Update externals

Removed fmt and range-3, since we get them from vcpkg now
Set up devcontainer for sparkd
2024-08-28 23:39:34 -04:00 · 2024-08-28 23:26:28 -04:00 · 2024-08-28 23:25:04 -04:00 · 2024-08-28 00:05:46 -04:00 · 2024-08-28 00:05:46 -04:00 · 2024-08-28 00:05:46 -04:00
496 changed files with 134500 additions and 119914 deletions
@@ -7,24 +7,6 @@
      "commands": [
        "dotnet-format"
      ]
-    },
-    "fable": {
-      "version": "4.0.0-theta-018",
-      "commands": [
-        "fable"
-      ]
-    },
-    "fantomas": {
-      "version": "5.2.2",
-      "commands": [
-        "fantomas"
-      ]
-    },
-    "fake-cli": {
-      "version": "6.0.0",
-      "commands": [
-        "fake"
-      ]
    }
  }
 }
@@ -0,0 +1,129 @@
+FROM ubuntu:22.04
+
+ARG DEBIAN_FRONTEND=noninteractive
+
+# Note installations that take a while (more than 10s)
+
+RUN apt-get update
+RUN apt-get install -y ca-certificates
+RUN apt-get install -y ccache
+RUN apt-get install -y curl
+RUN apt-get install -y fish
+RUN apt-get install -y gdb
+# git-all: ~250s
+RUN apt-get install -y git-all
+RUN apt-get install -y gnupg
+# liblttng-ust-dev: ~30s
+RUN apt-get install -y liblttng-ust-dev
+RUN apt-get install -y libssh2-1-dev
+RUN apt-get install -y locales
+RUN apt-get install -y ninja-build
+# openssh-server: ~40s
+RUN apt-get install -y openssh-server
+RUN apt-get install -y pkg-config
+RUN apt-get install -y software-properties-common
+RUN apt-get install -y sudo
+RUN apt-get install -y tzdata
+RUN apt-get install -y vim
+RUN apt-get install -y zip
+
+# Python: ~30s
+RUN apt-get install -y \
+   python3-pip \
+   python3-venv \
+   && python3 -m pip install --upgrade pip
+
+# GCC
+ARG gcc_major=13
+RUN \
+   add-apt-repository ppa:ubuntu-toolchain-r/test \
+   && apt-get update \
+   && apt-get install -y g++-$gcc_major
+
+# Clang
+ARG clang_major=17
+RUN \
+   curl -fsSL https://apt.llvm.org/llvm-snapshot.gpg.key 2> /dev/null \
+   | gpg --dearmor - \
+   | tee /usr/share/keyrings/llvm-snapshot.gpg > /dev/null \
+   && echo "deb [signed-by=/usr/share/keyrings/llvm-snapshot.gpg] http://apt.llvm.org/$(lsb_release -cs)/ llvm-toolchain-$(lsb_release -cs)-$clang_major main" \
+   | tee -a "/etc/apt/sources.list.d/llvm.list" \
+   && apt-get update \
+   && apt-get install -y \
+   clang-$clang_major \
+   clang-format-$clang_major \
+   clangd-$clang_major
+
+# CMake
+RUN \
+   curl -fsSL https://apt.kitware.com/keys/kitware-archive-latest.asc 2> /dev/null \
+   | gpg --dearmor - \
+   | tee /usr/share/keyrings/kitware-archive-keyring.gpg > /dev/null \
+   && echo "deb [signed-by=/usr/share/keyrings/kitware-archive-keyring.gpg] https://apt.kitware.com/ubuntu/ $(lsb_release -cs) main" \
+   | tee /etc/apt/sources.list.d/kitware.list > /dev/null \
+   && apt-get update \
+   && apt-get install -y cmake
+
+# Dotnet
+RUN apt-get update && apt-get install -y dotnet7
+
+# Node
+ARG node_major=18
+RUN mkdir -p /etc/apt/keyrings \
+   && curl -fsSL https://deb.nodesource.com/gpgkey/nodesource-repo.gpg.key \
+   | gpg --dearmor -o /etc/apt/keyrings/nodesource.gpg \
+   && echo "deb [signed-by=/etc/apt/keyrings/nodesource.gpg] https://deb.nodesource.com/node_$node_major.x nodistro main" \
+   | tee /etc/apt/sources.list.d/nodesource.list \
+   && apt-get update \
+   && apt-get install -y nodejs
+
+# Emumba (deps)
+RUN apt-get update && apt-get -y install rapidjson-dev
+# Emumba
+COPY emumba /emumba
+RUN dpkg -i /emumba/emumba-deribit-connector-3.3.1-Linux.LICENSE_DISABLED.deb \
+    && rm -r /emumba
+
+# Pcap
+RUN apt-get update && apt-get install -y libpcap0.8-dev
+
+RUN apt-get update && apt-get install -y \
+    docker.io \
+    docker-compose \
+    docker-compose-v2
+
+# Set up default executables (update-alternatives)
+RUN \
+   update-alternatives --install /usr/bin/clang clang /usr/bin/clang-$clang_major 100; \
+   update-alternatives --install /usr/bin/clang++ clang++ /usr/bin/clang++-$clang_major 100; \
+   update-alternatives --install /usr/bin/clang-format clang-format /usr/bin/clang-format-$clang_major 100; \
+   update-alternatives --install /usr/bin/clangd clangd /usr/bin/clangd-$clang_major 100; \
+   update-alternatives --install /usr/bin/gcc gcc /usr/bin/gcc-$gcc_major 100; \
+   update-alternatives --install /usr/bin/g++ g++ /usr/bin/g++-$gcc_major 100
+
+# Add compiler symlinks for ccache 
+RUN \
+   ln -s /usr/bin/ccache /usr/local/bin/clang; \
+   ln -s /usr/bin/ccache /usr/local/bin/clang++; \
+   ln -s /usr/bin/ccache /usr/local/bin/clang-$clang_major; \
+   ln -s /usr/bin/ccache /usr/local/bin/clang++-$clang_major; \
+   ln -s /usr/bin/ccache /usr/local/bin/gcc; \
+   ln -s /usr/bin/ccache /usr/local/bin/g++
+
+RUN locale-gen en_US.UTF-8
+
+ARG docker_user="bts"
+ARG docker_uid="1000"
+ARG docker_pass="bts"
+
+RUN \
+   groupadd -g "$docker_uid" "$docker_user" \
+   && useradd \
+   -m \
+   -u "$docker_uid" \
+   -g "$docker_uid" \
+   -G sudo \
+   --password "$(openssl passwd -1 "$docker_pass")" \
+   "$docker_user"
+
+RUN usermod -aG docker "$docker_user"
@@ -0,0 +1,43 @@
+{
+  "dockerFile": "Dockerfile",
+  // Creates local dir to mount to HOME in docker 
+  "initializeCommand": "mkdir -p ${localEnv:HOME}/.bts/devcontainer-mounts/${devcontainerId}",
+  "hostRequirements": {
+    "memory": "4gb",
+    "storage": "6gb"
+  },
+  "postCreateCommand": "/home/bts/spark/docker/sparkd/dev/devcontainer_post_create.sh",
+  "containerUser": "bts",
+  "workspaceMount": "source=${localWorkspaceFolder},target=/home/bts/spark,type=bind",
+  "workspaceFolder": "/home/bts/spark",
+  "updateRemoteUserUID": true,
+  "shutdownAction": "none",
+  // Note: If running multiple containers on the same host, each must use a
+  // unique set of ports. Usually we just add 1000 to each port as needed. For
+  // example, if 8000-8003 is taken, go with 9000-9003, then 10000-10003, etc.
