            _create_save_file_dialog(
-               Environment.GetFolderPath(Environment.SpecialFolder.Desktop),
-               $"BTS_Spark_{source_window_name}_{DateTime.Now.ToString("yyyyMMdd_HHmm")}.csv",
-               new[] { ("CSV (comma delimited)", new string[] { "csv" }) }
-            ),
-            (_, file) => {
-               try {
-                  File.WriteAllText(file, get_file_content.Invoke());
-               } catch (Exception ex) {
-                  BTSMessageBox.Show($"Error exporting data to csv: {ex}.", "CSV Export Error", BTSMessageBoxButtons.OK, System.Windows.MessageBoxImage.Error, true, false, true);
-               }
-            },
-            // we are always able to perform an export, even when no rows (it will just be a header)
-            (_) => true);
-
       static TDialog _create_file_dialog<TDialog>(string initial_dir = null, IReadOnlyList<(string name, string[] extensions)> filter_items = null) where TDialog : FileDialog, new() {
          var rv = new TDialog();
          if (!string.IsNullOrEmpty(initial_dir))

src/client/spark/view/Spark/ContractPicker/SecurityCriteria.cs

@@ -9,19 +9,13 @@ using System.Reactive.Linq;
 namespace mbts.spark {
    [ProtoContract]
    class SecurityCriteria : IEquatable<SecurityCriteria> {
-      public SecurityCriteria()
-      {
+      public SecurityCriteria() {
          clauses = new SecurityCriteriaClause[] { };
       }
 
-      public SecurityCriteria(IEnumerable<SecurityCriteriaClause> c)
-      {
+      public SecurityCriteria(IEnumerable<SecurityCriteriaClause> c) {
          clauses = c.ToArray();
       }
-      internal SecurityCriteria(IEnumerable<SecurityImmutable> securities) {
-         clauses = new[] { new SecurityCriteriaClause(securities) };
-      }
-      internal SecurityCriteria(params SecurityImmutable[] securities) : this(securities.AsEnumerable()) { }
 
       [ProtoMember(1)]
       public SecurityCriteriaClause[] clauses;
@@ -31,8 +25,11 @@ namespace mbts.spark {
             new SecurityCriteriaClause (security_keys: keys.ToArray())
          });
 
-      internal static SecurityCriteria from_securities(ISet<SecurityImmutable> securities) =>
-         new SecurityCriteria(securities ?? Enumerable.Empty<SecurityImmutable>());
+      internal static SecurityCriteria from_securities(params SecurityImmutable[] securities) =>
+         from_securities(securities.AsEnumerable());
+
+      internal static SecurityCriteria from_securities(IEnumerable<SecurityImmutable> securities) =>
+         new SecurityCriteria(new[] { SecurityCriteriaClause.from_securities(securities) });
 
       internal static Func<SecurityCriteria, IObservable<IEnumerable<SecurityImmutable>>> get_to_securities(IBus bus) =>
          new Func<SecurityCriteria, IObservable<IEnumerable<SecurityImmutable>>>(sc => to_securities(sc, bus));
@@ -61,8 +58,27 @@ namespace mbts.spark {
          this.pretty_name = pretty_name;
       }
 
-      public SecurityCriteriaClause(IEnumerable<SecurityImmutable> securities)
-         : this(security_keys: securities.Select(s => s.Id).ToArray()) { }
+      public static SecurityCriteriaClause from_securities(IEnumerable<SecurityImmutable> securities) {
+         var num_secs = securities.SoftCount();
+         uint[] keys;
+         string pretty_name = null;
+         if (num_secs.HasValue) {
+            keys = new uint[num_secs.Value];
+            int i = 0;
+            if (keys.Length == 1) {
+               foreach (var s in securities) {
+                  keys[i++] = s.Id;
+                  pretty_name = s.ToString();
+               }
+            } else {
+               foreach (var s in securities)
+                  keys[i++] = s.Id;
+            }
+         } else {
+            keys = securities.Select(s => s.Id).ToArray();
+         }
+         return new SecurityCriteriaClause(security_keys: keys, pretty_name: pretty_name);
+      }
 
       [ProtoMember(1)]
       public readonly string pretty_name;

src/client/spark/view/Spark/ContractPicker/SecurityCriteriaExtensions.cs

@@ -24,6 +24,12 @@ namespace mbts.spark {
          return self == null ? all_secs : all_secs.Values.Where(s => ContractPickerModel.security_in_criteria(self, s)).ToDictionary(key => key.Id);
       }
 
+      public static async Task<IReadOnlyDictionary<uint,SecurityImmutable>> securities(this SecurityCriteria self, IBus bus, TimeSpan timeout) {
+         var md_map = await bus.subscribe(SparkTags.SecuritiesTag).FirstOrDefaultAsync(timeout, DictionaryHelper.empty<uint, SecurityMD>());
+         var all_secs = md_map.Values.Select(md => md.security).ToDictionary(key => key.Id);
+         return self == null ? all_secs : all_secs.Values.Where(s => ContractPickerModel.security_in_criteria(self, s)).ToDictionary(key => key.Id);
+      }
+
       public static IObservable<IEnumerable<SecurityImmutable>> subscribe(this SecurityCriteria self, IBus bus) {
          var md_source = bus.subscribe(SparkTags.SecuritiesTag);
          return self == null ? md_source.Select(kv => kv.Values.Select(smd => smd.security)) :

src/client/spark/view/Utility/IValueChangedEventArgs.cs

@@ -0,0 +1,20 @@
+using System;
+
+namespace mbts.ui {
+   interface IValueChangedEventArgs<out T> {
+      T value { get; }
+   }
+
+   static class ValueChangedEventArgs {
+      public static IValueChangedEventArgs<T> create<T>(Func<T> get_value) =>
+         new LazyImpl<T>(new Lazy<T>(get_value));
+
+      class LazyImpl<T> : IValueChangedEventArgs<T> {
+         readonly Lazy<T> _value;
+         public LazyImpl(Lazy<T> value) =>
+            _value = value;
+
+         public T value => _value.Value;
+      }
+   }
+}

src/client/spark_api/Co2/MDConsumerHandle.cs

@@ -260,13 +260,13 @@ namespace mbts.co2 {
       }
 
       // If Size is wrong remember to update from 
-      [StructLayout(LayoutKind.Sequential, Size = 704)]
+      [StructLayout(LayoutKind.Sequential, Size = 712)]
       internal struct ColdEntry {
          public int exchange_status;
          // Last trade
          public AtomicPriceSize last_trade;
          public ulong total_volume;
-         public utils.LLDateTime last_trade_time;         
+         public utils.LLDateTime last_trade_time;
 
          //// Settlement
          public UInt64 misc_timestamp;

src/client/spark_api/security/ExchangeSpecificUitlities.cs

@@ -24,7 +24,7 @@ static class ExchangeSpecificUitlities{
       }
 
       public static bool is_ice_lots(SecurityImmutable sec){
-         return sec.Ice.MarketDescription.Contains("ICE Lots");
+         return sec.Ice.IsIceLots;
       }
 
       public static bool is_tas(SecurityImmutable sec){
@@ -33,25 +33,36 @@ static class ExchangeSpecificUitlities{
 
       #endregion
 
-      #region CPP
+      #region CPP      
       public static double get_future_cpp (SecurityImmutable sec){
-         if(sec.Symbol == "HHD")
-            // only futures in HHD are the dailies, everything
-            // else is a strip or spread
-            return 1;
+         // TODO, this should be part of the security
+         if(sec.Symbol == "HHD")            
+            return 2500;
          if(is_ice_lots(sec))
             return 2500;
          else{
-            var days_in_month = DateTime.DaysInMonth(Convert.ToInt32(sec.Future.ExpirationYear),
-                                                   Convert.ToInt32(sec.Future.ExpirationMonth));
-            return days_in_month; // because the size is multiplied by 2500 already
+            // other futures - HNG, HHD, HEN - are like daily
+            // strips
+            UInt32 days_in_month = 31;
+            var mm = sec.Future.ExpirationMonth;
+            if(mm <=11)
+                days_in_month = Convert.ToUInt32(
+                   DateTime.DaysInMonth(
+                                 Convert.ToInt32(sec.Future.ExpirationYear),
+                                 // expects 1-12
+                                 Convert.ToInt32(sec.Future.ExpirationMonth+1)));
+            else
+               // TODO : sometimes Jan is 12 !
+               days_in_month = 31;
+            return days_in_month * 2500;
          }
       }
-
+      
       public static double get_spread_cpp(SecurityImmutable sec){
+         // for purpose of pnl we are 0'ing out the spread pnl
          return 0;
       }
-
+   
       public static double get_strip_cpp(PNLUnitImmutable pnl,
                                        SecurityImmutable sec){
          // add up all the legs

src/client/spark_api/spark_api.csproj

@@ -17,7 +17,7 @@
   </PropertyGroup>
 
   <ItemGroup>
-    <PackageReference Include="Google.Protobuf" Version="3.24.3" />
+    <PackageReference Include="Google.Protobuf" Version="3.6.1" />
     <PackageReference Include="System.Collections.Immutable" Version="1.5.0" />
     <PackageReference Include="System.Reactive" Version="3.1.1" />
   </ItemGroup>

src/client/spark_api/utils/EqualityComparer.cs

@@ -77,16 +77,17 @@ namespace bts.utils {
 
       public static int auto_phase(params int[] hash_codes) =>
          auto_phase(Array.AsReadOnly(hash_codes));
-       
+
       public static int auto_phase<T>(IEnumerable<T> items) =>
          auto_phase(items.Take(_max_auto_phase_buckets).ToList());
 
-      public static int auto_phase<T>(IReadOnlyList<T> hash_codes) {
+      public static int auto_phase<T>(IReadOnlyList<T> hash_codes, int bit_span = 32) {
+         Log.assert(bit_span > 0 && bit_span <= 32);
          // don't divide by zero
          if (hash_codes.Count == 0)
             return 0;
          int size = Math.Min(hash_codes.Count, _max_auto_phase_buckets);
-         int bits_per_hash = 32 / size;
+         int bits_per_hash = bit_span / size;
          int phase = 1 << (bits_per_hash - 1);
          int rv = hash_codes[0].GetHashCode() % phase;
          /// The idea is to split the 32 to bits into evenly sized buckets for each hash code item.

src/client/spark_api/utils/Log.cs

@@ -36,7 +36,6 @@ namespace bts {
       Plugin,
       Sdk,
       Http,
-      iLink3
       // Please keep this list in sync with logging.h/logging.cpp
    }
    

src/client/spark_core/Collections/Extensions/EnumerableExtensions.cs

@@ -252,6 +252,17 @@ namespace System.Collections.Generic {
          return false;
       }
 
