updating release notes

Ladder recenter no kb

doc/user/content/release_notes/_index.md

@@ -6,9 +6,14 @@ insert_anchor_links = "right"
 +++
 ## 2.14.0
 ### User Visible Changes  
+  - All ladders can now be recentered by (shift or alt) + double clicking over the Price column in a ladder
+  - Added a Max Order Quantity setting to the Safety Checks tab on the Ladder settings. This setting allows for a user-defined maximum order quantity.
+  - Added a Price Display Format setting to the Market Price and Size Display tab on the Ladder settings. This setting allows for price levels in the ladder to be displayed without a decimal separator.
+  - Synthetic instrument creation with 3 legs no longer defaults to butterfly quantites
 ### Bug Fixes
   - Fixed an issue where market transition were not observed by IAlgoOrder
   - Fixed a bug in error reporting
+  - Fixed a bug in the PnL window where specifying a certain grouping order would lead to a UI failure
 
 ## 2.13.0
 ### User Visible Changes  

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

@@ -357,19 +357,13 @@ namespace mbts.spark {
          if (leg_tuples.Count == 2) {
             _is_setting_price_mults = true;
             _price_mult_model.override_value(leg_tuples[1], -1);
-         } else if (leg_tuples.Count == 3) {
-            _is_setting_price_mults = true;
-            _price_mult_model.override_value(leg_tuples[1], -2);
-         }
+         } 
       }
 
       void _deduce_quantities() {
          if (leg_tuples.Count == 2) {
             _is_setting_quantities = true;
             _quantity_model.override_value(leg_tuples[1], -1);
-         } else if (leg_tuples.Count == 3) {
-            _is_setting_quantities = true;
-            _quantity_model.override_value(leg_tuples[1], -2);
          }
       }
 

src/client/spark/Modules/Trading/Ladder/LadderSettings.cs

@@ -249,6 +249,7 @@ namespace mbts.spark {
       const double _default_order_entry_panel_width = 110.0;
       const double _default_zoom_factor = 1.0;
       const bool _default_show_warn_on_cross = true;
+      const bool _default_enforce_max_clip = false;
       public static readonly IEqualityComparer<LadderSettings> profile_equality_comparer =
          EqualityComparer.Create<LadderSettings>(profile_equals);
       // this class is 100% mutable (there are literally 0 readonly members),
@@ -282,6 +283,7 @@ namespace mbts.spark {
          use_defaults = true;
          favorite_algos = new LadderFavoriteAlgosSettings(null, 2, null);
          show_warn_on_cross = _default_show_warn_on_cross;
+         enforce_max_clip = _default_enforce_max_clip;
       }
 
       public static LadderSettings Default {
@@ -347,6 +349,8 @@ namespace mbts.spark {
                zoom_factor = _default_zoom_factor,
                net_change = NetChangeTerms.None,
                mini_ob = new LadderMiniOrderBookSettings(bts.shell.orderbook.OrderBookStartupData.default_mini_grid.general),
+               max_clip = 0,
+               price_display_format = PriceDisplayFormat.Default,
             };
             rv.row_height = LadderRender.measure_row_height(rv);
             return rv;
@@ -365,6 +369,13 @@ namespace mbts.spark {
          Ticks
       }
 
+      public enum PriceDisplayFormat {
+         [Description("Default")]
+         Default,
+         [Description("Integer")]
+         Integer
+      }
+
       [ProtoMember(1)]
       public double row_height { get; set; }
       [ProtoMember(2)]
@@ -499,6 +510,15 @@ namespace mbts.spark {
       [ProtoMember(57)]
       public double left_panel_scroll_position { get; set; }
 
+      [ProtoMember(58), DefaultValue(_default_enforce_max_clip)]
+      public bool enforce_max_clip { get; set; }
+
+      [ProtoMember(59)]
+      public uint max_clip { get; set; }
+
+      [ProtoMember(60)]
+      public PriceDisplayFormat price_display_format { get; set; }
+
       public void sanitize() =>
          sanitize(this);
 
@@ -600,7 +620,10 @@ namespace mbts.spark {
          a.favorite_algos == b.favorite_algos &&
          a.net_change == b.net_change &&
          a.show_warn_on_cross == b.show_warn_on_cross &&
-         a.mini_ob == b.mini_ob;
+         a.mini_ob == b.mini_ob &&
+         a.enforce_max_clip == b.enforce_max_clip &&
+         a.max_clip == b.max_clip &&
+         a.price_display_format == b.price_display_format;
 
       public bool Equals(LadderSettings other) =>
          profile_equals(this, other) &&

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

@@ -29,7 +29,7 @@ using TextUtils = mbts.ui.utility.text.TextUtils;
 namespace mbts.spark {
    class LadderSettingsVM : DisposableViewModelBase, IWindowSettingsVM<LadderSettings>, IValueFactory<LadderSettings>, IObservable<LadderSettings>, ITemplateSelectorKey {
       readonly Property<LadderSettings.BadgeStyle> _badge_style;
-      readonly Property<uint> _alternate_order_size;
+      readonly Property<uint> _alternate_order_size, _max_clip;
       readonly DelegateProperty<double> _row_height;
       readonly UserProperty<AccountTuple?> _default_account;
       readonly UserProperty<AlgoDefinitionVM> _default_algo;
@@ -41,8 +41,9 @@ namespace mbts.spark {
       AlgoID? _desired_algo;
       TimeInForce _default_time_in_force;
       LadderSettings.NetChangeTerms _price_format;
+      LadderSettings.PriceDisplayFormat _price_display_format;
       double _order_entry_panel_width, _zoom_factor;
-      bool _auto_clear, _show_warn_on_cross;
+      bool _auto_clear, _show_warn_on_cross, _enforce_max_clip;
       LadderSettings _current;
       LadderColumnSettingsVM
          _orders = new OrdersColumnSettingsVM(),
@@ -91,6 +92,7 @@ namespace mbts.spark {
          _alternate_order_size = backing<uint>(nameof(alternate_order_size));
          _default_account = user_backing<AccountTuple?>(nameof(default_account));
          _default_algo = user_backing<AlgoDefinitionVM>(nameof(default_algo));
+         _max_clip = backing<uint>(nameof(max_clip));
          // be sure to initialize backings before this measure_row_height call
          _row_height = backing(nameof(row_height), () => LadderRender.measure_row_height(get_result()));
          _orders.font_size_changed += on_font_size_changed;
@@ -166,7 +168,9 @@ namespace mbts.spark {
       public SimpleGridSettingsVM mini_ob { get; } = new SimpleGridSettingsVM(OrderBookGridSettingsManager.hard_column_flags);
       // price format
       public LadderSettings.NetChangeTerms price_format { get => _price_format; set => Set(ref _price_format, value); }
+      public LadderSettings.PriceDisplayFormat price_display_format { get => _price_display_format; set => Set(ref _price_display_format, value); }
       public IEnumerable<LadderSettings.NetChangeTerms> price_format_options => EnumHelper.get_values<LadderSettings.NetChangeTerms>();
+      public IEnumerable<LadderSettings.PriceDisplayFormat> price_display_format_options => EnumHelper.get_values<LadderSettings.PriceDisplayFormat>();
       // time in force
       public TimeInForce default_time_in_force { get => _default_time_in_force; set => Set(ref _default_time_in_force, value); }
       public IEnumerable<TimeInForce> time_in_force_options => EnumHelper.get_values_except(TimeInForce.Undefined);
@@ -182,6 +186,8 @@ namespace mbts.spark {
       public double zoom_factor { get => _zoom_factor; set => Set(ref _zoom_factor, value); }
       // safety checks
       public bool show_warn_on_cross { get => _show_warn_on_cross; set => Set(ref _show_warn_on_cross, value); }
+      public bool enforce_max_clip { get => _enforce_max_clip; set => Set(ref _enforce_max_clip, value); }
+      public uint max_clip { get => _max_clip.Value; set => _max_clip.Value = value; }
 
       // favorites
       public FavoriteAlgosVM favorite_algos_vm { get; }
@@ -354,8 +360,11 @@ namespace mbts.spark {
             _cancel_sells_visibility.show = settings.cancel_sells_visible;
             _cancel_all_visibility.show = settings.cancel_all_visible;
             price_format = settings.net_change;
+            price_display_format = settings.price_display_format;
             // safety checks
             show_warn_on_cross = settings.show_warn_on_cross;
+            enforce_max_clip = settings.enforce_max_clip;
+            max_clip = settings.max_clip;
          }
       }
 