+  "runArgs": [
+    "--shm-size",
+    "2gb",
+    "--network",
+    "host"
+  ],
+  "mounts": [
+    "source=${localEnv:HOME}/.bts/devcontainer-mounts/${devcontainerId},target=/home/bts,type=bind",
+    "source=/var/run/docker.sock,target=/var/run/docker.sock,type=bind"
+  ],
+  "customizations": {
+    "vscode": {
+      "settings": {
+        "clangd.arguments": [
+          "--compile-commands-dir=${workspaceFolder}/build/clang/debug"
+        ]
+      },
+      "extensions": [
+        "eamodio.gitlens",
+        "llvm-vs-code-extensions.vscode-clangd",
+        "ms-vscode.cmake-tools",
+        "ms-vscode.cpptools"
+      ]
+    }
+  }
+}
@@ -42,7 +42,7 @@ trace_data/
 /.ignore
 *.rej
 .clangd/
-*CMakeDeps.cmake
+*CMakeDeps*.cmake
 /sniper.ipynb
 /src/.clang-format
 /src/server/sparkd/cmds/spartan/analysis/.ipynb_checkpoints
@@ -1,9 +1,6 @@
 [submodule "externals"]
 	path = externals
 	url = git@bitbucket.org:bluetradesys/externals.git
-[submodule "docker/linux"]
-	path = docker/linux
-	url = git@bitbucket.org:bluetradesys/linux_docker.git
-[submodule "docker/windows"]
-	path = docker/windows
-	url = git@bitbucket.org:bluetradesys/windows_docker.git
+[submodule "vcpkg"]
+	path = vcpkg
+	url = https://github.com/microsoft/vcpkg.git
@@ -1,5 +1,6 @@
 cmake_minimum_required(VERSION 3.12)
 project(spark)
+set(CMAKE_CXX_STANDARD 20)

 if(WIN32)
  set(platform "windows")
@@ -13,101 +14,49 @@ set(
  CACHE
  STRING
  "External dependencies root folder (should contain folders: lib, bin, include")
-set(SPARK_PYTHON "${EXTERNALS_ROOT}/python")
-set(SPARK_BIN "${EXTERNALS_ROOT}/bin")
-set(SPARK_INCLUDE "${EXTERNALS_ROOT}/include")
-set(SPARK_LIB "${EXTERNALS_ROOT}/lib/${CMAKE_BUILD_TYPE}")
+set(EXTERNALS_BIN "${EXTERNALS_ROOT}/bin")
+set(EXTERNALS_INCLUDE "${EXTERNALS_ROOT}/include")
+set(EXTERNALS_LIB "${EXTERNALS_ROOT}/lib/$<CONFIG>")
+set(BUILD_DOCS OFF CACHE BOOL "Build documentation")
 set(BUILD_SDK OFF CACHE BOOL "Build the sdk")
-set(BUILD_WEB ON CACHE BOOL "Build the web server")
+set(EXPORT_MD_CONSUMER OFF CACHE BOOL "Export (extern) C functions for MD consumer interop")
+if (WIN32)
+  set(BUILD_SPARKD OFF CACHE BOOL "Build sparkd")
+  set(BUILD_WEB OFF CACHE BOOL "Build the web server")
+else()
+  set(BUILD_SPARKD ON CACHE BOOL "Build sparkd")
+  set(BUILD_WEB ON CACHE BOOL "Build the web server")
+endif()

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

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

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

 function(Protobuf_Generate_Cpp SRCS HDRS)
@@ -1,135 +0,0 @@
-FROM ubuntu:latest
-
-ARG DEBIAN_FRONTEND=noninteractive
-ENV TZ=America/New_York
-
-# light deps (should be quick to download/install)
-RUN apt-get update && apt-get install -y \
-    ca-certificates \
-    curl \
-    gnupg \
-    liblttng-ust-dev \
-    libpcap0.8-dev \
-    locales \
-    ninja-build \
-    software-properties-common \
-    sqlite3 \
-    tzdata
-
-# clang
-RUN apt-get update && apt-get install -y \
-    clang-13 \
-    clang-format-13 \
-    clangd-13 \
-    clang-15 \
-    clang-format-15 \
-    clangd-15
-
-# g++
-RUN apt-get update && apt-get install -y \
-    g++-11 \
-    g++-12
-
-# python
-RUN apt-get update && apt-get install -y \
-    python3-pip \
-    python3-venv \
-    && python3 -m pip install --upgrade pip
-
-# dotnet
-RUN apt-get update && apt-get install -y \
-    dotnet7
-
-# ssh
-RUN apt-get update && apt-get install -y \
-    libssh2-1-dev \
-    openssh-server
-
-# cmake
-RUN \
-    curl -fsSL https://apt.kitware.com/keys/kitware-archive-latest.asc 2> /dev/null \
-    | gpg --dearmor - | tee /etc/apt/trusted.gpg.d/kitware.gpg > /dev/null \
-    && apt-add-repository "deb https://apt.kitware.com/ubuntu/ $(lsb_release -cs) main" \
-    && apt-get update \
-    && apt-get install -y cmake
-
-# node
-ARG node_major=18
-RUN mkdir -p /etc/apt/keyrings \
-    && curl -fsSL https://deb.nodesource.com/gpgkey/nodesource-repo.gpg.key \
-    | gpg --dearmor -o /etc/apt/keyrings/nodesource.gpg \
-    && echo "deb [signed-by=/etc/apt/keyrings/nodesource.gpg] https://deb.nodesource.com/node_$node_major.x nodistro main" \
-    | tee /etc/apt/sources.list.d/nodesource.list \
-    && apt-get update \