+      public static bool TryGetFirstIndex<T>(this IEnumerable<T> source, Func<T, bool> predicate, out int index) {
+         if (source == null) throw new ArgumentNullException(nameof(source));
+         index = 0;
+         foreach (T element in source) {
+            if (predicate(element))
+               return true;
+            index++;
+         }
+         return false;
+      }
+
       public static bool TryGetSingle<T>(this IEnumerable<T> source, out T result) {
          if (source == null) throw new ArgumentNullException(nameof(source));
          using (var en = source.GetEnumerator()) {
@@ -716,4 +727,4 @@ namespace System.Collections.Generic {
          IEnumerator IEnumerable.GetEnumerator() => _list.GetEnumerator();
       }
    }
-}
+}

src/client/spark_core/Collections/IReadOnlyIndex.cs

@@ -0,0 +1,21 @@
+using System;
+
+namespace bts.collections {
+   interface IReadOnlyIndex<TKey, TValue> {
+      TValue this[TKey key] { get; }
+   }
+
+   static class FunctionalIndex {
+      public static FunctionalIndex<TKey, TValue> create<TKey, TValue>(Func<TKey, TValue> get_value) =>
+         new FunctionalIndex<TKey, TValue>(get_value);
+   }
+
+   class FunctionalIndex<TKey, TValue> : IReadOnlyIndex<TKey, TValue> {
+      readonly Func<TKey, TValue> _get_value;
+
+      public FunctionalIndex(Func<TKey, TValue> get_value) =>
+         _get_value = get_value ?? throw new ArgumentNullException(nameof(get_value));
+
+      public TValue this[TKey key] => _get_value(key);
+   }
+}

src/client/spark_core/utils/CallbackBuffer.cs

@@ -0,0 +1,88 @@
+using mbts;
+using System;
+using System.Threading.Tasks;
+
+namespace bts.utils {
+   public static class CallbackBuffer {
+      public static IDisposable buffer_callback(Func<Action, IDisposable> attach_callback, Action callback, TimeSpan delay_before_callback, TimeSpan delay_after_callback) {
+         bool is_disposed = false, is_busy = false, dirty = false;
+         object locker = new object();
+         var detach = attach_callback(callback_buffer_impl);
+         return Disposable.Create(() => {
+            lock (locker) {
+               if (is_disposed)
+                  return;
+               is_disposed = true;
+               dirty = false;
+            }
+            Disposable.dispose(ref detach);
+         });
+         async void callback_buffer_impl() {
+            lock (locker) {
+               if (is_busy) {
+                  dirty = true;
+                  return;
+               }
+               is_busy = true;
+            }
+            while (true) {
+               if (delay_before_callback > TimeSpan.Zero) {
+                  await Task.Delay(delay_before_callback);
+               }
+               lock (locker) {
+                  if (is_disposed) {
+                     is_busy = false;
+                     dirty = false;
+                     break;
+                  }
+               }
+               callback();
+               if (delay_after_callback > TimeSpan.Zero) {
+                  await Task.Delay(delay_after_callback);
+               }
+               lock (locker) {
+                  if (!dirty) {
+                     is_busy = false;
+                     break;
+                  }
+                  dirty = false;
+               }
+            }
+         }
+      }
+
+      public static IDisposable buffer_async_callback(Func<Action, IDisposable> attach_callback, Func<Task> async_callback) {
+         bool is_disposed = false, is_busy = false, dirty = false;
+         object locker = new object();
+         var detach = attach_callback(callback_buffer_impl);
+         return Disposable.Create(() => {
+            lock (locker) {
+               if (is_disposed)
+                  return;
+               is_disposed = true;
+               dirty = false;
+            }
+            Disposable.dispose(ref detach);
+         });
+         async void callback_buffer_impl() {
+            lock (locker) {
+               if (is_busy) {
+                  dirty = true;
+                  return;
+               }
+               is_busy = true;
+            }
+            while (true) {
+               await async_callback();
+               lock (locker) {
+                  if (!dirty || is_disposed) {
+                     is_busy = false;
+                     break;
+                  }
+                  dirty = false;
+               }
+            }
+         }
+      }
+   }
+}

src/client/spark_core/utils/CollectionHelper.cs

@@ -1,9 +1,11 @@
-using System;
+using mbts;
+using System;
 using System.Collections;
 using System.Collections.Generic;
 using System.Collections.ObjectModel;
 using System.Collections.Specialized;
 using System.Linq;
+using System.Threading.Tasks;
 
 namespace bts.utils {
    static class CollectionHelper {
@@ -77,6 +79,30 @@ namespace bts.utils {
          return ~hi;
       }
 
+      public static IDisposable buffer_collection_changed_callback(INotifyCollectionChanged source, Action callback, TimeSpan delay_before_callback, TimeSpan delay_after_callback) {
+         //   return CallbackBuffer.buffer_callback(attach_callback, callback, delay_before_callback, delay_after_callback);
+         //   IDisposable attach_callback(Action cb) {
+         //      source.CollectionChanged += on_collection_changed;
+         //      return Disposable.Create(() => source.CollectionChanged -= on_collection_changed);
+         //      void on_collection_changed(object sender, NotifyCollectionChangedEventArgs e) =>
+         //         cb();
+         //   }
+         return CallbackBuffer.buffer_async_callback(attach_callback, impl);
+         IDisposable attach_callback(Action cb) {
+            source.CollectionChanged += on_collection_changed;
+            return Disposable.Create(() => source.CollectionChanged -= on_collection_changed);
+            void on_collection_changed(object sender, NotifyCollectionChangedEventArgs e) =>
+               cb();
+         }
+         async Task impl() {
+            if (delay_before_callback > TimeSpan.Zero)
+               await Task.Delay(delay_before_callback);
+            callback();
+            if (delay_after_callback > TimeSpan.Zero)
+               await Task.Delay(delay_after_callback);
+         }
+      }
+
       public static void reflect_change<T, TData>(IList<T> target, IEnumerable<TData> source, Func<TData, T> create_item, Action<T> on_removed, NotifyCollectionChangedEventArgs e) {
          switch (e.Action) {
             case NotifyCollectionChangedAction.Add:

src/client/spark_core/utils/CsvHelper.cs

@@ -1,52 +0,0 @@
-using System;
-using System.IO;
-using System.Collections.Generic;
-using System.Collections.Specialized;
-using System.Linq;
-using System.Reflection;
-
-namespace bts.utils.csv {
-   public static class CsvHelper {
-
-      public static string ToCsv<T>(this IEnumerable<T> items, OrderedDictionary properties = null) where T : class {
-         var output = "";
-         var delimiter = ",";
-         if (properties == null) {
-            properties = new OrderedDictionary();
-            foreach (var pi in typeof(T).GetProperties()) {
-               properties.Add(pi.Name, pi);
-            }
-         }
-
-         using (var sw = new StringWriter()) {
-            var dict_values = properties.Values.OfType<PropertyInfo>();
-            var header = dict_values.Select(n => n.Name).Aggregate((first, second) => first + delimiter + second);
-            sw.WriteLine(header);
-            foreach (var i in items) {
-               var row = dict_values.Select(x => x.GetValue(i, null))
-                  .Select(x => x == null ? "null" : x.ToString())
-                  .Aggregate((first, second) => first + delimiter + second);
-               sw.WriteLine(row);
-            }
-            output = sw.ToString();
-         }
-         return output;
-      }
-
-      public static OrderedDictionary create_ordering_maintainer(Type t, string[] property_names_in_order) {
-         OrderedDictionary od = new OrderedDictionary();
-         var props = t.GetProperties();
-         foreach (var n in property_names_in_order) {
-            var query = props.Where(pi => pi.Name == n);
-            if (query.Any()) {
-               var property_info = query.First();
-               if (!od.Contains(property_info)) {
-                  od.Add(n, property_info);
-               }
-            }
-         }
-         return od;
-      }
-
-   }
-}

src/client/spark_core/utils/Exceptions/ExceptionBuilder.cs

@@ -9,11 +9,16 @@ namespace mbts.utils {
          public static ArgumentException unexpected_case<T>(T value, string name) =>
             new ArgumentException($"Unexpected {typeof(T)} '{value}.'", name);
 
-         public static ArgumentException not_of_type<T>(object value, string name) =>
-            not_of_type(value, name, typeof(T));
+         public static ArgumentException not_of_type<T>(string name, Type actual = null) =>
+            actual is null ?
+               not_of_type(name, typeof(T)) :
+               not_of_type(name, typeof(T), actual);
 
-         public static ArgumentException not_of_type(object value, string name, Type t) =>
-            new ArgumentException($"Value is not of the expected type '{t}.'");
+         public static ArgumentException not_of_type(string name, Type t) =>
+            new ArgumentException(Format.NotOfType(t), name);
+
+         public static ArgumentException not_of_type(string name, Type expected, Type actual) =>
+            new ArgumentException(Format.NotOfType(expected, actual), name);
 
          public static ArgumentException null_or_empty(string name) =>
             new ArgumentException("Value is null or empty.", name);
@@ -49,6 +54,8 @@ namespace mbts.utils {
          public static string LessThanOrEqualTo(int value) => $"{Messages.LessThanOrEqualTo} {value}.";
          public static string GreaterThan(int value) => $"{Messages.GreaterThan} {value}.";
          public static string GreaterThanOrEqualTo(int value) => $"{Messages.GreaterThanOrEqualTo} {value}.";
+         public static string NotOfType(Type type) => $"Argument is not of expected type '{type}.'";
+         public static string NotOfType(Type expected, Type actual) => $"Argument is not of expected type '{expected}' (actually '{actual}').";
       }
 
       public static class Messages {
@@ -59,4 +66,4 @@ namespace mbts.utils {
             GreaterThanOrEqualTo = "Greater than or equal to";
       }
    }
-}
+}