@@ -428,8 +437,11 @@ namespace mbts.spark {
          clone.cancel_all_visible = _cancel_all_visibility.show;
          clone.zoom_slider_visible = _zoom_slider_visbility.show;
          clone.net_change = price_format;
+         clone.price_display_format = price_display_format;
          // safety checks
          clone.show_warn_on_cross = show_warn_on_cross;
+         clone.enforce_max_clip = enforce_max_clip;
+         clone.max_clip = max_clip;
          return clone;
       }
 

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

@@ -397,6 +397,8 @@ namespace mbts.spark {
       public uint volume_column_width { get => _volume_column_width.Value; set => _volume_column_width.set(value); }
       public uint alternate_order_size_from_settings => current_settings.alternate_order_size;
       public bool show_warn_on_cross_from_settings => current_settings.show_warn_on_cross;
+      public bool enforce_max_clip_from_settings => current_settings.enforce_max_clip;
+      public uint max_clip_from_settings => current_settings.max_clip;
       internal LadderModel model => _model;
       internal IObservable<LadderSettings> settings { get; }
 
@@ -447,6 +449,9 @@ namespace mbts.spark {
       public void key_down(KeyEventArgs e) {
          if (order_properties_vm == null)
             return;
+         if (KeyboardExtensions.IsDown(Key.Space)) {
+            _bus?.post(SparkTags.RequestRecenterLadder, null);
+         }
          // the ctrl modifier requirement helps avoid keyboard-input collisions w/ algo-templates popup
          if (!KeyboardExtensions.IsCtrlDown()) return;
          var new_algo = order_properties_vm.algo_definitions.FirstOrDefault(o => o.algo_root.key_match(e));
@@ -462,6 +467,10 @@ namespace mbts.spark {
          settings_invalidated?.Invoke();
       }
 
+      public void recenter_all_ladders() {
+         _bus?.post(SparkTags.RequestRecenterLadder, null);
+      }
+
       public Task send_order_async((double price, Side? side, MouseButton button) args) {
          if (order_properties_vm != null && args.button != MouseButton.Middle) {
             var size_from_alternate = args.button == MouseButton.Right;
@@ -470,6 +479,10 @@ namespace mbts.spark {
                   size_calculator.flash_error();
                } else {
                   uint size = size_from_alternate ? current_settings.alternate_order_size : (uint)Math.Abs(size_calculator.value ?? 0);
+                  // enforce max clip
+                  if (enforce_max_clip_from_settings && size > max_clip_from_settings) {
+                     size = max_clip_from_settings;
+                  }
                   return send_order_async(args.side.Value, size, args.price);
                }
             }

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

@@ -350,6 +350,17 @@ namespace mbts.spark {
             }
          } else if (_vm != null) {
             uint size = e.ChangedButton == MouseButton.Right ? _vm.alternate_order_size_from_settings : _vm.size_calculator.value ?? 0;
+            
+            // does the size violate the local max clip
+            if (_vm.enforce_max_clip_from_settings && size > _vm.max_clip_from_settings) {
+               // note this size is only used for the cross market message, not the actual order command
+               size = _vm.max_clip_from_settings;
+               // only update the calculator value when it's a standard left-click order
+               if (e.ChangedButton == MouseButton.Left) {
+                  _vm.size_calculator.value = _vm.max_clip_from_settings;
+               }
+            }
+
             // if warning enabled && (buy above opposite inside market || ask below opposite inside market)
             // when 1-sided market, _get_top_price will return NaN, and so the price comparison is false
             // meaning show no warning == correct
@@ -479,8 +490,14 @@ namespace mbts.spark {
 
       protected override void OnMouseDoubleClick(MouseButtonEventArgs e) {
          var column = _column_for_point(e.GetPosition(this));
-         if (column.column_type == ColumnType.Price)
-            _scroll_to_center();
+         if (column.column_type == ColumnType.Price) {
+            if (Keyboard.IsKeyDown(Key.LeftShift) || Keyboard.IsKeyDown(Key.RightShift) ||
+               Keyboard.IsKeyDown(Key.LeftAlt) || Keyboard.IsKeyDown(Key.RightAlt)) {
+               _vm?.recenter_all_ladders();
+            } else {
+               _scroll_to_center();
+            }
+         }
       }
 
       #region Row Utility Methods
@@ -588,7 +605,8 @@ namespace mbts.spark {
                         _settings.row_height,
                         _price_list,
                         column.settings,
-                        security.ContractSpec);
+                        security.ContractSpec,
+                        _settings.price_display_format);
                   }
                   break;
                case ColumnType.Ask: render_market_col(_asks); break;
@@ -911,7 +929,7 @@ namespace mbts.spark {
          var prev_price_list = _price_list;
          _price_list = (!(_settings.net_change == LadderSettings.NetChangeTerms.None)) ?
             LadderRender.render_prices(_price_vis_tup.visual, _price_vis_tup.glyph_context, _mkt_break_lines.origin, _vm.md.settlement_price, _settings.net_change == LadderSettings.NetChangeTerms.Ticks, _row_count, _settings.row_height, _settings.price_column, security.ContractSpec) :
-            LadderRender.render_prices(_price_vis_tup.visual, _price_vis_tup.glyph_context, _mkt_break_lines.origin, _row_count, _settings.row_height, _settings.price_column, security.ContractSpec);
+            LadderRender.render_prices(_price_vis_tup.visual, _price_vis_tup.glyph_context, _mkt_break_lines.origin, _row_count, _settings.row_height, _settings.price_column, security.ContractSpec, _settings.price_display_format);
          _ordershost.update_settings(_price_list, _price_comparer, _settings.row_height, _settings.orders_column);
          if (prev_price_list != null) {
             // maintain previous visible price range if possible

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

@@ -40,6 +40,8 @@ namespace mbts.spark {
       // Note: the orders-column has a separate "row_padding" value: Badge.DefaultMargin
       // (see how it is incorporated in measure_row_height() below)
       public static readonly Thickness row_padding = new Thickness(6);
+      const string tick_separator_period = ".";
+      const string tick_separator_dash = "-";
 
       // IMPORTANT: this method ONLY WORKS if Badges use the BadgeRender.margin/border_thickness/padding values.
       // TODO: elminate the dependency on BadgeRender.margin/border_thickness/padding by integrating them into settings.
@@ -52,8 +54,11 @@ namespace mbts.spark {
       public static int index_of(double[] prices, double price, IComparer<double> comparer) =>
          Array.BinarySearch(prices, price, comparer);
 
-      public static GlyphRun format_text(string text, int row, double row_height, LadderColumnSettings settings, GlyphContext glyph_context) =>
-         glyph_context.get_glyph_run(text, settings.font_size, settings.width, row_height, HorizontalAlignment.Center, 0, VerticalAlignment.Center, row * row_height, true);
+      public static GlyphRun format_text(string text, int row, double row_height, LadderColumnSettings settings, GlyphContext glyph_context, LadderSettings.PriceDisplayFormat price_display_format = LadderSettings.PriceDisplayFormat.Default) =>
+         glyph_context.get_glyph_run(
+            // long term there is probably a better way to get rid of the separator, such as in the TickExtensions._format_tick
+            price_display_format == LadderSettings.PriceDisplayFormat.Integer ? text.Replace(tick_separator_period, string.Empty).Replace(tick_separator_dash, string.Empty) : text, 
+            settings.font_size, settings.width, row_height, HorizontalAlignment.Center, 0, VerticalAlignment.Center, row * row_height, true);
 
       public static double[] gen_prices(double mid, int row_count, ContractSpecificationImmutable spec) {
          // require odd number
@@ -79,10 +84,10 @@ namespace mbts.spark {
             result[i] = format_text(spec.format(prices[i], reference_price, format_in_tick_terms), i, row_height, settings, glyph_context));
          return result;
       }
-      public static GlyphRun[] format_prices(double[] prices, double row_height, LadderColumnSettings settings, GlyphContext glyph_context, ContractSpecificationImmutable spec) {
+      public static GlyphRun[] format_prices(double[] prices, double row_height, LadderColumnSettings settings, GlyphContext glyph_context, ContractSpecificationImmutable spec, LadderSettings.PriceDisplayFormat price_display_format) {
          var result = new GlyphRun[prices.Length];
          Parallel.For(0, prices.Length, i =>
-            result[i] = format_text(spec.format(prices[i]), i, row_height, settings, glyph_context));
+            result[i] = format_text(spec.format(prices[i]), i, row_height, settings, glyph_context, price_display_format));
          return result;
       }
 