-    && apt-get install -y nodejs
-
-# ccache is done here so that ccache sees clang++ installed, not clang-10
-RUN apt-get update && apt-get install -y \
-    ccache 
-
-# emumba (light deps)
-RUN apt-get update && apt-get install -y \
-    build-essential \
-    doxygen \
-    python3-sphinx \
-    graphviz \
-    libgtest-dev \
-    libssl-dev \
-    rapidjson-dev \
-    zlib1g-dev \
-    pkg-config
-
-# emumba (boost)
-RUN apt-get update && apt-get install -y \
-    libboost-filesystem-dev \
-    libboost-program-options-dev \
-    libboost-test-dev \
-    libboost-date-time-dev
-
-# dev utils
-RUN apt-get update && apt-get install -y \ 
-    fish \
-    git-all \
-    sudo \
-    vim \
-    wget
-
-# set up default executables (update-alternatives)
-RUN \
-    update-alternatives --install /usr/bin/clang++ clang++ /usr/bin/clang++-13 100; \
-    update-alternatives --install /usr/bin/clang clang /usr/bin/clang-13 100; \
-    update-alternatives --install /usr/bin/clang-format clang-format /usr/bin/clang-format-13 100; \
-    update-alternatives --install /usr/bin/clangd clangd /usr/bin/clangd-13 100; \
-    update-alternatives --install /usr/bin/g++ g++ /usr/bin/g++-11 100; \
-    update-alternatives --install /usr/bin/gcc gcc /usr/bin/gcc-11 100
-
-# Add compiler symlinks for ccache 
-RUN \
-    ln -s /usr/bin/ccache /usr/local/bin/clang; \
-    ln -s /usr/bin/ccache /usr/local/bin/clang++; \
-    ln -s /usr/bin/ccache /usr/local/bin/clang-13; \
-    ln -s /usr/bin/ccache /usr/local/bin/clang++-13; \
-    ln -s /usr/bin/ccache /usr/local/bin/clang-15; \
-    ln -s /usr/bin/ccache /usr/local/bin/clang++-15; \
-    ln -s /usr/bin/ccache /usr/local/bin/gcc; \
-    ln -s /usr/bin/ccache /usr/local/bin/g++; \
-    ln -s /usr/bin/ccache /usr/local/bin/gcc-11; \
-    ln -s /usr/bin/ccache /usr/local/bin/g++-11; \
-    ln -s /usr/bin/ccache /usr/local/bin/gcc-12; \
-    ln -s /usr/bin/ccache /usr/local/bin/g++-12
-
-RUN locale-gen en_US.UTF-8
-
-ARG docker_user="bts"
-ARG docker_uid="1000"
-ARG docker_pass="bts"
-
-RUN \
-    groupadd -g "$docker_uid" "$docker_user" \
-    && useradd \
-    -m \
-    -u "$docker_uid" \
-    -g "$docker_uid" \
-    -G sudo \
-    --password "$(openssl passwd -1 "$docker_pass")" \
-    "$docker_user"
@@ -1,64 +0,0 @@
-[dev containers]: https://code.visualstudio.com/docs/devcontainers/containers
-[dev containers ext]: https://marketplace.visualstudio.com/items?itemName=ms-vscode-remote.remote-containers
-[docker repo sparkd-dev]: https://hub.docker.com/repository/docker/bluetradingsystems/sparkd-dev/general
-# Sparkd Dev Container
-## How to create a VS Code [Dev Container][dev containers]
-
-1. Make sure the **[Dev Containers][dev containers ext]** extension is installed
-1. Make sure your Docker image is up to date
-   ```
-   docker pull bluetradingsystems/sparkd-dev:latest
-   ```
-1. Copy **devcontainer.json** from this folder to **$workspaceFolder/.devcontainer/**.
-
-1. In the VS Code Command Palette, run **Dev Containers: Reopen in Container**
-
---
-## How to create a Sparkd Container in the terminal (without VS Code)
-
-1. Make sure your Docker image is up to date
-   ```
-   docker pull bluetradingsystems/sparkd-dev:latest
-   ```
-2. Start the container
-   ```
-   # Replace <cont_name> with a name for the container. The container's
-   # "$HOME" dir will be mounted to "$HOME/.sparkd-dev/mounts/<cont_name> on
-   # the host
-   
-   ./start_docker.sh --container <cont_name> --mount-existing
-   ```
-   * *Replace <cont_name> with a name for the container*
-   * *The container's `$HOME` dir will be mounted to
-   `$HOME/.sparkd-dev/mounts<cont_name>` on the host*<br>
-   * *Run: `./start_docker.sh --help` to see additional options*
-3. *(Optional) Attach VS Code to the running container.*<br>
-Run **Dev Containers: Attach to Running Container** from the command palette,
-then select your container in the dropdown
-
---
-## How to update the Docker image
-
-1. Change the image by modifying the Dockerfile (don't tag arbitrary
-  images on your machine and push them to our repo on Docker Hub)
-
-1. After modifying the Dockerfile, (re)build the image
-   ```
-   # Run in this dir
-   docker build -t bluetradingsystems/sparkd-dev:latest .