src/client/spark_core/utils/ObservableExtensions.cs

@@ -1,230 +1,238 @@
-using mbts;
-using System.Reactive.Subjects;
-using System.Threading;
-using System.Threading.Tasks;
-
-namespace System.Reactive.Linq {
-   public static class ObservableExtensions {
-      /// <summary>
-      /// <para>Creates an "Observable Heartbeat" that will publish true/false to indicate whether or not the heartbeat is detected, it will only send updates when the 'heartbeat status' has changed.</para>
-      /// <para>Whenever the source produces an update, the heartbeat evaluates to true and the heartbeat duration clock is reset.</para>
-      /// <para>Whenever heartbeat duration clock expires, the heartbeat evaluates to false.</para>
-      /// </summary>
-      /// <typeparam name="T">Type of data produced by the source (bears no impact on the resultant observable heartbeat</typeparam>
-      /// <param name="source">The source that will indicate alive/dead by publishing updates within the duration period</param>
-      /// <param name="duration">The amount of time that must pass without receiving an update from the source to determine the heartbeat is not detected</param>
-      /// <returns>An "Observable Heartbeat"</returns>
-      public static IObservable<bool> AsHeartbeat<T>(this IObservable<T> source, TimeSpan duration) {
-         IObservable<bool> dead = source.Throttle(duration).Select(_ => false);
-         IObservable<bool> alive = source.Select(_ => true);
-         return dead.Merge(alive).DistinctUntilChanged();
-      }
-
-      public static IObservable<T> BufferLatest<T>(this IObservable<T> source, TimeSpan throttle) =>
-         source.Buffer(throttle).Where(vals => vals.Count > 0).Select(vals => vals[vals.Count - 1]);
-
-      public static IObservable<(T1, T2)> CombineLatest<T1, T2>(this IObservable<T1> source, IObservable<T2> second) =>
-         source.CombineLatest(second, (v1, v2) => (v1, v2));
-
-      public static async Task<(T result, bool success)> FirstAsyncTask<T>(this IObservable<T> source, TimeSpan timeout) where T : class =>
-         await source.Select(val => (val, true)).Merge(Observable.Return((default(T), false)).Delay(timeout)).FirstAsync();
-
-      public static async Task<(T result, bool success)> FirstAsyncTask<T>(this IObservable<T> source, Func<T, bool> predicate, TimeSpan timeout) where T : class =>
-         await source.Where(predicate).Select(val => (val, true)).Merge(Observable.Return((default(T), false)).Delay(timeout)).FirstAsync();
-
-      public static async Task<(TResult result, bool success)> FirstAsyncTask<T, TResult>(this IObservable<T> source, Func<T, bool> predicate, Func<T, TResult> selector, TimeSpan timeout) where T : class =>
-         await source.Where(predicate).Select(val => (selector(val), true)).Merge(Observable.Return((default(TResult), false)).Delay(timeout)).FirstAsync();
-
-      /// <summary>
-      /// A less verbose way to call <see cref="Observable.FromEvent{Action{TEventArgs}, TEventArgs}(Action{Action{TEventArgs}}, Action{Action{TEventArgs}})"/>.
-      /// </summary>
-      public static IObservable<T> FromAction<T>(Action<T> event_source) =>
-         Observable.FromEvent<Action<T>, T>(cb => event_source += cb, cb => event_source -= cb);
-
-      public static IObservable<T> FromEvent<T>(Action<Action> add_handler, Action<Action> remove_handler, Func<T> selector) =>
-         Observable.Create<T>(o => {
-            callback();
-            add_handler(callback);
-            return Disposable.Create(() => remove_handler(callback));
-            void callback() => o.OnNext(selector());
-         });
-
-      public static IObservable<T> FromEventThrottle<T>(Action<Action<T>> add_handler, Action<Action<T>> remove_handler, TimeSpan throttle) =>
-         FromEventThrottle<T>(cb => {
-            add_handler(cb);
-            return Disposable.Create(() => remove_handler(cb));
-         }, throttle);
-
-      public static IObservable<T> FromEventThrottle<T>(Func<Action<T>, IDisposable> add_handler, TimeSpan throttle) =>
-         Observable.Create<T>(o => {
-            T last_value = default;
-            bool busy = false, dirty = false;
-            return add_handler(callback);
-            async void callback(T value) {
-               last_value = value;
-               if (busy) {
-                  dirty = true;
-               } else {
-                  busy = true;
-                  do {
-                     dirty = false;
-                     o.OnNext(last_value);
-                     await Task.Delay(throttle);
-                  } while (dirty);
-                  busy = false;
-               }
-            }
-         });
-
-
-      public static IObservable<TResult> FromEventThrottle<T, TResult>(Action<Action<T>> add_handler, Action<Action<T>> remove_handler, Func<T, TResult> selector, TimeSpan throttle) =>
-         FromEventThrottle(cb => {
-            add_handler(cb);
-            return Disposable.Create(() => remove_handler(cb));
-         }, selector, throttle);
-
-      public static IObservable<TResult> FromEventThrottle<T, TResult>(Func<Action<T>, IDisposable> add_handler, Func<T, TResult> selector, TimeSpan throttle) =>
-         Observable.Create<TResult>(o => {
-            T last_value = default;
-            bool busy = false, dirty = false;
-            return add_handler(callback);
-            async void callback(T value) {
-               last_value = value;
-               if (busy) {
-                  dirty = true;
-               } else {
-                  busy = true;
-                  do {
-                     var result = selector(last_value);
-                     dirty = false;
-                     o.OnNext(result);
-                     await Task.Delay(throttle);
-                  } while (dirty);
-                  busy = false;
-               }
-            }
-         });
-
-      public static IObservable<(TSource prev, TSource curr)> PairWithPrevious<TSource>(this IObservable<TSource> source) =>
-         PairWithPrevious(source, default);
-
-      public static IObservable<(TSource prev, TSource curr)> PairWithPrevious<TSource>(this IObservable<TSource> source, TSource default_value) =>
-         source.Scan<TSource, (TSource prev, TSource curr)>((default_value, default_value), (last, next) => (last.curr, next));
-
-      public static IObservable<T> RefCountReplay<T>(this IObservable<T> source, int buffer_size) {
-         if (buffer_size < 0) throw new ArgumentException("Buffer size is less than zero.", nameof(buffer_size));
-         if (buffer_size == 0) return source.Publish().RefCount();
-         int num_subscribers = 0;
-         ReplaySubject<T> replay = new ReplaySubject<T>(buffer_size);
-         IDisposable source_sub = null;
-         return Observable.Create<T>(o => {
-            if (Interlocked.Increment(ref num_subscribers) == 1)
-               source_sub = source.Subscribe(replay.OnNext);
-            IDisposable sub = replay.Subscribe(o);
-            return Disposable.Create(() => {
-               sub.Dispose();
-               if (Interlocked.Decrement(ref num_subscribers) == 0)
-                  source_sub.Dispose();
-            });
-         });
-      }
-
-      /// <summary>
-      /// Uses each element of a source observable to create an inner observable of <typeparamref name="TResult"/>, unlike <see cref="Observable.SelectMany{TSource, TResult}(IObservable{TSource}, Func{TSource, IObservable{TResult}})"/>,
-      /// each inner sequence is terminated when the next one begins.
-      /// <para/>In other words, observers are notified by the inner observerables in &quot;series,&quot; rather than &quot;parallel.&quot; 
-      /// </summary>
-      /// <typeparam name="TSource">The type of elements in the source (outer) sequence.</typeparam>
-      /// <typeparam name="TResult">The type of elements in the inner sequences.</typeparam>
-      /// <param name="source">A sequence of elements to create a series of inner sequences.</param>
-      /// <param name="select_next">A function to create an inner sequence.</param>
-      /// <returns>An IDisposable object used to unsubscribe from the source (outer) sequence, and the latest inner sequence.</returns>
-      public static IObservable<TResult> SelectManyInSeries<TSource, TResult>(this IObservable<TSource> source, Func<TSource, IObservable<TResult>> select_next) =>
-         Observable.Create<TResult>(o => {
-            object locker = new object();
-            bool is_disposed = false;
-            IDisposable inner_sub = null;
-            IDisposable outer_sub = source.Subscribe(on_outer);
-            return Disposable.Create(dispose);
-            // local methods
-            void on_outer(TSource value) {
-               lock (locker) {
-                  if (!is_disposed) {
-                     inner_sub?.Dispose();
-                     inner_sub = select_next(value)?.Subscribe(o.OnNext);
-                  }
-               }
-            }
-            void dispose() {
-               IDisposable temp_outer_sub = null, temp_inner_sub = null;
-               lock (locker) {
-                  is_disposed = true;
-                  temp_outer_sub = outer_sub;
-                  outer_sub = null;
-                  temp_inner_sub = inner_sub;
-                  inner_sub = null;
-               }
-               temp_outer_sub?.Dispose();
-               temp_inner_sub?.Dispose();
-            }
-         });
-
-      public static IObservable<T> StartWith<T>(this IObservable<T> source, Func<T> get_value) =>
-         Observable.Create<T>(o => {
-            o.OnNext(get_value());
-            return source.Subscribe(o);
-         });
-
-      public static IObservable<T> StartWith<T>(this IObservable<T> source, Func<T> get_value, Func<bool> can_get_value) =>
-         Observable.Create<T>(o => {
-            if (can_get_value())
-               o.OnNext(get_value());
-            return source.Subscribe(o);
-         });
-
-      public static IDisposable Subscribe<T>(this IObservable<T> source, params IObserver<T>[] observers) {
-         return source.Subscribe(on_next, on_error, on_completed);
-         // local methods
-         void on_next(T value) {
-            for (int i = 0; i < observers.Length; i++)
-               observers[i].OnNext(value);
-         }
-         void on_error(Exception error) {
-            for (int i = 0; i < observers.Length; i++)
-               observers[i].OnError(error);
-         }
-         void on_completed() {
-            for (int i = 0; i < observers.Length; i++)
-               observers[i].OnCompleted();
-         }
-      }
-
-      /// <summary>
-      /// An inner subscription is made for each value in the source sequence using the specified delegate (<paramref name="subscribe_value"/>).
-      /// When a new value arrives, the subscription for the previous value is disposed before <paramref name="subscribe_value"/> is invoked with the new value.
-      /// </summary>
-      /// <typeparam name="T">The type of elements in the source sequence.</typeparam>
-      /// <param name="source">A sequence of elements to invoke a subscribe function on.</param>
-      /// <param name="subscribe_value">A function used to subscribe each source element.</param>
-      /// <returns>An IDisposable object used to unsubscribe from the source sequence, and dispose the latest value subscription.</returns>
-      public static IDisposable SubscribeEach<T>(this IObservable<T> source, Func<T, IDisposable> subscribe_value) {
-         IDisposable value_sub = null;
-         IDisposable source_sub = source.Subscribe(on_source);
-         return Disposable.Create(dispose);
-         // local methods
-         void on_source(T value) {
-            Disposable.dispose(ref value_sub);
-            value_sub = subscribe_value(value);
-         }
-         void dispose() {
-            Disposable.dispose(ref source_sub);
-            Disposable.dispose(ref value_sub);
-         }
-      }
-
-      // was sick of this scenario: observable_source.Select(enumerable => enumerable.FirstOrDefault(where)).Where(val => val != null)
-      // with structs it was even more annoying because they can't be null
-      public static IObservable<TResult> TrySelect<T, TResult>(this IObservable<T> source, Func<T, (TResult result, bool success)> try_select) =>
-         source.Select(try_select).Where(ts => ts.success).Select(ts => ts.result);
-   }
-}
+using mbts;
+using System.Reactive.Subjects;
+using System.Reactive.Threading.Tasks;
+using System.Threading;
+using System.Threading.Tasks;
+
+namespace System.Reactive.Linq {