@@ -104,9 +109,9 @@ namespace mbts.spark {
       }
 
       public static double[] render_prices(DrawingVisual price, GlyphContext glyph_context, double mid, int row_count, double row_height,
-         LadderColumnSettings settings, ContractSpecificationImmutable spec) {
+         LadderColumnSettings settings, ContractSpecificationImmutable spec, LadderSettings.PriceDisplayFormat price_display_format) {
          var dprices = gen_prices(mid, row_count, spec);
-         render_prices(price, glyph_context, row_count, row_height, dprices, settings, spec);
+         render_prices(price, glyph_context, row_count, row_height, dprices, settings, spec, price_display_format);
          return dprices;
       }
 
@@ -122,10 +127,10 @@ namespace mbts.spark {
          }
       }
 
-      public static void render_prices(DrawingVisual price, GlyphContext glyph_context, int row_count, double row_height, double[] dprices, LadderColumnSettings settings, ContractSpecificationImmutable spec) {
+      public static void render_prices(DrawingVisual price, GlyphContext glyph_context, int row_count, double row_height, double[] dprices, LadderColumnSettings settings, ContractSpecificationImmutable spec, LadderSettings.PriceDisplayFormat price_display_format) {
          var foreground = settings.foreground.rgb_brush();
          //var background = new SolidColorBrush(settings.background.rgb_color());
-         var fprices = format_prices(dprices, row_height, settings, glyph_context, spec);
+         var fprices = format_prices(dprices, row_height, settings, glyph_context, spec, price_display_format);
          using (var dc = price.RenderOpen())
          using (_draw_with_clip(dc, settings, row_height, row_count)) {
             //dc.DrawRectangle(background, null, new Rect(0, 0, settings.width, row_count * row_height));

src/client/spark/Modules/Trading/Ladder/View/LadderSettingsView.xaml

@@ -178,6 +178,14 @@
       <Setter Property="VerticalAlignment" Value="Bottom"/>
     </Style>
 
+    <Style x:Key="EnableDisableFeatureText" TargetType="TextBlock">
+      <Style.Triggers>
+        <Trigger Property="IsEnabled" Value="False">
+          <Setter Property="Foreground" Value="{StaticResource {x:Static SystemColors.GrayTextBrushKey}}"/>
+        </Trigger>
+      </Style.Triggers>
+    </Style>
+
     <u:KeyedTemplateSelector x:Key="LadderColumnTemplateSelector">
       <u:KeyedTemplateSelector.Default>
         <DataTemplate>
@@ -630,7 +638,11 @@
           <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush3}}"/>
           <ColumnDefinition Width="*"/>
         </Grid.ColumnDefinitions>
-        <GroupBox Header="Size Display" DataContext="{Binding size_display}" Padding="4"> 
+        <Grid.RowDefinitions>
+          <RowDefinition />
+          <RowDefinition />
+        </Grid.RowDefinitions>
+        <GroupBox Header="Size Display" DataContext="{Binding size_display}" Padding="4" Grid.Row="0" Grid.RowSpan="2"> 
           <Grid>
             <Grid.ColumnDefinitions>
               <ColumnDefinition Width="Auto"/>
@@ -710,6 +722,7 @@
         </GroupBox>
         <GroupBox
           Grid.Column="2"
+          Grid.Row="0"
           VerticalAlignment="Top"
           Header="Price Display"
           Visibility="{Binding is_synthetic, Converter={StaticResource NetChangeGroupBoxIsVisibleVisibilityConverter}}"
@@ -717,6 +730,15 @@
         >
           <c:RadioButtonsControl ItemsSource="{Binding price_format_options}" ItemTemplate="{StaticResource EnumDescriptionTemplate}" SelectedItem="{Binding price_format}"/>
         </GroupBox>
+        <GroupBox
+          Grid.Row="1"
+          Grid.Column="2"
+          VerticalAlignment="Stretch"
+          Header="Price Display Format"
+          Padding="4"
+        >
+          <c:RadioButtonsControl ItemsSource="{Binding price_display_format_options}" ItemTemplate="{StaticResource EnumDescriptionTemplate}" SelectedItem="{Binding price_display_format}"/>
+        </GroupBox>
       </Grid>
     </TabItem>
     <!-- Size Presets Tab-->
@@ -991,21 +1013,45 @@
       <Grid HorizontalAlignment="Left" Margin="6">
         <Grid.RowDefinitions>
           <RowDefinition Height="Auto"/>
+          <RowDefinition Height="Auto" />
           <RowDefinition Height="{Binding Source={StaticResource VerticalPush1}}"/>
           <RowDefinition Height="Auto"/>
         </Grid.RowDefinitions>
         <Grid.ColumnDefinitions>
           <ColumnDefinition Width="Auto"/>
+          <ColumnDefinition Width="Auto"/>
+          <ColumnDefinition Width="50"/>
           <ColumnDefinition Width="{Binding Source={StaticResource HorizontalPush3}}"/>
           <ColumnDefinition Width="*"/>
         </Grid.ColumnDefinitions>
-        <CheckBox Content="Warn on Market Cross" FlowDirection="RightToLeft" IsChecked="{Binding show_warn_on_cross}">
+        <!-- market cross -->
+        <CheckBox Name="warn" Grid.Column="0" FlowDirection="RightToLeft" IsChecked="{Binding show_warn_on_cross}">
           <CheckBox.Resources>
             <Style TargetType="{x:Type Path}">
               <Setter Property="FlowDirection" Value="LeftToRight"/>
             </Style>
           </CheckBox.Resources>
         </CheckBox>
+        <TextBlock Grid.Column="1"
+                   Style="{StaticResource EnableDisableFeatureText}"
+                   IsEnabled="{Binding ElementName=warn, Path=IsChecked}"
+                   Text="Warn on Market Cross" />
+        <!-- max order qty -->
+        <CheckBox Name="enforce_max_clip" Grid.Row="1" Grid.Column="0" FlowDirection="RightToLeft" IsChecked="{Binding enforce_max_clip}">
+          <CheckBox.Resources>
+            <Style TargetType="{x:Type Path}">
+              <Setter Property="FlowDirection" Value="LeftToRight"/>
+            </Style>
+          </CheckBox.Resources>
+        </CheckBox>
+        <TextBlock Grid.Row="1" Grid.Column="1"
+                   Style="{StaticResource EnableDisableFeatureText}"
+                   IsEnabled="{Binding ElementName=enforce_max_clip, Path=IsChecked}"
+                   MinWidth="{Binding ElementName=warn, Path=ActualWidth}"
+                   Text="Max Order Quantity"/>
+        <c:TickUpDownUInt Grid.Row="1" Grid.Column="2"
+                          IsEnabled="{Binding ElementName=enforce_max_clip, Path=IsChecked}"
+                          Value="{Binding max_clip}" />
       </Grid>
     </TabItem>
     <TabItem Header="Mini Order Book">