-   ```
-   ***Note:** Your docker login must have write permissions to push to the
-   [sparkd-dev][docker repo sparkd-dev] repository*
-
-2. Commit the changes to Dockerfile in git
-
-3. Push the new image to Docker Hub
-
-   ```
-   docker push bluetradingsystems/sparkd-dev:latest
-   ```
-   ***Note:** The image doesn't have to be on Docker Hub, we can simply build
-   it from scratch on our local machines (with the Dockerfile). However, this
-   takes time. It is significantly quicker to download a prebuilt image, so we
-   store it on a remote repository to save time when setting up a new dev
-   machine.*
@@ -1,123 +0,0 @@
-# ~/.bashrc: executed by bash(1) for non-login shells.
-# see /usr/share/doc/bash/examples/startup-files (in the package bash-doc)
-# for examples
-
-# If not running interactively, don't do anything
-case $- in
-    *i*) ;;
-      *) return;;
-esac
-
-# don't put duplicate lines or lines starting with space in the history.
-# See bash(1) for more options
-HISTCONTROL=ignoreboth
-
-# append to the history file, don't overwrite it
-shopt -s histappend
-
-# for setting history length see HISTSIZE and HISTFILESIZE in bash(1)
-HISTSIZE=1000
-HISTFILESIZE=2000
-
-# check the window size after each command and, if necessary,
-# update the values of LINES and COLUMNS.
-shopt -s checkwinsize
-
-# If set, the pattern "**" used in a pathname expansion context will
-# match all files and zero or more directories and subdirectories.
-#shopt -s globstar
-
-# make less more friendly for non-text input files, see lesspipe(1)
-[ -x /usr/bin/lesspipe ] && eval "$(SHELL=/bin/sh lesspipe)"
-
-# set variable identifying the chroot you work in (used in the prompt below)
-if [ -z "${debian_chroot:-}" ] && [ -r /etc/debian_chroot ]; then
-    debian_chroot=$(cat /etc/debian_chroot)
-fi
-
-# set a fancy prompt (non-color, unless we know we "want" color)
-case "$TERM" in
-    xterm-color|*-256color) color_prompt=yes;;
-esac
-
-# uncomment for a colored prompt, if the terminal has the capability; turned
-# off by default to not distract the user: the focus in a terminal window
-# should be on the output of commands, not on the prompt
-#force_color_prompt=yes
-
-if [ -n "$force_color_prompt" ]; then
-    if [ -x /usr/bin/tput ] && tput setaf 1 >&/dev/null; then
-	# We have color support; assume it's compliant with Ecma-48
-	# (ISO/IEC-6429). (Lack of such support is extremely rare, and such
-	# a case would tend to support setf rather than setaf.)
-	color_prompt=yes
-    else
-	color_prompt=
-    fi
-fi
-
-if [ "$color_prompt" = yes ]; then
-    PS1='${debian_chroot:+($debian_chroot)}\[\033[01;32m\]\u@\h\[\033[00m\]:\[\033[01;34m\]\w\[\033[00m\]\$ '
-else
-    PS1='${debian_chroot:+($debian_chroot)}\u@\h:\w\$ '
-fi
-unset color_prompt force_color_prompt
-
-# If this is an xterm set the title to user@host:dir
-case "$TERM" in
-xterm*|rxvt*)
-    PS1="\[\e]0;${debian_chroot:+($debian_chroot)}\u@\h: \w\a\]$PS1"
-    ;;
-*)
-    ;;
-esac
-
-# enable color support of ls and also add handy aliases
-if [ -x /usr/bin/dircolors ]; then
-    test -r ~/.dircolors && eval "$(dircolors -b ~/.dircolors)" || eval "$(dircolors -b)"
-    alias ls='ls --color=auto'
-    #alias dir='dir --color=auto'
-    #alias vdir='vdir --color=auto'
-
-    alias grep='grep --color=auto'
-    alias fgrep='fgrep --color=auto'
-    alias egrep='egrep --color=auto'
-fi
-
-# colored GCC warnings and errors
-#export GCC_COLORS='error=01;31:warning=01;35:note=01;36:caret=01;32:locus=01:quote=01'
-
-# some more ls aliases
-alias ll='ls -alF'
-alias la='ls -A'
-alias l='ls -CF'
-
-# Add an "alert" alias for long running commands.  Use like so:
-#   sleep 10; alert
-alias alert='notify-send --urgency=low -i "$([ $? = 0 ] && echo terminal || echo error)" "$(history|tail -n1|sed -e '\''s/^\s*[0-9]\+\s*//;s/[;&|]\s*alert$//'\'')"'
-
-# Alias definitions.
-# You may want to put all your additions into a separate file like
-# ~/.bash_aliases, instead of adding them here directly.
-# See /usr/share/doc/bash-doc/examples in the bash-doc package.
-
-if [ -f ~/.bash_aliases ]; then
-    . ~/.bash_aliases
-fi
-
-# enable programmable completion features (you don't need to enable
-# this, if it's already enabled in /etc/bash.bashrc and /etc/profile
-# sources /etc/bash.bashrc).