+   public static class ObservableExtensions {
+      /// <summary>
+      /// <para>Creates an "Observable Heartbeat" that will publish true/false to indicate whether or not the heartbeat is detected, it will only send updates when the 'heartbeat status' has changed.</para>
+      /// <para>Whenever the source produces an update, the heartbeat evaluates to true and the heartbeat duration clock is reset.</para>
+      /// <para>Whenever heartbeat duration clock expires, the heartbeat evaluates to false.</para>
+      /// </summary>
+      /// <typeparam name="T">Type of data produced by the source (bears no impact on the resultant observable heartbeat</typeparam>
+      /// <param name="source">The source that will indicate alive/dead by publishing updates within the duration period</param>
+      /// <param name="duration">The amount of time that must pass without receiving an update from the source to determine the heartbeat is not detected</param>
+      /// <returns>An "Observable Heartbeat"</returns>
+      public static IObservable<bool> AsHeartbeat<T>(this IObservable<T> source, TimeSpan duration) {
+         IObservable<bool> dead = source.Throttle(duration).Select(_ => false);
+         IObservable<bool> alive = source.Select(_ => true);
+         return dead.Merge(alive).DistinctUntilChanged();
+      }
+
+      public static IObservable<T> BufferLatest<T>(this IObservable<T> source, TimeSpan throttle) =>
+         source.Buffer(throttle).Where(vals => vals.Count > 0).Select(vals => vals[vals.Count - 1]);
+
+      public static IObservable<(T1, T2)> CombineLatest<T1, T2>(this IObservable<T1> source, IObservable<T2> second) =>
+         source.CombineLatest(second, (v1, v2) => (v1, v2));
+
+      public static async Task<(T result, bool success)> FirstAsyncTask<T>(this IObservable<T> source, TimeSpan timeout) where T : class =>
+         await source.Select(val => (val, true)).Merge(Observable.Return((default(T), false)).Delay(timeout)).FirstAsync();
+
+      public static async Task<(T result, bool success)> FirstAsyncTask<T>(this IObservable<T> source, Func<T, bool> predicate, TimeSpan timeout) where T : class =>
+         await source.Where(predicate).Select(val => (val, true)).Merge(Observable.Return((default(T), false)).Delay(timeout)).FirstAsync();
+
+      public static async Task<(TResult result, bool success)> FirstAsyncTask<T, TResult>(this IObservable<T> source, Func<T, bool> predicate, Func<T, TResult> selector, TimeSpan timeout) where T : class =>
+         await source.Where(predicate).Select(val => (selector(val), true)).Merge(Observable.Return((default(TResult), false)).Delay(timeout)).FirstAsync();
+
+      public static Task<T> FirstOrDefaultAsync<T>(this IObservable<T> source, TimeSpan timeout, T default_value = default) {
+         var cts = new CancellationTokenSource(timeout);
+         var main_task = source.FirstOrDefaultAsync().ToTask(cts.Token);
+         var result_task = main_task.ContinueWith(t => t.Status == TaskStatus.RanToCompletion ? t.Result : default_value);
+         return result_task;
+      }
+
+      /// <summary>
+      /// A less verbose way to call <see cref="Observable.FromEvent{Action{TEventArgs}, TEventArgs}(Action{Action{TEventArgs}}, Action{Action{TEventArgs}})"/>.
+      /// </summary>
+      public static IObservable<T> FromAction<T>(Action<T> event_source) =>
+         Observable.FromEvent<Action<T>, T>(cb => event_source += cb, cb => event_source -= cb);
+
+      public static IObservable<T> FromEvent<T>(Action<Action> add_handler, Action<Action> remove_handler, Func<T> selector) =>
+         Observable.Create<T>(o => {
+            callback();
+            add_handler(callback);
+            return Disposable.Create(() => remove_handler(callback));
+            void callback() => o.OnNext(selector());
+         });
+
+      public static IObservable<T> FromEventThrottle<T>(Action<Action<T>> add_handler, Action<Action<T>> remove_handler, TimeSpan throttle) =>
+         FromEventThrottle<T>(cb => {
+            add_handler(cb);
+            return Disposable.Create(() => remove_handler(cb));
+         }, throttle);
+
+      public static IObservable<T> FromEventThrottle<T>(Func<Action<T>, IDisposable> add_handler, TimeSpan throttle) =>
+         Observable.Create<T>(o => {
+            T last_value = default;
+            bool busy = false, dirty = false;
+            return add_handler(callback);
+            async void callback(T value) {
+               last_value = value;
+               if (busy) {
+                  dirty = true;
+               } else {
+                  busy = true;
+                  do {
+                     dirty = false;
+                     o.OnNext(last_value);
+                     await Task.Delay(throttle);
+                  } while (dirty);
+                  busy = false;
+               }
+            }
+         });
+
+
+      public static IObservable<TResult> FromEventThrottle<T, TResult>(Action<Action<T>> add_handler, Action<Action<T>> remove_handler, Func<T, TResult> selector, TimeSpan throttle) =>
+         FromEventThrottle(cb => {
+            add_handler(cb);
+            return Disposable.Create(() => remove_handler(cb));
+         }, selector, throttle);
+
+      public static IObservable<TResult> FromEventThrottle<T, TResult>(Func<Action<T>, IDisposable> add_handler, Func<T, TResult> selector, TimeSpan throttle) =>
+         Observable.Create<TResult>(o => {
+            T last_value = default;
+            bool busy = false, dirty = false;
+            return add_handler(callback);
+            async void callback(T value) {
+               last_value = value;
+               if (busy) {
+                  dirty = true;
+               } else {
+                  busy = true;
+                  do {
+                     var result = selector(last_value);
+                     dirty = false;
+                     o.OnNext(result);
+                     await Task.Delay(throttle);
+                  } while (dirty);
+                  busy = false;
+               }
+            }
+         });
+
+      public static IObservable<(TSource prev, TSource curr)> PairWithPrevious<TSource>(this IObservable<TSource> source) =>
+         PairWithPrevious(source, default);
+
+      public static IObservable<(TSource prev, TSource curr)> PairWithPrevious<TSource>(this IObservable<TSource> source, TSource default_value) =>
+         source.Scan<TSource, (TSource prev, TSource curr)>((default_value, default_value), (last, next) => (last.curr, next));
+
+      public static IObservable<T> RefCountReplay<T>(this IObservable<T> source, int buffer_size) {
+         if (buffer_size < 0) throw new ArgumentException("Buffer size is less than zero.", nameof(buffer_size));
+         if (buffer_size == 0) return source.Publish().RefCount();
+         int num_subscribers = 0;
+         ReplaySubject<T> replay = new ReplaySubject<T>(buffer_size);
+         IDisposable source_sub = null;
+         return Observable.Create<T>(o => {
+            if (Interlocked.Increment(ref num_subscribers) == 1)
+               source_sub = source.Subscribe(replay.OnNext);
+            IDisposable sub = replay.Subscribe(o);
+            return Disposable.Create(() => {
+               sub.Dispose();
+               if (Interlocked.Decrement(ref num_subscribers) == 0)
+                  source_sub.Dispose();
+            });
+         });
+      }
+
+      /// <summary>
+      /// Uses each element of a source observable to create an inner observable of <typeparamref name="TResult"/>, unlike <see cref="Observable.SelectMany{TSource, TResult}(IObservable{TSource}, Func{TSource, IObservable{TResult}})"/>,
+      /// each inner sequence is terminated when the next one begins.
+      /// <para/>In other words, observers are notified by the inner observerables in &quot;series,&quot; rather than &quot;parallel.&quot; 
+      /// </summary>
+      /// <typeparam name="TSource">The type of elements in the source (outer) sequence.</typeparam>
+      /// <typeparam name="TResult">The type of elements in the inner sequences.</typeparam>
+      /// <param name="source">A sequence of elements to create a series of inner sequences.</param>
+      /// <param name="select_next">A function to create an inner sequence.</param>
+      /// <returns>An IDisposable object used to unsubscribe from the source (outer) sequence, and the latest inner sequence.</returns>
+      public static IObservable<TResult> SelectManyInSeries<TSource, TResult>(this IObservable<TSource> source, Func<TSource, IObservable<TResult>> select_next) =>
+         Observable.Create<TResult>(o => {
+            object locker = new object();
+            bool is_disposed = false;
+            IDisposable inner_sub = null;
+            IDisposable outer_sub = source.Subscribe(on_outer);
+            return Disposable.Create(dispose);
+            // local methods
+            void on_outer(TSource value) {
+               lock (locker) {
+                  if (!is_disposed) {
+                     inner_sub?.Dispose();
+                     inner_sub = select_next(value)?.Subscribe(o.OnNext);
+                  }
+               }
+            }
+            void dispose() {
+               IDisposable temp_outer_sub = null, temp_inner_sub = null;
+               lock (locker) {
+                  is_disposed = true;
+                  temp_outer_sub = outer_sub;
+                  outer_sub = null;
+                  temp_inner_sub = inner_sub;
+                  inner_sub = null;
+               }
+               temp_outer_sub?.Dispose();
+               temp_inner_sub?.Dispose();
+            }
+         });
+
+      public static IObservable<T> StartWith<T>(this IObservable<T> source, Func<T> get_value) =>
+         Observable.Create<T>(o => {
+            o.OnNext(get_value());
+            return source.Subscribe(o);
+         });
+
+      public static IObservable<T> StartWith<T>(this IObservable<T> source, Func<T> get_value, Func<bool> can_get_value) =>
+         Observable.Create<T>(o => {
+            if (can_get_value())
+               o.OnNext(get_value());
+            return source.Subscribe(o);
+         });
+
+      public static IDisposable Subscribe<T>(this IObservable<T> source, params IObserver<T>[] observers) {
+         return source.Subscribe(on_next, on_error, on_completed);
+         // local methods
+         void on_next(T value) {
+            for (int i = 0; i < observers.Length; i++)
+               observers[i].OnNext(value);
+         }
+         void on_error(Exception error) {
+            for (int i = 0; i < observers.Length; i++)
+               observers[i].OnError(error);
+         }
+         void on_completed() {
+            for (int i = 0; i < observers.Length; i++)
+               observers[i].OnCompleted();
+         }
+      }
+
+      /// <summary>
+      /// An inner subscription is made for each value in the source sequence using the specified delegate (<paramref name="subscribe_value"/>).
+      /// When a new value arrives, the subscription for the previous value is disposed before <paramref name="subscribe_value"/> is invoked with the new value.
+      /// </summary>
+      /// <typeparam name="T">The type of elements in the source sequence.</typeparam>
+      /// <param name="source">A sequence of elements to invoke a subscribe function on.</param>
+      /// <param name="subscribe_value">A function used to subscribe each source element.</param>
+      /// <returns>An IDisposable object used to unsubscribe from the source sequence, and dispose the latest value subscription.</returns>
+      public static IDisposable SubscribeEach<T>(this IObservable<T> source, Func<T, IDisposable> subscribe_value) {
+         IDisposable value_sub = null;
+         IDisposable source_sub = source.Subscribe(on_source);
+         return Disposable.Create(dispose);
+         // local methods
+         void on_source(T value) {
+            Disposable.dispose(ref value_sub);
+            value_sub = subscribe_value(value);
+         }
+         void dispose() {
+            Disposable.dispose(ref source_sub);
+            Disposable.dispose(ref value_sub);
+         }
+      }
+
+      // was sick of this scenario: observable_source.Select(enumerable => enumerable.FirstOrDefault(where)).Where(val => val != null)
+      // with structs it was even more annoying because they can't be null
+      public static IObservable<TResult> TrySelect<T, TResult>(this IObservable<T> source, Func<T, (TResult result, bool success)> try_select) =>
+         source.Select(try_select).Where(ts => ts.success).Select(ts => ts.result);
+   }
+}