src/client/spark/Modules/Trading/PNL/Settings/VM/PNLSettingsVM.cs

@@ -1,220 +1,223 @@
-using bts.collections;
-using bts.utils;
-using mbts;
-using mbts.collections;
-using mbts.expression;
-using mbts.spark;
-using mbts.ui;
-using mbts.ui.settings;
-using mbts.ui.shell;
-using mbts.ui.spark;
-using mbts.ui.utility;
-using mbts.utils;
-using System;
-using System.Collections.Generic;
-using System.Collections.ObjectModel;
-using System.Collections.Specialized;
-using System.Dynamic;
-using System.Linq;
-using ColumnKeys = bts.shell.pnl.PNLView.Columns;
-
-namespace bts.shell.pnl {
-   class PNLSettingsVM : DisposableViewModelBase, IWindowSettingsVM<PNLSettings>, IValueFactory<PNLSettings>, IObservable<PNLSettings>, ITemplateSelectorKey {
-      readonly IReadOnlyDictionary<ColumnKeys, AnchorItemVM> _anchor_cache;
-      readonly DeferrableActionWrapper _sync_anchors;
-
-      PNLCalculationType _calculation_type;
-      PNLHeaderRowDisplay _header_row_display;
-      PNLSettings _last_loaded;
-
-      public PNLSettingsVM(PNLSettings settings) {
-         // init anchor cache, deferrable resync
-         _anchor_cache = PNLSettings.anchorable_columns.ToDictionary(k => k, k => new AnchorItemVM(this, k));
-         _sync_anchors = new DeferrableActionWrapper(() => {
-            for (int i = 0; i < anchor_items.Count; i++) {
-               anchor_items[i].anchor_index = i + 1;
-               anchor_items[i].refresh();
-            }
-         });
-         core_settings_vm = new SimpleGridSettingsVM(column_factory: col_settings => {
-            var col_vm = new PNLColumnVM(core_settings_vm, EnumHelper.parse<ColumnKeys>(col_settings.id));
-            col_vm.load_from(col_settings);
-            return col_vm;
-         });
-         core_settings_vm.selection_highlight.bind_opacity_to_alpha = true;
-         _dispose = Disposable.Create(
-            anchor_items.Subscribe((s, e) => _sync_anchors.execute()));
-         load(settings);
-      }
-
-      public IEnumerable<AnchorItemVM> anchor_item_headers => _anchor_cache.Values;
-      public ObservableCollection<AnchorItemVM> anchor_items { get; } = new ObservableCollection<AnchorItemVM>();
-      public SimpleGridSettingsVM core_settings_vm { get; }
-      public PNLGroupRowAppearanceVM group_row_defaults { get; } = new PNLGroupRowAppearanceVM();
-      public PNLCellAppearanceVM header_row_defaults { get; } = new PNLCellAppearanceVM();
-      public PNLCalculationType calculation_type { get => _calculation_type; set => Set(ref _calculation_type, value); }
-      public IEnumerable<PNLCalculationType> calculation_types => EnumHelper.get_values_except(PNLCalculationType.None, PNLCalculationType.Same, PNLCalculationType.Opposite);
-      public PNLHeaderRowDisplay header_row_display { get => _header_row_display; set => Set(ref _header_row_display, value); }
-      public IEnumerable<PNLHeaderRowDisplay> header_row_display_options => PNLSettings.header_row_display_options;
-
-      string ITemplateSelectorKey.key => GridSettingsTemplateKeys.PNL;
-
-      public PNLSettings get_result() {
-         var s = _last_loaded == null ? new PNLSettings() : SparkUtils.clone_proto(_last_loaded);
-         s.calculation_type = _calculation_type;
-         s.grid = core_settings_vm.create();
-         // move anchor cols to the left, order wrt grouping hierarchy
-         var new_cols = new Lazy<List<GridColumnSettings>>(() => s.grid.columns.ToList());
-         for (int i = 0; i < s.grid.columns.Count; i++) {
-            var key = s.grid.columns[i].strong_id<ColumnKeys>();
-            if (_anchor_cache.TryGetValue(key, out var a) && a.anchor_index.HasValue) {
-               // anchor index is 1 based, subtract 1 to get 0 based
-               int anchor_index = a.anchor_index.Value - 1;
-               if (anchor_index != i && anchor_index >= 0 && anchor_index < s.grid.columns.Count) {
-                  new_cols.Value.RemoveAt(i);
-                  new_cols.Value.Insert(anchor_index, s.grid.columns[i]);
-               }
+using bts.collections;
+using bts.utils;
+using mbts;
+using mbts.collections;
+using mbts.expression;
+using mbts.spark;
+using mbts.ui;
+using mbts.ui.settings;
+using mbts.ui.shell;
+using mbts.ui.spark;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.Collections.Specialized;
+using System.Dynamic;
+using System.Linq;
+using ColumnKeys = bts.shell.pnl.PNLView.Columns;
+
+namespace bts.shell.pnl {
+   class PNLSettingsVM : DisposableViewModelBase, IWindowSettingsVM<PNLSettings>, IValueFactory<PNLSettings>, IObservable<PNLSettings>, ITemplateSelectorKey {
+      readonly IReadOnlyDictionary<ColumnKeys, AnchorItemVM> _anchor_cache;
+      readonly DeferrableActionWrapper _sync_anchors;
+
+      PNLCalculationType _calculation_type;
+      PNLHeaderRowDisplay _header_row_display;
+      PNLSettings _last_loaded;
+
+      public PNLSettingsVM(PNLSettings settings) {
+         // init anchor cache, deferrable resync
+         _anchor_cache = PNLSettings.anchorable_columns.ToDictionary(k => k, k => new AnchorItemVM(this, k));
+         _sync_anchors = new DeferrableActionWrapper(() => {
+            for (int i = 0; i < anchor_items.Count; i++) {
+               anchor_items[i].anchor_index = i + 1;
+               anchor_items[i].refresh();
             }
-         }
-         // rule-based animations
-         var trigger_anims = core_settings_vm.columns
-            .OfType<PNLColumnVM>()
-            .SelectMany(c => c.get_triggers())
-            .GroupBy(tup => tup.expression)
-            .Where(g => CoreExpressionEvaluator<PNLRowData>.validate(g.Key))
-            .Select(g => (
-               expression: g.Key,
-               animations: g.ToArray()))
-            .ToList();
-
-         var normalized_anims = trigger_anims
-            .Where(tup => CoreExpressionEvaluator<PNLNormalizedData>.validate(tup.expression))
-            .ToList();
-
-         s = s.with(anchors: anchor_items.Select(vm => vm.key),
-            grid: new_cols.IsValueCreated ? s.grid.with(columns: new_cols.Value) : null,
-            group_columns: core_settings_vm.columns.OfType<PNLColumnVM>().Select(c => {
-               var col_settings = c.create();
-               col_settings = c.group_column_vm.apply_to(col_settings);
-               return col_settings;
-            }),
-            header_columns: core_settings_vm.columns.OfType<PNLColumnVM>().Select(c => {
-               var col_settings = c.create();
-               col_settings = c.header_column_vm.apply_to(col_settings);
-               return col_settings;
-            }),
-            animations: trigger_anims.Select(
-               ta => new PNLAnimationTriggerData {
-                  expression = ta.expression,
-                  animations = Array.ConvertAll(ta.animations, t => t.row)
-               }),
-            group_header_animations: normalized_anims
-            .Select(
-               ta => new PNLAnimationTriggerData {
-                  expression = ta.expression,
-                  animations = Array.ConvertAll(ta.animations, t => t.group)
-               }),
-            header_row_animations: normalized_anims.Select(
-               ta => new PNLAnimationTriggerData {
-                  expression = ta.expression,
-                  animations = Array.ConvertAll(ta.animations, t => t.header)
-               }));
-         s.header_row_display = header_row_display;
-         s.header_cell_appearance = PNLCellAppearanceProto.from_appearance(header_row_defaults.to_appearance());
-         // group
-         var (group_cell_appearance, group_row_background_colors) = group_row_defaults.create();
-         s.group_cell_appearance = PNLCellAppearanceProto.from_appearance(group_cell_appearance);
-         s.group_background_colors.SetItems(group_row_background_colors.Select(c => c.rgb_color()));
-         //
-         return s;
-      }
-
-      public void load(PNLSettings value) {
-         _last_loaded = value;
-         header_row_defaults.load(value.header_cell_appearance.to_appearance());
-         group_row_defaults.load_from((value.group_cell_appearance.to_appearance(), value.group_background_colors.WrapSelectorRO(c => c.argb_color())));
-         var column_map = _map_column_data(value.grid.columns, value.animations);
-         var group_column_map = _map_column_data(value.group_columns, value.group_header_animations);
-         var header_column_map = _map_column_data(value.header_columns, value.header_row_animations);
-
-         core_settings_vm.load_from(value.grid);
-
-         for (int i = 0; i < core_settings_vm.columns.Count; i++) {
-            var col_vm = core_settings_vm.columns[i] as PNLColumnVM ?? throw new InvalidOperationException($"In {nameof(PNLSettingsVM)}, all columns should be of type {typeof(PNLColumnVM)}.");
-            var key = EnumHelper.parse<ColumnKeys>(col_vm.id);
-            var (col_settings, trigger_animations) = column_map[key];
-            var group_data = group_column_map.GetNullable(key);
-            var header_data = header_column_map.GetNullable(key);
-            col_vm.load_from(col_settings, trigger_animations, group_data?.settings, group_data?.triggers, header_data?.triggers, header_data?.settings);
-         }
-         using (_sync_anchors.defer_execution())
-            anchor_items.WrapSelector(a => a.key, k => _anchor_cache[k]).sync_with(value.anchors.Intersect(PNLSettings.anchorable_columns));
-         header_row_display = value.header_row_display;
-         calculation_type = value.calculation_type;
-       }
-
-      PNLSettings IValueFactory<PNLSettings>.create() => get_result();
-      void IValueFactory<PNLSettings>.load_from(PNLSettings value) => load(value);
-      IDisposable IObservable<PNLSettings>.Subscribe(IObserver<PNLSettings> observer) => throw new NotImplementedException();
-
-      static Dictionary<ColumnKeys, (GridColumnSettings settings, Dictionary<string, PNLAnimation> triggers)> _map_column_data(IEnumerable<GridColumnSettings> columns, IEnumerable<PNLAnimationTriggerData> triggers) {
-         var map = columns.ToDictionary(
-            c => c.strong_id<ColumnKeys>(),
-            c => (settings: c, triggers: new Dictionary<string, PNLAnimation>()));
-         foreach (var trig in triggers) {
-            foreach (var anim in trig.animations) {
-               if (map.TryGetValue(anim.column, out var col_data))
-                     col_data.triggers[trig.expression] = anim;
-            }
-         }
-         return map;
-      }
-
-      void _append_or_remove_anchor(ColumnKeys key, bool include) {
-         if (!_anchor_cache.TryGetValue(key, out var vm))
-            throw new KeyNotFoundException($"Column key '{key}' is not anchorable (expected one of: {string.Join(", ", PNLSettings.anchorable_columns)}).");
-         if (vm.include == include)
-            return;
-         if (include) {
-            if (anchor_items.Any(a => a.key == key))
-               throw new InvalidOperationException($"{nameof(anchor_items)} already contains an element with key '{key}.'");
-            anchor_items.Add(vm);
-            vm.anchor_index = anchor_items.Count;
-         } else {