-if ! shopt -oq posix; then
-  if [ -f /usr/share/bash-completion/bash_completion ]; then
-    . /usr/share/bash-completion/bash_completion
-  elif [ -f /etc/bash_completion ]; then
-    . /etc/bash_completion
-  fi
-fi
-
-if [[ ! -v XDG_CONFIG_HOME ]]; then
-  export XDG_CONFIG_HOME="$HOME/.config"
-fi
-
-export PATH="$HOME/.local/bin:$PATH"
@@ -1,25 +0,0 @@
-if ! set -q XDG_CONFIG_HOME
-    set -g XDG_CONFIG_HOME "$HOME/.config"
-end
-set fish_config_home $XDG_CONFIG_HOME/fish
-if test -f "$fish_config_home/aliases.fish"
-    source "$fish_config_home/aliases.fish"
-end
-# enable general colors and case insensitive search in 'less'
-set -x LESS "$LESS -R -Q -I"
-set -x LC_ALL en_US.UTF-8
-# enable syntax highlighting in 'less'
-# set highlight color scheme in 'less' (fg)(bg)
-set -g LESS_TERMCAP_md (tput bold)(tput setaf 36)
-set -g LESS_TERMCAP_me (tput sgr0)
-set -g LESS_TERMCAP_so (tput setaf 232)(tput setab 49)
-
-set -q TERM
-if test $status != 0; or test $TERM = 'xterm'
-    set -g TERM 'xterm-256color'
-end
-
-# Fix impossible-to-see navy blue command text color
-set fish_color_command F8F8F2
-
-set -g PATH "$HOME/.local/bin" "$PATH"
@@ -1,32 +0,0 @@
-{
-  "image": "bluetradingsystems/sparkd-dev:latest",
-  "initializeCommand": "${localWorkspaceFolder}/docker/sparkd/dev/devcontainer_initialize.sh",
-  "hostRequirements": {
-    "memory": "4gb",
-    "storage": "6gb"
-  },
-  "postCreateCommand": "/home/bts/spark/docker/sparkd/dev/devcontainer_post_create.sh",
-  "containerUser": "bts",
-  "workspaceMount": "source=${localWorkspaceFolder},target=/home/bts/spark,type=bind",
-  "workspaceFolder": "/home/bts/spark",
-  "updateRemoteUserUID": true,
-  "shutdownAction": "none",
-  // Note: If running multiple containers on the same host, each must use a
-  // unique set of ports. Usually we just add 1000 to each port as needed. For
-  // example, if 8000-8003 is taken, go with 9000-9003, then 10000-10003, etc.
-  "runArgs": [
-    "--shm-size",
-    "2gb",
-    "-p",
-    "8000:8000",
-    "-p",
-    "8001:8001",
-    "-p",
-    "8002:8002",
-    "-p",
-    "8003:8003"
-  ],
-  "mounts": [
-    "source=${localEnv:HOME}/.sparkd-dev/mounts/sparkd-dev,target=/home/bts,type=bind"
-  ]
-}
@@ -1,3 +0,0 @@
-#!/usr/bin/env bash
-
-mkdir -p "$HOME/.sparkd-dev/mounts/sparkd-dev"
@@ -1,33 +0,0 @@
-#!/usr/bin/env bash
-
-this_dir="$(realpath "$(dirname "${BASH_SOURCE[0]}")")"
-repo_dir="$(cd "$this_dir" && git rev-parse --show-toplevel)"
-tools_dir="$repo_dir/tools"
-gen_tag="GENERATED BY $(basename "${BASH_SOURCE[0]}")"
-
-function copy_if_not_exist() {
-  src="$1"
-  dest="$2"
-  if [[ ! -e "$src" ]]; then
-    echo "Unable to copy $src to $dest. Source file doesn't exist"
-    exit 1
-  fi
-  if [[ ! -e "$dest" ]]; then
-    cp "$src" "$dest"
-  fi
-}
-
-# Init bashrc
-echo "Initializing bashrc"
-copy_if_not_exist "$this_dir/bashrc" "$HOME/.bashrc"
-
-# Init fish config
-echo "Initializing fish config"
-fish_cfg_dir="$HOME/.config/fish/"
-mkdir -p "$fish_cfg_dir"
-exec "$tools_dir/write_tag_block.sh" \
-  --tag "$gen_tag" \
-  --replace \
-  --in-place \
-  --file "$fish_cfg_dir/config.fish" \
-  --text "$(cat "$this_dir/config.fish")"
@@ -1,250 +0,0 @@
-#!/usr/bin/env bash
-
-function _exit() {
-  if [[ "$#" -gt 1 ]]; then
-    # When there are multiple args, the last arg is the exit code.
-    echo "${@:1:($# - 1)}"
-    exit "${@: -1}"
-  fi
-  echo "$1"
-  exit 0
-}
-
-help_text="\
-Add or update a user's uid
-
-This script is intended to be run in a Docker container as a means to obtain
-file permissions in mounted directories owned by the specified UID.
-
-Usage: set_user.sh [OPTIONS] USER UID
-
-Positionals:
-  USER               The name of the user
-
-Options:
-  --user USER        The name of the user (defaults to 'bts')
-  --uid UID          The new uid to give USER (defaults to '1000')
-  --group GROUP      The primary group to give USER (defaults to USER)
-  --gid GID          The primary gid to give USER (defaults to UID)
-  --pass PASSWORD    The password to give USER (defaults to USER, only applies
-                     if USER hasn't been created yet) 
-  --modify-existing  Update UID/GID even if USER already exists
-  -h,--help          Print this help message and exit
-
-"
-
-function _add_group() {
-  if [[ "$#" -ne 2 ]]; then
-    _exit "'_add_group' requires exactly 2 args (group, gid). Received $#." 1
-  fi
-  local group="$1"
-  local gid="$2"
-  # Check if gid already exists
-  local existing_group=""
-  existing_group="$(getent group "$gid" | cut -d : -f 1)"
-  if [[ -n "$existing_group" ]]; then
-    if [[ "$existing_group" != "$group" ]]; then
-      echo "\
-The gid '$gid' is already in use by group '$existing_group' (will not rename \
-the group)"
-    fi
-    return
-  fi
-
-  # Check if group with same name already exists
-  local existing_gid=""
-  existing_gid="$(getent group "$group" | cut -d : -f 3)"
-  if [[ -n "$existing_gid" ]]; then
-    # The group already exists. Only modify if --modify-existing was specified.
-    if [[ "$modify_existing" -eq 0 ]]; then
-      _exit "\
-The group '$group' already exists with gid '$existing_gid'.