src/client/spark_core/utils/OptionalNullable.cs

@@ -0,0 +1,15 @@
+namespace bts.utils {
+   // Mainly used as an optional override of nullable data arg.
+   //    Explanation: the 'with' method pattern typically interprets null args to mean "keep the existing value."
+   //    However, this makes it impossible for the caller to overwrite an existing value with null.
+   //    This struct is designed (or at least was originally) to address this use-case.
+   //    It is analagous to escape chars.
+   readonly struct OptionalNullable<T> where T : struct {
+      public OptionalNullable(T? value) => this.value = value;
+
+      public T? value { get; }
+
+      public static implicit operator OptionalNullable<T>(T? value) =>
+         new OptionalNullable<T>(value);
+   }
+}

src/client/spark_excel/ExcelAddin.cs

@@ -0,0 +1,89 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using System.Reflection;
+
+using System.IO;
+using System.Security.Policy;
+using System.Diagnostics;
+
+using ExcelDna.Integration;
+using ExcelDna.IntelliSense;
+using ExcelDna.Logging;
+
+namespace bts.excel
+{
+   public class TestMethod
+   {
+      [ExcelFunction]
+      static public string bts_excel_test_string(string x) { return "Hello " + x; }
+      [ExcelFunction]
+      static public object bts_excel_test_int(int x) { return x; }
+      [ExcelFunction]
+      static public object bts_excel_test_long(long x) { return x; }      
+   }
+
+   [System.Runtime.InteropServices.ComVisible(true)]
+   public class ContextTeardown : ExcelComAddIn
+   {
+      private api.core.ServiceContext _context;
+      public ContextTeardown(api.core.ServiceContext context)
+      {
+         _context = context;
+      }
+      //This is called on application shutdown
+      public override void OnBeginShutdown(ref Array custom)
+      {
+         _context.Dispose();
+         _context = null;
+      }
+   }
+
+   [System.Runtime.InteropServices.ComVisible(true)]
+   public class ExcelAddin : IExcelAddIn
+   {
+      public void AutoClose() 
+      {
+         //don't do anything here, it's only called when the addin is removed, not on shutdown
+         IntelliSenseServer.Uninstall();
+      }
+      public void AutoOpen() //This is called on EXCEL startup, when the addin is loaded
+      {
+         Trace.Listeners.Add(new LogDisplayTraceListener("bts"));
+         IntelliSenseServer.Install();
+         ExcelIntegration.RegisterUnhandledExceptionHandler(ex => ex.ToString());
+
+         load_assemblies();
+         ExcelComAddInHelper.LoadComAddIn(new ContextTeardown(APIDispatch.service_context.Value));         
+      }
+
+      private void load_assemblies()
+      {
+         var config = System.Configuration.ConfigurationManager.AppSettings["load_assemblies"];
+         if (config != null)
+         {
+            var asses = config.Split(new char[] { ';', ',', ' ' }, StringSplitOptions.RemoveEmptyEntries);
+            foreach (var ass in asses)
+               Utilities.bts_load_assembly(ass);
+         }
+      }
+
+      public static void calculate_full_rebuild()
+      {
+         object app = ExcelDnaUtil.Application;
+         var mi = app?.GetType().GetMethod("CalculateFullRebuild", BindingFlags.Instance | BindingFlags.Public);
+         if(mi != null)
+            mi.Invoke(app, null);
+      }
+
+      public static void calculate_full()
+      {
+         object app = ExcelDnaUtil.Application;
+         var mi = app?.GetType().GetMethod("CalculateFull", BindingFlags.Instance | BindingFlags.Public);
+         if (mi != null)
+            mi.Invoke(app, null);
+      }      
+   }
+}

src/client/spark_excel/Properties/AssemblyInfo.cs

@@ -0,0 +1,17 @@
+using System.Reflection;
+using System.Runtime.CompilerServices;
+using System.Runtime.InteropServices;
+
+[assembly: InternalsVisibleTo("spark")]
+[assembly: InternalsVisibleTo("spark_core")]
+[assembly: InternalsVisibleTo("sparkcmd")]
+[assembly: InternalsVisibleTo("spark_test")]
+
+
+// Setting ComVisible to false makes the types in this assembly not visible
+// to COM components.  If you need to access a type in this assembly from
+// COM, set the ComVisible attribute to true on that type.
+[assembly: ComVisible(false)]
+
+// The following GUID is for the ID of the typelib if this project is exposed to COM
+[assembly: Guid("b319f835-7390-47e5-8093-461ed0dfce63")]

src/client/spark_excel/Properties/ExcelDna.Build.props

@@ -0,0 +1,49 @@
+<?xml version="1.0" encoding="utf-8"?>
+<!-- <Project xmlns="http://schemas.microsoft.com/developer/msbuild/2003" DefaultTargets="ExcelDnaProps"> -->
+<Project xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
+<!--
+  If you change properties in this file, they may not come into effect until you:
+     * Rebuild the solution/project
+
+     or
+
+     * Close Visual Studio
+     * Delete .vs folder, if exists
+     * Delete ProjectName.csproj.user (or equivalent for VB, F#, etc.), if exists
+     * Delete SolutionName.suo, if exists
+     * Open your solution/project again in Visual Studio
+  -->
+
+  <!--
+    Configuration properties for building .dna files
+  -->
+  <PropertyGroup>
+    <!--
+      Enable/Disable automatic generation of platform-specific versions of .dna files
+    -->
+    <ExcelDnaCreate32BitAddIn Condition="'$(ExcelDnaCreate32BitAddIn)' == ''">false</ExcelDnaCreate32BitAddIn>
+    <ExcelDnaCreate64BitAddIn Condition="'$(ExcelDnaCreate64BitAddIn)' == ''">true</ExcelDnaCreate64BitAddIn>
+
+    <!--
+      Define the suffix used for each platform-specific file e.g. MyAddIn64.dna
+    -->
+    <ExcelDna32BitAddInSuffix Condition="'$(ExcelDna32BitAddInSuffix)' == ''"></ExcelDna32BitAddInSuffix>
+    <ExcelDna64BitAddInSuffix Condition="'$(ExcelDna64BitAddInSuffix)' == ''">64</ExcelDna64BitAddInSuffix>
+  </PropertyGroup>
+
+  <!--
+    Configuration properties for packing .dna files
+  -->
+  <PropertyGroup>
+    <!--
+      Enable/Disable packing of .dna files
+    -->
+    <RunExcelDnaPack Condition="'$(RunExcelDnaPack)' == ''">true</RunExcelDnaPack>
+
+    <!--
+      Suffix used for packed .xll files e.g. MyAddIn-packed.xll
+    -->
+    <ExcelDnaPackXllSuffix Condition="'$(ExcelDnaPackXllSuffix)' == ''">-packed</ExcelDnaPackXllSuffix>
+  </PropertyGroup>
+</Project>
+

src/client/spark_excel/extensions/EnumParser.cs

@@ -0,0 +1,25 @@
+using System;
+using System.Linq;
+
+namespace bts.excel.extensions
+{
+   public static class EnumParser
+   {
+      public static T ToEnum<T>(this string val, T default_val = default(T)) where T : struct, IConvertible, IComparable
+      {
+         val = val ?? string.Empty;
+         T eval;
+         if (!Enum.TryParse(val, true, out eval))
+         {
+            string[] names = Enum.GetNames(typeof(T));
+            val = names.FirstOrDefault(x => x.ToLower().Contains(val));
+            if(val != null)
+               Enum.TryParse(val, true, out eval);
+               
+            if (eval.CompareTo(default(T)) == 0 && default_val.CompareTo(default(T)) != 0)
+               eval = default_val;
+         }         
+         return eval;
+      }
+   }
+}

src/client/spark_excel/extensions/OrderService_Excel.cs

@@ -0,0 +1,185 @@
+using System;
+using System.Collections.Concurrent;
+using System.Collections.Generic;
+using System.Linq;
+using ExcelDna.Integration;
+using ExcelDna.Integration.Rtd;
+using ExcelDna.Registration.Utils;
+
+using bts.api.admin;
+using bts.excel;
+using bts.excel.extensions;
+using bts.excel.rtd;
+using Newtonsoft.Json;
+
+
+namespace bts.api.orderman
+{
+   public partial class OrderService_Excel 
+   {
+      readonly static Lazy<user.AuthService> _users = new Lazy<user.AuthService>(() => Locator.locate<user.AuthService>(), true);
+      readonly static Lazy<admin.AdminService> _admin = new Lazy<admin.AdminService>(() => Locator.locate<admin.AdminService>(), true);
+
+      [ExcelFunction(Category = "BTS", Description = "Get All Accessible Accounts")]
+      async public static void spark_get_accounts(string login_token, ExcelAsyncHandle handle)
+      {
+         try
+         {
+            List<string> accts = new List<string>();
+            var admin = await _admin.Value.get_filtered_admin_data_async(new FilteredAdminDataRequest());
+            if (admin.success)
+            {
+               foreach (var acc in admin.value.Accounts)
+                  if(acc.IsPresent)
+                     accts.Add(acc.Name);
+            }
+            var res = Utilities.make_column_vector(accts.ToArray());
+            handle.SetResult(res);
+         }
+         catch (Exception ex)
+         {
+            handle.SetException(ex);
+         }
+      }
+
+      [ExcelFunction(Category = "BTS", Description = "Cancel an Order by Order ID", IsMacroType = true)]
+      public static object spark_orderservice_cancel_order(long order_id)
+      {
+         var resp = _service.Value.cancel_order(new Cancel() { OrderKey = Convert.ToUInt32(order_id) });
+         return parse_response(resp);
+      }
+
+      [ExcelFunction(Category = "BTS", Description = "Update an Order by Order ID", IsMacroType = true)]
+      public static object spark_orderservice_update_order(long order_id, double price, long quantity)
+      {
+         var resp = _service.Value.update_order(new Update() { OrderKey = Convert.ToUInt32(order_id), Price = price, Quantity = Convert.ToUInt32(quantity) });
+         return parse_response(resp);
+      }      
+
+      [ExcelFunction(Category = "BTS", Description = "Send an Order to Spark via security_key", IsMacroType = true)]
+      public static object spark_orderservice_send_order_key(
+         [ExcelArgument("Required. Only send the order if > last")] long local_order_id,
+         [ExcelArgument("Required. Security key")] long security_key,
+         [ExcelArgument("Required. Side BUY or SELL")] string side,
+         [ExcelArgument("Required. User")] string user,
+         [ExcelArgument("Required. Account")] string account,
+         [ExcelArgument("Required. Price")] double price,
+         [ExcelArgument("Required. Quantity")] long quantity,
+         [ExcelArgument("Required. OrderType (Limit, Stop, Stop_Limit, Iceberg) - Default Limit")] string order_type,
+         [ExcelArgument("OPTIONAL. Order Params JSON (\"stop_price\" : 51.88)")] string order_params = null,
+         
+         [ExcelArgument("OPTIONAL. (DAY,GTC,IOC) - Default DAY")] string time_in_force = null,
+         [ExcelArgument("OPTIONAL. (YES,NO) - Default YES")] string manual_order_indicator = null,
+         [ExcelArgument("OPTIONAL. (1,2,3,4) - Default 1")] string cti_code = null,
+         [ExcelArgument("OPTIONAL. (CUSTOMER,FIRM) - Default FIRM")] string customer_or_firm = null)
+      {
+         if (local_order_id <= _local_order_id)
+            return "local_order_id must be greater than " + _local_order_id;
+         Create cr = new Create();
+         cr.NewOrder = new OrderDefinition()
+         {
+            SecurityKey = Convert.ToUInt32(security_key),
+            Side = EnumParser.ToEnum<api.Side>(side),
+            TimeInForce = time_in_force.ToEnum<TimeInForce>(TimeInForce.Day),
+            ManualOrderIndicator = manual_order_indicator.ToEnum<ManualOrderIndicator>(ManualOrderIndicator.Yes),
+            CtiCode = cti_code.ToEnum<CTICode>(CTICode.CtiCode1),
+            CustomerOrFirm = customer_or_firm.ToEnum<CustomerOrFirm>(CustomerOrFirm.Firm),
+         };
+         cr.Price = price;
+         cr.Quantity = Convert.ToUInt32(quantity);         
+         
+         var btsuser = resolve_user(user);
+         if(btsuser == null)
+            return "Could not resolve user: " + user;
+         cr.NewOrder.User = btsuser.Name;
+         cr.NewOrder.UserId = btsuser.Id;
+         var btaccount = resolve_account(account);
+         if(btaccount == null)
+            return "Could not resolve account: " + account;
+         cr.NewOrder.Account = btaccount.Name;
+         cr.NewOrder.AccountId = btaccount.Id;
+         cr.NewOrder.CustomDef = custom_def(order_type, order_params);
+         if(cr.NewOrder.CustomDef == null || cr.NewOrder.CustomDef.CustomCase == CustomOrderDefinition.CustomOneofCase.None)
+            return "Could not parse order_type and/or order_params info";
+
+         var resp = _service.Value.create_order(cr);
+         _local_order_id = local_order_id;
+         return parse_response(resp, true);
+      }
+
+      private static object parse_response(Response resp, bool show_vertically = false)
+      {
+         object[,] response_cells = new JsonFormatter(resp).format(false);
+         if(show_vertically)
+            response_cells = bts.excel.Utilities.transpose_keep_dimension(response_cells);
+         return response_cells;
+      }
+
+      static Lazy<AdminData> _admin_data = new Lazy<AdminData>(() => _admin.Value.get_admin_data(new VoidMessage()), true);
+      static BTSUser resolve_user(string username)
+      {         
+         var user = _admin_data.Value.Users.FirstOrDefault(x => username != null ? x.Name.ToLowerInvariant() == username.ToLowerInvariant() : true);
+         return user;
+      }
+
+      static BTSAccount resolve_account(string acctname)
+      {
+         var acc = _admin_data.Value.Accounts.FirstOrDefault(x => x.Name.ToLowerInvariant() == acctname.ToLowerInvariant());
+         return acc;
+      }      
+
+      static CustomOrderDefinition custom_def(string order_type, string order_params)
+      {
+         var member = ReflectionExtensions.get_fields_or_properties(typeof(CustomOrderDefinition))
+            .Where(x => x.Name.ToLower() == order_type.ToLower()).FirstOrDefault();
+         if (member != null)
+         {
+            var mi = member.member_type();
+            var instance = APIDispatch.generate_imessage(mi, order_params, false);
+            var cust = new CustomOrderDefinition();
+            ReflectionExtensions.set_value(member, cust, instance);
+            return cust;
+         }
+         else
+            return null;
+      }
+
+      static long _local_order_id = 0;
+
+      [ExcelFunction(Category = "BTS", Description = "Send an Order to Spark via security_key", IsMacroType = true)]
+      public static object spark_orderservice_send_order(
+         [ExcelArgument("Required. Only send the order if > last")] long local_order_id,
+         [ExcelArgument("Required. Exchange (GLBX,SIM)")] string exchange,
+         [ExcelArgument("Required. Security Desc (ZNZ9 or ZNZ9-ZNH0)")] string security_desc,
+         [ExcelArgument("Required. Side BUY or SELL")] string side,
+         [ExcelArgument("Required. User")] string user,
+         [ExcelArgument("Required. Account")] string account,
+         [ExcelArgument("Required. Price")] double price,
+         [ExcelArgument("Required. Quantity")] long quantity,
+         [ExcelArgument("Required. OrderType (Limit, Stop, Stop_Limit, Iceberg) - Default Limit")] string order_type,
+         [ExcelArgument("OPTIONAL. Order Params JSON (\"stop_price\" : 51.88)")] string order_params = null,
+        
+         [ExcelArgument("OPTIONAL. (DAY,GTC,IOC) - Default DAY")] string time_in_force = null,
+         [ExcelArgument("OPTIONAL. (YES,NO) - Default YES")] string manual_order_indicator = null,
+         [ExcelArgument("OPTIONAL. (1,2,3,4) - Default 1")] string cti_code = null,
+         [ExcelArgument("OPTIONAL. (CUSTOMER,FIRM) - Default FIRM")] string customer_or_firm = null)
+      {
+         if (local_order_id <= _local_order_id)
+            return "local_order_id must be greater than " + _local_order_id;
+         Venue ven;
+         if (!Utilities.parse_venue(exchange, out ven))
+            return "Can't Parse Exchange: " + (exchange ?? string.Empty);
+
+         uint key;
+         if (MDSubscribe.market_data(ven).lookup_security_key_from_desc(security_desc, out key))
+         {
+            return spark_orderservice_send_order_key(local_order_id, (long)key, side, user, account, price, quantity, order_type, order_params,
+                                                     time_in_force, manual_order_indicator, cti_code, customer_or_firm);
+         }
+         else
+         {
+            return "Can't find security desc " + security_desc;
+         }
+      }
+   }
+}

