IE notification in Sprak Admin

Client sdk

.gitignore

@@ -1,7 +1,5 @@
 nohup.out
 build/
-build
-cme_data/
 cmake-build-debug/
 .idea/
 .dir-locals.el
@@ -36,5 +34,3 @@ trace_data/
 /doc/user/public/*
 .ionide/*
 /.ignore
-/build
-/analysis_data

.vscode/c_cpp_properties.json

@@ -5,7 +5,9 @@
             "includePath": [
                 "/usr/include",
                 "/usr/local/include",
-                "${workspaceRoot}"
+                "${workspaceRoot}",
+                "${workspaceFolder}/src",
+                "${workspaceRoot}/externals/linux/include"
             ],
             "defines": [],
             "intelliSenseMode": "clang-x64",
@@ -13,13 +15,16 @@
                 "path": [
                     "/usr/include",
                     "/usr/local/include",
-                    "${workspaceRoot}"
+                    "${workspaceRoot}",
+                    "${workspaceFolder}/src",
+                    "${workspaceRoot}/externals/linux/include"
                 ],
                 "limitSymbolsToIncludedHeaders": true,
                 "databaseFilename": ""
             },
             "cStandard": "c11",
-            "cppStandard": "c++17"
+            "cppStandard": "c++17",
+            "compileCommands": "${workspaceFolder}/build/ninja_debug/compile_commands.json"
         },
         {
             "name": "Windows",

.vscode/launch.json

@@ -46,7 +46,7 @@
             "sourceFileMap": {
                 "/home/bts/spark/": "${workspaceRoot}"
             }
-        },     
+        },
         {
             "name": "(gdb) Launch",
             "type": "cppdbg",
@@ -98,46 +98,6 @@
             "externalConsole": true,
             "requireExactSource": false
         },
-            {
-         "name": "sparkcmd Launch",
-         "type": "clr",
-         "request": "launch",
-         "program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
-         "args": [
-            "historical",
-            "--rstart", "11/20/2019",
-            "--rend", "11/29/2019",
-            "--rsymbol", "NG",
-            "--rsecuritytype", "Synthetic",
-            "--post_process_db", "NG_201911_W4",
-            "--post_process_db_host", "bigblue",
-         ],
-         "cwd": "${workspaceRoot}",
-         "stopAtEntry": false,
-         "externalConsole": true,
-         "requireExactSource": false
-      },  
-      {
-         "name": "sparkcmd simulation",
-         "type": "clr",
-         "request": "launch",
-         "program": "${workspaceRoot}/build/Debug/bin/net471/sparkcmd.exe",
-         "args": [
-            "historical",
-            "--rstart", "11/26/2019",
-            "--rend", "11/26/2019",
-            "--rsymbol", "ZN",
-            "--rsecuritytype", "Synthetic",
-            "--algo_security", "ZNH0;ZNZ9-ZNH0;ZNZ9",
-            "--algo_type", "RoundTrip",
-            "--algo_params", "size=10;tick_size=0.015625,0.0078125,0.015625;hedge_factors=1,1,-1",
-            "--skip_preanalysis", "true",         
-         ],
-         "cwd": "${workspaceRoot}",
-         "stopAtEntry": false,
-         "externalConsole": true,
-         "requireExactSource": false
-      },       
         {
             "name": "Excel Launch",
             "type": "clr",
@@ -171,18 +131,6 @@
             "request": "attach",
             "processId": "${command:pickProcess}"
         },
-        {
-            "name": ".NET Framework Attach",
-            "type": "clr",
-            "request": "attach",
-            "processId": "${command:pickProcess}"
-        },
-         {
-            "name": ".NET Core Attach",
-            "type": "coreclr",
-            "request": "attach",
-            "processId": "${command:pickProcess}"
-         },        
         {
             "name": "Spreader Tests",
             "type": "cppdbg",
@@ -394,19 +342,15 @@
             "justMyCode": true
         },
         {
-            "name": "sparkcmd vsdbg (c#)",
+            "name": ".NET Core Remote Launch",
             "type": "coreclr",
             "request": "launch",
-            "program": "sparkcmd",
+            "program": "/usr/bin/dotnet",
             "args": [
-            "historical",
-            "--rstart", "11/20/2019",
-            "--rend", "11/20/2019",
-            "--rsymbol", "CL",
-            "--rsecuritytype", "Spread",
-            "--post_process_db", "mbo_history",
+                "sparkcmd.dll",
+                "test",
+                "test_join_create_and_takeout_market"
             ],
-            "env": {"LD_LIBRARY_PATH" : "."},
             "stopAtEntry": false,
             "cwd": "/home/bts/spark/build/ninja_debug/server",
             "pipeTransport": {
@@ -417,77 +361,11 @@
                 "debuggerPath": "/home/bts/vsdbg/vsdbg",
                 "pipeCwd": "${workspaceRoot}",
                 "quoteArgs": true
-            },           
+            },
             "sourceFileMap": {
                 "/home/bts/spark/": "${workspaceRoot}"
             },
             "justMyCode": false
-        },                  
-         {
-            "name": "sparkcmd gdb (c++)",
-            "type": "cppdbg",
-            "request": "launch",
-            "program": "/home/bts/spark/build/ninja_debug/server/sparkcmd",
-            "args": [
-            "historical",
-            "--rstart", "10/21/2019",
-            "--rend", "10/21/2019",
-            "--rsymbol", "CL",
-            "--rsecuritytype", "Future",
-            "--algo_security", "CLX9",
-            "--algo_type", "TWAP",
-            "--algo_params", "'size=100;profit_ticks=1;tick_size=1,1,1;;hedge_factors=1,1,-1'",
-            "--skip_preanalysis", "true",
-            ],   
-            "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": "Jupyter notebook",
-            "type": "coreclr",
-            "request": "launch",
-            "program": "jupyter",
-            "args": ["notebook", "--notebook-dir=c:\\code\\bts\\spark\\src\\client\\spark_historical\\Notebooks"],
-            "cwd": "${workspaceFolder}",
-            "stopAtEntry": false,
-            "console": "internalConsole",
-            
-         },
-         
+        },
     ]
 }

.vscode/tasks.json

@@ -14,24 +14,21 @@
             "focus": false,
             "panel": "shared"
          },
-         "group": {
-            "kind": "build",
-            "isDefault": true
-         }
+         "group": "build"
       },
       {
-         "label": "server_build",         
+         "label": "server_build",
          "type": "shell",
          "command": ".\\tools\\buildsparkd.cmd",
-         "problemMatcher": {                        
-            "base": "$gcc",       
+         "problemMatcher": {
+            "base": "$gcc",
             "owner": "cpp",
             "fileLocation": [
                "relative",
-               "${workspaceFolder}"               
+               "${workspaceFolder}"
             ],
             "pattern": {
-               "regexp": "(.?)(home)(.?)(bts)(.?)(spark)(.?)(.*):(\\d+):(\\d+):\\s+(warning|error):\\s+(.*)",               
+               "regexp": "(.?)(home)(.?)(bts)(.?)(spark)(.?)(.*):(\\d+):(\\d+):\\s+(warning|error):\\s+(.*)",
                "file": 8,
                "line": 9,
                "column": 10,
@@ -49,6 +46,18 @@
             "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

@@ -48,7 +48,6 @@ else ()
   add_subdirectory(doc/user)
   add_subdirectory(src/sdk)
   add_subdirectory(src/data_files)
-  add_subdirectory(src/client)
 
   add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/server
     COMMAND mkdir -p ${CMAKE_BINARY_DIR}/server
@@ -60,16 +59,7 @@ else ()
     COMMAND ln ARGS -sf ${EXTERNALS_ROOT}/lib/Release/libACE-5.7.5.so ${CMAKE_BINARY_DIR}/server
     COMMAND mkdir ARGS -p ${CMAKE_BINARY_DIR}/server/plugins
     COMMENT "Creating server runtime layout"
-    DEPENDS sparkd data_files_dir spark_client_dir)  
+    DEPENDS sparkd data_files_dir)  
 
   add_custom_target(server_layout ALL DEPENDS ${CMAKE_BINARY_DIR}/server)
-  
-if(${CMAKE_BUILD_TYPE} STREQUAL "Debug")
-   add_custom_command(TARGET server_layout POST_BUILD
-      COMMAND ln -fs ${CMAKE_BINARY_DIR}/../${CMAKE_BUILD_TYPE}/bin/netcoreapp3.0/linux-x64/sparkcmd ${CMAKE_BINARY_DIR}/server/ ) 
-else()
-   add_custom_command(TARGET server_layout POST_BUILD
-      COMMAND ln -fs ${CMAKE_BINARY_DIR}/../${CMAKE_BUILD_TYPE}/bin/netcoreapp3.0/linux-x64/publish/sparkcmd ${CMAKE_BINARY_DIR}/server/ ) 
-endif()
-      
 endif()

doc/api/content/client/_index.md

@@ -1,6 +1,6 @@
 +++
 title="Client API"
-template="client.html"
+redirect_to = "client/getting-started/overview/"
 sort_by="weight"
 +++
 

doc/api/content/client/getting-started/_index.md

@@ -1,6 +1,5 @@
 +++
 title="Getting Started"
-template="client.html"
 sort_by="weight"
 weight = 1
 +++ 

doc/api/content/client/getting-started/install.md

@@ -1,9 +1,25 @@
 +++
 title = "Install Prerequisites"
-template="client.html"
-weight = 1
+weight = 10
 +++
 
-## Coming Soon
+# C#/.NET
+
+We target [.NET Standard 2.0](https://docs.microsoft.com/en-us/dotnet/standard/net-standard) so you can use .NET Framework 4.6.1+ or .NET Core 2.0+.  Simply add a reference to the [Spark Nuget package](https://nuget.org) to get started.
+
+```
+dotnet new console -lang c#
+dotnet add package spark_sdk
+dotnet build
+```
+
+# C++
+
+The easiest way to get started with C++ is to use the Spark Server SDK to develop your application.  Follow the instructions to [download and install the Spark Server SDK](/server/getting-started/install) and open the client_sdk sample project. If you want to run your C++ Client SDK application on Windows [contact us](mailto://api@bluetradesys.com) to get the required headers and binaries.
+
+# JavaScript
+
+We use JavaScript internally with the Spark Client API over a websocket connection but the documentation and packaging isn't ready yet.  If this is something you're interested in get in touch with us at [api@bluetradesys.com](mailto:api@bluetradesys.com).
+
+
 
-* Install .net core

doc/api/content/client/getting-started/overview.md

@@ -0,0 +1,31 @@
++++
+title = "Overview"
+weight = 1
++++
+
+The Spark Client SDK is a high level command and control API which can be used to build scripts or integrate Spark into your existing ecosystem.  The API is divided into several independent **"services"** responsible for different aspects of the system.  A Service can define both [remote procedure call (RPC)](/client/getting-started/services#rpc) and incremental [streaming](/client/getting-started/services#streams) data.
+
+The [Spark Desktop](https://www.bluetradingsystems.com/bts-spark/) is built on top of this API so you can be assured that it is complete and well tested.
+
+Spark uses [Google Protocol Buffers](https://developers.google.com/protocol-buffers/) as an interface definition language similar to [GRPC](https://grpc.io) but backed by our custom high-performance TCP protocol.  We currently support C#/.NET and C++ <!--and Javascript--> but the architecture is designed for easy extension so contact us about your specific business needs.
+
+## Orders
+
+Use the [OrderService](/client/services/orderservice) to send and manage orders including native exchange orders, spreader orders, and custom Algo orders created using the [Spark Server SDK](https://api.bluetradesys.com/server/).
+
+## Spreader
+
+Use the [SyntheticSecurityService](/client/services/syntheticsecurityservice) to create and manage synthetic spreads.  Once created these spreads show up in the security and market data feeds just like exchange listed spreads.
+
+## Position
+
+Use the [PositionService](/client/services/positionservice) to get your position and P&L reports or add fills manually to keep the Spark system up to date with an external system.
+
+## Administration
+
+Use the [AdminService](/client/services/adminservice) to manage users and control limits.
+
+## Market Data
+
+For .NET subscribe to market data though the high level MarketDataClient interface.  From C++ or JavaScript use the MarketDataRelay service directly.
+

doc/api/content/client/getting-started/services.md

@@ -0,0 +1,127 @@
++++
+title = "Services"
+weight = 20
++++
+
+The Spark Client SDK uses [Google Protocol Buffers](https://developers.google.com/protocol-buffers/) to define the interface for each service in a language independent manner.  Services have both functions which return a single result and streams of data which return values continuously while subscribed.  This page describes the mapping from the Protocol Buffer definition to the concrete definition in each supported language.
+
+# ServiceContext
+
+To connect your client to the Spark Server you need to get or create a `ServiceContext` instance.  A `ServiceContext` represents a connection to the Spark Server and a background thread for handling messages on that connection.  Generally there should be a single `ServiceContext` per process.  All of the methods on the `ServiceContext` are safe thread safe.
+
+Construct a ServiceContext by calling the default constructor.  The ServiceContext will find the Spark Server by loading the server configuration over an HTTP connection.  To determine the URL it will search the following locations and use the first one that is present.  
+
+* A command line argument `-configserver <url>`
+* An environment variable `BTSCONFIG`
+* `%APPDATA%/bts/conf/spark.conf` (Windows)
+* /sparkdata/conf/spark.conf (Linux)
+* $HOME/sparkdata/conf/spark.conf (Linux)
+
+If your application is running on a system with the BTS Client installed this will probably work without any further configuration.  If you plan to run your client application on a separate machine we recommend setting the `BTSCONFIG` environment variable.
+
+<div class="info">
+<i class="fa fa-lightbulb-o fa-fw" aria-hidden="true"></i>
+If you are using the Spark Server SDK to run a local copy of the Spark server set <p><strong>BTSCONFIG = http://localhost:9000/config/</strong></p>
+</div>
+
+To get a proxy for a given service call ServiceContext.locate&lt;T>("qualifier") where T is the type of the service and "qualifier" is an optional qualifier used to disambiguate between 2 instances of the same service.  The locate call cannot fail but it may return a disconnected proxy.  When you make a call on the proxy you should check the call result to see if the method call succeeded.
+
+# RPC
+
+Here is the OrderService reduced to a single method definition. A RPC method always takes exactly 1 argument and returns 1 value.  In this example the `create_order` call takes a `Create` instance and returns a `Response`.  
+
+```C
+service OrderService { 
+  rpc create_order(Create) returns (Response);
+  ...
+}
+```
+
+The `Create` and `Response` types are also defined as protocol buffer messages.  Each field can either be a primitive type another message or a list or map.
+
+```C
+message Create {
+  OrderDefinition new_order = 1;
+  double price = 2;
+  uint32 quantity = 3;
+}
+
+message Response {
+    uint32 order_key = 1; 
+    OrderError error_code = 2; 
+    string msg = 3;
+}
+```
+
+Each RPC call generates both synchronous (blocking) and asynchronous variants. In C# the asynchronous calls have the `_async` suffix and return a `Task`.  In C++ the call is overloaded to either return a value synchronously or accept a callback function to be called on the ServiceContext thread when the call completes. <!-- In Javascript only async methods returning a Promise are generated because it never makes sense to make a blocking call in the browser. -->
+
+To call the resulting service locate a proxy using the [ServiceContext](#servicecontext) and then call `cancel_order` or `cancel_order_async`.  If you are calling the Spark API from a GUI application you should always prefer the `_async` version of the calls.
+
+
+### C# example
+```c#
+var ctx = new ServiceContext();
+var orders = ctx.locate<OrderService>();
+var response = 
+  await orders.create_order_async(
+    new Create { price = 2.25, quantity = 42 });
+if (response.success) {
+  Console.WriteLine($"success: {response.value}");
+}
+else {
+  Console.WriteLine($"Error: {response.error_message}");
+}
+```
+### C++ example
+```cpp
+auto ctx = ServiceContext{};
+auto orders = ctx.locate<OrderService>();
+Create c;
+c.set_price(2.25);
+c.set_quantity(42);
+// Instead of providing an _async method C++ uses overloading.
+// To make a syncronous call simply omit the callback
+orders.create_order(c, [=](const Result<Response>& response) {
+  if(response.success()) {
+    std::cout << "success.";
+  }
+  else {
+    std::cout << "error: " << response.error_message();
+  }
+});
+```
+
+# Streams
+
+Streams allow you to subscribe to live updating data. Each stream represents a changing collection of protocol buffer objects.  Similar to a database row each item has an `id` which uniquely identifies it within the collection.  Updates from the Spark server can add, remove or replace entries in the collection.  Since only the changed items are sent over the wire the stream can remain responsive even when it represents a large collection.
+
+Streams are implemented using the language bindings for [ReativeX](http://reactivex.io/) which provide utility functions to drill down to the specific data your application needs. In C# we provide both mutable and immutable versions of the generated data types (C++ users can rely on `const`).
+
+When defined in a proto file streams use the `stream` keyword on the result type.
+```C
+service OrderService { 
+  ...
+  rpc fills (FillsSub) returns (stream Fill);
+}
+```
+
+### C# example
+```c#
+  var sc = new ServiceContext();
+  var orders = sc.locate<OrderService>();
+  var fills_observable = orders.subscribei_fills();
+  var unsub = fills_observable.Subscribe(update => {
+    Console.WriteLine(
+        "Added {0} items, Removed {1} items, Updated {2} items.  Total items {3}", 
+        update.added.Count(), 
+        update.removed.Count(), 
+        update.changes.Count(), 
+        update.all.Count());
+  });
+
+  Thread.Sleep(TimeSpan.FromMinutes(5));
+  unsub.Dispose();
+```
+### C++ Example
+```cpp
+```

doc/api/content/client/samples/_index.md

@@ -0,0 +1,6 @@
++++
+title="Samples"
+sort_by="weight"
+weight = 30
++++ 
+

doc/api/content/client/services/AdminService.md

@@ -0,0 +1,3 @@
++++
+title = "AdminService"
++++

doc/api/content/client/services/OrderService.md

@@ -0,0 +1,3 @@
++++
+title = "OrderService"
++++

doc/api/content/client/services/PositionService.md

@@ -0,0 +1,3 @@
++++
+title = "PositionService"
++++

doc/api/content/client/services/SyntheticSecurityService.md

@@ -0,0 +1,3 @@
++++
+title = "SyntheticService"
++++

doc/api/content/client/services/_index.md

@@ -0,0 +1,6 @@
++++
+title="Services"
+#sort_by="weight"
+weight = 10
++++ 
+

doc/api/content/client/services/marketdata.md

@@ -0,0 +1,3 @@
++++
+title = "Market Data"
++++

doc/api/content/server/_index.md

@@ -1,6 +1,5 @@
 +++
 title="Algo API"
-template="documentation.html"
 redirect_to = "server/getting-started/overview/"
 sort_by="weight"
 +++ 

doc/api/content/server/getting-started/_index.md

@@ -1,6 +1,5 @@
 +++
 title="Getting Started"
-template="documentation.html"
 sort_by="weight"
 weight = 1
 +++ 

doc/api/content/server/getting-started/development.md

@@ -71,12 +71,12 @@ The first step is to start the spark_sdk Docker container with the examples dire
 
 Windows Command Prompt:
 {% clipable() %}
-docker run --rm -it -v %CD%:/examples -u bts -w /examples --shm-size 1024m --name spark_sdk -h spark_sdk --cap-add=SYS_PTRACE --security-opt seccomp=unconfined -p 9000:9000 -p 9001:9001 spark_sdk bash
+docker run --rm -it -v %CD%:/examples -u bts -w /examples --shm-size 2048m --name spark_sdk -h spark_sdk --cap-add=SYS_PTRACE --security-opt seccomp=unconfined -p 9000:9000 -p 9001:9001 spark_sdk bash
 {% end %}
 
 **Powershell** / Linux / Mac:
 {% clipable() %}
-docker run --rm -it -v ${PWD}:/examples -u bts -w /examples --shm-size 1024m --name spark_sdk -h spark_sdk --cap-add=SYS_PTRACE --security-opt seccomp=unconfined -p 9000:9000 -p 9001:9001 spark_sdk bash
+docker run --rm -it -v ${PWD}:/examples -u bts -w /examples --shm-size 2048m --name spark_sdk -h spark_sdk --cap-add=SYS_PTRACE --security-opt seccomp=unconfined -p 9000:9000 -p 9001:9001 spark_sdk bash
 {% end %}
 
 ### Attach

doc/api/content/server/getting-started/download.md

@@ -5,7 +5,7 @@ weight = 2
 
 ## Request Access 🔑
 
-To start using the Server SDK you will need to request access though our sales department.  Please email <a href="mailto:info@bluetradesys.com">info@bluetradesys.com</a> or call <a href="tel:919-913-0850">(919) 913-0850</a> and we will provide download credentials.
+To start using the Server SDK you will need to request access though our sales department.  Please email <a href="mailto:api@bluetradesys.com">api@bluetradesys.com</a> or call <a href="tel:919-913-0850">(919) 913-0850</a> and we will provide download credentials.
 
 ## Download
 

doc/api/content/server/ref/_index.md

@@ -1,6 +1,5 @@
 +++
 title="Reference"
-template="documentation.html"
 sort_by="weight"
 weight = 2
 +++ 

doc/api/content/server/ref/faq.md

@@ -6,3 +6,9 @@ weight = 40
 ## I need to make a call that might take a few seconds. What is the best way to do this?
 
 Create a background thread in [do_before_launch](/server/ref/initialization#before-launch) or [do_launch](/server/ref/initialization#launch-launch-attached) to do the work.  Use [on_timer](/server/ref/subscriptions#timer) to poll until the result is available.
+
+## I don't see the header files in the .zip file. Where are they?
+
+The SDK headers are baked into the docker image along with the build tools. Once you've loaded the image with `docker load < spark_sdk.img` you can run this command to copy them out to your local file system `docker run --rm -it -v $PWD:/out spark_sdk /bin/tar -cvf /out/headers.tar /sdk/include`  This will copy the headers to the current directory in headers.tar.  We still recommend doing the actual build inside the docker environment but having a copy of the headers can be useful for setting up your development environment.
+
+

doc/api/content/server/samples/_index.md

@@ -1,6 +1,5 @@
 +++
 title="Samples"
-template="documentation.html"
 sort_by="weight"
 weight = 3
 +++ 

doc/api/templates/client.html

@@ -1,31 +0,0 @@
-{% extends "index.html" %}
-
-{% block extra_nav_class %}{% endblock extra_nav_class %}
-{% block extra_content_class %}content--reversed{% endblock extra_content_class %}
-
-{% block content %}
-{% set section = get_section(path="client/_index.md") %}
-<div class="documentation">
-    <aside class="documentation__sidebar">
-        <ul>
-        {% for p in section.subsections %}
-            {% set subsection = get_section(path=p) %}
-            <li>
-                <span class="documentation__sidebar__title">{{ subsection.title }}</span>
-                <ul>
-                    {% for page in subsection.pages %}
-                        <li class="{% if current_path == page.path %}active{% endif %}">
-                            <a href="{{page.permalink}}">{{page.title}}</a>
-                        </li>
-                    {% endfor %}
-                </ul>
-            </li>
-        {% endfor %}
-        </ul>
-    </aside>
-    <div class="documentation__content">
-        {% block doc_content %}
-        {% endblock doc_content %}
-    </div>
-</div>
-{% endblock content %}

doc/api/templates/documentation.html

@@ -1,36 +0,0 @@
-{% extends "index.html" %}
-
-{% block extra_nav_class %}{% endblock extra_nav_class %}
-{% block extra_content_class %}content--reversed{% endblock extra_content_class %}
-
-{% block content %}
-{%if page.extra.section %}
-{% set section = get_section(path="{{page.extra.section}}/_index.md") %}
-{% else %}
-{% set section = get_section(path="server/_index.md") %}
-{% endif %}
-<div class="documentation">
-    <aside class="documentation__sidebar">
-        <ul>
-        {% for p in section.subsections %}
-            {% set subsection = get_section(path=p) %}
-            <li>
-                <span class="documentation__sidebar__title">{{ subsection.title }}</span>
-                <ul>
-                    {% for page in subsection.pages %}
-                        <li class="{% if current_path == page.path %}active{% endif %}">
-                            <a href="{{page.permalink}}">{{page.title}}</a>
-                        </li>
-                    {% endfor %}
-                </ul>
-            </li>
-        {% endfor %}
-        </ul>
-    </aside>
-    <div class="documentation__content">
-        {% block doc_content %}
-        {% endblock doc_content %}
-        {% block next_link %} {% endblock next_link %}
-    </div>
-</div>
-{% endblock content %}

doc/api/templates/index.html

@@ -1,5 +1,5 @@
 <!DOCTYPE html>
-<html lang="en-gb">
+<html lang="en-us">
     <head>
         <meta charset="UTF-8">
         <meta http-equiv="X-UA-Compatible" content="IE=edge">
@@ -14,6 +14,7 @@
         <link rel="stylesheet" href="{{ get_url(path="site.css") }}"/>
         <link rel="icon" href="{{ get_url(path="favicon.ico") }}">
         <link rel="stylesheet" href="https://stackpath.bootstrapcdn.com/font-awesome/4.7.0/css/font-awesome.min.css">
+        <script> dataLayer = [{ 'visitorType': 'geek' }]; </script>
     </head>
     <body>
 
@@ -36,13 +37,13 @@
             </nav>
         </header>
 
-        <div class="content {% block extra_content_class %}{% endblock extra_content_class %}">
+        <div class="content content--reversed">
             {% block content %}
                 <div class="hero">
                     <h1>Spark SDK</h1>
                     <p class="hero__tagline">
                         Spark consists of a client UI 
-                        (<a class="white" href="https://www.bluetradingsystems.com/bts-spark#ladder-algo-screen">Spark Client</a>), 
+                        (<a href="https://www.bluetradingsystems.com/bts-spark#ladder-algo-screen">Spark Client</a>), 
                         a high-performance professional futures front end, connected via our proprietary protocol over TCP to our Spark Server, which in turn connects to execution venues via their native protocols.
                         Use the Spark SDK to extend Spark Server with your custom Algos, then use the Client SDK to launch and control them.
                     </p>
@@ -64,7 +65,7 @@
                             <a href="{{ get_url(path="@/server/_index.md") }}" class="button">Get started</a>
                         </div>
 
-                        <div class="selling-point disabled">
+                        <div class="selling-point">
                             <h2>
                                 Client SDK
                                 <i class="fa fa-gamepad" aria-hidden="true"></i>
@@ -72,19 +73,9 @@
                             <p>
                                 The Spark client SDK allows you to integrate spark with your existing ecosystem. The Spark Client is built entirely on this simple, powerful API.
                             </p>
-                            <a href="" class="button" disabled>Get started</a>
+                            <a href="" class="button">Get started</a>
                         </div>
                         