-            if (!anchor_items.Remove(vm))
-               throw new InvalidOperationException($"{nameof(anchor_items)} does not contain an element with key '{key}.'");
-            vm.anchor_index = null;
-         }
-         _sync_anchors.execute();
-      }
-
-      public class AnchorItemVM : ViewModelBase, IEquatable<AnchorItemVM> {
-         readonly PNLSettingsVM _owner;
-         int? _anchor_index;
-
-         public AnchorItemVM(PNLSettingsVM owner, ColumnKeys key) {
-            _owner = owner;
-            this.key = key;
-         }
-
-         public ColumnKeys key { get; }
-         public bool include { get => anchor_index.HasValue; set => _owner._append_or_remove_anchor(key, value); }
-         public int? anchor_index { get => _anchor_index; set => Set(ref _anchor_index, value); }
-
-         public void refresh() =>
-            RaisePropertyChanged(nameof(include), nameof(anchor_index));
-
-         public bool Equals(AnchorItemVM other) =>
-            other != null && key == other.key;
-
-         public override bool Equals(object obj) =>
-            Equals(obj as AnchorItemVM);
-
-         public override int GetHashCode() =>
-            key.GetHashCode();
-
-         public override string ToString() =>
-            EnumHelper.get_display_name(key);
-      }
-   }
+         });
+         core_settings_vm = new SimpleGridSettingsVM(column_factory: col_settings => {
+            var col_vm = new PNLColumnVM(core_settings_vm, EnumHelper.parse<ColumnKeys>(col_settings.id));
+            col_vm.load_from(col_settings);
+            return col_vm;
+         });
+         core_settings_vm.selection_highlight.bind_opacity_to_alpha = true;
+         _dispose = Disposable.Create(
+            anchor_items.Subscribe((s, e) => _sync_anchors.execute()));
+         load(settings);
+      }
+
+      public IEnumerable<AnchorItemVM> anchor_item_headers => _anchor_cache.Values;
+      public ObservableCollection<AnchorItemVM> anchor_items { get; } = new ObservableCollection<AnchorItemVM>();
+      public SimpleGridSettingsVM core_settings_vm { get; }
+      public PNLGroupRowAppearanceVM group_row_defaults { get; } = new PNLGroupRowAppearanceVM();
+      public PNLCellAppearanceVM header_row_defaults { get; } = new PNLCellAppearanceVM();
+      public PNLCalculationType calculation_type { get => _calculation_type; set => Set(ref _calculation_type, value); }
+      public IEnumerable<PNLCalculationType> calculation_types => EnumHelper.get_values_except(PNLCalculationType.None, PNLCalculationType.Same, PNLCalculationType.Opposite);
+      public PNLHeaderRowDisplay header_row_display { get => _header_row_display; set => Set(ref _header_row_display, value); }
+      public IEnumerable<PNLHeaderRowDisplay> header_row_display_options => PNLSettings.header_row_display_options;
+
+      string ITemplateSelectorKey.key => GridSettingsTemplateKeys.PNL;
+
+      public PNLSettings get_result() {
+         var s = _last_loaded == null ? new PNLSettings() : SparkUtils.clone_proto(_last_loaded);
+         s.calculation_type = _calculation_type;
+         s.grid = core_settings_vm.create();
+         // move anchor cols to the left, order wrt grouping hierarchy
+         List<GridColumnSettings> new_cols = null;
+         IEnumerable<GridColumnSettings> cols = s.grid.columns;
+         var sorted_anchors = anchor_items.OrderBy(a => a.anchor_index).ToList();
+         for (int i = 0; i < sorted_anchors.Count; i++) {
+            if (GridSettingsHelper.try_find_column(cols, sorted_anchors[i].key, out var match, out int pos) && pos != i) {
+               if (new_cols == null) {
+                  new_cols = s.grid.columns.ToList();
+                  // set cols to new_cols so subsequent position lookups
+                  // take previous column order manipulations into account.
+                  cols = new_cols;
+               }
+               new_cols.RemoveAt(pos);
+               new_cols.Insert(i, match);
+            }
+         }
+         // rule-based animations
+         var trigger_anims = core_settings_vm.columns
+            .OfType<PNLColumnVM>()
+            .SelectMany(c => c.get_triggers())
+            .GroupBy(tup => tup.expression)
+            .Where(g => CoreExpressionEvaluator<PNLRowData>.validate(g.Key))
+            .Select(g => (
+               expression: g.Key,
+               animations: g.ToArray()))
+            .ToList();
+
+         var normalized_anims = trigger_anims
+            .Where(tup => CoreExpressionEvaluator<PNLNormalizedData>.validate(tup.expression))
+            .ToList();
+
+         s = s.with(anchors: anchor_items.Select(vm => vm.key),
+            grid: new_cols == null ? null : s.grid.with(columns: new_cols),
+            group_columns: core_settings_vm.columns.OfType<PNLColumnVM>().Select(c => {
+               var col_settings = c.create();
+               col_settings = c.group_column_vm.apply_to(col_settings);
+               return col_settings;
+            }),
+            header_columns: core_settings_vm.columns.OfType<PNLColumnVM>().Select(c => {
+               var col_settings = c.create();
+               col_settings = c.header_column_vm.apply_to(col_settings);
+               return col_settings;
+            }),
+            animations: trigger_anims.Select(
+               ta => new PNLAnimationTriggerData {
+                  expression = ta.expression,
+                  animations = Array.ConvertAll(ta.animations, t => t.row)
+               }),
+            group_header_animations: normalized_anims
+            .Select(
+               ta => new PNLAnimationTriggerData {
+                  expression = ta.expression,
+                  animations = Array.ConvertAll(ta.animations, t => t.group)
+               }),
+            header_row_animations: normalized_anims.Select(
+               ta => new PNLAnimationTriggerData {
+                  expression = ta.expression,
+                  animations = Array.ConvertAll(ta.animations, t => t.header)
+               }));
+         s.header_row_display = header_row_display;
+         s.header_cell_appearance = PNLCellAppearanceProto.from_appearance(header_row_defaults.to_appearance());
+         // group
+         var (group_cell_appearance, group_row_background_colors) = group_row_defaults.create();
+         s.group_cell_appearance = PNLCellAppearanceProto.from_appearance(group_cell_appearance);
+         s.group_background_colors.SetItems(group_row_background_colors.Select(c => c.rgb_color()));
+         //
+         return s;
+      }
+
+      public void load(PNLSettings value) {
+         _last_loaded = value;
+         header_row_defaults.load(value.header_cell_appearance.to_appearance());
+         group_row_defaults.load_from((value.group_cell_appearance.to_appearance(), value.group_background_colors.WrapSelectorRO(c => c.argb_color())));
+         var column_map = _map_column_data(value.grid.columns, value.animations);
+         var group_column_map = _map_column_data(value.group_columns, value.group_header_animations);
+         var header_column_map = _map_column_data(value.header_columns, value.header_row_animations);
+
+         core_settings_vm.load_from(value.grid);
+
+         for (int i = 0; i < core_settings_vm.columns.Count; i++) {
+            var col_vm = core_settings_vm.columns[i] as PNLColumnVM ?? throw new InvalidOperationException($"In {nameof(PNLSettingsVM)}, all columns should be of type {typeof(PNLColumnVM)}.");
+            var key = EnumHelper.parse<ColumnKeys>(col_vm.id);
+            var (col_settings, trigger_animations) = column_map[key];
+            var group_data = group_column_map.GetNullable(key);
+            var header_data = header_column_map.GetNullable(key);
+            col_vm.load_from(col_settings, trigger_animations, group_data?.settings, group_data?.triggers, header_data?.triggers, header_data?.settings);
+         }
+         using (_sync_anchors.defer_execution())
+            anchor_items.WrapSelector(a => a.key, k => _anchor_cache[k]).sync_with(value.anchors.Intersect(PNLSettings.anchorable_columns));
+         header_row_display = value.header_row_display;
+         calculation_type = value.calculation_type;
+       }
+
+      PNLSettings IValueFactory<PNLSettings>.create() => get_result();
+      void IValueFactory<PNLSettings>.load_from(PNLSettings value) => load(value);
+      IDisposable IObservable<PNLSettings>.Subscribe(IObserver<PNLSettings> observer) => throw new NotImplementedException();
+
+      static Dictionary<ColumnKeys, (GridColumnSettings settings, Dictionary<string, PNLAnimation> triggers)> _map_column_data(IEnumerable<GridColumnSettings> columns, IEnumerable<PNLAnimationTriggerData> triggers) {
+         var map = columns.ToDictionary(
+            c => c.strong_id<ColumnKeys>(),
+            c => (settings: c, triggers: new Dictionary<string, PNLAnimation>()));
+         foreach (var trig in triggers) {
+            foreach (var anim in trig.animations) {
+               if (map.TryGetValue(anim.column, out var col_data))
+                     col_data.triggers[trig.expression] = anim;
+            }
+         }
+         return map;
+      }
+
+      void _append_or_remove_anchor(ColumnKeys key, bool include) {
+         if (!_anchor_cache.TryGetValue(key, out var vm))
+            throw new KeyNotFoundException($"Column key '{key}' is not anchorable (expected one of: {string.Join(", ", PNLSettings.anchorable_columns)}).");
+         if (vm.include == include)
+            return;
+         if (include) {
+            if (anchor_items.Any(a => a.key == key))
+               throw new InvalidOperationException($"{nameof(anchor_items)} already contains an element with key '{key}.'");
+            anchor_items.Add(vm);
+            vm.anchor_index = anchor_items.Count;
+         } else {
+            if (!anchor_items.Remove(vm))
+               throw new InvalidOperationException($"{nameof(anchor_items)} does not contain an element with key '{key}.'");
+            vm.anchor_index = null;
+         }
+         _sync_anchors.execute();
+      }
+
+      public class AnchorItemVM : ViewModelBase, IEquatable<AnchorItemVM> {
+         readonly PNLSettingsVM _owner;
+         int? _anchor_index;
+
+         public AnchorItemVM(PNLSettingsVM owner, ColumnKeys key) {
+            _owner = owner;
+            this.key = key;
+         }
+
+         public ColumnKeys key { get; }
+         public bool include { get => anchor_index.HasValue; set => _owner._append_or_remove_anchor(key, value); }
+         public int? anchor_index { get => _anchor_index; set => Set(ref _anchor_index, value); }
+
+         public void refresh() =>
+            RaisePropertyChanged(nameof(include), nameof(anchor_index));
+
+         public bool Equals(AnchorItemVM other) =>
+            other != null && key == other.key;
+
+         public override bool Equals(object obj) =>
+            Equals(obj as AnchorItemVM);
+
+         public override int GetHashCode() =>
+            key.GetHashCode();
+
+         public override string ToString() =>
+            EnumHelper.get_display_name(key);
+      }
+   }
 }