-Specify --modify-existing to change the gid anyways." 1
-    fi
-    echo "Changing gid for group '$group' from '$existing_gid' to '$gid'"
-    groupmod -g "$gid" "$group"
-  else
-    # The group doesn't exist. Add it
-    echo "Adding group '$group:$gid'"
-    groupadd -g "$gid" "$group"
-  fi
-}
-
-function _add_user() {
-  local user="$1"
-  local uid="$2"
-  local group="$3"
-  local gid="$4"
-  local pass="$5"
-  if [[ "$#" -ne 5 ]]; then
-    _exit "'_add_user' requires exactly 5 args (user, uid, group, gid, pass). \
-Received $#." 1
-  fi
-
-  # Check if uid is being used by another user
-  local existing_user=""
-  existing_user="$(getent passwd "$uid" | cut -d : -f 1)"
-  if [[ -n "$existing_user" ]]; then
-    if [[ "$existing_user" != "$user" ]]; then
-      _exit "The uid '$uid' is already in use by user '$existing_user'." 1
-    fi
-
-    echo "The user '$user' already has the specified uid '$uid'."
-    # Modify gid if necessary
-    local existing_gid=""
-    existing_gid="$(id -g "$user" 2> /dev/null)"
-    if [[ "$existing_gid" = "$gid" ]]; then
-      echo "The user '$user' already has the specified gid '$gid'."
-      return
-    fi
-
-    if [[ "$modify_existing" -eq 0 ]]; then
-      _exit "\
-The user '$user' is associated with the primary group '$existing_gid'.
-Specify --modify-existing to change the gid anyways." 1
-    fi
-
-    echo "Changing primary group for '$user' from '$existing_gid' to '$gid'."
-    usermod -g "$gid" "$user"
-    return
-  fi
-
-  # Check if user with same name already exists
-  local existing_uid=""
-  existing_uid="$(id -u "$user" 2> /dev/null)"
-  if [[ -n "$existing_uid" ]]; then
-    if [[ "$existing_uid" = "$uid" ]]; then
-      _exit "The user '$user' already has the specified uid '$uid'" 0
-    fi
-
-    if [[ "$modify_existing" -eq 0 ]]; then
-      _exit "\
-User '$user' already exists with uid '$existing_uid'.
-Specify --modify-existing to change the uid anyways." 1
-    fi
-
-    echo "Changing uid for user '$user' from '$existing_uid' to '$uid'"
-    if ! usermod -u "$uid" -g "$gid" "$user"; then
-      _exit "usermod exited with code $?" 1
-    fi
-    return
-  fi
-
-  # The user doesn't exist. Add it
-  echo "Adding user '$user:$uid' (group='$group:$gid', password='$pass')"
-  useradd -m -u "$uid" -g "$gid" -G sudo --password "$(openssl passwd -1 "$pass")" "$user"
-}
-
-function _update_fish_dir_perms() {
-  local user="$1"
-  local uid="$2"
-  local gid="$3"
-  # When a fish shell session starts, a temp dir named '/tmp/fish.<user>' is
-  # created with the user's current uid/gid. If such a dir exists for the
-  # specified USER, make sure the uid/gid match the new values.
-  fish_dir="/tmp/fish.$user"
-  if [[ -d "$fish_dir" ]]; then
-    perms="$uid:$gid"
-    existing_perms="$(stat -c %u:%g "$fish_dir")"
-    if [[ "$existing_perms" != "$perms" ]]; then
-      echo "Changing uid:gid for dir '$fish_dir' from '$existing_perms' to '$perms'"
-      chown -R "$perms" "$fish_dir"
-    fi
-  fi
-}
-
-user=""
-group=""
-pass=""
-declare -i uid=0
-declare -i gid=0
-declare -i modify_existing=0
-
-while [[ $# -gt 0 ]]; do
-  case "$1" in
-    --user)
-      if [[ -z "$2" ]]; then
-        _exit "USER (--user) must be non-empty" 1
-      elif [[ "$2" = "root" ]]; then
-        _exit "USER (--user) cannot be 'root'" 1
-      fi
-      user="$2"
-      shift 2
-      ;;
-    --group)
-      if [[ -z "$2" ]]; then
-        _exit "GROUP (--group) must be non-empty" 1
-      elif [[ "$2" = "root" ]]; then
-        _exit "GROUP (--group) cannot be 'root'" 1
-      fi
-      group="$2"
-      shift 2
-      ;;
-    --uid)
-      if [[ -z "$2" ]]; then
-        _exit "UID (--uid) must be non-empty" 1
-      fi
-      uid="$2"
-      shift 2
-      ;;
-    --gid)
-      if [[ -z "$2" ]]; then
-        _exit "GID (--gid) must be non-empty" 1
-      fi
-      gid="$2"
-      shift 2
-      ;;
-    --pass)
-      if [[ -z "$2" ]]; then
-        _exit "PASS (--pass) must be non-empty" 1
-      fi
-      pass="$2"
-      shift 2
-      ;;
-    --modify-existing)
-      modify_existing=1
-      shift 1
-      ;;
-    -h)
-      ;&
-    --help)
-      _exit "$help_text" 0
-      ;;
-    *)
-      if [[ -z "$1" ]]; then
-        _exit "Invalid positional argument '$1'" 1
-      elif [[ -z "$user" ]]; then
-        user="$1"
-      elif [[ -z "$uid" ]]; then
-        uid="$1"
-      else
-        _exit "Unexpected argument '$1'" 1
-      fi
-      shift 1
-      ;;
-  esac
-done
-
-if [[ -z "$user" ]]; then
-  user="bts"
-fi
-
-if [[ $uid -eq 0 ]]; then
-  uid=1000
-fi
-
-# In general, a user's primary group/gid matches the user's name/uid.
-# If group/gid args weren't specified, set them to name/uid.
-if [[ -z "$group" ]]; then
-  group="$user"
-fi
-if [[ $gid -eq 0 ]]; then
-  gid=$uid
-fi
-if [[ -z "$pass" ]]; then
-  pass="$user"
-fi
-
-_add_group "$group" "$gid"
-_add_user "$user" "$uid" "$group" "$gid" "$pass"
-_update_fish_dir_perms "$user" "$uid" "$gid"
@@ -1,230 +0,0 @@
-#!/usr/bin/env bash
-
-function _exit() {
-  if [[ "$#" -gt 1 ]]; then
-    # When there are multiple args, the last arg is the exit code.