-                        <!-- <div class="selling-point disabled">
-                            <h2>
-                                Microsoft Excel
-                                <i class="fa fa-table" aria-hidden="true"></i>
-                            </h2>
-                            <p>
-                                More of your business is built on excel than probably should be. Continue this worrying trend with the Spark Excel API.
-                            </p>
-                            <a href="" class="button" disabled>Get started</a>
-                        </div> -->
                     </div>
                 </div>
 
@@ -94,6 +85,15 @@
             © Blue Trading Systems
         </footer>
 
+        <script>
+            if (location.hostname == "api.bluetradesys.com") {
+                (function(w,d,s,l,i){w[l]=w[l]||[];w[l].push({'gtm.start':
+                new Date().getTime(),event:'gtm.js'});var f=d.getElementsByTagName(s)[0],
+                j=d.createElement(s),dl=l!='dataLayer'?'&l='+l:'';j.async=true;j.src=
+                'https://www.googletagmanager.com/gtm.js?id='+i+dl;f.parentNode.insertBefore(j,f);
+                })(window,document,'script','dataLayer','GTM-56FHG8R');
+            }
+        </script>
         <script type="text/javascript" src="{{ get_url(path="elasticlunr.min.js") }}"></script>
         <script type="text/javascript" src="{{ get_url(path="search_index.en.js") }}"></script>
         <script type="text/javascript" src="{{ get_url(path="search.js") }}"></script>

doc/api/templates/page.html

@@ -1,13 +1,39 @@
-{% extends "documentation.html" %}
+{% extends "index.html" %}
+{# this has access to the "page" variable but documentation.html does not #}
 
 {% block title %}{{ page.title }} | {{ super() }} {% endblock title %}
-{% block doc_content %}
-    <h1>{{page.title}}</h1>
-    {{page.content | safe}}
-{% endblock doc_content %}
 
 {% block next_link %}
-<p>
+{% endblock next_link %}
+
+{% block content %}
+{% set section = get_section(path=page.ancestors[1]) %}
+{# 
+{#<div>{{ section.title }} </div>#}
+<div class="documentation">
+    <aside class="documentation__sidebar">
+        <ul>
+        {% for p in section.subsections %}
+            {% set subsection = get_section(path=p) %}
+            <li>
+                <span class="documentation__sidebar__title">{{ subsection.title }}</span>
+                <ul>
+                    {% for page in subsection.pages %}
+                        <li class="{% if current_path == page.path %}active{% endif %}">
+                            <a href="{{page.permalink}}">{{page.title}}</a>
+                        </li>
+                    {% endfor %}
+                </ul>
+            </li>
+        {% endfor %}
+        </ul>
+    </aside>
+    <div class="documentation__content">
+        <h1>{{page.title}}</h1>
+        {{page.content | safe}}
+
+    {# next/pre links #}
+    <p>
     {% if page.lighter %}
         <a href="{{ page.lighter.permalink }}">
             <i class="fa fa-chevron-left fa-fw" aria-hidden="true"></i>
@@ -21,5 +47,7 @@
             <i class="fa fa-chevron-right fa-fw" aria-hidden="true"></i>
         </a>
     {% endif %}
-</p>
-{% endblock next_link %}
+    </p>
+    </div>
+</div>
+{% endblock content %}

doc/user/CMakeDeps.cmake

@@ -1 +1 @@
-set(sources /home/ppinto/Dropbox/bts/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)
+set(sources /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)

doc/user/content/release_notes/_index.md

@@ -4,6 +4,37 @@ weight = 3
 sort_by = "weight"
 insert_anchor_links = "right"
 +++
+## 2.15.3
+### Bug Fixes
+  - Fixed a bug where some CME currency spreads exhibited incorrect tick values
+## 2.15.2
+### User Visible Changes  
+  - Excel RTD plugin can now receive ICE market data
+## 2.15.1
+### Bug Fixes
+  - Fixed a FIX log parsing issue that resulted in exchange gateway logon problems
+## 2.15.0
+### User Visible Changes  
+  - Added ability to hide Ladder status messages via Ladder Settings -> Left Panel tab -> Show/Hide groupbox -> Status Message
+  - Synthetic cloning now allows for any parameter to be changed, including tick size and leg contracts
+  - Added ability to import synthetics from a CSV file; see our manual for further details on this process
+  - Reduced Iceberg reloading latency
+### Bug Fixes
+  - Fixed a bug where highlighted fills could lose their highlight status
+  - Fixed a bug where the (Mini) OrderBook PIQ could be displaying an old value
+
+## 2.14.3
+### Bug Fixes
+  - Fixed a bug regarding ICE logon messaging
+  
+## 2.14.2
+### Bug Fixes
+  - Fixed a bug regarding ICE messaging
+  
+## 2.14.1
+### Bug Fixes
+  - Fixed a bug regarding ICE logon authentication
+  
 ## 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

spark_client.sln

@@ -23,14 +23,7 @@ Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\sp
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_excel", "src\client\spark_excel\spark_excel.csproj", "{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}"
 EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_fix", "src\client\spark_fix\spark_fix.csproj", "{D8031C13-7BEA-430A-BB60-40927D15CFC3}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_historical", "src\client\spark_historical\spark_historical.csproj", "{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}"
-EndProject
 Global
-	GlobalSection(Performance) = preSolution
-		HasPerformanceSessions = true
-	EndGlobalSection
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
 		Debug|Any CPU = Debug|Any CPU
 		Debug|x64 = Debug|x64
@@ -226,50 +219,6 @@ Global
 		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x64.Build.0 = Release|x64
 		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x86.ActiveCfg = Release|x64
 		{BE9F27C3-B583-47DF-95FA-1F8BBC89DCCB}.RelWithDebInfo|x86.Build.0 = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Debug|Any CPU.ActiveCfg = Debug|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Debug|x64.ActiveCfg = Debug|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Debug|x64.Build.0 = Debug|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Debug|x86.ActiveCfg = Debug|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|Any CPU.ActiveCfg = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|Any CPU.Build.0 = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|x64.ActiveCfg = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|x64.Build.0 = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|x86.ActiveCfg = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.MinSizeRel|x86.Build.0 = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Release|Any CPU.ActiveCfg = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Release|x64.ActiveCfg = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Release|x64.Build.0 = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.Release|x86.ActiveCfg = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|Any CPU.ActiveCfg = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|Any CPU.Build.0 = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|x64.ActiveCfg = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|x64.Build.0 = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|x86.ActiveCfg = Release|x64
-		{D8031C13-7BEA-430A-BB60-40927D15CFC3}.RelWithDebInfo|x86.Build.0 = Release|x64
-		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
-		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Debug|Any CPU.Build.0 = Debug|Any CPU
-		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Debug|x64.ActiveCfg = Debug|Any CPU
-		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Debug|x64.Build.0 = Debug|Any CPU
-		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Debug|x86.ActiveCfg = Debug|Any CPU
-		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Debug|x86.Build.0 = Debug|Any CPU
-		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.MinSizeRel|Any CPU.ActiveCfg = Debug|Any CPU
-		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.MinSizeRel|Any CPU.Build.0 = Debug|Any CPU
-		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
-		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.MinSizeRel|x64.Build.0 = Debug|Any CPU
-		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.MinSizeRel|x86.ActiveCfg = Debug|Any CPU
-		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.MinSizeRel|x86.Build.0 = Debug|Any CPU
-		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Release|Any CPU.ActiveCfg = Release|Any CPU
-		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Release|Any CPU.Build.0 = Release|Any CPU
-		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Release|x64.ActiveCfg = Release|Any CPU
-		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Release|x64.Build.0 = Release|Any CPU
-		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Release|x86.ActiveCfg = Release|Any CPU
-		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.Release|x86.Build.0 = Release|Any CPU
-		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.RelWithDebInfo|Any CPU.ActiveCfg = Release|Any CPU
-		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.RelWithDebInfo|Any CPU.Build.0 = Release|Any CPU
-		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.RelWithDebInfo|x64.ActiveCfg = Release|Any CPU
-		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.RelWithDebInfo|x64.Build.0 = Release|Any CPU
-		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.RelWithDebInfo|x86.ActiveCfg = Release|Any CPU
-		{5F64A360-43F4-4AD8-8B04-3C3F4424BCBC}.RelWithDebInfo|x86.Build.0 = Release|Any CPU
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE

src/analysis/db/create_db.sql

@@ -1,123 +0,0 @@
-drop table if exists msgs ;
-create table msgs (
-       MsgID Int4,
-       TradeDate varchar,
-       SeqNum Int4,
-       SendingTime varchar,
-       TransactTime varchar,
-       MatchEventIndicator varchar,
-       NoMDEntries Int2,
-       NoOrderIDEntries Int2,
-       SendingTime_UnixTS Int8,
-       TransactTime_UnixTS Int8
-);
-
-drop table if exists books ;
-create table books (
-       MsgID Int4,
-       SendingTime varchar,
-       TransactTime varchar,
-       SeqNum Int4,
-       bid_p_0 Real,
-       bid_sz_0 Int4,
-       bid_p_1 Real,
-       bid_sz_1 Int4,
-       bid_p_2 Real,
-       bid_sz_2 Int4,
-       bid_p_3 Real,
-       bid_sz_3 Int4,
-       bid_p_4 Real,
-       bid_sz_4 Int4,
-       bid_p_5 Real,
-       bid_sz_5 Int4,
-       bid_p_6 Real,
-       bid_sz_6 Int4,
-       bid_p_7 Real,
-       bid_sz_7 Int4,
-       bid_p_8 Real,
-       bid_sz_8 Int4,
-       bid_p_9 Real,
-       bid_sz_9 Int4,
-       Symbol Varchar,
-       ask_p_0 Real,
-       ask_sz_0 Int4,
-       ask_p_1 Real,
-       ask_sz_1 Int4,
-       ask_p_2 Real,
-       ask_sz_2 Int4,
-       ask_p_3 Real,
-       ask_sz_3 Int4,
-       ask_p_4 Real,
-       ask_sz_4 Int4,
-       ask_p_5 Real,
-       ask_sz_5 Int4,
-       ask_p_6 Real,
-       ask_sz_6 Int4,
-       ask_p_7 Real,
-       ask_sz_7 Int4,
-       ask_p_8 Real,
-       ask_sz_8 Int4,
-       ask_p_9 Real,
-       ask_sz_9 Int4,
-       SendingTime_UnixTS Int8,
-       TransactTime_UnixTS Int8
-);
-
-drop table if exists trades;
-create table trades (
-       MsgID Int4,
-       Symbol varchar,
-       SendingTime varchar,
-       TransactTime varchar,
-       TradeDate varchar,
-       MDEntryPx Real,
-       MDnetrySize Int4,
-       NumberOfOrders Int4,
-       AgressorSide Int4,
-       MDTradeEntryID Int4,
-       AgressorOID varchar,
-       RestingOID varchar,
-       PartialQty Int4,
-       SendingTime_UnixTS Int8,
-       TransactTime_UnixTS Int8
-);
-
-drop table if exists orders;
-create table orders (
-       MsgID Int4,
-       Symbol varchar,
-       SendingTime varchar,
-       TransactTime varchar,
-       MDEntryPx Real,
-       OrderID varchar,
-       MDDisplayQty Int4,
-       MDOrderPriority Int8,
-       OrderUpdateAction Int4,
-       Side Int4,
-       SendingTime_UnixTS Int8,
-       TransactTime_UnixTS Int8
-);
-
--- create unique index msg_msg_id on msgs msgid;
-
--- create view ranges as ( 
---   select
---      sendingtime,
---      transacttime,
---      bid_p_0 price,
---      case when lag(bid_p_0) over (order by SendingTime) = bid_p_0 then null else 1 end seq 
---   from
---      u0v0_books);
-     
--- create view groups as (
---   select
---      sendingtime,
---      transacttime,
---      price,
---      sum(seq) over (order by SendingTime) grp
---   from
---      ranges);
-     
-     
-       
-   

src/analysis/db/import_csv.sh

@@ -1,7 +0,0 @@
-#!/bin/bash
-
-DB=$1
-TABLE=$2
-FILE=$3
-
-zcat $FILE | psql -U postgres -d $DB -c "copy $TABLE from STDIN with delimiter as ',' CSV HEADER" 

src/analysis/db/psql.sh

@@ -1,4 +0,0 @@
-#!/bin/bash
-docker exec -it postgres psql -U postgres "$@"
-
-

src/analysis/db/start_pgadmin.sh

@@ -1,12 +0,0 @@
-#!/bin/bash
-
-#docker run --net host -e PGADMIN_DEFAULT_EMAIL=bts -e PGADMIN_DEFAULT_PASSWORD=BT5u53r dpage/pgadmin4
-
-docker run \
-       --rm \
-       -d \
-       -p 8000:80 \
-       -e PGADMIN_DEFAULT_EMAIL=bts \
-       -e PGADMIN_DEFAULT_PASSWORD=BT5u53r \
-       --name pgadmin \
-       dpage/pgadmin4 

src/analysis/db/start_postgres.sh

@@ -1,24 +0,0 @@
-#!/bin/bash
-DIR="$( cd "$( dirname "${BASH_SOURCE[0]}" )" && pwd )"
-SRC_ROOT=$DIR/../../..
-DATA_DIR=`readlink -f $SRC_ROOT/analysis_data`
-DB_DIR=$DATA_DIR/db
-
-mkdir -p $DB_DIR
-
-docker run \
-       --rm \
-       -d \
-       --name postgres \
-       --net host \
-       -v $DB_DIR:/var/lib/postgresql/data \
-       -v /home/$USER:/home/$USER \
-       -v $DATA_DIR:$DATA_DIR \
-       -v /etc/group:/etc/group \
-       -v /run/user/:/run/user/ \
-       -u $UID \
-       -t postgres \
-       postgres 
-
-
-

src/analysis/load.sh

@@ -1,25 +0,0 @@
-#!/bin/bash
-
-DIR="$( cd "$( dirname "${BASH_SOURCE[0]}" )" && pwd )"
-SRC_ROOT=$DIR/../../
-DATE=$1
-DB=md_$DATE
-
-$DIR/db/psql.sh -c "drop database if exists $DB"
-$DIR/db/psql.sh -c "create database $DB"
-$DIR/db/psql.sh -d md_$DATE -f $DIR/db/create_db.sql
-
-PROCESSED_DATA=$SRC_ROOT/analysis_data/processed/$DATE
-
-ALL_COMMANDS=""
-for TABLE in trades orders msgs books 
-do
-    for ITEM in $PROCESSED_DATA/*.$TABLE.gz
-    do
-	ALL_COMMANDS+="docker exec -t postgres /bin/bash -c \""
-	ALL_COMMANDS+="$DIR/db/import_csv.sh $DB $TABLE $ITEM"
-	ALL_COMMANDS+="\"\n"
-    done
-done
-
-echo -e $ALL_COMMANDS | parallel --will-cite

src/analysis/parse.sh

@@ -1,29 +0,0 @@
-#!/bin/bash
-DIR="$( cd "$( dirname "${BASH_SOURCE[0]}" )" && pwd )"
-DATE=$1
-
-SRC_ROOT=$DIR/../../
-SPARK_BIN_ROOT=`readlink -f $SRC_ROOT/build`/ninja_release/server
-RAW_DATA=$SRC_ROOT/analysis_data/raw/$DATE
-PROCESSED_DATA=$SRC_ROOT/analysis_data/processed/$DATE
-
-mkdir -p $PROCESSED_DATA
-rm $PROCESSED_DATA/* >/dev/null
-
-ALL_COMMANDS=""
-for IN_PATH in $RAW_DATA/*.gz
-do
-    BASE_NAME=`basename $IN_PATH`
-    BASE_NAME_STEM=${BASE_NAME%.*}
-    for CMD in trades orders msgs books 
-    do
-	OUT_PATH=$PROCESSED_DATA/$BASE_NAME_STEM.$CMD.gz
-	ALL_COMMANDS+="(cd $SPARK_BIN_ROOT && zcat $IN_PATH | ./sparkd parsehistoricalfix $CMD | gzip >$OUT_PATH)\n"
-    done
-done
-echo -e $ALL_COMMANDS | parallel --will-cite
-
-
-	 
-
-    

src/analysis/range.sh

@@ -1,8 +0,0 @@
-#!/bin/bash
-
-d=$1
-end=${2-`date +%Y%m%d`}
-until [[ $d > $end ]]; do 
-    echo "$d"
-    d=$(date -d "$d + 1 day" +%Y%m%d)
-done

src/analysis/spl.sh

@@ -1,8 +0,0 @@
-#!/bin/bash
-DIR="$( cd "$( dirname "${BASH_SOURCE[0]}" )" && pwd )"
-DATE=${1-`date -d "yesterday" +%Y%m%d`}
-
-$DIR/sync.sh $DATE &&
-$DIR/parse.sh $DATE &&
-$DIR/load.sh $DATE 
-    

src/analysis/sync.sh

@@ -1,8 +0,0 @@
-#!/bin/bash
-
-DIR="$( cd "$( dirname "${BASH_SOURCE[0]}" )" && pwd )"
-DATE=$1
-SRC_ROOT=$DIR/../../
-RAW_DATA_ROOT=$SRC_ROOT/analysis_data/raw/$DATE
-mkdir -p $RAW_DATA_ROOT
-AWS_ACCESS_KEY_ID=AKIAIFIGOOWGBLEMO3PQ AWS_SECRET_ACCESS_KEY=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 AWS_REGION=us-east-1 aws s3 sync s3://cme-bts-datamine/mbo/mbo/$DATE/ $RAW_DATA_ROOT

src/client/CMakeLists.txt

@@ -1,19 +0,0 @@
-
-cmake_minimum_required(VERSION 3.5)
-project(spark_client)
-include(${CMAKE_SOURCE_DIR}/tools/safe_dep_glob.cmake)
-
-file(GLOB_RECURSE spark_client_sources RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} *.cs)
-file(GLOB_RECURSE spark_client_csproj RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} *.csproj)
-file(GLOB_RECURSE spark_ui_sources RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} spark/*.cs)
-file(GLOB_RECURSE spark_ui_csproj RELATIVE ${CMAKE_CURRENT_SOURCE_DIR} spark/*.csproj)
-list(REMOVE_ITEM spark_ui_sources ${spark_client_sources} )
-list(REMOVE_ITEM spark_ui_csproj ${spark_client_csproj} )
-
-add_custom_command(OUTPUT ${CMAKE_BINARY_DIR}/../
-   COMMAND /bin/bash ${CMAKE_CURRENT_SOURCE_DIR}/build_spark_dotnetcore.sh
-   ARGS ${CMAKE_BUILD_TYPE} ${CMAKE_BINARY_DIR}
-   COMMENT "Building sparkcmd in netcore3"
-   DEPENDS libspark ${spark_client_sources} ${spark_client_csproj} ${CMAKE_CURRENT_SOURCE_DIR}/build_spark_dotnetcore.sh)
-
-   add_custom_target(spark_client_dir ALL DEPENDS ${CMAKE_BINARY_DIR}/../)   

src/client/Directory.Build.Props

@@ -5,7 +5,6 @@
     <SparkRoot>$([System.IO.Path]::GetFullPath($(MSBuildThisFileDirectory)\..\..))</SparkRoot>
     <SourceRoot>$([System.IO.Path]::GetFullPath($(SparkRoot)\src))</SourceRoot>
     <Externals>$(SparkRoot)\externals\windows</Externals>
-    <Externals Condition=" '$(OS)' != 'Windows_NT' ">$(SparkRoot)/externals/linux</Externals>
     <DepotName>$([System.IO.Path]::GetFileName($([System.IO.Path]::GetFullPath($(SparkRoot)))))</DepotName>
     <ErrorReport>None</ErrorReport>
     <Prefer32Bit>False</Prefer32Bit>
@@ -23,20 +22,17 @@
     <GenDir>$(BaseOutputPath)\gen\$(MSBuildProjectName)</GenDir>
 </PropertyGroup>
 
-
 <Import Project="$(ComputerSpecificConfig)" Condition="Exists($(ComputerSpecificConfig))" />
 
 <ItemGroup>
     <AvailableItemName Include="Proto2">
-        <Targets Condition=" '$(OS)' == 'Windows_NT' " >CompileProto2</Targets>
-        <Targets Condition=" '$(OS)' != 'Windows_NT' " >CompileProto2Linux</Targets>
+        <Targets>CompileProto3</Targets>
     </AvailableItemName>
     <AvailableItemName Include="Proto3">
-        <Targets Condition=" '$(OS)' == 'Windows_NT' " >CompileProto3</Targets>
-        <Targets Condition=" '$(OS)' != 'Windows_NT' " >CompileProto3Linux</Targets>
+        <Targets>CompileProto3</Targets>
     </AvailableItemName>
     <AvailableItemName Include="Proto3Excel">
-        <Targets Condition=" '$(OS)' == 'Windows_NT' ">CompileProto3Excel</Targets>
+        <Targets>CompileProto3Excel</Targets>
     </AvailableItemName>    
 </ItemGroup>
 
@@ -47,14 +43,6 @@
     <protogen>$(Externals)\bin\protogen.exe</protogen>
 </PropertyGroup>
 
-<PropertyGroup Label="ProtoBuf" Condition=" '$(OS)' != 'Windows_NT' ">
-    <ProtocPluginBase>$(SparkRoot)/src/lib/api/service_compiler</ProtocPluginBase>
-    <ProtoInclude>$(Externals)/include</ProtoInclude>
-    <protoc>$(Externals)/bin/protoc</protoc>
-    <protoc_rename>$(Externals)/bin/lowercase_files.sh</protoc_rename>
-    <protogen>$(Externals)/bin/protogen</protogen>
-</PropertyGroup>
-
 <ItemDefinitionGroup>
     <Proto2>
     </Proto2>

src/client/Directory.Build.Targets

@@ -3,7 +3,7 @@
 
 
 <Target Name="CompileProto2" 
-    Condition="'@(Proto2)'!='' AND '$(OS)' == 'Windows_NT' "
+    Condition="'@(Proto2)'!=''"
     Inputs="$(MSBuildProjectFile);$(protogen);%(Proto2.FullPath)" 
     Outputs="$(GenDir)\proto2\%(Proto2.filename).cs"
     AfterTargets="PreBuildEvent">
@@ -28,7 +28,7 @@
     passes wipes out the additional compile includes that we add.
 -->
 <Target Name="CompileProto3" AfterTargets="GetAssemblyVersion"
-    Condition="'@(Proto3)'!=''  AND '$(OS)' == 'Windows_NT' "
+    Condition="'@(Proto3)'!=''"
     Inputs="$(protoc);
     %(Proto3.Identity);$(ProtocPluginBase)\plugin.py;
     $(ProtocPluginBase)\templates\c#\client.pb.cs;
@@ -58,7 +58,7 @@
 </Target>
 
 <Target Name="CompileProto3Excel" AfterTargets="GetAssemblyVersion"
-    Condition="'@(Proto3Excel)'!='' AND '$(OS)' == 'Windows_NT' "
+    Condition="'@(Proto3Excel)'!=''"
     Inputs="$(protoc);
     %(Proto3Excel.Identity);$(ProtocPluginBase)\plugin.py;
     $(ProtocPluginBase)\templates\excel\excel.pb.cs;"
@@ -82,74 +82,12 @@
     </ItemGroup>
 </Target>
 