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

@@ -90,12 +90,11 @@ namespace bts.shell.pnl {
       }
 
       int? _try_compare_groups(CollectionViewGroup x, CollectionViewGroup y) {
-         if (x == null || y == null)
-            return null;
-         var xcell = (IPNLCellData)x.Name;
-         var ycell = (IPNLCellData)y.Name;
-         var comp = _get_column_comparer(xcell.column);
-         return comp.value_comparer.Compare(xcell.value, ycell.value);
+         if (x?.Name is IPNLCellData xcell && y?.Name is IPNLCellData ycell) {
+            var comp = _get_column_comparer(xcell.column);
+            return comp.value_comparer.Compare(xcell.value, ycell.value);
+         }
+         return null;
       }
    }
-}
+}

src/client/spark/Modules/Trading/PNL/View/PNLView.xaml

@@ -698,8 +698,8 @@
               c:DataGridFilterProperties.FilterActive="{Binding DataContext.security_filter.active, Source={u:DirectReference _grid}}"
               c:DataGridFilterProperties.FilterOpen="{Binding DataContext.security_filter.open, Source={u:DirectReference _grid}}"
               key="Security"
-              sort_member_path="security_cell.cell_data"
-              data_member_path="security"
+              data_member_path="security_cell.cell_data"
+              sort_member_path="security"
               HeaderTemplate="{StaticResource AnchorableColumnHeaderTemplate}"
             />
             <!--Security Key-->

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

@@ -102,14 +102,14 @@ namespace mbts.utils
                string identifier = ((felem.Name != null) && (felem.Name.Length > 0)) ?
                    felem.Name :
                    felem.GetType().ToString();
-               return "$FrameworkElement [{identifier}]";
+               return $"FrameworkElement [{identifier}]";
             } else {
                // Maybe a FrameworkContentElement has focus
                if (elem is FrameworkContentElement fcelem) {
                   string identifier = ((fcelem.Name != null) && (fcelem.Name.Length > 0)) ?
                       fcelem.Name :
                       fcelem.GetType().ToString();
-                  return "$FrameworkContentElement [{identifier}]";
+                  return $"FrameworkContentElement [{identifier}]";
                }
                return $"Element of type [{elem.GetType().ToString()}] has focus";
             }

src/client/spark_api/Co2/Co2NativeMethods.cs

@@ -4,8 +4,6 @@ using System.Runtime.InteropServices;
 using System.Security;
 using Google.Protobuf;
 using security_key = System.UInt32;
-using bts.co2;
-using System.Linq;
 
 namespace mbts.co2
 {
@@ -87,7 +85,6 @@ namespace mbts.co2
 
       [DllImport("libspark")]
       internal unsafe static extern void post_on_scan_security_thread(Action callback);
-      
    }
 
    internal static class Co2NativeTestMethods
@@ -136,59 +133,5 @@ namespace mbts.co2
       [DllImport("libspark")]
       internal static extern void co2_test_get_constants(out ulong max_depth, out ulong max_implied_depth, out sbyte nan_exponent);
 