-    echo "${@:1:($# - 1)}"
-    exit "${@: -1}"
-  fi
-  echo "$1"
-  exit 0
-}
-
-help_text="\
-Start a docker dev container
-Usage: start_docker.sh [OPTIONS] image container
-
-Positionals:
-  image             The image to instantiate
-  container         The name for the container
-
-Options:
-  -u,--user USER      The user to add in the container (defaults to 'bts')
-  -p,--pass PASS      The password for USER in the container (defaults to USER)
-  -i,--image IMAGE    The image to instantiate (defaults to 'bluetradingsystems/sparkd-dev:latest')
-  -c,--container CONT The name for the container
-  -m,--mount MOUNT    The name for the folder (outside the container) to create/mount to the home
-                      directory in the container. Mount folders are added here: $mount_prefix
-  --mount-existing    Mount the specified dir even if it already exists
-  --port <cont_port>:<host_port> OR [<cont_port>:<host_port>,...] Port mapping(s). May be
-                      specified multiple times.
-  -h,--help           Print this help message and exit
-
-"
-
-mount_prefix="$HOME/.sparkd-dev/mounts"
-declare docker_user=""
-declare docker_pass=""
-declare image_name=""
-declare cont_name=""
-declare mount_name=""
-declare -i mount_existing=0
-declare -a port_mappings=()
-
-while [[ $# -gt 0 ]]; do
-  case "$1" in
-    -u)
-      ;&
-    --user)
-      if [[ -z "$2" ]]; then
-        _exit "User (-u,--user) must be non-empty" 1
-      fi
-      docker_user="$2"
-      shift 2
-      ;;
-    -p)
-      ;&
-    --pass)
-      if [[ -z "$2" ]]; then
-        _exit "Password (-p,--pass) must be non-empty" 1
-      fi
-      docker_pass="$2"
-      shift 2
-      ;;
-    -i)
-      ;&
-    --image)
-      if [[ -n "$image_name" ]]; then
-        _exit "Unexpected argument '$1'" 1
-      elif [[ -z "$2" ]]; then
-        _exit "Image (-i,--image) must be non-empty" 1
-      fi
-      image_name="$2"
-      shift 2
-      ;;
-    -c)
-      ;&
-    --container)
-      if [[ -n "$cont_name" ]]; then
-        _exit "Unexpected argument '$1'" 1
-      elif [[ -z "$2" ]]; then
-        _exit "Container (-c,--container) must be non-empty" 1
-      fi
-      cont_name="$2"
-      shift 2
-      ;;
-    --port)
-      # Parse port(s) arg, and append the result to 'port_mappings'
-      # Note: port(s) may be specified in bracketed notation:
-      #   [a:b,c:d,...,y:z]
-      next_ports="$(echo "$2" | sed -e 's/\[//g' -e 's/\]//g' -e 's/,/ /g')"
-      if [[ "${#port_mappings[@]}" -gt 0 ]]; then
-        next_ports=" $next_ports"
-      fi
-      port_mappings+=("$next_ports")
-      shift 2
-      ;;
-    -m)
-      ;&
-    --mount)
-      if [[ -z "$2" ]]; then
-        echo "Mount (-m,--mount) must be non-empty"
-      fi
-      mount_name="$2"
-      shift 2
-      ;;
-    --mount-existing)
-      mount_existing=1
-      shift 1
-      ;;
-    -h)
-      ;&
-    --help)
-      _exit "$help_text" 0
-      ;;
-    *)
-      if [[ -z "$1" ]]; then
-        _exit "Invalid positional argument '$1'" "$help_text" 1
-      elif [[ -z "$image_name" ]]; then
-        image_name="$1"
-      elif [[ -z "$cont_name" ]]; then
-        cont_name="$1"
-      else
-        _exit "Unexpected argument '$1'" "$help_text" 1
-      fi
-      shift 1
-      ;;
-  esac
-done
-
-
-if [[ -z "$image_name" ]]; then
-  image_name="bluetradingsystems/sparkd-dev:latest"
-fi
-
-host_name="$(hostname)"
-if [[ -n "$cont_name" ]]; then
-  host_name="$host_name.$cont_name"
-fi
-
-if [[ -z "$mount_name" ]]; then
-  mount_name="$cont_name"
-fi
-
-if [[ -z "$mount_name" && -z "$cont_name" ]]; then
-  _exit "Please specify mount (-m,--mount) and/or container (-c,--container)" 1
-fi
-
-if [[ -z "$docker_user" ]]; then
-  docker_user="bts"
-fi
-
-if [[ "$docker_user" = "root" ]]; then
-  _exit "USER (--user) cannot be 'root'" 1
-fi
-
-cont_home="/home/$docker_user"
-home_src="$mount_prefix/$mount_name"
-home_tgt="$cont_home"
-this_dir="$(dirname "$(realpath "${BASH_SOURCE[0]}")")"
-repo_src="$(cd "$this_dir" && git rev-parse --show-toplevel)"
-repo_tgt="$cont_home/spark"
-working_dir="$cont_home"
-
-if [[ $mount_existing -eq 0 && -e "$home_src" ]]; then
-  # Don't overwrite existing dir (might be mounted in another container)
-  _exit "Mount dir '$home_src' already exists (use --mount-existing to mount \
-an existing directory)" 1
-fi
-
-mkdir -p "$home_src"
-
-if [[ "${#port_mappings[@]}" -eq 0 ]]; then
-  port_mappings=("8000:8000" "8001:8001" "8002:8002" "8003:8003")
-fi
-
-# Adapt port_mappings into args for `docker run` by prepending "-p " to each
-# item
-declare -a docker_port_args=()
-for port_mapping in "${port_mappings[@]}"; do
-  docker_port_args+=("-p $port_mapping")
-done
-
-echo "Starting container '$cont_name'
-image_name  : $image_name
-cont_name   : $cont_name
-home_src    : $home_src
-home_tgt    : $home_tgt
-repo_src    : $repo_src
-repo_tgt    : $repo_tgt
-working dir : $working_dir
-ports       : ${port_mappings[*]}
-"
-
-# DON'T wrap $docker_port_args in quotes. We want bash to split args by
-# whitespace
-docker run \
-  --net bridge \
-  -h "$host_name" \
-  -e "TZ=America/New_York" \
-  --cap-add=SYS_PTRACE \
-  --security-opt seccomp=unconfined \
-  --name "$cont_name" \
-  -v "$home_src:$home_tgt" \
-  -v "$repo_src:$repo_tgt" \
-  -w "$working_dir" \
-  ${docker_port_args[*]} \
-  --shm-size=4024m \
-  -t \
-  -i \
-  -d \
-  -e DISPLAY="$DISPLAY" \
-  "$image_name"
-
-# Add user w/ same uid and gid as the current user outside of docker, so the
-# user inside the docker has file permissions in the mounted dir.