-
-<Target Name="CompileProto2Linux" 
-    Condition="'@(Proto2)'!='' AND '$(OS)' != 'Windows_NT' "
-    Inputs="$(MSBuildProjectFile);$(protogen);%(Proto2.FullPath)" 
-    Outputs="$(GenDir)/proto2/%(Proto2.filename).cs"
-    AfterTargets="PreBuildEvent">
-    <PropertyGroup>
-        <SourceRelativeFile>$([System.String]::Copy('%(proto2.fullpath)').Replace($(SourceRoot), ''))</SourceRelativeFile>
-        <SourceRelativeDir>$([System.IO.Path]::GetDirectoryName($(SourceRelativeFile)))</SourceRelativeDir>
-        <WorkingDirectory>$(GenDir)/proto2</WorkingDirectory>
-    </PropertyGroup>
-    <MakeDir Directories="$(WorkingDirectory)" />
-    <Copy SourceFiles="%(Proto2.FullPath)" DestinationFolder="$(WorkingDirectory)" SkipUnchangedFiles="True" UseHardLinksIfPossible="True" />
-    <Error Text="protogen.exe does not exist. If you forgot to clone with externals try: git submodule update --init --recursive" Condition="!Exists($(protogen))" />
-    <Message Importance="High" Text="Doing Proto2 %(proto2.filename)" />
-    <Exec Command="PYTHONPATH=$(Externals)/python $(Protogen) %(Proto2.filename)%(proto2.extension) --csharp_out=. -I. -I$(SourceRoot) -I$(Externals)/include"
-          WorkingDirectory="$(WorkingDirectory)" />
-    <ItemGroup>
-        <Compile Include="$(WorkingDirectory)/%(Proto2.filename).cs" />
-    </ItemGroup>
-</Target>
-
-<Target Name="CompileProto3Linux" AfterTargets="GetAssemblyVersion"
-    Condition="'@(Proto3)'!='' AND '$(OS)' != 'Windows_NT' "
-    Inputs="$(protoc);
-    %(Proto3.Identity);$(ProtocPluginBase)/plugin.py;
-    $(ProtocPluginBase)/templates/c#/client.pb.cs;
-    $(ProtocPluginBase)/templates/c#/server.pb.cs;
-    $(ProtocPluginBase)/templates/c#/immutable.pb.cs;"
-    Outputs="%(Proto3.OutCS);%(Proto3.OutCSServer);%(Proto3.OutCSClient);%(Proto3.OutCSImmutable)">
-    <MakeDir Directories="%(Proto3.OutBase)" />
-    <MakeDir Directories="$(IntermediateOutputPath)/gen" />
-   
-    <Message Importance="High" Text="Generating service %(Proto3.FileName)" />
-    <Exec Command="
-       PYTHONPATH=$(Externals)/python $(protoc) \
-       %(Proto3.FullPath) \
-       --error_format=gcc \
-       --proto_path=$(protoinc):$(SourceRoot) \
-       --plugin=&apos;protoc-gen-service=$(ProtocPluginBase)/plugin.py&apos; \
-       --service_out=lang=c#,strip_out_path=1:%(Proto3.OutBase) \
-       --csharp_out=%(CompileOptions)%(Proto3.OutBase)"
-      WorkingDirectory="%(relativedir)" />    
-      
-    <!-- <Exec Command="$(protoc_rename) %(Proto3.OutBase)"  />    -->
-            
-    <ItemGroup>
-       <Compile Include="%(Proto3.OutCS)" />
-       <Compile Include="%(Proto3.OutCSClient)" />
-       <Compile Include="%(Proto3.OutCSServer)" />
-       <Compile Include="%(Proto3.OutCSImmutable)" />
-    </ItemGroup>
-</Target>
-
-<!-- <Target Name="RenameProto3Linux" AfterTargets="CompileProto3Linux"
-   Condition="'@(Proto3)'!='' AND '$(OS)' != 'Windows_NT' ">
-   <Move SourceFiles="$(OutBase)\Apicore.cs" DestinationFiles="$(OutBase)\apicore.cs" />  
-   <Move SourceFiles="$(OutBase)\Apioptions.cs" DestinationFiles="$(OutBase)\apioptions.cs" />  
-   <Move SourceFiles="$(OutBase)\Co2.cs" DestinationFiles="$(OutBase)\co2.cs" />  
-</Target> -->
-
-
 <Target Name="AfterClean" AfterTargets="Clean">
     <Delete Files="%(Proto3.OutCS)" />
     <Delete Files="%(Proto3.OutCSClient)" />
     <Delete Files="%(Proto3.OutCSServer)" />
     <Delete Files="%(Proto3.OutCSImmutable)" />
-    <Delete Files="$(GenDir)/proto2/*" />
+    <Delete Files="$(GenDir)\proto2\*" />
     <Delete Files="%(Proto3Excel.OutCSExcel)" />
 </Target>
 

src/client/build_spark_dotnetcore.sh

@@ -1,14 +0,0 @@
-#!/bin/bash
-
-#$1 = Debug / Release (CMAKE_BUILD_TYPE), $2 = CMAKE_BINARY_DIR
-cd "$(dirname "$0")"
-echo $PWD dotnet build -c $1 ./sparkcmd/
-dotnet build -c $1 ./sparkcmd/ 
-
-if [ "$1" == "Release" ]
-then
-   dotnet publish -c $1 ./sparkcmd/ 
-   ln -fs $2/src/lib/libspark.so $2/../$1/bin/netcoreapp3.0/linux-x64/publish
-fi
-
-ln -fs $2/src/lib/libspark.so $2/../$1/bin/netcoreapp3.0/linux-x64

src/client/spark/Daemons/DeleteSyntheticDaemon.cs

@@ -4,43 +4,112 @@ using mbts;
 using mbts.spark;
 using mbts.ui;
 using System;
+using System.Collections.Generic;
+using System.Collections.Immutable;
 using System.ComponentModel.Composition;
 using System.Linq;
 using System.Reactive.Linq;
+using System.Threading;
+using System.Windows;
 
 namespace bts {
    [Export, Export(typeof(IShellDaemon))]
    class DeleteSyntheticDaemon : IShellDaemon, IDisposable {
+      // request_id is noted in the series of log messages that occur during a particular delete op.
+      static int _request_id = 1;
+
       readonly OrdersModel _orders_model;
       readonly ErrorReporter _error_reporter;
+      IReadOnlyDictionary<uint, ExecutionStrategyImmutable> _strategy_map =
+         DictionaryHelper.empty<uint, ExecutionStrategyImmutable>();
+
       IDisposable _dispose;
 
       [ImportingConstructor]
       public DeleteSyntheticDaemon(IBus bus, OrdersModel orders_model, ErrorReporter error_reporter) {
          _orders_model = orders_model;
          _error_reporter = error_reporter;
-         _dispose = bus.subscribe(SparkTags.SyntheticDeleteTag)
-            .OnDispatcher()
-            .Subscribe(_delete_synthetic);
+         _dispose = Disposable.Create(
+            bus.subscribe(SparkTags.SyntheticDeleteTag).Subscribe(_delete_synthetic),
+            orders_model.spreader.strategy.Subscribe(map => _strategy_map = map));
       }
 
       public void Dispose() =>
          Disposable.dispose(ref _dispose);
 
-      async void _delete_synthetic(uint id) {
-         var (orders, orders_success) = await _orders_model.on_orders.FirstAsyncTask(SparkUtils.DefaultTimeOut);
+      async void _delete_synthetic(IImmutableSet<uint> keys) {
+         var log = new LoggerContext(Log.Ui, $"Synthetic Delete Req {unchecked(Interlocked.Increment(ref _request_id))} - ", null);
+         if (keys.is_null_or_empty()) {
+            log.warn("received empty delete request (no securities specified).");
+            return;
+         }
+         log.info($"received request to delete the following {keys.Count} securities: {string.Join(", ", keys)}");
+         var (orders, orders_success) = await _orders_model.security_order_groups.FirstAsyncTask(SparkUtils.DefaultTimeOut);
          if (!orders_success) {
-            _error_reporter.report_error($"Unable to delete synthetic security ({id}): unable to determine whether or not security ({id}) has working orders (deletion is not permitted while there are working orders).");
-            Log.Ui.warn($"Ignoring request to delete synthetic security ({id}) because the orders lookup timed out (must confirm no working orders).");
-         } else if (orders.state.Values.Any(o => o.order.Def.SecurityKey == id && o.order.is_non_terminal())) {
-            Log.Ui.warn($"Ignoring request to delete synthetic security ({id}) because non-terminal-orders were detected.");
+            var msg = "Unable to delete synthetic securities: " +
+               $"timed out waiting for orders table (must verify that a synthetic security does not have any working orders before it can be deleted).";
+            _error_reporter.report_error(msg);
+            log.warn(msg);
          } else {
-            ExecutionStrategyImmutable? strategy = await _orders_model.spreader.lookup_strategy_async(id);
-            if (strategy.HasValue) {
-               ExecutionStrategyImmutable deleted_strategy = strategy.Value.with(deleted: true);
-               await _orders_model.spreader.save_strategy(id, deleted_strategy);
+            var working_orders = new List<uint>();
+            var missing_strategies = new List<uint>();
+            var items = new List<(uint key, ExecutionStrategyImmutable strategy)>();
+            var temp_strats = _strategy_map;
+            foreach (var k in keys) {
+               if (orders.state.TryGetValue(k, out var sec_group) && sec_group.table.state.Values.Any(tup => tup.order.is_active())) {
+                  working_orders.Add(k);
+               } else if (!temp_strats.TryGetValue(k, out var strat)) {
+                  missing_strategies.Add(k);
+               } else {
+                  items.Add((k, strat.with(deleted: true)));
+               }
             }
+            var lines = new List<string>();
+            if (working_orders.Count > 0) {
+               lines.Add($"skipping {working_orders.Count} securities because they have working orders.");
+            }
+            if (missing_strategies.Count > 0) {
+               lines.Add($"skipping {missing_strategies.Count} securities because their execution strategies were not discovered.");
+            }
+            if (lines.Count > 0)
+               log.warn(string.Join("; ", lines));
+            var errors = await _orders_model.spreader.save_strategies(items);
+            int error_count = errors.Count(e => !string.IsNullOrEmpty(e));
+            log.info($"{items.Count - error_count}/{items.Count} attempted deletes were successful (skipped {working_orders.Count + missing_strategies.Count}).");
+            // display results to user
+            const string dialog_title = "Synthetic Deletion";
+            string display_msg;
+            MessageBoxImage icon = MessageBoxImage.None;
+            if (keys.Count > 1) {
+               if (error_count == 0 && working_orders.Count == 0 && missing_strategies.Count == 0) {
+                  display_msg = $"Synthetic securities have been deleted.";
+                  icon = MessageBoxImage.Information;
+               } else {
+                  display_msg = $"{keys.Count - error_count - working_orders.Count - missing_strategies.Count}/{keys.Count} securities were successfully deleted.";
+                  icon = MessageBoxImage.Error;
+               }
+            } else {
+               if (error_count == 0 && working_orders.Count == 0 && missing_strategies.Count == 0) {
+                  display_msg = "Synthetic security has been deleted.";
+                  icon = MessageBoxImage.Information;
+               } else {
+                  string reason;
+                  if (error_count > 0) {
+                     reason = errors[0];
+                  } else if (missing_strategies.Count > 0) {
+                     reason = "did not find execution strategy.";
+                  } else if (working_orders.Count > 0) {
+                     reason = "working orders detected.";
+                  } else {
+                     // unexpected code path
+                     reason = "unknown error.";
+                  }
+                  icon = MessageBoxImage.Error;
+                  display_msg = $"Unable to delete synthetic security: " + reason;
+               }
+            }
+            BTSMessageBox.Show(display_msg, dialog_title, BTSMessageBoxButtons.OK, icon);
          }
       }
    }
-}
+}

src/client/spark/Daemons/ErrorReporter.cs

@@ -1,12 +1,15 @@
 using bts.api;
 using bts.api.core;
 using bts.support;
+using bts.utils;
 using mbts;
 using mbts.spark;
 using mbts.ui;
 using System;
+using System.Collections.Generic;
 using System.ComponentModel.Composition;
 using System.Reactive.Linq;
+using System.Text;
 using System.Threading.Tasks;
 using System.Windows;
 using System.Windows.Threading;
@@ -164,5 +167,45 @@ namespace bts.spark {
          void _report_error(string msg) =>
             error_reporter.report_error($"Error {desc}: {msg}", AlgoStudioWindow.NAME, MessageBoxImage.Warning);
       }
+
+      public static async Task<(TResult result, string error_msg)[]> safe_execute_batch<T, TResult>(
+         this ErrorReporter error_reporter,
+         IEnumerable<Task<T>> execute,
+         Func<T, (TResult result, string error_msg)> result_selector,
+         string desc,
+         string title) {
+         //
+         try {
+            var results = await Task.WhenAll(execute as Task<T>[] ?? ArrayHelper.clone_optimized(execute));
+            var result_values = new (TResult, string)[results.Length];
+            StringBuilder error_bd = null;
+            for (int i = 0; i < results.Length; i++) {
+               var r = results[i];
+               var (result, error) = result_selector(r);
+               if (!string.IsNullOrEmpty(error)) {
+                  if (error_bd == null) {
+                     error_bd = new StringBuilder();
+                  } else {
+                     error_bd.AppendLine();
+                  }
+                  error_bd.Append(error);
+               }
+               result_values[i] = (result, error);
+            }
+            if (error_bd != null) {
+               var error_msg = error_bd.ToString();
+               if (!string.IsNullOrEmpty(error_msg))
+                  _report_error(error_msg);
+            }
+            return result_values;
+         }
+         catch (Exception ex) {
+            _report_error(ex.ToString());
+         }
+         return null;
+         //
+         void _report_error(string msg) =>
+            error_reporter.report_error($"Error {desc}: {msg}", title, MessageBoxImage.Warning);
+      }
    }
-}
+}

src/client/spark/Daemons/MDDaemon.cs

@@ -39,7 +39,7 @@ namespace bts {
          _relay.set_token(_token.Value);
          _dispose.Add(
             _ss.Value.subscribei_metadata()
-            .Select(upd => upd.all.ToDictionary(i => i.SecurityKey, i => i.Strategy))
+            .Select(upd => upd.all.Where(i => i.HasStrategy).ToDictionary(i => i.SecurityKey, i => i.Strategy))
             .Subscribe(t => {
                var deleted_synthetic_keys = new HashSet<uint>(t.Where(kv => kv.Value.Deleted).Select(kv => kv.Key));
                // add back 'undeleted' synthetics
@@ -64,4 +64,4 @@ namespace bts {
          Task.Run(run);
       }
    }
-}
+}

src/client/spark/Images/Icons.cs

@@ -1,4 +1,5 @@
 using bts;
+using mbts.ui.dpi;
 using System;
 using System.Collections.Generic;
 using System.Linq;
@@ -55,7 +56,9 @@ namespace mbts.ui {
          StarGeometryKey = nameof(StarGeometryKey),
          ToolsGeometryKey = nameof(ToolsGeometryKey),
          TrashGeometryKey = nameof(TrashGeometryKey),
-         UndoCircularGeometryKey = nameof(UndoCircularGeometryKey);
+         UndoCircularGeometryKey = nameof(UndoCircularGeometryKey),
+         WarningExclamationGeometryKey = nameof(WarningExclamationGeometryKey),
+         WarningGeometryKey = nameof(WarningGeometryKey);
 
       public static Geometry PlayGeometry => Geometry.Parse(get_geometric_path(PlayGeometryKey).FirstOrDefault() ?? string.Empty);
 
@@ -190,6 +193,8 @@ namespace mbts.ui {
       public static ImageSource Tetris { get { return load_resource_and_freeze("Tetris"); } }
       public static ImageSource Tools => create_icon(ToolsGeometryKey);
       public static ImageSource Trash => create_icon(TrashGeometryKey);
+      public static ImageSource Warning => create_icon(WarningGeometryKey, Brushes.IndianRed);
+      public static ImageSource WarningExclamation => create_icon(WarningExclamationGeometryKey, Brushes.IndianRed);
       public static ImageSource UndoCircular => create_icon(UndoCircularGeometryKey);
       public static ImageSource ViewSettings => load_resource_and_freeze("ViewSettings");
       public static ImageSource Wrench { get { return load_resource_and_freeze("Wrench"); } }

src/client/spark/Images/Vector/Icons.xaml

@@ -363,6 +363,18 @@
 			c-84.15,0-153-68.85-153-153h-51c0,112.2,91.8,204,204,204s204-91.8,204-204S360.825,89.25,248.625,89.25z
   </sys:String>
 
+  <sys:String x:Key="{x:Static mbts:Icons.WarningExclamationGeometryKey}">
+    M15.998999,17.988002C16.551,17.988002 16.999,18.437009 16.999,18.990018 16.999,19.543027 16.551,19.992034 15.998999,19.992034 15.446999,19.992034 14.998999,19.543027 14.998999,18.990018 14.998999,18.437009 15.446999,17.988002 15.998999,17.988002z
+    M15.998999,8.0630169C16.552,8.0630169,16.999,8.5110159,16.999,9.0650149L16.999,16.167001C16.999,16.721 16.552,17.168998 15.998999,17.168998 15.446,17.168998 14.998999,16.721 14.998999,16.167001L14.998999,9.0650149C14.998999,8.5110159,15.446,8.0630169,15.998999,8.0630169z
+  </sys:String>
+
+  <sys:String x:Key="{x:Static mbts:Icons.WarningGeometryKey}">
+    M15.998999,17.988002C16.551,17.988002 16.999,18.437009 16.999,18.990018 16.999,19.543027 16.551,19.992034 15.998999,19.992034 15.446999,19.992034 14.998999,19.543027 14.998999,18.990018 14.998999,18.437009 15.446999,17.988002 15.998999,17.988002z
+    M15.998999,8.0630169C16.552,8.0630169,16.999,8.5110159,16.999,9.0650149L16.999,16.167001C16.999,16.721 16.552,17.168998 15.998999,17.168998 15.446,17.168998 14.998999,16.721 14.998999,16.167001L14.998999,9.0650149C14.998999,8.5110159,15.446,8.0630169,15.998999,8.0630169z
+    M15.999277,2.3337629L2.3830507,22.996989 29.615442,22.996989z
+    M15.999513,0C16.50052,-3.8678991E-07,17.001274,0.21826346,17.288297,0.65479128L31.74151,22.585975C32.057495,23.064982 32.084472,23.677966 31.812494,24.184989 31.541494,24.687009 31.02049,24.999999 30.450475,24.999999L1.5480773,24.999999C0.97903845,24.999999 0.45705819,24.687009 0.18703459,24.184989 -0.085979476,23.677966 -0.057963934,23.064982 0.25704309,22.585975L14.709219,0.65479128C14.997247,0.21826346,15.498506,-3.8678991E-07,15.999513,0z
+  </sys:String>
+
   <!--
  'y' for equilateral triangle of side length x:
   (x/2)^2 + Y^2 = x^2

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

@@ -1,7 +1,6 @@
 using bts.api;
 using bts.co2;
 using bts.collections;
-using bts.utils.csv;
 using mbts.persist;
 using mbts.spark.filters;
 using mbts.ui;
@@ -53,7 +52,7 @@ namespace mbts.spark {
             columns.Add(new RenderTextColumn<Row, TimeAndSalesView.Columns>(col_key, r => r[col_key], filter, filter_template, r => _get_aggressor_brush(r))
             { id = col_id(col_key), Header = header, Width = width, sort_member_path = sort_member_path, horizontal_alignment = h_alignment  }
          );
-
+         
          // be sure to load GridSettings AFTER the columns collection has been populated, the grid settings manager looks columns by id to apply the appropriate settings,
          // if the collection is not populated, the column settings will not be applied
          grid_settings_manager = new SimpleGridSettingsManager<Row>(columns, new Dictionary<string, GridColumnSettingsFeatureFlags> { }, row_vms);
@@ -174,19 +173,6 @@ namespace mbts.spark {
             }
          }
 
-         public static System.Collections.Specialized.OrderedDictionary csv_ordered_properties =>
-            CsvHelper.create_ordering_maintainer(
-               typeof(TimeAndSalesVM.Row),
-               new string[] {
-                  nameof(security),
-                  nameof(time),
-                  nameof(price),
-                  nameof(size),
-                  nameof(aggressor_side),
-                  nameof(security_key),
-               });
-
-
          public void raise_invalidated() => invalidated?.Invoke();
       }
    }

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

@@ -3,7 +3,6 @@ using bts.api;
 using bts.shell;
 using bts.shell.fills;
 using bts.spark;
-using bts.utils.csv;
 using mbts.co2;
 using mbts.persist;
 using mbts.ui;
@@ -64,7 +63,6 @@ namespace mbts.spark {
          var current_smd_source = connectable_builder.create(vm => vm.current_security_md_observable(_bus)).OnDispatcher();
          var selected_secs_source = connectable_builder.create(vm => vm.selected_securities_observable()).OnDispatcher();
          _commands = new SparkCommand[] {
-            new SparkCommandCommand("Export to csv", Icons.Export, FileDialogCommand.export_csv(() => _vm.value.row_vms.ToCsv(TimeAndSalesVM.Row.csv_ordered_properties), "TaS")),
             SparkCommands.ShowLadder(SparkCommands.KeyGestures.ShowLadder).complete(current_smd_source, md => md.HasValue, ConvertUtils.ValueOrDefault),
             SparkCommands.ShowOrderTicketFromSecurity(SparkCommands.KeyGestures.ShowOrderTicket).complete(current_smd_source, md => md.HasValue, ConvertUtils.ValueOrDefault),
             SparkCommands.ShowFills(SparkCommands.KeyGestures.ShowFills).complete(selected_secs_source, always_true, get_fills_startup_data),

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

@@ -140,7 +140,7 @@
       <DataTemplate>
         <ComboBox SelectedItem="{Binding value}" ItemsSource="{u:EnumBindingSource {u:Nested sp:ConditionalQuoting.Types.PriceType}}" ItemTemplate="{StaticResource EnumDescriptionTemplate}"/>
       </DataTemplate>
-    </usp:DataGridParameterCellTemplateConverter.ConditionalPriceTypeTemplate>    
+    </usp:DataGridParameterCellTemplateConverter.ConditionalPriceTypeTemplate>
     <usp:DataGridParameterCellTemplateConverter.QuantityMeasureTemplate>
       <DataTemplate>
         <Grid IsEnabled="{Binding enabled}">
@@ -333,13 +333,61 @@
       </DataTrigger>
     </Style.Triggers>
   </Style>
+
+  <Style x:Key="ContractPickerButton" TargetType="Button">
+    <Setter Property="HorizontalAlignment" Value="Stretch"/>
+    <Setter Property="VerticalAlignment" Value="Stretch"/>
+    <Setter Property="HorizontalContentAlignment" Value="Center"/>
+    <Setter Property="VerticalContentAlignment" Value="Center"/>
+    <Setter Property="ToolTip" Value="Change Security"/>
+    <Setter Property="Template">
+      <Setter.Value>
+        <ControlTemplate TargetType="Button">
+          <Border
+            x:Name="Bd"
+            HorizontalAlignment="{TemplateBinding HorizontalAlignment}"
+            VerticalAlignment="{TemplateBinding VerticalAlignment}"
+            Padding="{TemplateBinding Padding}"
+          >
+            <VisualStateManager.VisualStateGroups>
+              <VisualStateGroup Name="MouseStates">
+                <VisualState Name="Normal"/>
+                <VisualState Name="MouseOver">
+                  <Storyboard>
+                    <ColorAnimation Storyboard.TargetName="Bd" Storyboard.TargetProperty="Background.Color" BeginTime="0" Duration="0" To="#24FFFFFF"/>
+                  </Storyboard>
+                </VisualState>
+                <VisualState Name="Pressed">
+                  <Storyboard>
+                    <ColorAnimation Storyboard.TargetName="Bd" Storyboard.TargetProperty="Background.Color" BeginTime="0" Duration="0" To="#40FFFFFF"/>
+                  </Storyboard>
+                </VisualState>
+              </VisualStateGroup>
+            </VisualStateManager.VisualStateGroups>
+            <Border.Background>
+              <SolidColorBrush/>
+            </Border.Background>
+            <ContentPresenter
+              HorizontalAlignment="{TemplateBinding HorizontalContentAlignment}"
+              VerticalAlignment="{TemplateBinding VerticalContentAlignment}"
+            />
+          </Border>
+        </ControlTemplate>
+      </Setter.Value>
+    </Setter>
+  </Style>
+
   <DataGridTextColumn x:Key="{x:Static usp:ExecutionStrategyEditor.AddColumnPlaceholderKey}" x:Shared="False" IsReadOnly="True">
     <DataGridTextColumn.Header>
       <c:PopupControl
-        ShowExpanderArrow="False" PopupPlacement="Right" Header="Add Leg" Padding="6,0"
+        ShowExpanderArrow="False"
+        PopupPlacement="Right"
+        Header="Add Leg"
+        Padding="6,0"
         Background="{StaticResource Button.Static.BackgroundBrush}"
         IsOpen="{Binding IsNewLegPopupOpen, RelativeSource={RelativeSource AncestorType=usp:ExecutionStrategyEditor}, Mode=TwoWay}"
         IsEnabled="{Binding CanUserAddNewLeg, RelativeSource={RelativeSource AncestorType=usp:ExecutionStrategyEditor}}"
+        VerticalAlignment="Center"
       >
         <msp:ContractPickerView
           CloseOnOK="False" CloseOnCancel="False"
@@ -348,7 +396,7 @@
       </c:PopupControl>
     </DataGridTextColumn.Header>
   </DataGridTextColumn>
-  <DataTemplate x:Key="{x:Static usp:ExecutionStrategyEditor.RemovableColumnHeaderTemplateKey}">
+  <DataTemplate x:Key="{x:Static usp:ExecutionStrategyEditor.RemovableColumnHeaderTemplateKey}" DataType="{x:Type usp:LegSpreaderParamsTuple}">
     <Grid>
       <Grid.ColumnDefinitions>
         <ColumnDefinition Width="Auto"/>
@@ -356,13 +404,40 @@
       </Grid.ColumnDefinitions>
       <Button
         Command="{Binding RemoveLegCommand, RelativeSource={RelativeSource AncestorType=usp:ExecutionStrategyEditor}}"
-        CommandParameter="{Binding}" Style="{StaticResource RoundCloseButton}"
+        CommandParameter="{Binding}"
+        Style="{StaticResource RoundCloseButton}"
+        ToolTip="Remove Leg"
       />
-      <TextBlock Grid.Column="1" Margin="4,0,0,0" Text="{Binding Converter={StaticResource SecurityTextConverter}}"/>
+      <c:ContractPickerPopup
+        Grid.Column="1"
+        BorderThickness="0"
+        ButtonStyle="{StaticResource ContractPickerButton}"
+        CloseOnCancel="True"
+        CloseOnOK="True"
+        Header="{Binding security}"
+        IsEditMode="False"
+        IsLazy="True"
+        SecurityMap="{Binding ContractPickerModel.all_securities, RelativeSource={RelativeSource AncestorType=usp:ExecutionStrategyEditor}, Mode=OneWay}"
+        SelectedSecurity="{Binding security}"
+        ShowDialogSkirt="True"
+      >
+        <c:ContractPickerPopup.Background>
+          <SolidColorBrush/>
+        </c:ContractPickerPopup.Background>
+        <c:ContractPickerPopup.HeaderTemplate>
+          <DataTemplate>
+            <TextBlock Foreground="{x:Static u:BTSColors.header_text_brush}" Text="{Binding}"/>
+          </DataTemplate>
+        </c:ContractPickerPopup.HeaderTemplate>
+      </c:ContractPickerPopup>
     </Grid>
   </DataTemplate>
-  <DataTemplate x:Key="{x:Static usp:ExecutionStrategyEditor.NonRemovableColumnHeaderTemplateKey}">
-    <TextBlock Text="{Binding Converter={StaticResource SecurityTextConverter}}"/>
+  <DataTemplate x:Key="ReadOnlyColumnHeaderTemplate" DataType="{x:Type usp:LegSpreaderParamsTuple}">
+    <TextBlock
+      HorizontalAlignment="Center"
+      VerticalAlignment="Center"
+      Text="{Binding security}"
+    />
   </DataTemplate>
   <ControlTemplate x:Key="ExecutionStrategyEditorTemplate" TargetType="usp:ExecutionStrategyEditor">
     <Border
@@ -560,6 +635,14 @@
               </Setter>
             </Style>
           </DataGrid.Resources>
+          <DataGrid.ColumnHeaderStyle>
+            <Style TargetType="DataGridColumnHeader" BasedOn="{StaticResource {x:Type DataGridColumnHeader}}">
+              <Setter Property="HorizontalContentAlignment" Value="Stretch"/>
+              <Setter Property="VerticalContentAlignment" Value="Stretch"/>
+              <Setter Property="Padding" Value="5,0"/>
+              <Setter Property="MinHeight" Value="26"/>
+            </Style>
+          </DataGrid.ColumnHeaderStyle>
           <DataGrid.GroupStyle>
             <GroupStyle ContainerStyle="{StaticResource GroupItemStyle}"/>
           </DataGrid.GroupStyle>