src/client/spark_excel/extensions/ReflectionExtensions.cs

@@ -0,0 +1,108 @@
+using System;
+using System.Collections.Generic;
+using System.Linq;
+using System.Text;
+using System.Threading.Tasks;
+using System.Reflection;
+
+namespace bts.excel.extensions
+{
+   public static class ReflectionExtensions
+   {
+      public static void set_value(this MemberInfo info, object target, object value)
+      {
+         if (info is FieldInfo)
+            ((FieldInfo)info).SetValue(target, value);
+         else if (info is PropertyInfo)
+            ((PropertyInfo)info).SetValue(target, value);
+      }
+
+      public static object get_value(this MemberInfo info, object target)
+      {
+         if (info is FieldInfo)
+            return ((FieldInfo)info).GetValue(target);
+         else if (info is PropertyInfo)
+            return ((PropertyInfo)info).GetValue(target);
+         else
+            return null;
+      }
+
+      public static MemberInfo[] get_fields_or_properties(this Type t)
+      {
+         MemberInfo[] mi = t.GetMembers(BindingFlags.Instance | BindingFlags.Public
+            | BindingFlags.NonPublic).Where(m => (m.MemberType == MemberTypes.Field || m.MemberType == MemberTypes.Property)).ToArray();
+         return mi;
+      }
+
+      public static MemberInfo[] get_fields(this Type t)
+      {
+         MemberInfo[] mi = t.GetMembers(BindingFlags.Instance | BindingFlags.Public
+            | BindingFlags.NonPublic).Where(m => (m.MemberType == MemberTypes.Field)).ToArray();
+         return mi;
+      }
+
+      public static MemberInfo[] get_properties(this Type t)
+      {
+         MemberInfo[] mi = t.GetMembers(BindingFlags.Instance | BindingFlags.Public
+            | BindingFlags.NonPublic).Where(m => (m.MemberType == MemberTypes.Property)).ToArray();
+         return mi;
+      }
+
+      public static MemberInfo get_field_or_property(this Type t, string name)
+      {
+         MemberInfo[] mi = t.GetMembers(BindingFlags.Instance | BindingFlags.Public | BindingFlags.NonPublic)
+            .Where(m => (m.MemberType == MemberTypes.Field || m.MemberType == MemberTypes.Property))
+            .Where(m => (m.Name == name))
+            .ToArray();
+         if (mi != null && mi.Length > 0)
+            return mi[0];
+         else
+            return null;
+      }
+
+      public static MemberInfo get_static_field_or_property(this Type t, string name)
+      {
+         MemberInfo[] mi = t.GetMembers(BindingFlags.Static | BindingFlags.Public | BindingFlags.NonPublic)
+            .Where(m => (m.MemberType == MemberTypes.Field || m.MemberType == MemberTypes.Property))
+            .Where(m => (m.Name == name))
+            .ToArray();
+         if (mi != null && mi.Length > 0)
+            return mi[0];
+         else
+            return null;
+      }
+
+      public static MemberInfo[] search_field_or_property(this Type t, Func<MemberInfo, bool> criteria)
+      {
+         MemberInfo[] mi = t.GetMembers(BindingFlags.Instance | BindingFlags.Public | BindingFlags.NonPublic)
+            .Where(m => (m.MemberType == MemberTypes.Field || m.MemberType == MemberTypes.Property))
+            .Where(criteria)
+            .ToArray();
+         if (mi != null && mi.Length > 0)
+            return mi;
+         else
+            return new MemberInfo[0];
+      }
+
+
+      public static Type member_type(this MemberInfo info)
+      {
+         if (info is FieldInfo)
+            return ((FieldInfo)info).FieldType;
+         else if (info is PropertyInfo)
+            return ((PropertyInfo)info).PropertyType;
+         else
+            return null;
+      }
+
+      public static MethodInfo[] find_method(this Type t, Func<MethodInfo, bool> criteria)
+      {
+         var mi = t.GetMethods(BindingFlags.Instance | BindingFlags.Public | BindingFlags.NonPublic)
+            .Where(criteria).ToArray();
+         if (mi != null && mi.Length > 0)
+            return mi;
+         else
+            return new MethodInfo[0];
+      }
+   }
+}

src/client/spark_excel/packages.config

@@ -0,0 +1,5 @@
+<?xml version="1.0" encoding="utf-8"?>
+<packages>
+  <package id="ExcelDna.AddIn" version="0.34.6" targetFramework="net471" />
+  <package id="ExcelDna.Integration" version="0.34.6" targetFramework="net471" />
+</packages>

src/client/spark_excel/rtd/APIRTDServer.cs

@@ -0,0 +1,127 @@
+using System;
+using System.Collections.Generic;
+using System.Collections.Concurrent;
+using System.Linq;
+
+using ExcelDna.Integration;
+using ExcelDna.Integration.Rtd;
+using bts.excel.extensions;
+using bts.api.core;
+using bts.api;
+using bts.api.md;
+using System.Reactive.Linq;
+
+namespace bts.excel.rtd
+{
+   [System.Runtime.InteropServices.ComVisible(true)]
+   public class APIRTDServer : ExcelRtdServer
+   {
+      readonly Dictionary<int, IObservable<object>> _subs = new Dictionary<int, IObservable<object>>();
+      readonly List<IDisposable> _disps = new List<IDisposable>();      
+      readonly static ConcurrentDictionary<string, object> data_store = new ConcurrentDictionary<string, object>();      
+      public APIRTDServer()
+      {
+      }
+
+      static public bool retrieve(string key, out object data)
+      {
+         return data_store.TryGetValue(key, out data);
+      }
+
+      protected override bool ServerStart() { return true; }
+      protected override void ServerTerminate() { }
+
+      protected override ExcelRtdServer.Topic CreateTopic(int topicId, IList<string> topicInfo)
+      {
+         string[] tagvals = new string[topicInfo.Count - 2];
+         Array.Copy(topicInfo.ToArray(), 2, tagvals, 0, tagvals.Length);
+         var bt = new APITopic(this, topicId, topicInfo[0], topicInfo[1], tagvals);
+         return bt;
+      }
+
+      protected override object ConnectData(Topic topic, IList<string> topicInfo, ref bool newValues)
+      {
+         //return ExcelErrorUtil.ToComError(ExcelError.ExcelErrorNA);
+         newValues = true;
+         TopicBase bt = (TopicBase)topic;
+         IObservable<object> obs = null;         
+         try
+         {
+            string error = subscribe(bt, out obs);
+            if (obs == null)
+               return error;
+            _subs[topic.TopicId] = obs;
+         }
+         catch (Exception e)
+         {
+            return "PLEASE RESUBSCRIBE! Error: " + e.ToString();
+         }
+         _disps.Add(obs.Subscribe((data) =>
+            {
+               string gstring = bt.id.ToString();
+
+               data_store[gstring] = data;
+               bt.UpdateValue(gstring);
+               bt.UpdateNotify();
+            },
+            (error) =>
+            {
+               topic.UpdateValue(error.ToString());
+            },
+            () => { }));
+         return ExcelErrorUtil.ToComError(ExcelError.ExcelErrorNA); //success!
+      }
+
+      protected override void DisconnectData(ExcelRtdServer.Topic topic)
+      {
+         IObservable<object> sub;
+         if (_subs.TryGetValue(topic.TopicId, out sub))
+         {
+            IDisposable disp = sub as IDisposable;
+            if (disp != null)
+               disp.Dispose();
+            _subs.Remove(topic.TopicId);
+         }
+      }
+
+      protected override int Heartbeat()
+      {
+         return base.Heartbeat();
+      }
+
+
+      string subscribe(TopicBase topic, out IObservable<object> stream)
+      {
+         if(topic is APITopic apitopic)
+            return subscribe(apitopic, out stream);
+         else
+         {
+            stream = null;
+            return "Unknown Topic Type";
+         }
+      }
+
+      string subscribe(APITopic topic, out IObservable<object> stream)
+      {
+         stream = null;
+         if (topic.service_type == null)
+            return "Unknown ServiceType: " + topic.service_type_string;
+         if (topic.request_type == null)
+            return "Unknown MethodName: " + topic.method_name;
+
+         var service = APIDispatch.locate_service(topic.service_type);
+         var request = APIDispatch.generate_request(topic.service_type, topic.method_name, topic.parameters[0]);
+         if (service != null) //request can be null here
+         {
+            var subscription = APIDispatch.invoke_service_call(service, topic.method_name, request);
+            stream = subscription as IObservable<object>;
+            if (stream != null)
+            {
+               dynamic dtable = ObservableUpdateExtensions.Table((dynamic)subscription);
+               stream = dtable as IObservable<object>;
+            }
+         }
+         return string.Empty;
+      }  
+   }
+}