-      internal unsafe delegate void raw_receive_pb_or_string(byte* buffer, int buffer_size);
-      [DllImport("libspark")]
-      private static unsafe extern void raw_co2_compute_synthetic_book(
-         byte[] security_buffer,
-         int security_length,
-         IntPtr[] leg_books,
-         int[] leg_lengths,
-         int leg_books_length,
-         raw_receive_pb_or_string callback);
-
-      internal static unsafe BookMessageImmutable co2_compute_synthetic_book(SecurityImmutable synthetic, params BookMessageImmutable[] books) {
-         BookMessage result = null;
-         string error = null;
-
-         var security_buffer = synthetic.ToByteArray();
-         // var h = GCHandle.Alloc(null, GCHandleType.Pinned).
-         var book_buffers = 
-            books
-            .Select(b => b.ToByteArray())
-            .ToArray();
-         GCHandle[] book_buffer_handles = 
-            book_buffers
-            .Select(b => GCHandle.Alloc(b,GCHandleType.Pinned))
-            .ToArray();
-         IntPtr[] book_buffer_pointers = 
-            book_buffer_handles
-            .Select(h => h.AddrOfPinnedObject())
-            .ToArray();
-         var lengths = 
-            book_buffers
-            .Select(b => b.Length)
-            .ToArray();
-
-         raw_co2_compute_synthetic_book(
-            security_buffer,
-            security_buffer.Length,
-            book_buffer_pointers,
-            lengths,
-            book_buffers.Length,
-            (byte* buffer, int length) => {
-               if (length < 0) {
-                  error =  new string((char*)buffer,0,-1 * length);
-               }
-               else {
-                  result = Co2NativeMethods.deserialize<BookMessage>(buffer, (ulong)length);
-               }
-            });
-
-         if(error != null) {
-            // C# style multiple return values
-            throw new Exception(error);
-         }
-         return new BookMessageImmutable(result);
-      }
    }
 }

src/client/spark_api/Co2/IntPrice.cs

@@ -52,17 +52,6 @@ namespace mbts.co2 {
          return _mantissa.GetHashCode();
       }
 
-      public static IntPrice from_double(double price, sbyte precision) {
-         if (double.IsNaN(price)) return NaN;
-         if (Math.Abs(price%1) != 0) {
-            double rounding = 0.5 * Math.Pow(10,-precision);
-            price += (price > 0) ? rounding : -rounding;
-            price *= Math.Pow(10,precision);
-            return new IntPrice((long)price, (sbyte)-precision);
-         }
-         return new IntPrice((long)price, 0);
-      }
-
       public static IntPrice NaN = new IntPrice(0,127);
    }
    

src/client/spark_test/Co2/Co2Tests.cs

@@ -286,46 +286,6 @@ namespace mbts.co2.tests
          assert_about_equal(dt_utc_now.Second, DateTime.UtcNow.Second);
       }
 
-      [Test,Ignore("Sample code")]
-      public void merge_synthetic_book() {
-         Security security = new Security();
-         PriceSizeMessage mkPriceSize(double price, UInt32 size) {
-            var iprice = IntPrice.from_double(price, 11);
-            return new PriceSizeMessage() {
-               Mantissa = iprice.mantissa,
-               Exponent = iprice.exponent,
-               Size = size
-            };
-         }
-         IEnumerable<PriceSizeMessage> mkPrices(params (double,uint)[] args) {
-            return args.Select((ps) => mkPriceSize(ps.Item1,ps.Item2));
-         }
-         var leg1 = new BookMessage() {
-            Bids = {
-               mkPriceSize(2000, 10),
-               mkPriceSize(1999.75, 5),
-               mkPriceSize(1999.5, 7)
-            },
-            Asks = {
-               mkPriceSize(2000.25,15),
-               mkPriceSize(2000.5, 5),
-               mkPriceSize(2001,10)
-            }
-         }.immutable();
-         var leg2 = new BookMessage() {
-            Bids = {
-               mkPrices( (2003, 5), (2002.75, 15), (2002.5, 12))
-            },
-            Asks = {
-               mkPrices( (2003.25, 12), (2003.5, 3), (2003.75,5))
-            }
-         }.immutable();
-
-         var result = Co2NativeTestMethods.co2_compute_synthetic_book(security.immutable(), leg1, leg2);
-         Assert.IsTrue(result.Bids.First().Size == 5);
-         Assert.IsTrue(result.Asks.First().Size == 2);
-      }
-
 
    }
 }

src/lib/config/defaults/Symbols.conf

@@ -96,6 +96,10 @@ Symbols {
             future: @SymbolLists.list[GLBX].symbol
             spread: @SymbolLists.list[GLBX].symbol
         }
+        simice {
+            future: @SymbolLists.list[ICE].symbol
+            spread: @SymbolLists.list[ICE].symbol
+        }
     }
 }
 
@@ -106,6 +110,10 @@ Symbols {
             future: @SymbolLists.list[GLBX].symbol
             spread: @SymbolLists.list[GLBX].symbol
         }
+        ice {
+            future: @SymbolLists.list[ICE].symbol
+            spread: @SymbolLists.list[ICE].symbol
+        }
     }
 }
 

src/lib/md/test/Co2ManagedTestHelper.cpp

@@ -4,7 +4,6 @@
 #include "lib/config/config.h"
 #include "lib/md/protos/co2.pb.h"
 #include "lib/utils/TimeStamp.h"
-#include "lib/md/test/md_test_utils.h"
 #include <tuple>
 #include <vector>
 
@@ -16,7 +15,7 @@ using namespace co2;
 
 std::vector<MDProducerHandle> create_test_securities(MDProducer& producer, const char* postfix = "M");
 
-// void assign_ids(std::vector<MDProducerHandle>::iterator begin, std::vector<MDProducerHandle>::iterator end, security_key start_key = 1000);
+void assign_ids(std::vector<MDProducerHandle>::iterator begin, std::vector<MDProducerHandle>::iterator end, security_key start_key = 1000);
 
 extern "C"  BTS_EXPORT void co2_get_1234_handle(size_t& size, MDConsumerHandle& handle, uintptr_t* hotaddr, uintptr_t* coldaddr, uintptr_t* headeraddr) {
    // Test that marshaling is working
@@ -170,72 +169,5 @@ extern "C" BTS_EXPORT void co2_get_sample_datetime(datetime::LLDateTime& now, da
 	utc_now = datetime::ll_now();
 }
 
-
-
-// Book compute_synthetic_book(const api::Security& security, const std::vector<Book>& leg_books);
-
-typedef void(*raw_receive_pb_or_string)(const char*, int);
-extern "C" BTS_EXPORT void raw_co2_compute_synthetic_book(
-   const char* security_buffer,
-   int security_len,
-   const char** book_buffers,
-   const int* book_lengths,
-   int book_buffers_length,
-   raw_receive_pb_or_string cb) {
-
-      // Deserialize Security
-      api::Security security;
-      if (!security.ParseFromArray(security_buffer, security_len)) {
-         const char* err = "Security parse error";
-         cb(err, -1 * strlen(err));
-         return;
-      }
-
-      // Deserialize BookMessage and convert to Book
-      std::vector<Book> books;
-      for (int x = 0; x < book_buffers_length; ++x) {
-         BookMessage bm;
-         if (!bm.ParseFromArray(book_buffers[x], book_lengths[x])) {
-            auto err = fmt::format("Book parse error: {}", x);
-            cb(err.c_str(), -1 * err.size());
-            return;
-         }
-         Book book;
-         for (const auto& bid : bm.bids()) {
-            IntPrice ip { bid.mantissa(), (int8_t)bid.exponent() };
-            book.bids.push_back({ ip.price(), bid.size() });
-         }
-         for (const auto& ask : bm.asks()) {
-            IntPrice ip { ask.mantissa(), (int8_t)ask.exponent() };
-            book.asks.push_back({ ip.price(), ask.size() });
-         }
-         books.push_back(book);
-      }
-
-      // Make the call we wanted to make in the first place
-      Book bres = compute_synthetic_book(security, books);
-
-      // Copy back to a BookMessage
-      BookMessage bmres;
-      for (const auto & bid : bres.bids) {
-         PriceSizeMessage& ps = *bmres.add_bids();
-         auto ip = IntPrice_from_double<11>(bid.price);
-         ps.set_mantissa(ip.mantissa());
-         ps.set_exponent(ip.exponent());
-         ps.set_size(bid.size);
-      }
-      for (const auto & ask : bres.asks) {
-         PriceSizeMessage& ps = *bmres.add_asks();
-         auto ip = IntPrice_from_double<11>(ask.price);
-         ps.set_mantissa(ip.mantissa());
-         ps.set_exponent(ip.exponent());
-         ps.set_size(ask.size);
-      }
-
-      // serialize to string
-      auto str = bmres.SerializeAsString();
-      cb(str.c_str(), str.size());
-}
-
 }}}//namespace
 #endif

src/lib/md/test/md_test_utils.cpp

@@ -1,8 +1,5 @@
 #include "md_test_utils.h"
 #include "../MDProducer.h"
-#include "lib/utils/sane_algorithm.h"
-#include "../MDConsumerHandle.h"
-#include "Co2TestInstrument.h"
 