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

@@ -227,8 +227,8 @@ namespace mbts.ui.spark {
       }
 
       DataGridColumn _column_factory(LegSpreaderParamsTuple l) {
-         var col = new DataGridColumnInternal(l.leg.Security, ParameterCellTemplateConverter, ParameterCellEditingTemplateConverter);
-         col.HeaderTemplate = (DataTemplate)FindResource(IsNew ? RemovableColumnHeaderTemplateKey : NonRemovableColumnHeaderTemplateKey);
+         var col = new DataGridColumnInternal(l, ParameterCellTemplateConverter, ParameterCellEditingTemplateConverter);
+         col.HeaderTemplate = TryFindResource(IsNew ? RemovableColumnHeaderTemplateKey : NonRemovableColumnHeaderTemplateKey) as DataTemplate;
          DataGridEx.SetRightBorder(col, new DataGridExVerticalLine(false, true, Colors.DarkGray, 1));
          return col;
       }
@@ -237,10 +237,12 @@ namespace mbts.ui.spark {
 
       private class DataGridColumnInternal : DataGridDynamicColumn {
          readonly IValueConverter _cell_template_converter, _cell_editing_template_converter;
+         readonly LegSpreaderParamsTuple _leg_tup;
 
-         public DataGridColumnInternal(Security security, IValueConverter cell_template_converter, IValueConverter cell_editing_template_converter) {
-            Header = security;
-            SetValue(DataGridEx.CellKeyProperty, security);
+         public DataGridColumnInternal(LegSpreaderParamsTuple leg_tup, IValueConverter cell_template_converter, IValueConverter cell_editing_template_converter) {
+            _leg_tup = leg_tup;
+            Header = leg_tup;
+            SetValue(DataGridEx.CellKeyProperty, leg_tup);
             _cell_template_converter = cell_template_converter;
             _cell_editing_template_converter = cell_editing_template_converter;
          }
@@ -248,8 +250,8 @@ namespace mbts.ui.spark {
          // I decided this was an easy and simple enough solution to justify breaking the mvvm paradigm
          // The alternative - within strict bounds of the paradigm - is to change the DataGridParameterCellTemplateConverter into an IMultiValueConverter, bound to data_type AND read_only
          protected override FrameworkElement GenerateEditingElement(DataGridCell cell, object dataItem) {
-            if (dataItem is SyntheticEditorVM.RowVM row_vm) {
-               if (row_vm.read_only || row_vm.get_cell(Header) is SyntheticEditorVM.ICell cell_vm && !cell_vm.enabled)
+            if (dataItem is RowVM row_vm) {
+               if (row_vm.read_only || row_vm.get_cell(_leg_tup) is ICell cell_vm && !cell_vm.enabled)
                   return base.GenerateElement(cell, dataItem);
             }
             return base.GenerateEditingElement(cell, dataItem);
@@ -352,4 +354,4 @@ namespace mbts.ui.spark {
       public object ConvertBack(object value, Type targetType, object parameter, CultureInfo culture) =>
          throw new NotImplementedException();
    }
-}
+}

src/client/spark/Modules/Spreader/Import/ContractLegTypeView.xaml

@@ -0,0 +1,25 @@
+<UserControl
+  x:Class="bts.shell.spreader.ContractLegTypeView"
+  x:ClassModifier="internal"
+  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
+  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
+  xmlns:spr="clr-namespace:bts.shell.spreader"
+>
+  <ItemsControl ItemsSource="{Binding Controller.flags, RelativeSource={RelativeSource AncestorType=spr:ContractLegTypeView}}">
+    <ItemsControl.ItemsPanel>
+      <ItemsPanelTemplate>
+        <UniformGrid Rows="1"/>
+      </ItemsPanelTemplate>
+    </ItemsControl.ItemsPanel>
+    <ItemsControl.ItemTemplate>
+      <DataTemplate>
+        <CheckBox
+          Margin="2"
+          IsChecked="{Binding is_selected}"
+          Content="{Binding value, Converter={x:Static spr:ContractLegTypeView.LegTypeShortDescConverter}}"
+          ToolTip="{Binding value, Converter={x:Static spr:ContractLegTypeView.LegTypeLongDescConverter}}"
+        />
+      </DataTemplate>
+    </ItemsControl.ItemTemplate>
+  </ItemsControl>
+</UserControl>

src/client/spark/Modules/Spreader/Import/ContractLegTypeView.xaml.cs

@@ -0,0 +1,104 @@
+using bts.collections;
+using mbts;
+using mbts.ui;
+using mbts.ui.converters;
+using mbts.ui.shell;
+using mbts.ui.utility;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.Linq;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Data;
+
+namespace bts.shell.spreader {
+   static class EnumFlagItemsVM {
+      public static EnumFlagItemsVM<T> create<T>(IEnumerable<T> flags) where T : struct =>
+         new EnumFlagItemsVM<T>(flags);
+   }
+
+   class EnumFlagItemsVM<T> : ViewModelBase where T : struct {
+      readonly ObservableCollection<SelectableItemVM<T>> _flags = new ObservableCollection<SelectableItemVM<T>>();
+      bool _is_busy;
+      T _result;
+
+      public EnumFlagItemsVM()
+         : this(EnumHelper.get_values<T>()) { }
+
+      public EnumFlagItemsVM(IEnumerable<T> flags) {
+         this.flags = ObservableAutoWrapper.create_read_only_wrapper(_flags);
+         _flags.AddRange(flags.Select(f => new SelectableItemVM<T>(f)));
+         foreach (var vm in _flags) {
+            vm.is_selected_changed += on_is_selected_changed;
+            void on_is_selected_changed(bool value) {
+               if (!_is_busy) {
+                  _is_busy = true;
+                  result = value ?
+                     EnumHelper.add_flags(result, vm.value) :
+                     EnumHelper.remove_flags(result, vm.value);
+                  _is_busy = false;
+               }
+            }
+         }
+      }
+
+      public event Action result_changed;
+
+      public IReadOnlyObservableCollection<SelectableItemVM<T>> flags { get; }
+
+      public T result {
+         get => _result;
+         set {
+            if (!EqualityComparer<T>.Default.Equals(_result, value)) {
+               _result = value;
+               if (!_is_busy) {
+                  _is_busy = true;
+                  for (int i = 0; i < flags.Count; i++)
+                     flags[i].is_selected = EnumHelper.has_flags(value, flags[i].value);
+                  _is_busy = false;
+               }
+               result_changed?.Invoke();
+               RaisePropertyChanged();
+            }
+         }
+      }
+   }
+   /// <summary>
+   /// Interaction logic for ContractLegTypeView.xaml
+   /// </summary>
+   partial class ContractLegTypeView : UserControl {
+      public static IValueConverter LegTypeShortDescConverter =>
+         ValueConverter.create<ContractLegType, string>(SyntheticSecurityParser.display_name);
+
+      public static IValueConverter LegTypeLongDescConverter =>
+         ValueConverter.create<ContractLegType, string>(lt =>
+            string.Join(" & ", EnumHelper.split_flags(lt).Select(f => EnumHelper.get_display_name(f))));
+
+      public ContractLegTypeView() {
+         InitializeComponent();
+         Controller.result = Value;
+         Controller.result_changed += _on_controller_result_changed;
+      }
+
+      public static readonly DependencyProperty ValueProperty =
+         WPFHelper.create_dp<ContractLegType, ContractLegTypeView>(
+            nameof(Value),
+            FrameworkPropertyMetadataOptions.BindsTwoWayByDefault,
+            (o, v) => {
+               o.Controller.result_changed -= o._on_controller_result_changed;
+               o.Controller.result = v;
+               o.Controller.result_changed += o._on_controller_result_changed;
+            });
+
+      public ContractLegType Value {
+         get => (ContractLegType)GetValue(ValueProperty);
+         set => SetValue(ValueProperty, value);
+      }
+
+      public EnumFlagItemsVM<ContractLegType> Controller { get; } = EnumFlagItemsVM.create(EnumHelper.get_values_except(ContractLegType.None));
+
+      void _on_controller_result_changed() =>
+         SetCurrentValue(ValueProperty, Controller.result);
+   }
+}

src/client/spark/Modules/Spreader/Import/SyntheticImportConflictsDialog.xaml

@@ -0,0 +1,47 @@
+<Window
+  x:Class="bts.shell.spreader.SyntheticImportConflictsDialog"
+  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:cv="clr-namespace:mbts.ui.converters"
+  xmlns:spr="clr-namespace:bts.shell.spreader"
+  u:WindowStyle.AllowResize="True"
+  u:WindowStyle.SizeToContent="WidthAndHeight"
+  u:WindowStyle.TitleContent="Import Synthetics Conflicts"
+  Style="{StaticResource BTSDialogTitleTemplate}"
+>
+  <Window.MaxHeight>
+    <Binding Path="SizeToContent" RelativeSource="{RelativeSource Self}">
+      <Binding.Converter>
+        <cv:WindowMaxHeightConverter SizeToContentThreshold="{u:DPIDouble 700}"/>
+      </Binding.Converter>
+    </Binding>
+  </Window.MaxHeight>
+  <u:WindowStyle.TitleContentTemplate>
+    <DataTemplate>
+      <StackPanel Orientation="Horizontal" HorizontalAlignment="Left">
+        <Image Height="12" Margin="5,2" Source="{x:Static u:Icons.Import}"/>
+        <TextBlock Margin="4,0,0,0" Text="{Binding}"/>
+      </StackPanel>
+    </DataTemplate>
+  </u:WindowStyle.TitleContentTemplate>
+  <Window.Content>
+    <Grid>
+      <Grid.RowDefinitions>
+        <RowDefinition Height="*"/>
+        <RowDefinition Height="Auto"/>
+      </Grid.RowDefinitions>
+      <spr:SyntheticImportConflictsView Margin="12,10,12,8"/>
+      <c:DialogSkirt Grid.Row="1">
+        <c:DialogSkirt.RightItems>
+          <x:Array Type="{x:Type Button}">
+            <Button Command="{Binding ok_cmd}">Continue</Button>
+            <Button Command="{Binding cancel_cmd}" IsCancel="True">Cancel</Button>
+          </x:Array>
+        </c:DialogSkirt.RightItems>
+      </c:DialogSkirt>
+    </Grid>
+  </Window.Content>
+</Window>

src/client/spark/Modules/Spreader/Import/SyntheticImportConflictsDialog.xaml.cs

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

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

@@ -0,0 +1,101 @@
+using bts.api;
+using bts.collections;
+using bts.utils;
+using mbts;
+using mbts.spark;
+using mbts.ui;
+using mbts.user.settings;
+using System.Collections.Generic;
+using System.Linq;
+
+namespace bts.shell.spreader {
+   readonly struct SyntheticComponent {
+      public readonly SyntheticContractComponent type;
+      public readonly int leg_index;
+
+      public SyntheticComponent(SyntheticContractComponent type, int leg_index) {
+         this.type = type;
+         this.leg_index = leg_index;
+      }
+   }
+
+   class SyntheticImportConflictsVM : ImportConflictsVM<(SyntheticImportRowVM synth, ContractLegVM leg), SyntheticImportRowVM, SyntheticContractComponent>, IRequestViewClose {
+      IReadOnlyDictionary<uint, SecurityMD> _security_map = DictionaryHelper.empty<uint, SecurityMD>();
+
+      public SyntheticImportConflictsVM(int num_synthetics)
+         : base(num_synthetics, tup => tup.synth) { }
+
+      // misc items sources
+      public IReadOnlyDictionary<uint, SecurityMD> security_map {
+         get => _security_map;
+         set {
+            if (!ReferenceEquals(_security_map, value)) {
+               _security_map = value;
+               _resolve_securities();
+               RaisePropertyChanged();
+            }
+         }
+      }
+
+      void _resolve_securities() {
+         if (_security_map == null)
+            return;
+         var reverse_lookup = SyntheticSecurityParser.reverse_lookup(MappedDictionary.create(_security_map, v => v.security.ToString()));
+         foreach (var r in conflicts) {
+            if (r.component == SyntheticContractComponent.Security && r.has_error) {
+               var id = reverse_lookup(r.text);
+               if (id != 0 && _security_map.TryGetValue(id, out var smd))
+                  r.value = smd.security;
+            }
+         }
+      }
+   }
+
+   class SyntheticImportConflictRowVM : ImportConflictRowVM<(SyntheticImportRowVM synth, ContractLegVM leg), SyntheticContractComponent>, ITemplateSelectorKey {
+      public SyntheticImportConflictRowVM(
+         SyntheticContractComponent component,
+         string text,
+         IReadOnlyCollection<(SyntheticImportRowVM synth, ContractLegVM leg)> affected_parts,
+         object error_value,
+         object value)
+         : base(component, text, affected_parts, error_value, value, affected_parts.DistinctOn(tup => tup.synth).Count()) { }
+
+      public override void on_conflicts_resolved() {
+         if (has_error)
+            return;
+         foreach (var (synth, leg) in affected_parts) {
+            switch (component) {
+               case SyntheticContractComponent.Name:
+                  if (value is string str)
+                     synth.name = str;
+                  break;
+               case SyntheticContractComponent.TickSize:
+                  if (value is double ts && ts.IsNonZero()) {
+                     synth.tick_factors = TickUtils.get_regional_ticks(new ContractSpecificationImmutable(new ContractSpecification {
+                        LowTick = ts,
+                        HighTick = ts
+                     })).low_tick;
+                  } else if (value is TickFactors tf && tf.is_valid())
+                     synth.tick_factors = tf;
+                  break;
+               case SyntheticContractComponent.Security:
+                  if (value is SecurityImmutable sec && sec.is_exchange_security())
+                     leg.security = sec;
+                  break;
+               case SyntheticContractComponent.PriceMultiplier:
+                  if (value is double pm && pm.IsNonZero())
+                     leg.price_multiplier = pm;
+                  break;
+               case SyntheticContractComponent.Quantity:
+                  if (value is double q && q.IsNonZero())
+                     leg.quantity = q;
+                  break;
+               case SyntheticContractComponent.LegType:
+                  if (value is ContractLegType lt)
+                     leg.leg_type = lt;
+                  break;
+            }
+         }
+      }
+   }
+}

src/client/spark/Modules/Spreader/Import/SyntheticImportConflictsView.xaml

@@ -0,0 +1,199 @@
+<UserControl
+  x:Class="bts.shell.spreader.SyntheticImportConflictsView"
+  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:cv="clr-namespace:mbts.ui.converters"
+  xmlns:spr="clr-namespace:bts.shell.spreader"
+  MinWidth="400"
+>
+  <UserControl.Resources>
+    <Style x:Key="VerticallyCenteredText" TargetType="TextBlock">
+      <Setter Property="VerticalAlignment" Value="Center"/>
+    </Style>
+    <!--Value Cell Template Selector-->
+    <u:KeyedTemplateSelector x:Key="ValueCellTemplateSelector">
+      <u:KeyedTemplateSelector.Default>
+        <DataTemplate>
+          <TextBlock Text="{Binding value}" VerticalAlignment="Center"/>
+        </DataTemplate>
+      </u:KeyedTemplateSelector.Default>
+      <u:TemplateSelectorKeyValue Key="PriceMultiplier">
+        <DataTemplate>
+          <TextBlock Text="{Binding value, Converter={StaticResource DoubleTextConverter}}" VerticalAlignment="Center"/>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+      <u:TemplateSelectorKeyValue Key="Quantity">
+        <DataTemplate>
+          <TextBlock Text="{Binding value, Converter={StaticResource DoubleTextConverter}}" VerticalAlignment="Center"/>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+      <u:TemplateSelectorKeyValue Key="Security">
+        <DataTemplate>
+          <TextBlock Text="{Binding value, Converter={x:Static cv:ValueConverters.SecuritySelectorText}}"/>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+      <u:TemplateSelectorKeyValue Key="LegType">
+        <DataTemplate>
+          <TextBlock Text="{Binding value, Converter={x:Static spr:ContractLegTypeView.LegTypeShortDescConverter}}">
+            <TextBlock.ToolTip>
+              <TextBlock>
+                <Run Text="{Binding value, Converter={x:Static spr:ContractLegTypeView.LegTypeLongDescConverter}}"/>
+                <LineBreak/>
+                <Run Text="Q = Quote"/>
+                <LineBreak/>
+                <Run Text="H = Hedge"/>
+                <LineBreak/>
+                <Run Text="N = None"/>
+              </TextBlock>
+            </TextBlock.ToolTip>
+          </TextBlock>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+    </u:KeyedTemplateSelector>
+    <!--Value Cell Editing Template Selector-->
+    <u:KeyedTemplateSelector x:Key="ValueCellEditingTemplateSelector">
+      <u:TemplateSelectorKeyValue Key="Security">
+        <DataTemplate>
+          <c:ContractPickerPopup
+            HorizontalAlignment="Stretch"
+            VerticalAlignment="Stretch"
+            CloseOnCancel="True"
+            CloseOnOK="True"
+            Header="{Binding value, Converter={x:Static cv:ValueConverters.SecuritySelectorText}}"
+            IsEditMode="False"
+            IsLazy="True"
+            SecurityMap="{Binding DataContext.security_map, RelativeSource={RelativeSource AncestorType=DataGrid}, Mode=OneWay}"
+            SelectedSecurity="{Binding value, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
+            ShowDialogSkirt="True"
+          />
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+      <u:TemplateSelectorKeyValue Key="Name">
+        <DataTemplate>
+          <TextBox u:Behavior.FocusOnLoaded="True" Text="{Binding value}"/>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+      <u:TemplateSelectorKeyValue Key="TickSize">
+        <DataTemplate>
+          <c:TickUpDownDouble Value="{Binding value, UpdateSourceTrigger=PropertyChanged}"/>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+      <u:TemplateSelectorKeyValue Key="PriceMultiplier">
+        <DataTemplate>
+          <c:TickUpDownDouble Value="{Binding value}" DisplayConverter="{StaticResource DoubleTextConverter}"/>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+      <u:TemplateSelectorKeyValue Key="Quantity">
+        <DataTemplate>
+          <c:TickUpDownDouble Value="{Binding value}" DisplayConverter="{StaticResource DoubleTextConverter}"/>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+      <u:TemplateSelectorKeyValue Key="LegType">
+        <DataTemplate>
+          <spr:ContractLegTypeView Value="{Binding value}"/>
+        </DataTemplate>
+      </u:TemplateSelectorKeyValue>
+    </u:KeyedTemplateSelector>
+  </UserControl.Resources>
+  <!--Content-->
+  <Grid x:Name="content_root">
+    <Grid.RowDefinitions>
+      <RowDefinition Height="Auto"/>
+      <RowDefinition Height="*"/>
+    </Grid.RowDefinitions>
+    <Grid.ColumnDefinitions>
+      <ColumnDefinition Width="Auto"/>
+      <ColumnDefinition Width="*"/>
+    </Grid.ColumnDefinitions>
+    <Image VerticalAlignment="Center" Margin="0,0,8,0">
+      <Image.Source>
+        <Binding Source="{x:Static MessageBoxImage.Exclamation}">
+          <Binding.Converter>
+            <cv:SystemIconConverter/>
+          </Binding.Converter>
+        </Binding>
+      </Image.Source>
+    </Image>
+    <Canvas x:Name="text_canvas" Grid.Column="1" HorizontalAlignment="Stretch"/>
+    <TextBlock Grid.Column="1" TextWrapping="Wrap" Width="{Binding ActualWidth, ElementName=text_canvas}">
+      <Run Text="{Binding num_successfully_parsed_rows, Mode=OneWay}"/>
+      <Run Text="/"/>
+      <Run Text="{Binding num_rows, Mode=OneWay}"/>
+      <Run Text=" synthetics were successfully converted."/>
+      <Run Text="Resolve conflicts below by selecting a value to assign each affected synthetic,"/>
+      <Run Text="or modify individual synthetics in the main window."/>
+      <LineBreak/>
+      <LineBreak/>
+      <Run Text="Click 'Continue' to proceed to the main window."/>
+    </TextBlock>
+    <DataGrid
+      x:Name="data_grid"
+      u:DataGridBehavior.SingleClickEdit="True"
+      Grid.Row="1"
+      Grid.ColumnSpan="2"
+      AutoGenerateColumns="False"
+      CanUserAddRows="False"
+      CanUserDeleteRows="False"
+      CanUserReorderColumns="False"
+      CanUserSortColumns="True"
+      HeadersVisibility="All"
+      ItemsSource="{Binding conflicts_view}"
+      Margin="0,8,0,0"
+      MinRowHeight="17"
+      RowHeaderWidth="22"
+      SelectionMode="Single"
+    >
+      <DataGrid.RowValidationErrorTemplate>
+         <ControlTemplate>
+           <Grid Background="Green">
+             <Border x:Name="exclamation" HorizontalAlignment="Center">
+               <Image Height="12" VerticalAlignment="Center" Source="{x:Static u:Icons.WarningExclamation}"/>
+             </Border>
+             <ContentControl HorizontalAlignment="Stretch" VerticalAlignment="Stretch" HorizontalContentAlignment="Stretch" VerticalContentAlignment="Stretch" ToolTip="{Binding (Validation.Errors), RelativeSource={RelativeSource AncestorType=DataGridRow}}">
+               <ContentControl.Template>
+                 <ControlTemplate TargetType="ContentControl">
+                   <Grid Background="Transparent">
+                     <Grid.ToolTip>
+                       <ToolTip Content="{Binding ToolTip, RelativeSource={RelativeSource TemplatedParent}}">
+                         <ToolTip.ContentTemplate>
+                           <DataTemplate>
+                             <ItemsControl ItemsSource="{Binding}" DisplayMemberPath="ErrorContent"/>
+                           </DataTemplate>
+                         </ToolTip.ContentTemplate>
+                       </ToolTip>
+                     </Grid.ToolTip>
+                   </Grid>
+                 </ControlTemplate>
+               </ContentControl.Template>
+             </ContentControl>
+           </Grid>
+         </ControlTemplate>
+      </DataGrid.RowValidationErrorTemplate>
+      <DataGrid.CellStyle>
+        <Style TargetType="DataGridCell" BasedOn="{StaticResource DataGridCellBaseStyle}">
+          <Setter Property="VerticalContentAlignment" Value="Stretch"/>
+        </Style>
+      </DataGrid.CellStyle>
+      <DataGrid.RowStyle>
+        <Style TargetType="DataGridRow">
+          <Setter Property="ValidationErrorTemplate" Value="{Binding RowValidationErrorTemplate, RelativeSource={RelativeSource AncestorType=DataGrid}}"/>
+          <Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"/>
+          <Style.Triggers>
+            <DataTrigger Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="True">
+              <Setter Property="Background" Value="{StaticResource SelectedRowBackground}"/>
+            </DataTrigger>
+          </Style.Triggers>
+        </Style>
+      </DataGrid.RowStyle>
+      <DataGrid.Columns>
+        <DataGridTextColumn Header="Component" Binding="{Binding component, Converter={StaticResource EnumDescriptionConverter}}" ElementStyle="{StaticResource VerticallyCenteredText}" IsReadOnly="True"/>
+        <DataGridTextColumn Header="Text" Binding="{Binding text}" ElementStyle="{StaticResource VerticallyCenteredText}" IsReadOnly="True"/>
+        <DataGridTextColumn Header="Affected Synthetics" Binding="{Binding num_affected_rows}" ElementStyle="{StaticResource VerticallyCenteredText}" IsReadOnly="True"/>
+        <DataGridTemplateColumn Header="Value" CellTemplateSelector="{StaticResource ValueCellTemplateSelector}" CellEditingTemplateSelector="{StaticResource ValueCellEditingTemplateSelector}"/>
+      </DataGrid.Columns>
+    </DataGrid>
+  </Grid>
+</UserControl>

src/client/spark/Modules/Spreader/Import/SyntheticImportConflictsView.xaml.cs

@@ -0,0 +1,20 @@
+using System.Windows.Controls;
+
+namespace bts.shell.spreader {
+   enum SyntheticContractComponent {
+      Name,
+      TickSize,
+      Security,
+      PriceMultiplier,
+      Quantity,
+      LegType
+   }
+
+   /// <summary>
+   /// Interaction logic for SyntheticImportConflictsView.xaml
+   /// </summary>
+   partial class SyntheticImportConflictsView : UserControl {
+      public SyntheticImportConflictsView() =>
+         InitializeComponent();
+   }
+}

src/client/spark/Modules/Spreader/Import/SyntheticImportDialog.xaml

@@ -0,0 +1,45 @@
+<Window
+  x:Class="bts.shell.spreader.SyntheticImportDialog"
+  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:cv="clr-namespace:mbts.ui.converters"
+  xmlns:spr="clr-namespace:bts.shell.spreader"
+  u:WindowStyle.AllowResize="True"
+  u:WindowStyle.SizeToContent="WidthAndHeight"
+  u:WindowStyle.TitleContent="Import Synthetics"
+  Style="{StaticResource BTSDialogTitleTemplate}"
+  Content="{Binding}"
+>
+  <Window.MaxHeight>
+    <Binding Path="SizeToContent" RelativeSource="{RelativeSource Self}">
+      <Binding.Converter>
+        <cv:WindowMaxHeightConverter SizeToContentThreshold="{u:DPIDouble 700}"/>
+      </Binding.Converter>
+    </Binding>
+  </Window.MaxHeight>
+  <u:WindowStyle.TitleContentTemplate>
+    <DataTemplate>
+      <StackPanel Orientation="Horizontal" HorizontalAlignment="Left">
+        <Image Height="12" Margin="5,2" Source="{x:Static u:Icons.Import}"/>
+        <TextBlock Margin="4,0,0,0" Text="{Binding}"/>
+      </StackPanel>
+    </DataTemplate>
+  </u:WindowStyle.TitleContentTemplate>
+  <Window.ContentTemplate>
+    <DataTemplate DataType="{x:Type spr:SyntheticImportVM}">
+      <AdornerDecorator>
+        <Grid>
+          <Grid.RowDefinitions>
+            <RowDefinition Height="*"/>
+            <RowDefinition Height="Auto"/>
+          </Grid.RowDefinitions>
+          <spr:SyntheticImportView/>
+          <c:DialogSkirtOKCancel Grid.Row="1" OKCommand="{Binding ok_cmd}" CancelCommand="{Binding cancel_cmd}"/>
+        </Grid>
+      </AdornerDecorator>
+    </DataTemplate>
+  </Window.ContentTemplate>
+</Window>