src/client/spark_excel/rtd/APITopic.cs

@@ -0,0 +1,78 @@
+using System;
+using System.Linq;
+
+using ExcelDna.Integration;
+using ExcelDna.Integration.Rtd;
+using bts.excel.extensions;
+using System.Reflection;
+
+namespace bts.excel.rtd
+{
+   class TopicBase : ExcelRtdServer.Topic
+   {
+      public Guid id { get; protected set; }
+
+      public TopicBase(ExcelRtdServer server, int topicid) : base(server, topicid)
+      {
+         id = Guid.NewGuid();
+      }
+   }
+
+   class APITopic : TopicBase
+   {      
+      public Type service_type { get; private set; }
+      public Type request_type { get; private set; }
+      public string method_name { get; private set; }
+      public string[] parameters { get; private set; }
+
+      public string service_type_string { get; private set; }
+      public const string topic_type = "api";
+
+      public APITopic(ExcelRtdServer server, int topicid,
+                      string serv_type, string methodname, string[] param) : base(server, topicid)
+      {
+         service_type_string = serv_type;
+         method_name = methodname;         
+         service_type = find_api_type(service_type_string, null, typeof(bts.api.core.IApiClient));
+         request_type = APIDispatch.find_request_type(service_type, method_name);
+         parameters = param;
+      }
+
+      Type find_api_type(string type, string assem_regex = null, Type assignable = null)
+      {
+         return Utilities.find_full_type_in_all_assemblies(type, assem_regex, assignable);
+      }
+
+      public override int GetHashCode()
+      {
+         var h = service_type?.GetHashCode() ^ request_type?.GetHashCode() ^ all_params().GetHashCode();
+         if (h.HasValue)
+            return h.Value;
+         else
+            return -1;
+      }
+
+      string all_params()
+      {
+         if (parameters != null)
+            return parameters.Aggregate((a, b) => a + b);
+         else
+            return string.Empty;
+      }
+
+
+
+      public override bool Equals(object obj)
+      {
+         APITopic top = (obj as APITopic);
+         if (top == null)
+            return false;
+         else
+         {
+            return top.service_type.Equals(this.service_type) &&
+               top.request_type.Equals(this.request_type) &&
+               top.all_params().Equals(this.all_params());
+         }
+      }
+   }
+}

src/client/spark_excel/rtd/DataParser.cs

@@ -0,0 +1,319 @@
+using System;
+using System.Collections.Generic;
+using System.Reflection;
+using System.Linq;
+using bts.excel.extensions;
+using System.Text.RegularExpressions;
+using bts.api.core;
+
+namespace bts.excel
+{
+   public class DataParser
+   {
+      private static Type analyze_type(Type type, out bool is_array)
+      {
+         Type element_type = type;
+         is_array = false;
+         if (element_type.IsArray)
+         {
+            is_array = true;
+            element_type = element_type.GetElementType();
+         }
+         return element_type;
+      }
+
+      public static bool supported_primitive(Type t)
+      {
+         bool dummy;
+         return supported_primitive(t, out dummy);
+      }
+
+      public static bool supported_primitive(Type t, out bool is_array)
+      {
+         is_array = t.IsArray;
+         if (is_array)
+            t = t.GetElementType();
+         return t.IsPrimitive || t.IsEnum || t == typeof(string) || t == typeof(DateTime);
+      }
+
+      public static bool excluded_member(MemberInfo s)
+      {
+         return s.Name.ToLower() == "extensionobject" ||
+                s.Name.ToLower() == "proto" ||
+                s.Name.ToLower() == "descriptor" ||
+
+                s.Name.Contains(".")
+            ;
+      }
+
+      private static void analyze_fields(Type element_type,
+                                         out List<MemberInfo> superduperfields, out List<MemberInfo> superfields, out List<MemberInfo> fields,
+                                         out List<string> superdupernames, out List<string> supernames, out List<string> names, out List<string> combined)
+      {
+         var members = ReflectionExtensions.get_fields_or_properties(element_type);
+         superduperfields = new List<MemberInfo>();
+         superfields = new List<MemberInfo>();
+         fields = new List<MemberInfo>();
+         superdupernames = new List<string>();
+         supernames = new List<string>();
+         names = new List<string>();
+         combined = new List<string>();
+         foreach (var r in members)
+         {
+            if (excluded_member(r))
+               continue;
+            if (supported_primitive(ReflectionExtensions.member_type(r)))
+            {
+               superduperfields.Add(r);
+               superdupernames.Add(r.Name);
+               superfields.Add(r);
+               supernames.Add(r.Name);
+               fields.Add(r);
+               names.Add(r.Name);
+               combined.Add(r.Name);
+            }
+            else
+            {
+               var sub = ReflectionExtensions.get_fields_or_properties(ReflectionExtensions.member_type(r));
+               foreach (var s in sub)
+               {
+                  if (excluded_member(s))
+                     continue;
+                  if (supported_primitive(ReflectionExtensions.member_type(s)))
+                  {
+                     superduperfields.Add(r);
+                     superdupernames.Add(r.Name);
+                     superfields.Add(r);
+                     supernames.Add(r.Name);
+                     fields.Add(s);
+                     names.Add(s.Name);
+                     combined.Add(r.Name + "." + s.Name);
+                  }
+                  else
+                  {
+                     var subsub = ReflectionExtensions.get_fields_or_properties(ReflectionExtensions.member_type(s));
+                     foreach (var ss in subsub)
+                     {
+                        if (excluded_member(ss) || !supported_primitive(ReflectionExtensions.member_type(ss)))
+                           continue;
+                        superduperfields.Add(r);
+                        superdupernames.Add(r.Name);
+                        superfields.Add(s);
+                        supernames.Add(s.Name);
+                        fields.Add(ss);
+                        names.Add(ss.Name);
+                        combined.Add(r.Name + "." + s.Name + "." + ss.Name);
+                     }
+                  }
+               }
+            }
+         }
+      }
+
+      static public object gather_data(Type type, object[,] data)
+      {
+         if (type == null)
+            return null;
+         bool is_array;
+         Type element_type = analyze_type(type, out is_array);
+
+         bool field_name_headers = true;
+         List<MemberInfo> superduperfields, superfields, fields;
+         List<string> superdupernames, supernames, names, combined;
+         analyze_fields(element_type, out superduperfields, out superfields, out fields,
+                                      out superdupernames, out supernames, out names, out combined);
+
+         int object_len = data.GetLength(1) - (field_name_headers ? 1 : 0);
+         Array objects = Array.CreateInstance(element_type, object_len);
+         for (int j = 0; j < objects.Length; j++)
+         {
+            object target = Activator.CreateInstance(element_type);
+            for (int zz = 0; zz < superduperfields.Count; zz++)
+            {
+               if (Regex.Matches(combined[zz], @"\.").Count == 2)
+                  ReflectionExtensions.set_value(superduperfields[zz], target, Activator.CreateInstance(ReflectionExtensions.member_type(superduperfields[zz])));
+            }
+            for (int z = 0; z < superfields.Count; z++)
+            {
+               if (combined[z].Contains("."))
+                  ReflectionExtensions.set_value(superfields[z], target, Activator.CreateInstance(ReflectionExtensions.member_type(superfields[z])));
+            }
+            for (int i = 0; i < data.GetLength(0); i++)
+            {
+               string name = data[i, 0].ToString();
+               int idx = combined.IndexOf(name);
+               if (idx < 0 || idx >= combined.Count)
+                  continue;
+
+               MemberInfo fi = fields[idx];
+               object val = val = data[i, j + (field_name_headers ? 1 : 0)];
+               val = read_data(ReflectionExtensions.member_type(fi), val);
+               int dotcount = Regex.Matches(combined[i], @"\.").Count;
+               if (dotcount == 2)
+               {
+                  object subsubtarget = ReflectionExtensions.get_value(superduperfields[i], target);
+                  if (subsubtarget != null)
+                  {
+                     object subtarget = ReflectionExtensions.get_value(superfields[i], subsubtarget);
+                     if (subtarget != null)
+                        ReflectionExtensions.set_value(fi, subtarget, val);
+                  }
+               }
+               else if (dotcount == 1)
+               {
+                  object subtarget = ReflectionExtensions.get_value(superfields[i], target);
+                  if (subtarget != null)
+                     ReflectionExtensions.set_value(fi, subtarget, val);
+               }
+               else if (dotcount == 0)
+                  ReflectionExtensions.set_value(fi, target, val);
+            }
+            objects.SetValue(target, j);
+         }
+
+         if (is_array)
+            return objects;
+         else if (objects.Length > 0)
+            return objects.GetValue(0);
+         else
+            return null;
+      }
+
+      public static object read_data(Type field_type, object val)
+      {
+         if (typeof(Array).IsAssignableFrom(field_type))
+            val = unstringify_array(val, field_type);
+         else if (field_type == typeof(DateTime))
+            val = DateTime.FromOADate(Convert.ToDouble(val));
+         else if (field_type.IsEnum)
+            val = Enum.Parse(field_type, val.ToString());
+         else
+            val = Convert.ChangeType(val, field_type);
+         return val;
+      }
+
+      public static Tuple<object[], object[]> key_value_tuple<T, TKey>(TableUpdate<T, TKey> source) where TKey : IEquatable<TKey>
+      {
+         return Tuple.Create(source.state.Keys.Cast<object>().ToArray(), source.state.Values.Cast<object>().ToArray());
+      }
+
+      public static object[,] scatter_data(object data, bool include_field_names = true, Type type_override = null)
+      {
+         if (data == null)
+            return null;
+
+         bool is_array;
+         Type type = type_override ?? data.GetType();
+         if (type.IsGenericType && type.GetGenericTypeDefinition().Equals(typeof(TableUpdate<,>)))
+         {
+            Tuple<object[], object[]> tup = key_value_tuple((dynamic)data);
+            return scatter_data(tup.Item2, include_field_names, tup.Item2.FirstOrDefault()?.GetType().MakeArrayType());
+         }
+         Type element_type = analyze_type(type, out is_array);
+
+         List<MemberInfo> superduperfields, superfields, fields;
+         List<string> superdupernames, supernames, names, combined;
+         analyze_fields(element_type, out superduperfields, out superfields, out fields,
+                                      out superdupernames, out supernames, out names, out combined);
+
+         Array the_data = (is_array) ? (Array)data : new object[] { data };
+         int len = the_data.GetLength(0);
+
+         var ret = new object[fields.Count, len + (include_field_names ? 1 : 0)];
+         for (int j = 0; j < ret.GetLength(1); j++)
+         {
+            for (int i = 0; i < ret.GetLength(0); i++)
+            {
+               object dat = "";
+               int dotcount = Regex.Matches(combined[i], @"\.").Count;
+               if (dotcount == 2)
+               {
+                  if (j == 0 && include_field_names)
+                     dat = combined[i];
+                  else
+                  {
+                     object subsub = ReflectionExtensions.get_value(superduperfields[i], the_data.GetValue(j - (include_field_names ? 1 : 0)));
+                     if (subsub != null)
+                     {
+                        object sub = ReflectionExtensions.get_value(superfields[i], subsub);
+                        if (sub != null)
+                           dat = ReflectionExtensions.get_value(fields[i], sub);
+                     }
+                  }
+               }
+               else if (dotcount == 1)
+               {
+                  if (j == 0 && include_field_names)
+                     dat = combined[i];
+                  else
+                  {
+                     object sub = ReflectionExtensions.get_value(superfields[i], the_data.GetValue(j - (include_field_names ? 1 : 0)));
+                     if (sub != null)
+                        dat = ReflectionExtensions.get_value(fields[i], sub);
+                  }
+               }
+               else if (dotcount == 0)
+               {
+                  if (j == 0 && include_field_names)
+                     dat = names[i];
+                  else
+                     dat = ReflectionExtensions.get_value(fields[i], the_data.GetValue(j - (include_field_names ? 1 : 0)));
+               }
+               else
+                  dat = "Unknown value: " + combined[i];
+               write_data(out ret[i, j], dat);
+            }
+         }
+         return ret;
+      }
+
+      public static void write_data(out object ret, object dat)
+      {
+         ret = dat;
+         if (dat is DateTime)
+            ret = ((DateTime)dat).ToOADate();
+         else if (dat is Enum)
+            ret = dat.ToString();
+         else if (dat is Array)
+         {
+            Array ary = (Array)dat;
+            ret = stringify_array(ary);
+         }
+      }
+
+      public static string stringify_array(Array array)
+      {
+         string stringify = "{ ";
+         int idx = 0;
+         foreach (object d in array)
+         {
+            object o;
+            write_data(out o, d);
+            stringify += o.ToString() + ((idx++ == array.Length - 1) ? string.Empty : ",");
+         }
+         stringify += " }";
+         return stringify;
+      }
+
+      public static Array unstringify_array(object val, Type field_type = null)
+      {
+         if (field_type == null)
+            field_type = typeof(string[]);
+
+         string[] data = val.ToString().Split(new char[] { ',', '{', '}' }, StringSplitOptions.RemoveEmptyEntries);
+         Type dt = field_type.GetElementType();
+         Array ary = Array.CreateInstance(dt, data.Length);
+         for (int i = 0; i < data.Length; i++)
+         {
+            object entry = null;
+            try
+            {
+               entry = read_data(dt, Convert.ChangeType(data[i], dt));
+            }
+            catch (FormatException) { }
+            ary.SetValue(entry, i);
+         }
+         return ary;
+      }
+   }
+}