 #include <vector>
 #include <string>
@@ -41,49 +38,4 @@ void assign_ids(std::vector<MDProducerHandle>::iterator begin, std::vector<MDPro
    }
 }
 
-Book compute_synthetic_book(const api::Security& security, const std::vector<Book>& leg_books) {
-   auto synthetic = std::make_shared<SyntheticStrategy>();
-   synthetic->security.CopyFrom(security);
-   std::vector<Co2TestInstrument> leg_instruments;
-   for (const auto& leg : synthetic->security.synthetic().legs()) {
-      const auto& security = leg.security();
-      Co2TestInstrument instr(security.symbol(), securitytype_of(security));
-      convert_security(security, instr.cold().security, true);
-      leg_instruments.push_back(instr);
-      synthetic->legs.push_back(instr.consumer());
-   }
-
-   // Write leg books
-   for (size_t x = 0; x < leg_books.size(); ++x) {
-      std::array<PriceSize,COCONUT_MAX_DEPTH> bids = {}, asks = {};
-      std::transform(
-         leg_books[x].bids.begin(),
-         leg_books[x].bids.end(),
-         bids.begin(),
-         [](const PS& ps) {
-            return PriceSize_from_double<7>(ps.price, ps.size);
-         });
-      std::transform(
-         leg_books[x].asks.begin(),
-         leg_books[x].asks.end(),
-         asks.begin(),
-         [](const PS& ps) {
-            return PriceSize_from_double<7>(ps.price, ps.size);
-         });
-      auto ts = TimeStamp::now();
-      leg_instruments[x].producer().update_direct(ts, bids, asks);
-   }
-
-   // Read synthetic book back
-   MDConsumerHandle synthetic_handle { synthetic };
-   std::array<PriceSize,COCONUT_MAX_DEPTH> raw_bids, raw_asks;
-   TimeStamp t;
-   synthetic_handle.get_direct_book(t, COCONUT_MAX_DEPTH, raw_bids.data(), raw_asks.data());
-   Book result {};
-   sane::map(raw_bids, result.bids, [](PriceSize ps) -> PS { return {ps.price(), ps.size()}; });
-   sane::map(raw_asks, result.asks, [](PriceSize ps) -> PS { return {ps.price(), ps.size()}; });
-
-   return result;
-}
-
 }}}//namespace

src/lib/md/test/synthetic_book_merge_tests.cpp

@@ -142,6 +142,50 @@ void set_leg_params(SyntheticStrategy& strat, uint32_t security_key, const spark
 }
 
 
+Book compute_synthetic_book(const api::Security& security, const std::vector<Book>& leg_books) {
+   auto synthetic = std::make_shared<SyntheticStrategy>();
+   synthetic->security.CopyFrom(security);
+   vector<Co2TestInstrument> leg_instruments;
+   for (const auto& leg : synthetic->security.synthetic().legs()) {
+      const auto& security = leg.security();
+      Co2TestInstrument instr(security.symbol(), securitytype_of(security));
+      convert_security(security, instr.cold().security, true);
+      leg_instruments.push_back(instr);
+      synthetic->legs.push_back(instr.consumer());
+   }
+
+   // Write leg books
+   for (size_t x = 0; x < leg_books.size(); ++x) {
+      std::array<PriceSize,COCONUT_MAX_DEPTH> bids = {}, asks = {};
+      std::transform(
+         leg_books[x].bids.begin(),
+         leg_books[x].bids.end(),
+         bids.begin(),
+         [](const PS& ps) {
+            return PriceSize_from_double<7>(ps.price, ps.size);
+         });
+      std::transform(
+         leg_books[x].asks.begin(),
+         leg_books[x].asks.end(),
+         asks.begin(),
+         [](const PS& ps) {
+            return PriceSize_from_double<7>(ps.price, ps.size);
+         });
+      auto ts = TimeStamp::now();
+      leg_instruments[x].producer().update_direct(ts, bids, asks);
+   }
+
+   // Read synthetic book back
+   MDConsumerHandle synthetic_handle { synthetic };
+   std::array<PriceSize,COCONUT_MAX_DEPTH> raw_bids, raw_asks;
+   TimeStamp t;
+   synthetic_handle.get_direct_book(t, COCONUT_MAX_DEPTH, raw_bids.data(), raw_asks.data());
+   Book result {};
+   sane::map(raw_bids, result.bids, [](PriceSize ps) -> PS { return {ps.price(), ps.size()}; });
+   sane::map(raw_asks, result.asks, [](PriceSize ps) -> PS { return {ps.price(), ps.size()}; });
+
+   return result;
+}
 
 ///////////////////////
 // Test Cases

testing/manual/settings/Ladder_MaxClip.txt

@@ -0,0 +1,41 @@
+1. Verify you can place orders
+Launch a Ladder
+Place a 10 lot order away from the market and make sure the order is not rejected
+Cancel the order
+
+2. Verify the Max Order Quantity limit works
+Click on the Settings button
+Click on the Safety Checks tab
+Click on the checkbox next to Max Order Quantity and specify 5
+  You should additionally observe that the text has gone from a disabled appearance to active
+  The ticker box is also now active
+Hit apply
+Back in the ladder, attempt to place another 10 lot order away from the market. You should observe the following:
+  You are now working a 5 lot order
+  The qty in the qty box additionally reads 5
+Cancel the 5 lot order
+
+3. Verify the Max Order Quantity when disabled allows you to place a 10 lot order
+This is essentially the same as step 1, except now we're explicitly unchecking the checkbox, ergo...
+Uncheck the Max Order Quantity chechbox and observe that:
+  The Max order quantity text is disabled
+  The ticker box is disabled
+Click Apply
+In the ladder, click the 5 button so that your qty box reads 10, which is a quantity greater than the disabled 5
+  A 10 lot order should now be working
+Cancel the 10 lot order.
+
+4. Right click / Alternate order qty respects the limit
+Re-enable the Max Order Quantity (5 is still fine)
+On the Order Quantities tab, specify 7 as your 'Single Click' Quantity
+In the ladder, Right click to work an order attempting to use your single click quantity
+  You should be working a a 5 lot order now i.e. your max order quantity
+  Observe that the qty box did NOT update with your alternate order quantity
+
+5. Cross market alert communicates respects the limit
+Back on the Safety Checks tab, make sure Warn on Market Cross is checked
+Attempt to place a 10 lot bid order (higher than your max of 5) on the sell side of the market
+  You should observe the message respects your max order quantity and warns you about buying 5
+  Feel free to click whichever button you desire on the warning dialog
+  
+FIN

testing/manual/settings/Ladder_PriceDisplayFormat.txt

@@ -0,0 +1,12 @@
+Launch an ES Ladder (i.e. an instrument whose separator is the .)
+  Observe the ladder prices are in fact separated by a decimal point
+Launch a ZT ladder  (i.e. an instrument whose separator is the -)
+  Observe the ladder prices are in fact separated by a dash
+Perform the following in each:
+  Click Settings
+  Go to Market Price and Size Display tab
+  Click on Integer under Price Display Format
+  Click Apply
+  Observe that the separator disappears when you do this
+    Feel free to go back and forth several times
+

testing/manual/settings/Ladder_RecenterAll.txt

@@ -0,0 +1,6 @@
+1. Verify pressing the shift or alt key while double clicking in the Price column in a Ladder Window recenters ALL ladders
+Launch 2 ladders
+Scroll both ladders so they are no longer centered at mid market
+Press the shift + double click while over the Price column
+	You should observe both scrolled ladders are now centered once again
+	The countdown timer is also reset via this spacebar action. This is more informational; I don't expect you to wait to verify that the timer is reset.