src/client/spark/Modules/Spreader/Import/SyntheticImportDialog.xaml.cs

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

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

@@ -0,0 +1,236 @@
+using mbts;
+using mbts.ui;
+using mbts.ui.shell;
+using mbts.ui.utility;
+using System;
+using System.Collections;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.Collections.Specialized;
+using System.ComponentModel;
+using System.Linq;
+using System.Runtime.CompilerServices;
+using System.Windows.Data;
+
+namespace bts.shell.spreader {
+   class SyntheticImportRowCollectionView : ListCollectionView {
+      ReadOnlyObservableCollection<object> _base_groups, _groups_wrapper;
+      ObservableAutoWrapper<object, object> _groups;
+
+      public SyntheticImportRowCollectionView(IList list)
+         : base(list) { }
+
+      public override bool CanGroup => true;
+
+      // Must return null if there are no GroupDescriptions (i.e., instead of an empty collection).
+      // If an empty collection is returned, the view assumes grouping is active and there are no items.
+      public override ReadOnlyObservableCollection<object> Groups {
+         get {
+            if ((GroupDescriptions?.Count ?? 0) == 0)
+               return null;
+            if (_groups_wrapper == null) {
+               _base_groups = base.Groups;
+               if (_base_groups == null)
+                  return null;
+               _groups = new ObservableAutoWrapper<object, object>(_base_groups, obj => new SyntheticImportRowCollectionViewGroup((CollectionViewGroup)obj, this));
+               _groups_wrapper = new ReadOnlyObservableCollection<object>(_groups);
+            }
+            return _groups_wrapper;
+         }
+      }
+
+      public void set_all_expanded(bool is_expanded) {
+         foreach (var g in Groups.OfTypeSafe<SyntheticImportRowCollectionViewGroup>())
+            g.set_all_expanded(is_expanded);
+      }
+   }
+
+   class SyntheticImportRowCollectionViewGroup : CollectionViewGroup, INotifyDataErrorInfo, IRaiseNotifyPropertyChanged, IEquatable<SyntheticImportRowCollectionViewGroup> {
+      static readonly string _desc_delim = ", ";
+      readonly SyntheticImportRowCollectionView _root;
+      readonly CollectionViewGroup _from;
+      readonly Dictionary<object, InnerGroupSubscription> _inner_groups = new Dictionary<object, InnerGroupSubscription>();
+      readonly Dictionary<int, IDisposable> _rows = new Dictionary<int, IDisposable>();
+      string
+         _leg_type_desc,
+         _security_desc,
+         _quantity_desc,
+         _price_multiplier_desc;
+
+      IDisposable _dispose;
+      bool _is_expanded;
+
+      public SyntheticImportRowCollectionViewGroup(CollectionViewGroup from, SyntheticImportRowCollectionView root) : base(from.Name) {
+         _root = root;
+         _from = from;
+         ((INotifyCollectionChanged)_from.Items).CollectionChanged += _from_items_CollectionChanged;
+         _from_items_CollectionChanged(_from.Items, new NotifyCollectionChangedEventArgs(NotifyCollectionChangedAction.Add, _from.Items, 0));
+      }
+
+      public event Action ProtectedItemCountChanged;
+      public event EventHandler<DataErrorsChangedEventArgs> ErrorsChanged;
+
+      public override bool IsBottomLevel => _from.IsBottomLevel;
+      public bool is_expanded { get => _is_expanded; set => _set(ref _is_expanded, value); }
+      public int level => parent == null ? 1 : parent.level + 1;
+      public SyntheticImportRowCollectionViewGroup parent { get; private set; }
+      // leg type desc
+      public string leg_type_desc =>
+         _leg_type_desc ?? (_leg_type_desc = string.Join(_desc_delim, ProtectedItems.OfType<ContractLegVM>().Select(l => l.leg_type.display_name())));
+      // price multiplier desc
+      public string price_multiplier_desc =>
+         _price_multiplier_desc ?? (_price_multiplier_desc = string.Join(_desc_delim, ProtectedItems.OfType<ContractLegVM>().Select(l => l.price_multiplier)));
+      // quantity desc
+      public string quantity_desc =>
+         _quantity_desc ?? (_quantity_desc = string.Join(_desc_delim, ProtectedItems.OfType<ContractLegVM>().Select(l => l.quantity)));
+      // security desc
+      public string security_desc =>
+         _security_desc ?? (_security_desc = string.Join(_desc_delim, ProtectedItems.OfType<ContractLegVM>().Select(l => l.security?.ToString() ?? "?").ExceptNull()).if_null_or_empty("(No Legs)"));
+
+      new int ProtectedItemCount {
+         get => base.ProtectedItemCount;
+         set {
+            if (base.ProtectedItemCount != value) {
+               base.ProtectedItemCount = value;
+               ProtectedItemCountChanged?.Invoke();
+            }
+         }
+      }
+
+      public bool HasErrors => Items.OfType<ContractLegVM>().Any(l => l.HasErrors);
+      public IEnumerable GetErrors(string propertyName) =>
+         propertyName == nameof(Items) ?
+         Items.OfType<ContractLegVM>().SelectMany(l => l.AllErrors) :
+         Enumerable.Empty<string>();
+
+      public void set_all_expanded(bool is_expanded) {
+         this.is_expanded = is_expanded;
+         foreach (var g in Items.OfTypeSafe<SyntheticImportRowCollectionViewGroup>())
+            g.set_all_expanded(is_expanded);
+      }
+
+      public bool Equals(SyntheticImportRowCollectionViewGroup other) =>
+         other != null &&
+         level == other.level &&
+         Equals(Name, other.Name);
+
+      void IRaiseNotifyPropertyChanged.raise_notify_property_changed(string prop) =>
+         OnPropertyChanged(new PropertyChangedEventArgs(prop));
+
+      void _add_item(int index, object item) {
+         Log.assert(index >= 0, "Index is less than 0.");
+         if (item is CollectionViewGroup group) {
+            var inner_group = new SyntheticImportRowCollectionViewGroup(group, _root);
+            _inner_groups.Add(group.Name, new InnerGroupSubscription(this, inner_group));
+            ProtectedItems.Insert(index, inner_group);
+         } else {
+            var row = (ContractLegVM)item;
+            if (_rows.TryPopValue(row.id, out var sub))
+               sub.Dispose();
+            _rows[row.id] = _connect_row(row);
+            ProtectedItems.Insert(index, item);
+         }
+      }
+
+      void _remove_item(int index, object item) {
+         if (item is SyntheticImportRowCollectionViewGroup inner_group) {
+            if (!_inner_groups.TryPopValue(inner_group.Name, out var ig_sub))
+               throw new InvalidOperationException($"Inner groups cache does not have an entry for the specified name '{inner_group.Name}' (entire tree structure may be compromised).");
+            ig_sub.Dispose();
+            Disposable.dispose(ref inner_group._dispose);
+         }
+         ProtectedItems.RemoveAt(index);
+      }
+
+      void _from_items_CollectionChanged(object sender, NotifyCollectionChangedEventArgs e) {
+         switch (e.Action) {
+            case NotifyCollectionChangedAction.Add:
+               for (int i = 0; i < e.NewItems.Count; i++)
+                  _add_item(e.NewStartingIndex + i, e.NewItems[i]);
+               break;
+            case NotifyCollectionChangedAction.Remove:
+               for (int i = 0; i < e.OldItems.Count; i++)
+                  _remove_item(e.OldStartingIndex, ProtectedItems[e.OldStartingIndex]);
+               break;
+            case NotifyCollectionChangedAction.Replace:
+               for (int i = 0; i < e.OldItems.Count; i++)
+                  _remove_item(e.OldStartingIndex, ProtectedItems[e.OldStartingIndex]);
+               for (int i = 0; i < e.NewItems.Count; i++)
+                  _add_item(e.NewStartingIndex + i, e.NewItems[i]);
+               break;
+            case NotifyCollectionChangedAction.Reset:
+               while (ProtectedItems.Count > 0)
+                  _remove_item(0, ProtectedItems[0]);
+               for (int i = 0; i < _from.Items.Count; i++)
+                  _add_item(i, _from.Items[i]);
+               break;
+         }
+      }
+
+      void _invalidate_props(params string[] props) {
+         for (int i = 0; i < props.Length; i++)
+            OnPropertyChanged(new PropertyChangedEventArgs(props[i]));
+      }
+
+      void _set<T>(ref T backing, T new_value, [CallerMemberName]string prop = "") =>
+         _set(ref backing, new_value, EqualityComparer<T>.Default, prop);
+
+      void _set<T>(ref T backing, T new_value, IEqualityComparer<T> comparer, [CallerMemberName]string prop = "") {
+         if (!comparer.Equals(backing, new_value)) {
+            backing = new_value;
+            OnPropertyChanged(new PropertyChangedEventArgs(prop));
+         }
+      }
+
+      IDisposable _connect_row(ContractLegVM row) {
+         row.result_changed += on_result_changed;
+         row.ErrorsChanged += on_errors_changed;
+         return Disposable.Create(() => {
+            row.result_changed -= on_result_changed;
+            row.ErrorsChanged -= on_errors_changed;
+         });
+         void on_result_changed() {
+            _security_desc = null;
+            _price_multiplier_desc = null;
+            _quantity_desc = null;
+            _leg_type_desc = null;
+            _invalidate_props(nameof(security_desc), nameof(price_multiplier_desc), nameof(quantity_desc), nameof(leg_type_desc));
+         }
+         void on_errors_changed(object sender, DataErrorsChangedEventArgs e) =>
+            ErrorsChanged?.Invoke(this, new DataErrorsChangedEventArgs(nameof(Items)));
+      }
+
+      class InnerGroupSubscription : IDisposable {
+         public readonly SyntheticImportRowCollectionViewGroup _inner_group;
+         readonly SyntheticImportRowCollectionViewGroup _parent;
+         int _last_count;
+
+         public InnerGroupSubscription(SyntheticImportRowCollectionViewGroup parent, SyntheticImportRowCollectionViewGroup inner_group) {
+            _parent = parent;
+            _inner_group = inner_group;
+            _inner_group.parent = parent;
+            // init item count
+            _on_item_count_changed();
+            // listen to item count changes
+            _inner_group.ProtectedItemCountChanged += _on_item_count_changed;
+         }
+
+         public void Dispose() {
+            _inner_group.ProtectedItemCountChanged -= _on_item_count_changed;
+            _inner_group.parent = null;
+            // make sure the state is valid (if a bad state goes by undetected here, nefarious/difficult-to-track bugs could arise)
+            if (_last_count != _inner_group.ProtectedItemCount) {
+               Log.Ui.warn("Cached inner count is not equal to the inner group's ItemCount (entire tree structure may be compromised).");
+            }
+            _parent.ProtectedItemCount -= _last_count;
+         }
+
+         void _on_item_count_changed() {
+            // add the delta
+            _parent.ProtectedItemCount += (_inner_group.ProtectedItemCount - _last_count);
+            // reset the local cache
+            _last_count = _inner_group.ProtectedItemCount;
+         }
+      }
+   }
+}

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

@@ -0,0 +1,253 @@
+using bts.api;
+using bts.collections;
+using bts.spark;
+using mbts;
+using mbts.collections;
+using mbts.spark;
+using mbts.ui;
+using mbts.ui.shell;
+using mbts.ui.utility;
+using mbts.user.settings;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.ComponentModel;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Windows.Data;
+using System.Windows.Input;
+using Disposable = mbts.Disposable;
+
+namespace bts.shell.spreader {
+   class SyntheticImportVM : DisposableViewModelBase, IRequestViewClose {
+      IReadOnlyDictionary<uint, SecurityMD> _security_map = DictionaryHelper.empty<uint, SecurityMD>();
+
+      public SyntheticImportVM() {
+         var rows_view = new SyntheticImportRowCollectionView(flat_legs);
+         rows_view.GroupDescriptions.Add(new PropertyGroupDescription(nameof(ContractLegVM.owner)));
+         this.rows_view = rows_view;
+         ok_cmd = new DelegateCommand(() => import_request?.Invoke());
+         cancel_cmd = new DelegateCommand(() => RequestClose?.Invoke(this, new EventArgs()));
+         _dispose = ObservableAutoWrapper.connect_item_hooks(
+            rows,
+            r => {
+               flat_legs.AddRange(r.legs);
+               return Disposable.Create(() => flat_legs.removeRange(r.legs));
+            });
+      }
+
+      public event Action import_request;
+      public event EventHandler RequestClose;
+
+      public ObservableCollection<SyntheticImportRowVM> rows { get; } = new ObservableCollection<SyntheticImportRowVM>();
+      public ObservableCollection<ContractLegVM> flat_legs { get; } = new ObservableCollection<ContractLegVM>();
+      public IReadOnlyDictionary<uint, SecurityMD> security_map { get => _security_map; set => Set(ref _security_map, value); }
+      public ICollectionView rows_view { get; }
+      // commands
+      public ICommand ok_cmd { get; }
+      public ICommand cancel_cmd { get; }
+   }
+
+   class SyntheticImportRowVM : DisposableViewModelBase, IEquatable<SyntheticImportRowVM> {
+      readonly ReactiveThresholdMonitor<ContractLegVM> _leg_errors_mon = new ReactiveThresholdMonitor<ContractLegVM>(l => l.subscribe_has_errors(true));
+      readonly Func<string, bool> _get_name_exists;
+      SecurityImmutable? _security;
+      ExecutionStrategyImmutable? _strategy;
+      TickFactors _tick_factors;
+      string _name;
+      bool _is_selected;
+
+      public SyntheticImportRowVM(uint user_id, Func<string, bool> get_name_exists) {
+         this.user_id = user_id;
+         _get_name_exists = get_name_exists;
+         _validate();
+         add_leg_cmd = new DelegateCommand<SyntheticImportRowVM>(r => {
+            if (r != null) {
+               r.legs.Add(new ContractLegVM {
+                  price_multiplier = 1,
+                  quantity = 1,
+                  owner = r
+               });
+            }
+         });
+         remove_leg_cmd = new DelegateCommand<ContractLegVM>(l => l?.owner?.legs?.Remove(l));
+         PropertyChanged += on_property_changed;
+         var disp = new DisposableCombo(
+            _leg_errors_mon.OnDispatcher().Subscribe(v => _validate()),
+            ObservableAutoWrapper.connect_item_hooks(legs,
+               l => {
+                  l.result_changed += invalidate;
+                  return new DisposableCombo(_leg_errors_mon.join(l), l) +
+                  new Action(() => l.result_changed -= invalidate);
+               })) +
+            new Action(() => PropertyChanged -= on_property_changed);
+
+         void invalidate() {
+            _security = null;
+            _strategy = null;
+            _validate();
+            result_changed?.Invoke();
+         }
+
+         void on_property_changed(object sender, PropertyChangedEventArgs e) =>
+            invalidate();
+      }
+
+      public event Action result_changed;
+
+      public SecurityImmutable result =>
+         _security ?? (_security = new SecurityImmutable(to_security())).Value;
+
+      public ExecutionStrategyImmutable strategy =>
+         _strategy ?? (_strategy = new ExecutionStrategyImmutable(to_strategy())).Value;
+
+      public (SecurityImmutable security, ExecutionStrategyImmutable strategy) result_tuple =>
+         (result, strategy);
+
+      public ParsedSyntheticContract parsed_synth { get; set; }
+
+      public string name { get => _name; set => Set(ref _name, value); }
+      public uint user_id { get; }
+      public TickFactors tick_factors { get => _tick_factors; set => Set(ref _tick_factors, value); }
+      public ObservableCollection<ContractLegVM> legs { get; } = new ObservableCollection<ContractLegVM>();
+      public bool is_selected { get => _is_selected; set => Set(ref _is_selected, value); }
+      public ICommand add_leg_cmd { get; }
+      public ICommand remove_leg_cmd { get; }
+
+      public Security to_security() {
+         var sc = new SyntheticContract {
+            Name = name,
+            UserId = user_id
+         };
+         sc.Legs.AddRange(legs.Select(l => l.to_contract_leg()));
+         return new Security {
+            Synthetic = sc,
+            Symbol = sc.Legs.FirstOrDefault()?.Security?.Symbol ?? string.Empty,
+            Exchange = Venue.Bts,
+            ContractSpec = tick_factors.to_spec()
+         };
+      }
+
+      public ExecutionStrategy to_strategy() {
+         var strat = new ExecutionStrategy();
+         foreach (var l in legs) {
+            if (l.security.HasValue)
+               strat.LegParamsMap[l.security.Value.Id] = l.to_leg_params();
+         }
+         return strat;
+      }
+
+      void _validate() {
+         using (validation()) {
+            if (string.IsNullOrEmpty(name)) {
+               validation_assert(false, "Name is not specified.", nameof(name));
+            } else if (_get_name_exists(name)) {
+               validation_assert(false, "Name already exists.", nameof(name));
+            }
+            validation_assert(tick_factors != null && tick_factors.is_valid(), "Invalid tick", nameof(tick_factors));
+            validation_assert(legs.Count > 0 && !_leg_errors_mon.is_above_threshold, "Invalid legs.", nameof(legs));
+         }
+      }
+
+      public bool Equals(SyntheticImportRowVM other) =>
+         other != null &&
+         parsed_synth.unpersisted_id == other.parsed_synth.unpersisted_id;
+
+      public override bool Equals(object obj) =>
+         Equals(obj as SyntheticImportRowVM);
+
+      public override int GetHashCode() =>
+         parsed_synth.unpersisted_id;
+   }
+
+   class ContractLegVM : DisposableViewModelBase, IEquatable<ContractLegVM> {
+      ContractLegImmutable? _leg;
+      LegSpreaderParamsImmutable? _leg_params;
+      SecurityImmutable? _security;
+      double _price_multiplier, _quantity;
+      ContractLegType _leg_type;
+      bool _is_selected;
+
+      public ContractLegVM() {
+         PropertyChanged += on_property_changed;
+         _dispose = Disposable.Create(() => PropertyChanged -= on_property_changed);
+         _validate();
+         void on_property_changed(object sender, PropertyChangedEventArgs e) {
+            switch (e.PropertyName) {
+               case nameof(security):
+               case nameof(price_multiplier):
+               case nameof(quantity):
+                  _leg = null;
+                  break;
+               case nameof(leg_type):
+                  _leg_params = null;
+                  break;
+               default: return;
+            }
+            _validate();
+            result_changed?.Invoke();
+         }
+      }
+
+      public event Action result_changed;
+
+      public ParsedContractLeg parsed_leg { get; set; }
+      public SyntheticImportRowVM owner { get; set; }
+      public int owner_id => owner.parsed_synth.unpersisted_id;
+      public int id => parsed_leg.id;
+
+      public ContractLegImmutable leg =>
+         _leg ?? (_leg = new ContractLegImmutable(to_contract_leg())).Value;
+
+      public LegSpreaderParamsImmutable leg_params =>
+         _leg_params ?? (_leg_params = new LegSpreaderParamsImmutable(to_leg_params())).Value;
+
+      public (ContractLegImmutable leg, LegSpreaderParamsImmutable leg_params) result_tuple =>
+         (leg, leg_params);
+
+      public SecurityImmutable? security { get => _security; set => Set(ref _security, value); }
+      public double price_multiplier { get => _price_multiplier; set => Set(ref _price_multiplier, value); }
+      public double quantity { get => _quantity; set => Set(ref _quantity, value); }
+      public ContractLegType leg_type { get => _leg_type; set => Set(ref _leg_type, value); }
+      public bool is_selected { get => _is_selected; set => Set(ref _is_selected, value); }
+
+      public void load(ContractLegImmutable leg) {
+         security = leg.Security;
+         price_multiplier = leg.PriceMultiplier;
+         quantity = leg.Quantity;
+      }
+
+      public ContractLeg to_contract_leg() =>
+         new ContractLeg {
+            Security = security?.CloneToMutable(),
+            PriceMultiplier = price_multiplier,
+            Side = quantity < 0 ? Side.Sell : Side.Buy,
+            Quantity = Math.Abs(quantity)
+         };
+
+      public LegSpreaderParams to_leg_params() {
+         var lps = SyntheticDataHelper.Defaults.LegSpreaderParams;
+         lps.EnableHedging = (leg_type & ContractLegType.Hedge) != 0;
+         lps.IsActiveQuoting = (leg_type & ContractLegType.Quote) != 0;
+         return lps;
+      }
+
+      void _validate() {
+         using (validation()) {
+            validation_assert(security.is_exchange_security(), "Invalid security", nameof(security));
+            validation_assert(price_multiplier.IsNonZero(), "Invalid price multiplier", nameof(price_multiplier));
+            validation_assert(quantity.IsNonZero(), "Invalid quantity", nameof(quantity));
+         }
+      }
+
+      public bool Equals(ContractLegVM other) =>
+         other != null && id == other.id;
+
+      public override bool Equals(object obj) =>
+         Equals(obj as ContractLegVM);
+
+      public override int GetHashCode() =>
+         id;
+   }
+}