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

@@ -0,0 +1,50 @@
+using System;
+using bts.md;
+
+namespace bts.excel.rtd
+{
+   class BookMDFormatter : IExcelFormatter
+   {
+      readonly IMDBook _update;
+      public BookMDFormatter(IMDBook upd)
+      {
+         _update = upd;
+      }
+
+      public object[,] format(bool include_headers = false)
+      {
+         return format(_update, include_headers);
+      }
+
+      static public object[,] format(IMDBook update, bool include_headers = false)
+      {
+         const int cols = 5;
+         const int rows = 30;
+         var ret = new object[rows, cols];
+         for (int i = 0; i < rows; i++)
+            for (int j = 0; j < cols; j++)
+               ret[i, j] = string.Empty;
+
+         if (update != null)
+         {
+            int idx = 0;
+            for (int j = update.asks.Count - 1; j >= 0 && idx < rows; j--)
+            {
+               var ask = update.asks[j];
+               ret[idx, 1] = ask.price;
+               ret[idx, 2] = ask.size;
+               idx++;
+            }
+            for (int j = 0; j < update.bids.Count && idx < rows; j++)
+            {
+               var bid = update.bids[j];
+               ret[idx, 1] = bid.price;
+               ret[idx, 0] = bid.size;
+               idx++;
+            }
+         }
+         return ret;
+      }
+   }
+
+}

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

@@ -0,0 +1,18 @@
+using System;
+using bts.md;
+
+namespace bts.excel.rtd
+{
+   class FormatterFactory
+   {
+      public static IExcelFormatter make_formatter(object data)
+      {
+         if(data is IMDBook upd)
+            return new BookMDFormatter(upd);
+         else
+         {
+            return new JsonFormatter(data);
+         }
+      }
+   }
+}

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

@@ -0,0 +1,9 @@
+using System;
+
+namespace bts.excel.rtd
+{
+   internal interface IExcelFormatter
+   {
+      object[,] format(bool include_headers = false);
+   }
+}

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

@@ -0,0 +1,143 @@
+using System;
+using System.Collections;
+using System.Collections.Generic;
+using System.Linq;
+using System.Reactive.Linq;
+using Google.Protobuf;
+using Newtonsoft.Json;
+using Newtonsoft.Json.Linq;
+using ExcelDna.Integration;
+
+namespace bts.excel.rtd
+{
+   class JsonFormatter : IExcelFormatter
+   {
+      private object _data;
+      static Google.Protobuf.JsonFormatter _protoformatter =
+         new Google.Protobuf.JsonFormatter(Google.Protobuf.JsonFormatter.Settings.Default.WithFormatDefaultValues(true));
+      public JsonFormatter(object data)
+      {
+         _data = data;
+      }
+
+      #region parser         
+      static IDictionary<string, object> parse_dictionary(object[,] range)
+      {
+         Dictionary<string, object> dict = new Dictionary<string, object>();
+         if (range.Rank > 1)
+         {
+            for (int i = 0; i < range.GetLength(0); i++)
+            {
+               for (int j = 1; j < range.GetLength(1); j++)
+                  dict[range.GetValue(i, 0).ToString()] = range.GetValue(i, j);
+            }
+         }
+         else
+         {
+            for (int j = 1; j < range.Length; j++)
+               dict[range.GetValue(0).ToString()] = range.GetValue(j);
+         }
+         return dict;
+      }
+
+      public static string parse_json(Type type, object[,] range)
+      {
+         var dict = parse_dictionary(range);
+         string str = JsonConvert.SerializeObject(dict);
+         return str;
+      }
+
+      public static object parse_json_object(Type type, object[,] range)
+      {
+         string json = parse_json(type, range);
+         var obj = JsonConvert.DeserializeObject(json);
+         return obj;
+      }
+      #endregion
+
+      public object[,] format(bool include_headers = false)
+      {
+         if (_data is IEnumerable iem)
+            return format_many(iem, include_headers);
+         else
+            return format_one(_data, include_headers);
+      }   
+
+      object[,] format_many(IEnumerable data, bool include_headers = false)
+      {
+         List<SortedDictionary<string, object>> res = new List<SortedDictionary<string, object>>();
+         foreach (var d in data)
+            res.Add(to_dictionary(d));
+         object[,] ret = fill_object_array(res, include_headers);
+         return ret;
+      }
+
+      object[,] format_one(object data, bool include_headers = false)
+      {                  
+         var d = to_dictionary(data);
+         object[,] ret = fill_object_array(new[] { d }, include_headers);
+         return ret;
+      }
+
+      SortedDictionary<string, object> to_dictionary(object data)
+      {
+         string json = null;
+         if(data is IMessage imsg)
+            json = _protoformatter.Format(imsg);
+         else
+            json = JsonConvert.SerializeObject(data);
+
+         JObject jo = JObject.Parse(json);
+         SortedDictionary<string, object> results = new SortedDictionary<string, object>();
+         parse_object(jo, results);
+         return results;
+      }
+
+      void parse_object(JObject jo, SortedDictionary<string, object> results)
+      {            
+         foreach (var kvp in jo)
+         {
+            if (kvp.Value is JArray jar) //arrays we'll just leave
+            {
+               for (int i = 0; i < jar.Count; i++)
+                  results[kvp.Key + "_" + i] = jar[i].ToString();
+            }
+            else if (kvp.Value is JValue jv)
+               results[kvp.Key] = jv.ToString();
+            else if (kvp.Value.HasValues)
+               parse_object((JObject)kvp.Value, results);
+         }         
+      }
+
+      object[,] fill_object_array(IEnumerable<SortedDictionary<string, object>> data, bool include_headers = false)
+      {
+         int count = 0;
+         SortedDictionary<string, string> keys = new SortedDictionary<string, string>();
+         foreach (var d in data)
+         {
+            count++;
+            foreach (var kv in d)
+               keys[kv.Key] = null;
+         }
+         object[,] ret = new object[count + (include_headers ? 1 : 0), keys.Count];
+         int r = 0, c = 0;
+         if (include_headers)
+         {
+            foreach (var k in keys.Keys)
+               ret[r, c++] = k;
+            r++;
+         }
+         foreach (var d in data)
+         {
+            c = 0;
+            foreach (var k in keys.Keys)
+            {
+               d.TryGetValue(k, out object val);
+               ret[r, c++] = val; //It found me!
+            }
+            r++;
+         }
+         return ret;
+      }
+   }
+}

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

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

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

@@ -0,0 +1,24 @@
+using System;
+using bts.md;
+
+namespace bts.excel.rtd
+{
+   class MiscMDFormatter : IExcelFormatter
+   {
+      readonly IMDMisc _update;
+      public MiscMDFormatter(IMDMisc upd)
+      {
+         _update = upd;
+      }
+
+      public object[,] format(bool include_headers = false)
+      {
+         return format(_update, include_headers);
+      }
+
+      static public object[,] format(IMDMisc update, bool include_headers = false)
+      {
+         return new object[0, 0];
+      }
+   }   
+}

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

@@ -0,0 +1,51 @@
+using System;
+using bts.md;
+
+namespace bts.excel.rtd
+{
+   class TopOfBookMDFormatter : IExcelFormatter
+   {
+      readonly IMDBook _update;
+      public TopOfBookMDFormatter(IMDBook upd)
+      {
+         _update = upd;
+      }
+
+      public object[,] format(bool include_headers = false)
+      {
+         return format(_update, include_headers);
+      }
+
+      static public object[,] format(IMDBook update, bool include_headers = false)
+      {
+         const int cols = 4;
+         const int rows = 1;
+         var ret = new object[rows, cols];
+         for (int i = 0; i < rows; i++)
+            for (int j = 0; j < cols; j++)
+               ret[i, j] = string.Empty;
+         
+         if (update != null)
+         {
+            int idx = 0;
+            for (int j = 0; j < update.asks.Count && idx < rows; j++)
+            {
+               var ask = update.asks[j];
+               ret[idx, 2] = ask.price;
+               ret[idx, 3] = ask.size;
+               idx++;
+            }
+            idx = 0;
+            for (int j = 0; j < update.bids.Count && idx < rows; j++)
+            {
+               var bid = update.bids[j];
+               ret[idx, 1] = bid.price;
+               ret[idx, 0] = bid.size;
+               idx++;
+            }
+         }
+         return ret;
+      }
+   }
+
+}