src/client/spark/Modules/Spreader/Import/SyntheticImportView.xaml

@@ -0,0 +1,270 @@
+<UserControl
+  x:Class="bts.shell.spreader.SyntheticImportView"
+  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:cv="clr-namespace:mbts.ui.converters"
+  xmlns:spr="clr-namespace:bts.shell.spreader"
+  xmlns:pnl="clr-namespace:bts.shell.pnl"
+  MinWidth="400"
+  Content="{Binding}"
+>
+  <UserControl.Resources>
+    <cv:GridLengthConverter x:Key="GridLengthPixelConverter" UnitType="Pixel"/>
+    <Style x:Key="GroupDesc" TargetType="TextBlock">
+      <Setter Property="Margin" Value="{x:Static spr:SyntheticImportView.CellPadding}"/>
+      <Setter Property="ToolTip" Value="{Binding Text, RelativeSource={RelativeSource Self}}"/>
+      <Setter Property="VerticalAlignment" Value="Center"/>
+      <Setter Property="Foreground" Value="#80000000"/>
+      <Setter Property="FontStyle" Value="Italic"/>
+    </Style>
+    <DataTemplate DataType="{x:Type spr:ContractLegVM}">
+      <c:ContractPickerPopup
+        HorizontalAlignment="Stretch"
+        VerticalAlignment="Stretch"
+        CloseOnCancel="True"
+        CloseOnOK="True"
+        Header="{Binding security}"
+        IsEditMode="False"
+        IsLazy="True"
+        SecurityMap="{Binding DataContext.security_map, RelativeSource={RelativeSource AncestorType=DataGrid}, Mode=OneWay}"
+        SelectedSecurity="{Binding security, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
+        ShowDialogSkirt="True"
+        ToolTip="{Binding SelectedCriteria, RelativeSource={RelativeSource Self}, Converter={x:Static c:ContractPickerPopup.SecurityCriteriaTextConverter}, Mode=OneWay}"
+      />
+    </DataTemplate>
+    <DataTemplate DataType="{x:Type spr:SyntheticImportVM}">
+      <c:DIYGrid
+        Grid.IsSharedSizeScope="True"
+        Rows="{Binding rows_view}"
+        RowHeight="{x:Static spr:SyntheticImportView.RowHeight}"
+        RowsHorizontalScrollBarVisibility="Collapsed"
+        SelectionHighlight="#30000000"
+        SelectionMode="Single"
+        SupportGroupItems="True"
+      >
+        <c:DIYGrid.Columns>
+          <c:DIYGridColumnCollection>
+            <spr:SyntheticImportColumn key="{x:Static spr:SyntheticImportColumns.Name}" Width="106"/>
+            <spr:SyntheticImportColumn key="{x:Static spr:SyntheticImportColumns.Ticks}" Width="128"/>
+            <spr:SyntheticImportColumn key="{x:Static spr:SyntheticImportColumns.Security}" Header="Securities" Width="120"/>
+            <spr:SyntheticImportColumn key="{x:Static spr:SyntheticImportColumns.Quantity}" Header="Quantities" Width="70"/>
+            <spr:SyntheticImportColumn key="{x:Static spr:SyntheticImportColumns.PriceMultiplier}" Header="Price Multipliers" Width="80"/>
+            <spr:SyntheticImportColumn key="{x:Static spr:SyntheticImportColumns.LegType}" Header="Leg Types" Width="83"/>
+          </c:DIYGridColumnCollection>
+        </c:DIYGrid.Columns>
+        <c:DIYGrid.GroupStyle>
+          <GroupStyle>
+            <GroupStyle.ContainerStyle>
+              <Style TargetType="GroupItem">
+                <Setter Property="HorizontalAlignment" Value="Left"/>
+                <EventSetter Event="MouseDown" Handler="_on_group_item_mouse_down"/>
+                <!--Note: Tag is bound to 'Items' so errors on the 'Items' prop will be included in Validation.Errors.-->
+                <Setter Property="Tag">
+                  <Setter.Value>
+                    <MultiBinding>
+                      <MultiBinding.Converter>
+                        <cv:MultiValueConverterPipe/>
+                      </MultiBinding.Converter>
+                      <Binding Path="Name.legs"/>
+                      <Binding Path="Name.name"/>
+                    </MultiBinding>
+                  </Setter.Value>
+                </Setter>
+                <Setter Property="Template">
+                  <Setter.Value>
+                    <ControlTemplate TargetType="GroupItem">
+                      <Grid
+                        c:DIYGrid.SyncWithColumnGeometry="True"
+                        u:StateManager.VisualState="{Binding IsChecked, ElementName=expander, Converter={x:Static pnl:PNLView.ExpandedVisualStateConverter}}"
+                        Background="{TemplateBinding Background}"
+                      >
+                        <VisualStateManager.VisualStateGroups>
+                          <VisualStateGroup Name="ExpansionStates">
+                            <VisualState Name="Expanded"/>
+                            <VisualState Name="Collapsed">
+                              <Storyboard>
+                                <ObjectAnimationUsingKeyFrames Storyboard.TargetName="presenter" Storyboard.TargetProperty="(UIElement.Visibility)">
+                                  <DiscreteObjectKeyFrame KeyTime="0" Value="{x:Static Visibility.Collapsed}"/>
+                                </ObjectAnimationUsingKeyFrames>
+                              </Storyboard>
+                            </VisualState>
+                          </VisualStateGroup>
+                        </VisualStateManager.VisualStateGroups>
+                        <Grid.RowDefinitions>
+                          <RowDefinition Height="{Binding RowHeight, RelativeSource={RelativeSource AncestorType=c:DIYGrid}, Converter={StaticResource GridLengthPixelConverter}}"/>
+                          <RowDefinition Height="*"/>
+                        </Grid.RowDefinitions>
+                        <Rectangle Grid.ColumnSpan="99" HorizontalAlignment="Stretch" VerticalAlignment="Bottom" Fill="Gray" UseLayoutRounding="True"/>
+                        <!--Expander Toggle-->
+                        <c:ExpanderToggleButton
+                          x:Name="expander"
+                          Grid.ColumnSpan="99"
+                          Validation.ValidationAdornerSiteFor="{Binding RelativeSource={RelativeSource TemplatedParent}}"
+                          ArrowPadding="14,2,0,0"
+                          Background="{u:Brush Transparent}"
+                          BorderThickness="0"
+                          HorizontalAlignment="Stretch"
+                          HorizontalContentAlignment="Left"
+                          Height="{Binding RowHeight, RelativeSource={RelativeSource AncestorType=c:DIYGrid}}"
+                          IsChecked="{Binding is_expanded}"
+                        >
+                          <u:StateManager.VisualState>
+                            <Binding Path="TemplatedParent.(Validation.Errors).Count" RelativeSource="{RelativeSource Self}">
+                              <Binding.Converter>
+                                <cv:ValueConverterPipe>
+                                  <cv:IntGreaterThanConverter Value="0"/>
+                                  <cv:BooleanToObjectConverter ValueForFalse="NoErrors" ValueForTrue="Errors"/>
+                                </cv:ValueConverterPipe>
+                              </Binding.Converter>
+                            </Binding>
+                          </u:StateManager.VisualState>
+                          <u:StateManager.Groups>
+                            <u:StateGroupsManager AttachToMembers="True">
+                              <u:StateDefinitionCollection>
+                                <u:MouseStateDefinition MouseSource="{Binding Group.Target, RelativeSource={RelativeSource Self}}"/>
+                              </u:StateDefinitionCollection>
+                            </u:StateGroupsManager>
+                          </u:StateManager.Groups>
+                          <VisualStateManager.VisualStateGroups>
+                            <VisualStateGroup Name="MouseStates">
+                              <VisualState Name="Normal"/>
+                              <VisualState Name="MouseOver">
+                                <Storyboard>
+                                  <ColorAnimation Storyboard.TargetName="expander" Storyboard.TargetProperty="Background.Color" BeginTime="0" Duration="0" To="#10000000"/>
+                                </Storyboard>
+                              </VisualState>
+                              <VisualState Name="Pressed">
+                                <Storyboard>
+                                  <ColorAnimation Storyboard.TargetName="expander" Storyboard.TargetProperty="Background.Color" BeginTime="0" Duration="0" To="#10000000"/>
+                                </Storyboard>
+                              </VisualState>
+                            </VisualStateGroup>
+                          </VisualStateManager.VisualStateGroups>
+                          <Validation.ErrorTemplate>
+                            <ControlTemplate TargetType="Control">
+                              <Grid>
+                                <AdornedElementPlaceholder x:Name="adorned_element_pl"/>
+                                <Border x:Name="exclamation" HorizontalAlignment="Left">
+                                  <Image Height="12" Margin="6,0,0,0" VerticalAlignment="Center" Source="{x:Static u:Icons.WarningExclamation}"/>
+                                </Border>
+                                <ContentControl u:Behavior.MirrorLayoutFor="{Binding ElementName=exclamation}" ToolTip="{Binding AdornedElement.(Validation.ValidationAdornerSiteFor).(Validation.Errors), ElementName=adorned_element_pl}">
+                                  <ContentControl.Template>
+                                    <ControlTemplate TargetType="ContentControl">
+                                      <Grid Background="Transparent">
+                                        <Grid.ToolTip>
+                                          <ToolTip Content="{Binding ToolTip, RelativeSource={RelativeSource TemplatedParent}}">
+                                            <ToolTip.ContentTemplate>
+                                              <DataTemplate>
+                                                <ItemsControl ItemsSource="{Binding}" DisplayMemberPath="ErrorContent"/>
+                                              </DataTemplate>
+                                            </ToolTip.ContentTemplate>
+                                          </ToolTip>
+                                        </Grid.ToolTip>
+                                      </Grid>
+                                    </ControlTemplate>
+                                  </ContentControl.Template>
+                                </ContentControl>
+                              </Grid>
+                            </ControlTemplate>
+                          </Validation.ErrorTemplate>
+                          <Grid c:DIYGrid.SyncWithColumnGeometry="True" Margin="-22,0,0,0">
+                            <c:EditableTextBlock
+                              x:Name="PART_Name_EditableTextBlock"
+                              Grid.Column="0"
+                              Margin="22,0,0,0"
+                              EndEditOnLostKeyboardFocus="True"
+                              Foreground="{u:Brush Black}"
+                              Text="{Binding Name.name}"
+                              ToolTip="Click to Edit Name"
+                              UseLayoutRounding="True"
+                              VerticalAlignment="Center"
+                            >
+                              <c:EditableTextBlock.CommandBindings>
+                                <CommandBinding Command="{x:Static c:EditableTextBlock.BeginEditCommand}" Executed="{x:Static c:EditableTextBlock.BeginEditExecuted}"/>
+                                <CommandBinding Command="{x:Static c:EditableTextBlock.EndEditCommand}" Executed="{x:Static c:EditableTextBlock.EndEditExecuted}"/>
+                                <CommandBinding Command="{x:Static c:EditableTextBlock.CancelEditCommand}" Executed="{x:Static c:EditableTextBlock.CancelEditExecuted}"/>
+                              </c:EditableTextBlock.CommandBindings>
+                              <c:EditableTextBlock.InputBindings>
+                                <MouseBinding MouseAction="LeftClick" Command="{x:Static c:EditableTextBlock.BeginEditCommand}"/>
+                                <KeyBinding Key="Return" Command="{x:Static c:EditableTextBlock.EndEditCommand}"/>
+                                <KeyBinding Key="Esc" Command="{x:Static c:EditableTextBlock.CancelEditCommand}"/>
+                              </c:EditableTextBlock.InputBindings>
+                            </c:EditableTextBlock>
+                            <c:TickFactorsPicker
+                              c:DIYGrid.ColumnKey="{x:Static spr:SyntheticImportColumns.Ticks}"
+                              Margin="{x:Static spr:SyntheticImportView.CellPadding}"
+                              SelectedTickFactors="{Binding Name.tick_factors}"
+                              UseLayoutRounding="True"
+                            />
+                            <TextBlock c:DIYGrid.ColumnKey="{x:Static spr:SyntheticImportColumns.Security}" Text="{Binding security_desc}" Style="{StaticResource GroupDesc}"/>
+                            <TextBlock c:DIYGrid.ColumnKey="{x:Static spr:SyntheticImportColumns.Quantity}" Text="{Binding quantity_desc}" Style="{StaticResource GroupDesc}"/>
+                            <TextBlock c:DIYGrid.ColumnKey="{x:Static spr:SyntheticImportColumns.PriceMultiplier}" Text="{Binding price_multiplier_desc}" Style="{StaticResource GroupDesc}"/>
+                            <TextBlock c:DIYGrid.ColumnKey="{x:Static spr:SyntheticImportColumns.LegType}" Text="{Binding leg_type_desc}" Style="{StaticResource GroupDesc}">
+                              <TextBlock.ToolTip>
+                                <TextBlock>
+                                  <Run Text="{Binding leg_type_desc, Mode=OneWay}"/>
+                                  <LineBreak/>
+                                  <Run Text="Q = Quote"/>
+                                  <LineBreak/>
+                                  <Run Text="H = Hedge"/>
+                                  <LineBreak/>
+                                  <Run Text="N = None"/>
+                                </TextBlock>
+                              </TextBlock.ToolTip>
+                            </TextBlock>
+                          </Grid>
+                        </c:ExpanderToggleButton>
+                        <ItemsPresenter x:Name="presenter" Grid.Row="1" Grid.ColumnSpan="99"/>
+                      </Grid>
+                    </ControlTemplate>
+                  </Setter.Value>
+                </Setter>
+              </Style>
+            </GroupStyle.ContainerStyle>
+          </GroupStyle>
+        </c:DIYGrid.GroupStyle>
+        <c:DIYGrid.RowTemplate>
+          <DataTemplate DataType="{x:Type spr:ContractLegVM}">
+            <Grid c:DIYGrid.SyncWithColumnGeometry="True">
+              <c:ContractPickerPopup
+                c:DIYGrid.ColumnKey="{x:Static spr:SyntheticImportColumns.Security}" 
+                Background="Transparent"
+                BorderThickness="0"
+                HorizontalAlignment="Stretch"
+                VerticalAlignment="Stretch"
+                Margin="{x:Static spr:SyntheticImportView.CellPadding}"
+                CloseOnCancel="True"
+                CloseOnOK="True"
+                Header="{Binding security, Converter={x:Static cv:ValueConverters.SecuritySelectorText}}"
+                IsEditMode="False"
+                IsLazy="True"
+                SecurityMap="{Binding DataContext.security_map, RelativeSource={RelativeSource AncestorType=c:DIYGrid}, Mode=OneWay}"
+                SelectedSecurity="{Binding security, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"
+                ShowDialogSkirt="True"
+                ToolTip="{Binding SelectedSecurity, RelativeSource={RelativeSource Self}}"
+              >
+              </c:ContractPickerPopup>
+              <c:TickUpDownDouble
+                c:DIYGrid.ColumnKey="{x:Static spr:SyntheticImportColumns.Quantity}"
+                Margin="{x:Static spr:SyntheticImportView.CellPadding}"
+                Value="{Binding quantity}"
+              />
+              <c:TickUpDownDouble
+                c:DIYGrid.ColumnKey="{x:Static spr:SyntheticImportColumns.PriceMultiplier}"
+                Margin="{x:Static spr:SyntheticImportView.CellPadding}"
+                Value="{Binding price_multiplier}"
+              />
+              <spr:ContractLegTypeView
+                c:DIYGrid.ColumnKey="{x:Static spr:SyntheticImportColumns.LegType}"
+                Value="{Binding leg_type}"
+              />
+            </Grid>
+          </DataTemplate>
+        </c:DIYGrid.RowTemplate>
+      </c:DIYGrid>
+    </DataTemplate>
+  </UserControl.Resources>
+</UserControl>

src/client/spark/Modules/Spreader/Import/SyntheticImportView.xaml.cs

@@ -0,0 +1,50 @@
+using mbts.ui.controls;
+using mbts.ui.dpi;
+using mbts.ui.utility;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Input;
+
+namespace bts.shell.spreader {
+   enum SyntheticImportColumns {
+      Name = 1,
+      Security,
+      Ticks,
+      PriceMultiplier,
+      Quantity,
+      LegType
+   }
+
+   /// <summary>
+   /// Interaction logic for SyntheticImportView.xaml
+   /// </summary>
+   partial class SyntheticImportView : UserControl {
+      public static double RowHeight =>
+         27.0.RoundLayoutValue();
+
+      public static Thickness CellPadding =>
+         new Thickness(6, 3, 6, 3).RoundToLayout();
+
+      public SyntheticImportView() =>
+         InitializeComponent();
+
+      void _on_group_item_mouse_down(object sender, MouseButtonEventArgs e) {
+         if (!e.Handled && e.ClickCount == 2 && sender is FrameworkElement el && el.DataContext is SyntheticImportRowCollectionViewGroup group) {
+            group.is_expanded = !group.is_expanded;
+            e.Handled = true;
+         }
+      }
+   }
+
+   class SyntheticImportColumn : DIYGrid.ColumnBase<SyntheticImportColumns> {
+      public SyntheticImportColumn() =>
+         is_visible = true;
+
+      protected override void on_key_initialized(SyntheticImportColumns key) {
+         if (Header == null)
+            Header = EnumHelper.get_display_name(key);
+         if (id == null)
+            id = key.ToString();
+      }
+   }
+}

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

@@ -0,0 +1,194 @@
+using bts;
+using bts.api;
+using bts.collections;
+using bts.shell.spreader;
+using mbts.ui;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.Immutable;
+using System.IO;
+using System.Linq;
+using System.Reactive.Linq;
+using System.Threading.Tasks;
+using System.Windows;
+
+namespace mbts.spark {
+   static class SyntheticImporter {
+      const string _import_title = "Import Synthetics";
+      static readonly TimeSpan _import_op_sec_map_timeout = TimeSpan.FromSeconds(30);
+
+      public static IDisposable import_from_file(string path, IBus bus, OrdersModel orders_model) {
+         bool is_disposed = false;
+         IDisposable dispose_op = null;
+         dispose_op = Disposable.Create(() => is_disposed = true);
+         impl();
+         return Disposable.Create(() => Disposable.dispose(ref dispose_op));
+         async void impl() {
+            IReadOnlyDictionary<uint, SecurityMD> sec_md_map = null;
+            while (true) {
+               await Task.WhenAny(init_sec_md_map(), Task.Delay(_import_op_sec_map_timeout));
+               if (is_disposed)
+                  return;
+               if (sec_md_map != null)
+                  break;
+               if (!retry_on_error($"Synthetic import op timed out waiting for security map after {_import_op_sec_map_timeout.TotalSeconds:0.00} seconds."))
+                  return;
+            }
+            // The following conditions should break the while loop:
+            //    1) the import succeeds
+            //    2) the import fails, and the user does not click 'Yes' in the 'try again...' confirmation dialog
+            while (true) {
+               string error_msg = null;
+               try {
+                  var raw_lines = File.ReadAllLines(path);
+                  var used_names = new HashSet<string>(sec_md_map.Values.Where(smd => smd.security.ContractCase == Security.ContractOneofCase.Synthetic)
+                     .Select(smd => smd.security.Synthetic.Name));
+                  var parsed_synths = SyntheticSecurityParser.parse_rows(raw_lines, MappedDictionary.create(sec_md_map, smd => smd.security), used_names).ToList();
+                  var main_vm = new SyntheticImportVM() {
+                     security_map = sec_md_map
+                  };
+                  // add rows/conflicts
+                  main_vm.rows.AddRange(parsed_synths.Select(ps => {
+                     var sec = ps.result;
+                     var r = new SyntheticImportRowVM(orders_model.admin_model.user.id, used_names.Contains) {
+                        tick_factors = TickUtils.get_regional_ticks(sec.ContractSpec).low_tick,
+                        name = sec.Synthetic.Name,
+                        parsed_synth = ps
+                     };
+                     r.legs.AddRange(ps.legs.Zip(sec.Synthetic.Legs).Select(tup => {
+                        var (pl, l) = tup;
+                        var leg_vm = new ContractLegVM {
+                           price_multiplier = l.PriceMultiplier,
+                           quantity = l.Quantity,
+                           parsed_leg = pl,
+                           owner = r,
+                           leg_type =
+                              (pl.result_tuple.leg_params.EnableHedging ? ContractLegType.Hedge : ContractLegType.None) |
+                              (pl.result_tuple.leg_params.IsActiveQuoting ? ContractLegType.Quote : ContractLegType.None)
+                        };
+                        if (l.Security != null)
+                           leg_vm.security = new SecurityImmutable(l.Security);
+                        return leg_vm;
+                     }));
+                     return r;
+                  }));
+                  var main_win = new SyntheticImportDialog { DataContext = main_vm };
+                  ui.WindowStyle.SetSizeToContent(main_win, SizeToContent.WidthAndHeight);
+                  main_vm.import_request += on_main_import_request;
+                  main_win.move_to_mouse(-200, -75);
+                  dispose_op = WindowUtilities.connect_vm(main_win, main_vm, main_vm);
+                  main_win.Show();
+                  // conflicts
+                  var conflicts = SyntheticSecurityParser.get_conflicts(main_vm.rows);
+                  if (conflicts.Values.Any(c => c.Count > 0)) {
+                     var conflicts_vm = new SyntheticImportConflictsVM(parsed_synths.Count) {
+                        security_map = sec_md_map
+                     };
+                     foreach (var kv in conflicts) {
+                        var assign_del = SyntheticSecurityParser.assign_component(kv.Key);
+                        foreach (var text_groups in kv.Value) {
+                           var eval = get_error_value(kv.Key);
+                           var row = new SyntheticImportConflictRowVM(kv.Key, text_groups.Key, text_groups.Value, eval, eval);
+                           conflicts_vm.conflicts.Add(row);
+                           conflicts_vm.committed += () => {
+                              foreach (var (synth, leg_vm) in text_groups.Value) {
+                                 var leg_tup = leg_vm?.parsed_leg?.result_tuple;
+                                 assign_del(synth.parsed_synth.result, leg_tup?.leg, leg_tup?.leg_params, row.value);
+                              }
+                              row.on_conflicts_resolved();
+                           };
+                        }
+                     }
+
+                     var conflicts_win = new SyntheticImportConflictsDialog {
+                        DataContext = conflicts_vm,
+                        Owner = main_win,
+                        Title = $"{_import_title} Conflicts",
+                        WindowStartupLocation = WindowStartupLocation.CenterOwner
+                     };
+                     dispose_op = new DisposableCombo(WindowUtilities.connect_vm(conflicts_win, conflicts_vm, conflicts_vm)) + dispose_op;
+
+                     conflicts_win.ShowDialog();
+                  }
+
+                  object get_error_value(SyntheticContractComponent component) {
+                     switch (component) {
+                        case SyntheticContractComponent.PriceMultiplier:
+                        case SyntheticContractComponent.Quantity: return double.NaN;
+                        default: return null;
+                     }
+                  }
+
+                  void on_main_import_request() {
+                     if (!is_disposed)
+                        import_synths(parsed_synths, main_vm.rows);
+                     Disposable.dispose(ref dispose_op);
+                  }
+               }
+               catch (Exception ex) {
+                  error_msg = $"Error parsing synthetics from file '{path}': {ex}.";
+               }
+               if (error_msg == null) {
+                  // Exit loop: the import succeeded.
+                  break;
+               }
+               if (!retry_on_error(error_msg)) {
+                  // Exit loop: the import failed, and the user did not click 'Yes' in the 'try again...' confirmation dialog.
+                  break;
+               }
+               // Continue loop: the import failed, and the user wants to try again.
+               error_msg = null;
+            }
+            async void import_synths(IReadOnlyList<ParsedSyntheticContract> parsed_synths, IEnumerable<SyntheticImportRowVM> rows) {
+               (uint? key, string error_msg)[] new_ids = null;
+               string error_msg = null;
+               try {
+                  new_ids = await orders_model.spreader.create_synthetics(
+                     rows.Where(r => !r.HasErrors)
+                     .Select(r => r.result_tuple));
+               }
+               catch (Exception ex) {
+                  Log.Ui.error($"Failed to save all synthetics during import op (one or more may have been successfully saved): {ex}.");
+                  error_msg = $"Import was unsuccessful: {ex}.";
+               }
+               if (new_ids == null)
+                  error_msg = "An unknown error occurred (check the synthetic management window to see if any synthetics were successfully added).";
+               if (error_msg != null) {
+                  BTSMessageBox.Show(error_msg, "Import Synthetics", BTSMessageBoxButtons.OK);
+               } else {
+                  Log.assert(new_ids != null);
+                  var failed = new_ids
+                     .Where(r => !r.error_msg.is_null_or_empty())
+                     .ToList();
+                  int num_succeeded = new_ids.Length - failed.Count;
+                  if (num_succeeded < parsed_synths.Count) {
+                     if (!BTSMessageBox.Confirm(
+                        $"{num_succeeded}/{parsed_synths.Count} synthetics were successfully imported.\n" +
+                        "Would you like to keep the imports that were successful?",
+                        _import_title)) {
+                        bus.post(SparkTags.SyntheticDeleteTag,
+                           ImmutableHashSet.CreateRange(new_ids.Where(r => r.key.HasValue).Select(r => r.key.Value)));
+                     }
+                  } else {
+                     BTSMessageBox.Show(
+                        $"All {num_succeeded} synthetics were successfully imported.",
+                        _import_title,
+                        BTSMessageBoxButtons.OK,
+                        MessageBoxImage.Information);
+                  }
+               }
+            }
+
+            async Task init_sec_md_map() =>
+               sec_md_map = await bus.subscribe(SparkTags.SecuritiesTag).OnDispatcher().FirstOrDefaultAsync();
+
+            bool retry_on_error(string error_msg) {
+               Log.Ui.warn(error_msg);
+               return BTSMessageBox.Confirm(error_msg + "\nTry again?", _import_title, MessageBoxImage.Exclamation);
+            }
+         }
+      }
+   }
+}

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

@@ -0,0 +1,307 @@
+using bts.api;
+using bts.spark;
+using bts.utils;
+using mbts;
+using mbts.ui.utility;
+using mbts.utils;
+using System;
+using System.Collections.Generic;
+using System.Collections.ObjectModel;
+using System.Linq;
+using System.Reactive.Linq;
+
+namespace bts.shell.spreader {
+   [Flags]
+   enum ContractLegType {
+      None = 0,
+      Quote = 1,
+      Hedge = 2
+   }
+
+   class ParsedSyntheticContract : IDisposable {
+      [ThreadStatic]
+      static int _id_counter;
+
+      public readonly int unpersisted_id = unchecked(_id_counter++);
+      public readonly Security result = new Security {
+         Synthetic = new SyntheticContract(),
+         ContractSpec = new ContractSpecification(),
+         Exchange = Venue.Bts
+      };
+
+      readonly ReactiveThresholdMonitor<ParsedContractLeg> _legs_valid_mon =
+         new ReactiveThresholdMonitor<ParsedContractLeg>(l => l.subscribe_is_valid());
+      IDisposable _dispose;
+
+      public ParsedSyntheticContract() {
+         _dispose = Disposable.Create(
+            ObservableAutoWrapper.connect_item_hooks(legs, _legs_valid_mon.join),
+            _legs_valid_mon.Subscribe(_ => _is_dirty = true));
+      }
+
+      bool
+         _is_dirty,
+         _is_valid;
+
+      (string text, bool success)
+         _name,
+         _tick_size;
+
+      public (string text, bool success) name { get => _name; set => _set(ref _name, value); }
+      public (string text, bool success) tick_size { get => _tick_size; set => _set(ref _tick_size, value); }
+      public ObservableCollection<ParsedContractLeg> legs { get; } = new ObservableCollection<ParsedContractLeg>();
+
+      public bool is_valid {
+         get {
+            if (_is_dirty) {
+               _is_valid = tick_size.success && name.success && !_legs_valid_mon.is_above_threshold;
+               _is_dirty = false;
+            }
+            return _is_valid;
+         }
+      }
+
+      public ParsedContractLeg current_leg =>
+         legs.LastOrDefault() ?? add_new_leg();
+
+      public ParsedContractLeg add_new_leg() {
+         var leg = new ParsedContractLeg();
+         legs.Add(leg);
+         result.Synthetic.Legs.Add(leg.result);
+         return leg;
+      }
+
+      public void Dispose() =>
+         Disposable.dispose(ref _dispose);
+
+      public bool Equals(ParsedSyntheticContract other) => other != null && unpersisted_id == other.unpersisted_id;
+      public override bool Equals(object obj) => Equals(obj as ParsedSyntheticContract);
+      public override int GetHashCode() => unpersisted_id.GetHashCode();
+
+      void _set<T>(ref T backing, T value) {
+         backing = value;
+         _is_dirty = true;
+      }
+   }
+
+   class ParsedContractLeg {
+      [ThreadStatic]
+      static int _id_counter;
+
+      public readonly ContractLeg result = new ContractLeg { };
+      public readonly LegSpreaderParams leg_params = new LegSpreaderParams();
+      bool
+         _is_dirty,
+         _is_valid;
+
+      (string text, bool success)
+         _security,
+         _quantity,
+         _price_multiplier,
+         _leg_type;
+
+      public event Action invalidated;
+
+      public int id { get; } = unchecked(_id_counter++);
+      public (string text, bool success) security { get => _security; set => _set(ref _security, value); }
+      public (string text, bool success) quantity { get => _quantity; set => _set(ref _quantity, value); }
+      public (string text, bool success) price_multiplier { get => _price_multiplier; set => _set(ref _price_multiplier, value); }
+      public (string text, bool success) leg_type { get => _leg_type; set => _set(ref _leg_type, value); }
+
+      public (ContractLeg leg, LegSpreaderParams leg_params) result_tuple => (result, leg_params);
+
+      public bool is_valid {
+         get {
+            if (_is_dirty) {
+               if (_is_valid != (security.success && quantity.success && price_multiplier.success && leg_type.success)) {
+                  _is_valid = !_is_valid;
+                  invalidated?.Invoke();
+               }
+               _is_dirty = false;
+            }
+            return _is_valid;
+         }
+      }
+
+      public IObservable<bool> subscribe_is_valid() =>
+         Observable.Create<bool>(o => {
+            o.OnNext(is_valid);
+            invalidated += on_invalidated;
+            return Disposable.Create(() => invalidated -= on_invalidated);
+            void on_invalidated() =>
+               o.OnNext(is_valid);
+         });
+
+      void _set<T>(ref T backing, T value) {
+         backing = value;
+         _is_dirty = true;
+      }
+   }
+
+   static class SyntheticSecurityParser {
+      public const string file_extension = "csv";
+
+      public static string display_name(this ContractLegType leg_type) {
+         if (leg_type == ContractLegType.None)
+            return "N";
+         var flags = EnumHelper.split_flags(leg_type);
+         return string.Join("", flags.Select(f => f.ToString())
+            .Where(str => str.Length > 0)
+            .Select(str => str.Substring(0, 1)));
+      }
+
+      public static Action<Security, ContractLeg, LegSpreaderParams, object> assign_component(SyntheticContractComponent component) {
+         switch (component) {
+            case SyntheticContractComponent.Name: return (sec, leg, leg_params, val) => sec.Synthetic.Name = val?.ToString() ?? string.Empty;
+            case SyntheticContractComponent.TickSize: return (sec, leg, leg_params, val) => sec.ContractSpec.LowTick = sec.ContractSpec.HighTick = ConvertUtils.try_convert<double?>(val) ?? 0.0;
+            case SyntheticContractComponent.PriceMultiplier: return (sec, leg, leg_params, val) => leg.PriceMultiplier = ConvertUtils.try_convert<double?>(val) ?? double.NaN;
+            case SyntheticContractComponent.Quantity: return (sec, leg, leg_params, val) => leg.Quantity = ConvertUtils.try_convert<double?>(val) ?? double.NaN;
+            case SyntheticContractComponent.Security: return (sec, leg, leg_params, val) => leg.Security = val as Security ?? (val is SecurityImmutable si ? si.CloneToMutable() : null);
+            case SyntheticContractComponent.LegType: return (sec, leg, leg_params, val) => assign_leg_type(leg_params, ConvertUtils.try_convert(val, out ContractLegType lt) ? lt : ContractLegType.None);
+            default: throw new NotImplementedException(); 
+         }
+      }
+
+      /// Note: the returned dictionary will have entries for each <see cref="SyntheticContractComponent"/>, regardless of whether or not that component has any conflicts.
+      public static Dictionary<SyntheticContractComponent, Dictionary<string, List<(ParsedSyntheticContract synth, ParsedContractLeg leg)>>> get_conflicts(IEnumerable<ParsedSyntheticContract> parsed_fills) {
+         var missing_components = EnumHelper.get_values<SyntheticContractComponent>().ToDictionary(c => c, c => new Dictionary<string, List<(ParsedSyntheticContract synth, ParsedContractLeg leg)>>());
+         var mk_list = new Func<string, List<(ParsedSyntheticContract synth, ParsedContractLeg leg)>>(_ => new List<(ParsedSyntheticContract, ParsedContractLeg)>());
+         foreach (var psc in parsed_fills) {
+            if (!psc.name.success) {
+               add_missing(SyntheticContractComponent.Name, psc.name.text, psc);
+            }
+            if (!psc.tick_size.success) {
+               add_missing(SyntheticContractComponent.TickSize, psc.tick_size.text, psc);
+            }
+            foreach (var leg in psc.legs) {
+               if (!leg.price_multiplier.success)
+                  add_missing(SyntheticContractComponent.PriceMultiplier, leg.price_multiplier.text, psc, leg);
+               if (!leg.quantity.success)
+                  add_missing(SyntheticContractComponent.Quantity, leg.quantity.text, psc, leg);
+               if (!leg.security.success)
+                  add_missing(SyntheticContractComponent.Security, leg.security.text, psc, leg);
+               if (!leg.leg_type.success)
+                  add_missing(SyntheticContractComponent.LegType, leg.leg_type.text, psc, leg);
+            }
+         }
+         return missing_components;
+         void add_missing(SyntheticContractComponent component, string text, ParsedSyntheticContract result, ParsedContractLeg leg = null) =>
+            missing_components[component].GetOrAdd(text ?? string.Empty, mk_list).Add((result, leg));
+      }
+
+      public static Dictionary<SyntheticContractComponent, Dictionary<string, List<(SyntheticImportRowVM row, ContractLegVM leg)>>> get_conflicts(IEnumerable<SyntheticImportRowVM> import_rows) {
+         var missing_components = EnumHelper.get_values<SyntheticContractComponent>().ToDictionary(c => c, c => new Dictionary<string, List<(SyntheticImportRowVM row, ContractLegVM leg)>>());
+         var mk_list = new Func<string, List<(SyntheticImportRowVM row, ContractLegVM leg)>>(_ => new List<(SyntheticImportRowVM, ContractLegVM)>());
+         foreach (var ir in import_rows) {
+            var psc = ir.parsed_synth;
+            if (!psc.name.success) {
+               add_missing(SyntheticContractComponent.Name, psc.name.text, ir);
+            }
+            if (!psc.tick_size.success) {
+               add_missing(SyntheticContractComponent.TickSize, psc.tick_size.text, ir);
+            }
+            foreach (var leg in ir.legs) {
+               if (!leg.parsed_leg.price_multiplier.success)
+                  add_missing(SyntheticContractComponent.PriceMultiplier, leg.parsed_leg.price_multiplier.text, ir, leg);
+               if (!leg.parsed_leg.quantity.success)
+                  add_missing(SyntheticContractComponent.Quantity, leg.parsed_leg.quantity.text, ir, leg);
+               if (!leg.parsed_leg.security.success)
+                  add_missing(SyntheticContractComponent.Security, leg.parsed_leg.security.text, ir, leg);
+               if (!leg.parsed_leg.leg_type.success)
+                  add_missing(SyntheticContractComponent.LegType, leg.parsed_leg.leg_type.text, ir, leg);
+            }
+         }
+         return missing_components;
+         void add_missing(SyntheticContractComponent component, string text, SyntheticImportRowVM row, ContractLegVM leg = null) =>
+            missing_components[component].GetOrAdd(text ?? string.Empty, mk_list).Add((row, leg));
+      }
+      // This implementation prioritizes simplicity over speed.
+      // The security desc lookup could be better optimized, but the speed at which fills are imported is probably not a paramount concern.
+      public static IEnumerable<ParsedSyntheticContract> parse_rows(IEnumerable<string> rows, IReadOnlyDictionary<uint, SecurityImmutable> security_map, ISet<string> used_names) {
+         var sec_lookup = security_map.ToLookup(kv => kv.Value.ToString());
+         var name_col = Cells.name(used_names.Contains);
+         var sec_col = Cells.contract_security(lookup_security);
+         return RowParser.parse_rows(rows, columns(), Cells.delimiter);
+
+         Security lookup_security(string sec_text) =>
+            sec_lookup.Contains(sec_text) ? sec_lookup[sec_text].First().Value.CloneToMutable() : null;
+
+         IEnumerable<RowParser.AssignColumnValue<ParsedSyntheticContract>> columns() {
+            yield return name_col;
+            yield return Cells.tick_size;
+            // if an imported synth has > 255 legs, assume it is an error.
+            const int max_legs = 255;
+            int leg_count = 0;
+            do {
+               yield return sec_col;
+               yield return Cells.contract_quantity;
+               yield return Cells.contract_price_multiplier;
+               yield return Cells.leg_type;
+            } while (leg_count++ < max_legs);
+         }
+      }
+
+      public static Func<string, TKey> reverse_lookup<TKey>(IReadOnlyDictionary<TKey, string> map) {
+         var lookup = map.ToLookup(kv => kv.Value, kv => kv.Key);
+         return cell_text => lookup.Contains(cell_text) ? lookup[cell_text].First() : default;
+      }
+
+      public static void assign_leg_type(LegSpreaderParams leg_params, ContractLegType leg_type) {
+         leg_params.IsActiveQuoting = (leg_type & ContractLegType.Quote) != 0;
+         leg_params.EnableHedging = (leg_type & ContractLegType.Hedge) != 0;
+      }
+
+      static class Cells {
+         public const char delimiter = ',';
+
+         public static RowParser.AssignColumnValue<ParsedSyntheticContract> name(Func<string, bool> name_exists) =>
+            (ref ParsedSyntheticContract psc, string cell_text) => {
+               psc.name = (cell_text, !name_exists(cell_text));
+               psc.result.Synthetic.Name = cell_text;
+            };
+
+         public static void tick_size(ref ParsedSyntheticContract psc, string cell_text) {
+            psc.tick_size = (cell_text, double.TryParse(cell_text.Trim(), out var val));
+            if (psc.tick_size.success) {
+               psc.tick_size = (cell_text, val.IsNonZero());
+               psc.result.ContractSpec.LowTick = psc.result.ContractSpec.HighTick = val;
+            }
+         }
+
+         public static RowParser.AssignColumnValue<ParsedSyntheticContract> contract_security(Func<string, Security> reverse_security_lookup) =>
+            (ref ParsedSyntheticContract psc, string cell_text) => {
+               var leg = psc.add_new_leg();
+               leg.result.Security = reverse_security_lookup(cell_text.Trim());
+               leg.security = (cell_text, leg.result.Security != null);
+            };
+
+         public static void contract_quantity(ref ParsedSyntheticContract psc, string cell_text) {
+            psc.current_leg.quantity = (cell_text, double.TryParse(cell_text.Trim(), out var val) && val.IsNonZero());
+            psc.current_leg.result.Quantity = val;
+         }
+
+         public static void contract_price_multiplier(ref ParsedSyntheticContract psc, string cell_text) {
+            psc.current_leg.price_multiplier = (cell_text, double.TryParse(cell_text.Trim(), out var val) && val.IsNonZero());
+            psc.current_leg.result.PriceMultiplier = val;
+         }
+
+         public static void leg_type(ref ParsedSyntheticContract psc, string cell_text) {
+            psc.current_leg.leg_type = (cell_text, _parse_leg_type(cell_text.Trim(), out var leg_type));
+            assign_leg_type(psc.current_leg.leg_params, leg_type);
+         }
+
+         static bool _parse_leg_type(string cell_text, out ContractLegType result) {
+            result = ContractLegType.None;
+            if (cell_text.IsNullOrEmpty())
+               return false;
+            switch (char.ToUpper(cell_text[0])) {
+               case 'Q': result = ContractLegType.Quote; break;
+               case 'H': result = ContractLegType.Hedge; break;
+               case 'N': break;
+               default: return false;
+            }
+            return true;
+         }
+      }
+   }
+}

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

@@ -1,17 +1,52 @@
 using bts.api;
 using bts.spark;
+using mbts.ui.shell;
+using System;
+
+namespace mbts.ui.spark {
+   class LegSpreaderParamsTuple : ViewModelBase, IEquatable<LegSpreaderParamsTuple> {
+      [ThreadStatic]
+      static int _id_counter;
+
+      SecurityImmutable? _security;
 
-namespace mbts.ui.spark
-{
-   internal class LegSpreaderParamsTuple
-   {
       public LegSpreaderParamsTuple(ContractLeg leg, LegSpreaderParams leg_params) {
+         id = unchecked(_id_counter++);
          this.leg = leg;
          this.leg_params = leg_params;
+         if (leg.Security != null)
+            _security = new SecurityImmutable(leg.Security);
       }
 
+      public event Action security_changed;
+
+      public int id { get; }
+      /// <summary>
+      /// Important: do NOT modify security via <see cref="ContractLeg.Security"/>,
+      /// use <see cref="security"/> instead ([only]the latter raises the PropertyChanged event).
+      /// </summary>
       public ContractLeg leg { get; }
       public LegSpreaderParams leg_params { get; }
+      public SecurityImmutable? security {
+         get => _security;
+         set {
+            if (!_security.Equals(value)) {
+               _security = value;
+               leg.Security = value?.CloneToMutable();
+               security_changed?.Invoke();
+               RaisePropertyChanged();
+            }
+         }
+      }
       public uint SecurityKey => leg.Security.Id;
+
+      public bool Equals(LegSpreaderParamsTuple other) =>
+         ReferenceEquals(this, other);
+
+      public override bool Equals(object obj) =>
+         Equals(obj as LegSpreaderParamsTuple);
+
+      public override int GetHashCode() =>
+         id;
    }
-}
+}

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

@@ -4,6 +4,8 @@ using bts.api.core;
 using bts.api.synthetic;
 using bts.collections;
 using bts.spark;
+using bts.utils;
+using mbts.utils;
 using System;
 using System.Collections.Generic;
 using System.ComponentModel.Composition;
@@ -82,6 +84,61 @@ namespace mbts.spark {
             (mdc, success) => success ? mdc.Data[0].Strategy : (ExecutionStrategyImmutable?)null,
             "lookup strategy");
 
+      public Task<(uint? key, string error_msg)[]> create_synthetics(IEnumerable<(SecurityImmutable security, ExecutionStrategyImmutable strategy)> synthetics) {
+         var tasks = synthetics.Select(tup => {
+            var (sec, strat) = tup;
+            if (sec.ContractCase != Security.ContractOneofCase.Synthetic)
+               return Task.FromException<(Result<CreateResult>, Result<UpdateResult>?)>(ExceptionBuilder.Argument.unexpected_case(sec.ContractCase, nameof(sec)));
+            if (sec.Synthetic.UserId != _user_id) {
+               var msec = sec.CloneToMutable();
+               msec.Synthetic.UserId = _user_id;
+               sec = new SecurityImmutable(msec);
+            }
+            return impl();
+            async Task<(Result<CreateResult> sec, Result<UpdateResult>? strat)> impl() {
+               var result = await _service.create_synthetic_async(sec);
+               Result<UpdateResult>? strategy;
+               if (result.success && result.value.Error == CreateResult.Types.Error.Ok) {
+                  strategy = await _service.update_security_metadata_async(new Metadata {
+                     SecurityKey = result.value.Key,
+                     Strategy = tup.strategy.CloneToMutable()
+                  });
+               } else {
+                  strategy = null;
+               }
+               return (result, strategy);
+            }
+         });
+         return _error.safe_execute_batch(tasks,
+         tup => {
+            var (sec, strat) = tup;
+            // security
+            string sec_error_msg = null;
+            uint? key = null;
+            if (!sec.success) {
+               sec_error_msg = sec.error_message;
+            } else if (sec.value.Error != CreateResult.Types.Error.Ok) {
+               sec_error_msg = sec.value.Error.ToString();
+            } else {
+               key = sec.value.Key;
+            }
+            // strategy
+            string strat_error_msg = null;
+            if (!strat.HasValue) {
+               strat_error_msg = "Strategy was not successfully saved";
+            } else if (!strat.Value.success) {
+               strat_error_msg = strat.Value.error_message;
+            } else if (strat.Value.value.Error != UpdateResult.Types.Error.Ok) {
+               strat_error_msg = strat.Value.value.Error.ToString();
+            }
+            // merge error msgs (result should be null if both errors are empty)
+            var error_msg = string.Join(Environment.NewLine, new[] { sec_error_msg, strat_error_msg }.ExceptNull());
+            return (key, error_msg.NullIfEmpty());
+         },
+         "Synthetic",
+         "creating synthetics");
+      }
+
       public Task<uint?> create_synthetic(SecurityImmutable synthetic) {
          if (synthetic.ContractCase != Security.ContractOneofCase.Synthetic)
             return null;
@@ -106,10 +163,32 @@ namespace mbts.spark {
             (r, success) => success,
             "saving strategy");
 
+      public async Task<string[]> save_strategies(IEnumerable<(uint key, ExecutionStrategyImmutable strategy)> items) {
+         // Copy everything to a new list, to guarentee that it won't be altered during the op.
+         // The performance impact should be insignificant, as this should be a rare call.
+         var item_list = new List<(uint key, ExecutionStrategyImmutable strategy, int index)>(items.Select((item, index) => (item.key, item.strategy, index)));
+         string[] errors = new string[item_list.Count];
+         await Task.WhenAll(item_list.Select(impl));
+         return errors;
+         async Task impl((uint key, ExecutionStrategyImmutable strategy, int index) tup) {
+            var (key, strategy, index) = tup;
+            try {
+               var result = await _service.update_security_metadata_async(new Metadata {
+                  SecurityKey = key,
+                  Strategy = strategy.CloneToMutable()
+               });
+               if (!result.success)
+                  errors[index] = result.error_message;
+            } catch (Exception ex) {
+               errors[index] = ex.ToString();
+            }
+         }
+      }
+
       public async Task<bool> verify_name_is_unique(string name) {
          var (result, success) = await strategy_tuple.FirstAsyncTask(SparkUtils.DefaultTimeOut);
          name = name.Trim().ToLower();
          return success && !result.Values.Any(st => st.md.security.Synthetic.Name.Trim().ToLower() == name);
       }
    }
-}
+}

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

@@ -1,6 +1,7 @@
 using bts;
 using bts.api;
 using bts.shell;
+using bts.shell.spreader;
 using bts.spark;
 using mbts.persist;
 using mbts.ui;
@@ -18,7 +19,10 @@ using static bts.shell.SyntheticManagementWindowFactory;
 
 namespace mbts.spark {
    class SyntheticManagementWindow : SparkWindow<StartupData>, ISharedWindow {
-      const string _window_type = "SyntheticManagement";
+      const string
+         _window_type = "SyntheticManagement",
+         _import_title = "Import Synthetics";
+      static readonly TimeSpan _import_op_sec_map_timeout = TimeSpan.FromSeconds(30);
       SingleValuePump<SyntheticManagementDialogVM> _vm = new SingleValuePump<SyntheticManagementDialogVM>();
       StartupData _state;
       OrdersModel _orders_model;
@@ -27,7 +31,6 @@ namespace mbts.spark {
       IReadOnlyList<SparkCommand> _commands;
       readonly IWindowSettingsManager<GridSettings> _settings_manager;
 
-
       public SyntheticManagementWindow(SyntheticManagementWindowFactory factory, IBus bus, OrdersModel orders_model, StartupData state, IWindowSettingsManager<GridSettings> settings_manager)
          : base("Synthetic Management", bus, factory, SparkCommands.ShowSyntheticManagement.icon) {
          _orders_model = orders_model;
@@ -90,7 +93,11 @@ namespace mbts.spark {
                var dialog = new ShellSettingsDialog { Title = "Synthetic Management Grid Settings", DataContext = vm };
                vm.RequestClose += (s, e) => WindowUtilities.force_close(dialog);
                return dialog;
-            }))
+            })),
+            new SparkCommandCommand(
+               "Import Synthetics...", Icons.Import, FileDialogCommand.open_file(import, extensions: SyntheticSecurityParser.file_extension)) {
+               show_in_toolbar = false
+            }
          };
 
          _subscriptions = Disposable.Create(
@@ -105,13 +112,16 @@ namespace mbts.spark {
             r == null ? Observable.Return(new RowStrategy?()) :
             _orders_model.spreader.security_strategy(r.security.Id).Select(strategy => RowStrategy.create(r.security, strategy));
 
-         uint select_security_id(RowModificationParams? rmp) => rmp.HasValue ? rmp.Value.security.Id : 0;
+         IImmutableSet<uint> select_security_id(RowModificationParams? rmp) => ImmutableHashSet.Create(rmp.HasValue ? rmp.Value.security.Id : 0);
          (SecurityImmutable, ExecutionStrategyImmutable) select_row_strategy_tuple(RowStrategy? rs) => rs.HasValue ? (rs.Value.security, rs.Value.strategy) : default;
          bool can_execute(RowModificationParams? rmp) => rmp.HasValue && !rmp.Value.has_working_orders;
 
          _vm.value = new SyntheticManagementDialogVM(_bus, _orders_model, _settings_manager, _state.sorting_criteria, _state.filters ?? new FilterStates());
          if (_view == null) _view = new SyntheticManagementView { DataContext = _vm.value };
          else _view.DataContext = _vm.value;
+
+         void import(string path) =>
+            SyntheticImporter.import_from_file(path, _bus, _orders_model);
       }
 
       public override void Dispose() {
@@ -145,4 +155,4 @@ namespace mbts.spark {
             new RowStrategy(security, strategy);
       }
    }
-}
+}

src/client/spark/Modules/Spreader/VM/ParameterRows/PostHedge/OppositeMarketVolumeBasedCross/PostHedgeOppositeMarketVolumeBasedCrossCrossTicksModel.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class PostHedgeOppositeMarketVolumeBasedCrossCrossTicksModel : RowModelBase<uint> {
-         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
 
          public override string display_name { get; } = "Cross Ticks";
          public override string help_text { get; } = string.Empty;
@@ -22,7 +22,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_omv_cross(leg_tup) is PostHedgeOppositeMarketVolumeBasedForcedCross omv_cross)
                omv_cross.CrossTicks = value;
          }
@@ -34,7 +34,7 @@ namespace mbts.spark {
             leg_tup.leg_params.PostHedgeParams.OppositeMarketVolumeBasedForcedCross;
 
          uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.PostHedgeOppositeMarketVolumeBasedForcedCross.CrossTicks);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.PostHedgeOppositeMarketVolumeBasedForcedCross.CrossTicks);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/PostHedge/OppositeMarketVolumeBasedCross/PostHedgeOppositeMarketVolumeBasedCrossThresholdModel.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class PostHedgeOppositeMarketVolumeBasedCrossThresholdModel : RowModelBase<QuantityMeasure> {
-         IDictionary<uint, QuantityMeasure> _value_store = new Dictionary<uint, QuantityMeasure>();
+         IDictionary<int, QuantityMeasure> _value_store = new Dictionary<int, QuantityMeasure>();
 
          public override string display_name { get; } = "Threshold";
          public override string help_text { get; } = string.Empty;
@@ -22,7 +22,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, QuantityMeasure value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_omv_cross(leg_tup) is PostHedgeOppositeMarketVolumeBasedForcedCross omv_cross)
                omv_cross.QuantityThreshold = value;
          }
@@ -36,7 +36,7 @@ namespace mbts.spark {
             leg_tup.leg_params.PostHedgeParams.OppositeMarketVolumeBasedForcedCross;
 
          QuantityMeasure _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.PostHedgeOppositeMarketVolumeBasedForcedCross.QuantityThreshold);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.PostHedgeOppositeMarketVolumeBasedForcedCross.QuantityThreshold);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/PostHedge/PriceBasedCross/PostHedgePriceBasedCrossMarketTicksModel.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class PostHedgePriceBasedCrossMarketTicksModel : RowModelBase<uint> {
-         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
 
          public override string display_name { get; } = "Cross Ticks";
          public override string help_text { get; } = string.Empty;
@@ -22,7 +22,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_price_based_cross(leg_tup) is PostHedgePriceBasedForcedCross price_based_cross)
                price_based_cross.MarketCrossTicks = value;
          }
@@ -34,7 +34,7 @@ namespace mbts.spark {
             leg_tup.leg_params.PostHedgeParams.PriceBasedCross;
 
          uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.PostHedgePriceBasedForcedCross.MarketCrossTicks);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.PostHedgePriceBasedForcedCross.MarketCrossTicks);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/PostHedge/PriceBasedCross/PostHedgePriceBasedCrossTicksModel.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class PostHedgePriceBasedCrossTicksModel : RowModelBase<uint> {
-         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
 
          public override string display_name { get; } = "Ticks";
          public override string help_text { get; } = string.Empty;
@@ -22,7 +22,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_price_based_cross(leg_tup) is PostHedgePriceBasedForcedCross price_based_cross)
                price_based_cross.TicksThreshold = value;
          }
@@ -34,7 +34,7 @@ namespace mbts.spark {
             leg_tup.leg_params.PostHedgeParams.PriceBasedCross;
 
          uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.PostHedgePriceBasedForcedCross.TicksThreshold);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.PostHedgePriceBasedForcedCross.TicksThreshold);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/PostHedge/TimeBasedCross/PostHedgeTimeBasedCrossMarketTicksModel.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class PostHedgeTimeBasedCrossMarketTicksModel : RowModelBase<uint> {
-         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
 
          public override string display_name { get; } = "Cross Ticks";
          public override string help_text { get; } = string.Empty;
@@ -22,7 +22,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_time_based_cross(leg_tup) is PostHedgeTimeBasedForcedCross time_based_cross)
                time_based_cross.MarketCrossTicks = value;
          }
@@ -34,7 +34,7 @@ namespace mbts.spark {
             leg_tup.leg_params.PostHedgeParams.TimeBasedForcedCross;
 
          uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.PostHedgeTimeBasedForcedCross.MarketCrossTicks);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.PostHedgeTimeBasedForcedCross.MarketCrossTicks);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/PostHedge/TimeBasedCross/PostHedgeTimeBasedCrossTimeModel.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class PostHedgeTimeBasedCrossTimeModel : RowModelBase<uint> {
-         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
 
          public override string display_name { get; } = "Time(ms)";
          public override string help_text { get; } = string.Empty;
@@ -22,7 +22,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_time_based_cross(leg_tup) is PostHedgeTimeBasedForcedCross time_based_cross)
                time_based_cross.TimeInMsThreshold = value;
          }
@@ -34,7 +34,7 @@ namespace mbts.spark {
             leg_tup.leg_params.PostHedgeParams.TimeBasedForcedCross;
 
          uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.PostHedgeTimeBasedForcedCross.TimeInMsThreshold);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.PostHedgeTimeBasedForcedCross.TimeInMsThreshold);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/PreHedge/Payless/PreHedgePaylessThresholdModel.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class PreHedgePaylessThresholdModel : RowModelBase<QuantityMeasure> {
-         IDictionary<uint, QuantityMeasure> _value_store = new Dictionary<uint, QuantityMeasure>();
+         IDictionary<int, QuantityMeasure> _value_store = new Dictionary<int, QuantityMeasure>();
 
          public override string display_name { get; } = "Threshold";
          public override string help_text { get; } = string.Empty;
@@ -22,7 +22,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, QuantityMeasure value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_payless_ticks(leg_tup) is PreHedgeQuantityBasedPayLessTicks payless_ticks)
                payless_ticks.QuantityThreshold = value;
          }
@@ -36,7 +36,7 @@ namespace mbts.spark {
             leg_tup.leg_params.PreHedgeParams.QuantityBasedPaylessTicks;
 
          QuantityMeasure _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.PreHedgeQuantityBasedPayLessTicks.QuantityThreshold);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.PreHedgeQuantityBasedPayLessTicks.QuantityThreshold);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/PreHedge/Payless/PreHedgePaylessTicksModel.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class PreHedgePaylessTicksModel : RowModelBase<uint> {
-         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
 
          public override string display_name { get; } = "Payless Ticks";
          public override string help_text { get; } = string.Empty;
@@ -23,7 +23,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_payless_ticks(leg_tup) is PreHedgeQuantityBasedPayLessTicks payless_ticks)
                payless_ticks.PaylessTicks = value;
          }
@@ -35,7 +35,7 @@ namespace mbts.spark {
             leg_tup.leg_params.PreHedgeParams.QuantityBasedPaylessTicks;
 
          uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.PreHedgeQuantityBasedPayLessTicks.PaylessTicks);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.PreHedgeQuantityBasedPayLessTicks.PaylessTicks);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/PreHedge/Payup/PreHedgePayupThresholdModel.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class PreHedgePayupThresholdModel : RowModelBase<QuantityMeasure> {
-         IDictionary<uint, QuantityMeasure> _value_store = new Dictionary<uint, QuantityMeasure>();
+         IDictionary<int, QuantityMeasure> _value_store = new Dictionary<int, QuantityMeasure>();
 
          public override string display_name { get; } = "Threshold";
          public override string help_text { get; } = string.Empty;
@@ -22,7 +22,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, QuantityMeasure value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_payup_ticks(leg_tup) is PreHedgeQuantityBasedPayupTicks payup_ticks)
                payup_ticks.QuantityThreshold = value;
          }
@@ -36,7 +36,7 @@ namespace mbts.spark {
             leg_tup.leg_params.PreHedgeParams.QuantityBasedPayupTicks;
 
          QuantityMeasure _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.PreHedgeQuantityBasedPayUpTicks.QuantityThreshold);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.PreHedgeQuantityBasedPayUpTicks.QuantityThreshold);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/PreHedge/Payup/PreHedgePayupTicksModel.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class PreHedgePayupTicksModel : RowModelBase<uint> {
-         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
 
          public override string display_name { get; } = "Payup Ticks";
          public override string help_text { get; } = string.Empty;
@@ -22,7 +22,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_payup_ticks(leg_tup) is PreHedgeQuantityBasedPayupTicks payup_ticks)
                payup_ticks.PayupTicks = value;
          }
@@ -34,7 +34,7 @@ namespace mbts.spark {
             leg_tup.leg_params.PreHedgeParams.QuantityBasedPayupTicks;
 
          uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.PreHedgeQuantityBasedPayUpTicks.PayupTicks);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.PreHedgeQuantityBasedPayUpTicks.PayupTicks);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/Conditional/ConditionalQuotingPriceTypeModel.cs

@@ -9,7 +9,7 @@ namespace mbts.spark {
    {
       class ConditionalQuotingPriceTypeModel : RowModelBase<PriceType>
       {
-         IDictionary<uint, PriceType> _value_store = new Dictionary<uint, PriceType>();
+         IDictionary<int, PriceType> _value_store = new Dictionary<int, PriceType>();
 
          public override string display_name { get; } = "Price Type";
          public override string help_text { get; } = string.Empty;
@@ -26,7 +26,7 @@ namespace mbts.spark {
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, PriceType value)
          {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_value(leg_tup) is ConditionalQuoting cond)
                cond.PriceType = value;
          }
@@ -37,7 +37,7 @@ namespace mbts.spark {
             leg_tup.leg_params.QuoteParams.ConditionalQuoting;
 
          PriceType _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.ConditionalQuoting.PriceType);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.ConditionalQuoting.PriceType);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/Conditional/ConditionalQuotingTicksModel.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class ConditionalQuotingTicksModel : RowModelBase<int> {
-         IDictionary<uint, int> _value_store = new Dictionary<uint, int>();
+         IDictionary<int, int> _value_store = new Dictionary<int, int>();
 
          public override string display_name { get; } = "Ticks";
          public override string help_text { get; } = string.Empty;
@@ -22,7 +22,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, int value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_value(leg_tup) is ConditionalQuoting cond)
                cond.NTicks = value;
          }
@@ -34,7 +34,7 @@ namespace mbts.spark {
             leg_tup.leg_params.QuoteParams.ConditionalQuoting;
 
          int _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.ConditionalQuoting.NTicks);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.ConditionalQuoting.NTicks);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/Hidden/QuoteHiddenModel.cs

@@ -6,7 +6,7 @@ using System.Windows;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class QuoteHiddenModel : RowModelBase<bool>, IHaveFontParams {
-         IDictionary<uint, bool> _value_store = new Dictionary<uint, bool>();
+         IDictionary<int, bool> _value_store = new Dictionary<int, bool>();
 
          public override string display_name { get; } = "Hidden";
          public override string help_text { get; } = "A hidden quote is not sent out until the market crosses the computed quoting price. When that happens, the quote is sent out as an IOC order. This continues until the synthetic spreader order is fully filled, or cancelled.";
@@ -21,7 +21,7 @@ namespace mbts.spark {
             _get_throttle(leg_tup) != null;
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, bool value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             leg_tup.leg_params.QuoteParams.QuoteHidden = value ? new QuoteHidden() : null;
          }
 
@@ -32,7 +32,7 @@ namespace mbts.spark {
             leg_tup.leg_params.QuoteParams.QuoteHidden;
 
          bool _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => false);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => false);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/InsideMarketDistance/QuoteInsideMarketDistanceTowardModel.cs

@@ -5,7 +5,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class QuoteInsideMarketDistanceTowardModel : RowModelBase<uint> {
-         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
 
          public override string display_name { get; } = "Toward Distance";
          public override string help_text { get; } = string.Empty;
@@ -21,7 +21,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_inside_market_distance(leg_tup) is QuoteInsideMarketDistanceThrottle inside_market_distance)
                inside_market_distance.OnTowardDistance = value;
          }
@@ -33,7 +33,7 @@ namespace mbts.spark {
             leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceThrottle;
 
          uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey);
+            _value_store.GetValueOrDefault(leg_tup.id);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/InsideMarketThrottle/QuoteInsideMarketThrottleMinMove.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class QuoteInsideMarketThrottleMinMoveModel : RowModelBase<uint> {
-         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
 
          public override string display_name { get; } = "Min Move";
          public override string help_text { get; } = string.Empty;
@@ -22,7 +22,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_inside_market_throttle(leg_tup) is QuoteInsideMarketDistanceWithTravel inside_market_throttle)
                inside_market_throttle.Limit = value;
          }
@@ -34,7 +34,7 @@ namespace mbts.spark {
             leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceWithTravel;
 
          uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.QuoteInsideMarketDistanceWithTravel.Limit);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.QuoteInsideMarketDistanceWithTravel.Limit);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/InsideMarketThrottle/QuoteInsideMarketThrottleTicksModel.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class QuoteInsideMarketThrottleTicksModel : RowModelBase<uint> {
-         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
 
          public override string display_name { get; } = "Ticks";
          public override string help_text { get; } = string.Empty;
@@ -22,7 +22,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_inside_market_throttle(leg_tup) is QuoteInsideMarketDistanceWithTravel inside_market_throttle)
                inside_market_throttle.TicksFromInside = value;
          }
@@ -34,7 +34,7 @@ namespace mbts.spark {
             leg_tup.leg_params.QuoteParams.QuoteInsideMarketDistanceWithTravel;
 
          uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.QuoteInsideMarketDistanceWithTravel.TicksFromInside);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.QuoteInsideMarketDistanceWithTravel.TicksFromInside);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/QuoteQueueHolderModel.cs

@@ -9,7 +9,7 @@ namespace mbts.spark
    {
       class QuoteQueueHolderModel : RowModelBase<uint>, IHaveFontParams
       {
-         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
          public QuoteQueueHolderModel() 
          {            
          }
@@ -27,7 +27,7 @@ namespace mbts.spark
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value)
          {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             leg_tup.leg_params.QuoteParams.NQueueHolderOrders = value ;
          }
 
@@ -38,7 +38,7 @@ namespace mbts.spark
             leg_tup.leg_params.QuoteParams;
 
          uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => 0u);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => 0u);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/ShowQuantity/ShowQuantityQuantityModel.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       internal class ShowQuantityQuantityModel : RowModelBase<uint> {
-         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
 
          public override string display_name => "Quantity";
 
@@ -24,7 +24,7 @@ namespace mbts.spark {
             _get_value(leg_tup) is NullableQuantity show_quantity ? show_quantity.Quantity : _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_value(leg_tup) is NullableQuantity show_quantity) {
                show_quantity.Quantity = value;
             }
@@ -37,7 +37,7 @@ namespace mbts.spark {
             leg_tup.leg_params.QuoteParams.ShowQuantity;
 
          uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.ShowQuantity.Quantity);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.ShowQuantity.Quantity);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/Throttle/QuoteThrottleInsideTicksModel.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class QuoteThrottleInsideTicksModel : RowModelBase<uint> {
-         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
 
          public override string display_name { get; } = "Inside Ticks";
          public override string help_text { get; } = string.Empty;
@@ -22,7 +22,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_throttle(leg_tup) is QuoteMuteZone throttle)
                throttle.InsideTicks = value;
          }
@@ -34,7 +34,7 @@ namespace mbts.spark {
             leg_tup.leg_params.QuoteParams.QuoteMuteZone;
 
          uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.QuoteMuteZone.InsideTicks);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.QuoteMuteZone.InsideTicks);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/Quote/Throttle/QuoteThrottleOutsideTicksModel.cs

@@ -6,7 +6,7 @@ using System.Collections.Generic;
 namespace mbts.spark {
    partial class SyntheticEditorVM {
       class QuoteThrottleOutsideTicksModel : RowModelBase<uint> {
-         IDictionary<uint, uint> _value_store = new Dictionary<uint, uint>();
+         IDictionary<int, uint> _value_store = new Dictionary<int, uint>();
 
          public override string display_name { get; } = "Outside Ticks";
          public override string help_text { get; } = string.Empty;
@@ -22,7 +22,7 @@ namespace mbts.spark {
                _value_from_store(leg_tup);
 
          public override void set_value(LegSpreaderParamsTuple leg_tup, uint value) {
-            _value_store[leg_tup.SecurityKey] = value;
+            _value_store[leg_tup.id] = value;
             if (_get_throttle(leg_tup) is QuoteMuteZone throttle)
                throttle.OutsideTicks = value;
          }
@@ -34,7 +34,7 @@ namespace mbts.spark {
             leg_tup.leg_params.QuoteParams.QuoteMuteZone;
 
          uint _value_from_store(LegSpreaderParamsTuple leg_tup) =>
-            _value_store.GetValueOrDefault(leg_tup.SecurityKey, _ => SyntheticDataHelper.Defaults.QuoteMuteZone.OutsideTicks);
+            _value_store.GetValueOrDefault(leg_tup.id, _ => SyntheticDataHelper.Defaults.QuoteMuteZone.OutsideTicks);
       }
    }
 }

src/client/spark/Modules/Spreader/VM/ParameterRows/RowModel.cs

@@ -42,8 +42,8 @@ namespace mbts.spark {
       }
 
       internal abstract class RowModelBase<T> : ViewModelBase, IRowModel {
-         readonly Dictionary<uint, ReplaySubject<bool>> _enabled_store = new Dictionary<uint, ReplaySubject<bool>>();
-         readonly Dictionary<uint, Subject<T>> _override_value_store = new Dictionary<uint, Subject<T>>();
+         readonly Dictionary<LegSpreaderParamsTuple, ReplaySubject<bool>> _enabled_store = new Dictionary<LegSpreaderParamsTuple, ReplaySubject<bool>>();
+         readonly Dictionary<LegSpreaderParamsTuple, Subject<T>> _override_value_store = new Dictionary<LegSpreaderParamsTuple, Subject<T>>();
 
          protected RowModelBase() { }
 
@@ -59,22 +59,22 @@ namespace mbts.spark {
          public virtual ICell create_cell(LegSpreaderParamsTuple leg_tup) => new Cell<T>(this, leg_tup);
 
          public void set_enabled(LegSpreaderParamsTuple leg_tup, bool enabled) =>
-            _enabled_store.GetOrAdd(leg_tup.SecurityKey, sec => new ReplaySubject<bool>(1)).OnNext(enabled);
+            _enabled_store.GetOrAdd(leg_tup, sec => new ReplaySubject<bool>(1)).OnNext(enabled);
 
          public void override_value(LegSpreaderParamsTuple leg_tup, T value) {
-            if (_override_value_store.TryGetValue(leg_tup.SecurityKey, out Subject<T> subject))
+            if (_override_value_store.TryGetValue(leg_tup, out Subject<T> subject))
                subject.OnNext(value);
          }
 
          public IObservable<bool> observe_enabled(LegSpreaderParamsTuple leg_tup) =>
-            _enabled_store.GetOrAdd(leg_tup.leg.Security.Id, sec => {
+            _enabled_store.GetOrAdd(leg_tup, sec => {
                var rs = new ReplaySubject<bool>(1);
                rs.OnNext(_get_enabled(leg_tup));
                return rs;
             });
 
          public IObservable<T> observe_override_value(LegSpreaderParamsTuple leg_tup) =>
-            _override_value_store.GetOrAdd(leg_tup.leg.Security.Id, sec => new Subject<T>());
+            _override_value_store.GetOrAdd(leg_tup, sec => new Subject<T>());
 
          protected virtual bool _get_enabled(LegSpreaderParamsTuple leg_tup) => true;
          #region IRowModel (explicit)

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

@@ -1,6 +1,4 @@
-using bts.api;
-using mbts.collections;
-using mbts.ui.controls;
+using mbts.ui.controls;
 using mbts.ui.spark;
 using mbts.ui.utility;
 using System;
@@ -18,8 +16,8 @@ namespace mbts.spark {
          ParameterSection[] section_path { get; }
       }
 
-      internal class RowVM : DataGridExRow<Security>, IParameterRowVM, IDisposable {
-         readonly ObservableKeyedCollection<KeyValuePair<uint, (ICell cell, LegSpreaderParamsTuple leg)>, uint> _cells = new ObservableKeyedCollection<KeyValuePair<uint, (ICell cell, LegSpreaderParamsTuple leg)>, uint>(kv => kv.Key);
+      internal class RowVM : DataGridExRow<LegSpreaderParamsTuple>, IParameterRowVM, IDisposable {
+         readonly ObservableCollection<(LegSpreaderParamsTuple leg, ICell cell)> _cells = new ObservableCollection<(LegSpreaderParamsTuple leg, ICell cell)>();
          readonly Property<bool> _has_errors;
          IDisposable _dispose;
 
@@ -34,15 +32,16 @@ namespace mbts.spark {
             _has_errors = backing(nameof(has_errors), false);
 
             _dispose = Disposable.Create(
-               ObservableAutoWrapper.connect(legs, _cells, lt => new KeyValuePair<uint, (ICell cell, LegSpreaderParamsTuple leg)>(lt.SecurityKey, (model.create_cell(lt), lt))),
-               ObservableAutoWrapper.connect_item_hooks(_cells, kv => {
-                  kv.Value.cell.value_changed += raise_cell_value_changed;
+               ObservableAutoWrapper.connect(legs, _cells, lt => (lt, model.create_cell(lt))),
+               ObservableAutoWrapper.connect_item_hooks(_cells, tup => {
+                  var (leg, cell) = tup;
+                  cell.value_changed += raise_cell_value_changed;
                   return new CompositeDisposable {
-                     Disposable.Create(() => kv.Value.cell.value_changed -= raise_cell_value_changed),
-                     kv.Value.cell as IDisposable ?? Disposable.empty
+                     Disposable.Create(() => cell.value_changed -= raise_cell_value_changed),
+                     cell as IDisposable ?? Disposable.empty
                   };
                   void raise_cell_value_changed() =>
-                     cell_value_changed?.Invoke(kv.Value.cell, kv.Value.leg);
+                     cell_value_changed?.Invoke(cell, leg);
                }, true));
          }
 
@@ -56,8 +55,13 @@ namespace mbts.spark {
          public bool read_only { get; }
          public bool has_errors => _has_errors.Value;
 
-         public override object get_cell(Security col_key) =>
-            _cells.TryGetValue(col_key.Id, out KeyValuePair<uint, (ICell cell, LegSpreaderParamsTuple leg)> kv) ? kv.Value.cell : null;
+         public override object get_cell(LegSpreaderParamsTuple leg_tup) =>
+            // Note this is an O(n) op.
+            // If need ever arises to improve perf here,
+            // an id member could be added to the LegSpreaderParamsTuple,
+            // which could serve as a sorting key to enable Log(n) lookups.
+            leg_tup != null &&
+            _cells.TryGetFirst(t => t.leg == leg_tup, out var match) ? match.cell : null;
 
          public ParameterSection this[string section_no] =>
             int.TryParse(section_no, out int i) && i < section_path.Length ? section_path[i] : null;

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

@@ -88,7 +88,7 @@ namespace mbts.spark {
                _close_new_leg_popup();
             }
          };
-         remove_leg = new DelegateCommand<Security>(s => leg_tuples.removeFirst(l => l.leg.Security.Id == s.Id));
+         remove_leg = new DelegateCommand<LegSpreaderParamsTuple>(l => leg_tuples.Remove(l));
          commit = new AsyncCommand(commit_async, () => leg_count >= 2);
 
          if (override_auto_set_behavior) {
@@ -112,6 +112,14 @@ namespace mbts.spark {
             commit.RaiseCanExecuteChanged();
             _validate_leg_count();
          };
+         _resources.Add(ObservableAutoWrapper.connect_item_hooks(leg_tuples, l => {
+            l.security_changed += on_sec_changed;
+            return Disposable.Create(() => l.security_changed -= on_sec_changed);
+            void on_sec_changed() {
+               if (_set_name_automatically)
+                  _deduce_name();
+            }
+         }));
 
          async Task commit_async() {
             RequestUpdate?.Invoke();
@@ -130,12 +138,7 @@ namespace mbts.spark {
             if (valid) {
                _synthetic.Synthetic.Legs.SetItems(leg_tuples.Select(l => l.leg));
                _synthetic.Symbol = _deduce_symbol(_synthetic);
-               double tick_frac = _tick_factors.tick_unit / _tick_factors.tick_base;
-               _synthetic.ContractSpec.LowTick = tick_frac;
-               _synthetic.ContractSpec.HighTick = tick_frac;
-               _synthetic.ContractSpec.PriceBreak = double.MaxValue;
-               _synthetic.ContractSpec.MainFraction = (uint)MathUtils.factor_out(_tick_factors.tick_base, 10);
-               _synthetic.ContractSpec.PriceDisplayFormat = (uint)_tick_factors.display_digits();
+               _synthetic.ContractSpec = _tick_factors.to_spec();
                uint? id = await model.create_synthetic(new SecurityImmutable(_synthetic));
                if (id.HasValue && id != 0) {
                   if (await model.save_strategy(id.Value, get_strategy())) {
@@ -377,4 +380,4 @@ namespace mbts.spark {
          else clear_error(nameof(leg_count));
       }
    }
-}
+}

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;
@@ -24,7 +23,6 @@ using System.Linq;
 using System.Reactive.Disposables;
 using System.Reactive.Linq;
 using System.Windows.Data;
-using System.Windows.Input;
 using System.Windows.Media;
 using static bts.api.orderman.Fill.Types;
 using static bts.shell.FillsWindowFactory;
@@ -40,10 +38,10 @@ namespace mbts.spark {
       IWindowSettingsManager<GridSettings> _settings_manager;
       int _total_row_count;
 
-      public FillsVM(IBus bus, OrdersModel model, IObservable<FillsSettings> state_obs, IWindowSettingsManager<GridSettings> settings_manager)
-         : this(bus, model, state_obs, _get_observable(bus, model, state_obs), settings_manager) { }
+      public FillsVM(IBus bus, OrdersModel model, FillsSettings settings, IWindowSettingsManager<GridSettings> settings_manager)
+         : this(bus, model, settings, _get_observable(bus, model, settings), settings_manager) { }
 
-      public FillsVM(IBus bus, OrdersModel model, IObservable<FillsSettings> state_obs, IObservable<TableUpdate<FillTuple, string>> fills_source, IWindowSettingsManager<GridSettings> settings_manager) {
+      public FillsVM(IBus bus, OrdersModel model, FillsSettings settings, IObservable<TableUpdate<FillTuple, string>> fills_source, IWindowSettingsManager<GridSettings> settings_manager) {
          _model = model;
          _settings_manager = settings_manager;
          /// Columns
@@ -138,8 +136,6 @@ namespace mbts.spark {
          // this will initialize the immutable properties that correspond to the col_settings_flags above (e.g. Bid/Ask font_color_override, etc.)
          if (_settings_manager != null)
             grid_settings_manager.load_from(_settings_manager.current_settings());
-         var filter_src = Observable.FromEvent<Action<Func<FillTuple, bool>>, Func<FillTuple, bool>>(cb => _rows_manager.filter_changed += cb, cb => _rows_manager.filter_changed -= cb);
-         var comp_src = Observable.FromEvent<Action<IComparer<FillTuple>>, IComparer<FillTuple>>(cb => _rows_manager.comparer_changed += cb, cb => _rows_manager.comparer_changed -= cb);
          TableUpdate<FillTuple, string> last_unfiltered_fills = TableUpdate<FillTuple, string>.mk_empty(FillTuple.key_fn);
          var fills_buffer = Observable.Create<TableUpdate<FillTuple, string>>(o => {
             // this is what .Cache() does, but is a little cheaper, since we know subscriptions and callbacks occur on the same thread (i.e., on this Dispatcher).
@@ -147,29 +143,36 @@ namespace mbts.spark {
             _unfiltered_fills_changed += o.OnNext;
             return Disposable.Create(() => _unfiltered_fills_changed -= o.OnNext);
          });
+         if (settings.grid != null && _settings_manager != null) {
+            // this means we are not using defaults,
+            // Note: settings_manager in turn notifies grid_settings_manager of this update
+            _settings_manager.instance_settings = settings.grid;
+         }
+         _rows_manager.on_settings(settings.filters ?? new FillsFilterStates {
+            fill_time = new TimeFilterTuple(
+               TimeFilterMode.CMEOpen,
+               TimeTextTuple.FromDateTime(DateTime.Today),
+               TimeTextTuple.FromDateTime(DateTime.Today.AddDays(1)))
+         },
+         settings.sorting_criterion);
+         // resources/subscriptions
          _dispose = new CompositeDisposable(
             ObservableAutoWrapper.connect(col_tups, columns, ct => ct.col),
             ObservableAutoWrapper.connect_item_hooks(col_tups, ct => ct.filter as IDisposable),
-            RXCollection.connect(rows, fills_buffer.Filter(filter_src, FillTuple.key_fn), comp_src, ft => new Row(ft, model), r => r.fill_tuple),
+            RXCollection.connect(
+               rows,
+               fills_buffer.Filter(_rows_manager.observe_filter(), FillTuple.key_fn),
+               _rows_manager.observe_comparer(),
+               ft => new Row(ft, model),
+               r => r.fill_tuple,
+               Row.update,
+               r => r.is_selected,
+               (r, is_selected) => r.is_selected = is_selected),
             fills_source.OnDispatcher().Subscribe(t => {
                last_unfiltered_fills = t;
                Set(ref _total_row_count, t.state.Count, nameof(total_row_count));
                _unfiltered_fills_changed?.Invoke(t);
             }),
-            state_obs.OnDispatcher().Subscribe(s => {
-               if (s.grid != null && _settings_manager != null) {
-                  // this means we are not using defaults,
-                  // Note: settings_manager in turn notifies grid_settings_manager of this update
-                  _settings_manager.instance_settings = s.grid;
-               }
-               var fs = s.filters ?? new FillsFilterStates {
-                  fill_time = new TimeFilterTuple(
-                     TimeFilterMode.CMEOpen,
-                     TimeTextTuple.FromDateTime(DateTime.Today),
-                     TimeTextTuple.FromDateTime(DateTime.Today.AddDays(1)))
-               };
-               _rows_manager.on_settings(fs, s.sorting_criterion);
-            }),
             model.subscribe_all_algos().SelectKeyValue(AlgoDataVM.from_data, d => AlgoID.from_algo_key(d.data.key)).OnDispatcher().Subscribe(root_algo_type_observer),
             settings_manager == null ? Disposable.empty : settings_manager.subscribe_current().OnDispatcher().Subscribe(grid_settings_manager)
          );
@@ -264,33 +267,40 @@ namespace mbts.spark {
       }
 
       public class Row : SecurityRow, IEquatable<Row>, IRowVM {
-         public readonly FillTuple fill_tuple;
+         public static readonly Func<Row, FillTuple, Row> update =
+            (r, ft) => {
+               using (_change_detector.detect_changes(r)) {
+                  r._badge_fill = null;
+                  r._root_algo_badge_color = null;
+                  r._order_metadata = null;
+                  r.fill_tuple = ft;
+               }
+               return r;
+            };
+
+         static readonly IPropertyChangedDetector<Row> _change_detector =
+            ObjectSnapshot.build_detector_except<Row>(nameof(fill_key), nameof(is_selected));
 
          readonly OrdersModel _model;
-         readonly FillImmutable _fill;
-         readonly OrderRecordImmutable _order;
-         AlgoData? _root_algo => fill_tuple.root_algo;
-         AlgoDefinitionMetadata? _root_algo_meta => fill_tuple.root_algo_meta;
          Brush _badge_fill;
          Color? _root_algo_badge_color;
          OrderMetadata _order_metadata;
+         bool _is_selected;
 
          public Row(FillTuple fill_tuple, OrdersModel model) : 
             base(fill_tuple.security ?? SecurityDataHelper.Defaults.SecurityImmutable) {
             this.fill_tuple = fill_tuple;
-            _fill = fill_tuple.fill;
-            _order = fill_tuple.order ?? OrderDataHelper.Defaults.OrderRecordImmutable;
             _model = model;
-            account = fill_tuple.account;
          }
 
+         public FillTuple fill_tuple { get; private set; }
          public DateTime fill_time => _fill.Timestamp.to_local_time();
          public TimeInForce time_in_force => _order.time_in_force();
          public OrderType order_type => _order.order_type();
          public string display_name => OrderUtils.display_name(_order, fill_tuple.algo);
          public OrderMetadata order_metadata => _order_metadata ?? (_order_metadata = _model.factory.get_metadata(_order.Def.CustomDef.CustomCase));
          public Brush badge_fill => _badge_fill ?? (_badge_fill = OrderUtils.badge_fill(fill_tuple.algo_meta, order_metadata));
-         public string account { get; private set; }
+         public string account => fill_tuple.account;
          public string user => _order.user();
          public Venue exchange => security.Exchange;
          public Side side => _fill.Side;
@@ -300,7 +310,10 @@ namespace mbts.spark {
          public FillStatus fill_status => _fill.FillStatus;
          public string fill_key => _fill.FillKey;
          public string order_key => _order.Key.ToString();
-         public string symbol => fill_tuple.security?.Symbol;
+         public bool is_selected {
+            get => _is_selected;
+            set => Set(ref _is_selected, value);
+         }
 
          // Root Algo
          public OrderType root_algo_order_type => _root_algo.HasValue ? _root_algo.Value.value.CustomCase : OrderType.None;
@@ -308,34 +321,17 @@ namespace mbts.spark {
          public Color root_algo_badge_color => _root_algo_badge_color ??  (_root_algo_badge_color = OrderUtils.badge_color(_root_algo_meta, root_algo_order_metadata)).Value;
          public string root_algo_display_name => fill_tuple.root_order_security?.display_name() ?? OrderType.None.display_name();
 
+         FillImmutable _fill => fill_tuple.fill;
+         OrderRecordImmutable _order => fill_tuple.order ?? OrderDataHelper.Defaults.OrderRecordImmutable;
+         AlgoData? _root_algo => fill_tuple.root_algo;
+         AlgoDefinitionMetadata? _root_algo_meta => fill_tuple.root_algo_meta;
+
          public bool Equals(Row other) => other != null && other._fill.Equals(_fill) && other._order.Equals(_order);
          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(symbol),
-                  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/FillsView.xaml

@@ -9,7 +9,6 @@
   xmlns:cv="clr-namespace:mbts.ui.converters"
   xmlns:u="clr-namespace:mbts.ui"
   xmlns:api="clr-namespace:bts.api;assembly=spark_api"
-  xmlns:bts="clr-namespace:mbts.ui.controls"
   FocusManager.IsFocusScope="True"
   Background="{StaticResource CommonBackground}"
 >
@@ -49,10 +48,15 @@
             CanExecute="{x:Static c:DIYGrid.DefaultRowActionCanExecute}"
           />
         </c:DIYGrid.CommandBindings>
-        <c:DIYGrid.RowTemplate>
-          <DataTemplate>
-            <usp:FillsRowView Background="{Binding side, Converter={StaticResource SideToBrushConverter}}"/>
-          </DataTemplate>
+        <c:DIYGrid.RowStyle>
+          <Style TargetType="ListBoxItem" BasedOn="{StaticResource DIYGridRowStyle}">
+            <Setter Property="IsSelected" Value="{Binding is_selected}"/>
+          </Style>
+        </c:DIYGrid.RowStyle>
+        <c:DIYGrid.RowTemplate>
+          <DataTemplate>
+            <usp:FillsRowView Background="{Binding side, Converter={StaticResource SideToBrushConverter}}"/>
+          </DataTemplate>
         </c:DIYGrid.RowTemplate>
       </c:DIYGrid>
       <StatusBar Grid.Row="1" DockPanel.Dock="Bottom">