-docker_group="$docker_user"
-docker_uid="$(id -u "$USER")"
-docker_gid="$(id -g "$USER")"
-if [[ -z "$docker_pass" ]]; then
-  docker_pass="$docker_user"
-fi
-docker exec -u root -it "$cont_name" "$repo_tgt/docker/sparkd/dev/set_user.sh" \
--user "$docker_user" \
--uid "$docker_uid" \
--group "$docker_group" \
--gid "$docker_gid" \
--pass "$docker_pass"
-
-# Run same script VS Code runs to initialize the container
-docker exec -u "$docker_user" -it "$cont_name" "$repo_tgt/docker/sparkd/dev/devcontainer_post_create.sh"
@@ -1,64 +0,0 @@
-#!/usr/bin/env bash
-
-function print_help_and_exit() {
-  cat <<EOF
-Open a shell inside the docker container
-Usage: docker_shell.sh [OPTIONS] [CONTAINER]
-
-Options:
-  -u,--user         The user to login with in the container (defaults to the current user)
-  -c,--container    The container name (may also be specified as positional arg)
-  -h,--help         Print this help message and exit
-
-EOF
-  exit "$1"
-}
-
-
-declare docker_user=""
-declare cont_name=""
-
-while [[ $# -gt 0 ]]; do
-  case "$1" in
-    -u)
-      ;&
-    --user)
-      if [[ -z "$2" ]]; then
-        echo "User (-u,--user) must be non-empty"
-        print_help_and_exit 1
-      fi
-      docker_user="$2"
-      shift 2
-      ;;
-    -h)
-      ;&
-    --help)
-      print_help_and_exit 0
-      ;;
-    -c)
-      ;&
-    --container)
-      shift 1
-      ;&
-    *)
-      if [[ ! -z "$cont_name" ]]; then
-        echo "Unexpected argument '$1'"
-        print_help_and_exit 1
-      fi
-      cont_name="$1"
-      shift 1
-      ;;
-  esac
-done
-
-
-if [[ -z "$cont_name" ]]; then
-  echo "Please specify the container ([-c,--container])"
-  print_help_and_exit 1
-fi
-
-if [[ -z "$docker_user" ]]; then
-  docker_user="$USER"
-fi
-
-docker exec -u "$docker_user" -it "$cont_name" bash
@@ -1,233 +0,0 @@
-#!/usr/bin/env bash
-
-mount_prefix="$HOME/.spark-dev/mounts"
-
-function print_help_and_exit() {
-  cat <<EOF
-Start a docker dev container
-Usage: start_docker.sh [OPTIONS] image container
-
-Positionals:
-  image             The image to instantiate
-  container         The name for the container
-
-Options:
-  -u,--user USER      The user to add in the container (defaults to the current user)
-  -p,--pass PASS      The password for USER in the container (defaults to USER)
-  -i,--image IMAGE    The image to instantiate
-  -c,--container CONT The name for the container
-  -m,--mount MOUNT    The name for the folder (outside the container) to create/mount to the home
-                      directory in the container. Mount folders are added here: $mount_prefix
-  --mount-existing    Mount the specified dir even if it already exists
-  --port <cont_port>:<host_port> OR [<cont_port>:<host_port>,...] Port mapping(s). May be
-                      specified multiple times.
-  -h,--help           Print this help message and exit
-
-EOF
-  exit "$1"
-}
-
-
-declare docker_user=""
-declare docker_pass=""
-declare image_name=""
-declare cont_name=""
-declare mount_name=""
-declare -i mount_existing=0
-declare -a port_mappings=()
-
-while [[ $# -gt 0 ]]; do
-  case "$1" in
-    -u)
-      ;&
-    --user)
-      if [[ -z "$2" ]]; then
-        echo "User (-u,--user) must be non-empty"
-        print_help_and_exit 1
-      fi
-      docker_user="$2"
-      shift 2
-      ;;
-    -p)
-      ;&
-    --pass)
-      if [[ -z "$2" ]]; then
-        echo "Password (-p,--pass) must be non-empty"
-        print_help_and_exit 1
-      fi
-      docker_pass="$2"
-      shift 2
-      ;;
-    -i)
-      ;&
-    --image)
-      if [[ -n "$image_name" ]]; then
-        echo "Unexpected argument '$1'"
-        print_help_and_exit 1
-      elif [[ -z "$2" ]]; then
-        echo "Image (-i,--image) must be non-empty"
-        print_help_and_exit 1
-      fi
-      image_name="$2"
-      shift 2
-      ;;
-    -c)
-      ;&
-    --container)
-      if [[ -n "$cont_name" ]]; then
-        echo "Unexpected argument '$1'"
-        print_help_and_exit 1
-      elif [[ -z "$2" ]]; then
-        echo "Container (-c,--container) must be non-empty"
-        print_help_and_exit 1
-      fi
-      cont_name="$2"
-      shift 2
-      ;;
-    --port)
-      # Parse port(s) arg, and append the result to 'port_mappings'
-      # Note: port(s) may be specified in bracketed notation:
-      #   [a:b,c:d,...,y:z]
-      next_ports="$(echo "$2" | sed -e 's/\[//g' -e 's/\]//g' -e 's/,/ /g')"
-      if [[ "${#port_mappings[@]}" -gt 0 ]]; then
-        next_ports=" $next_ports"
-      fi
-      port_mappings+=("$next_ports")
-      shift 2
-      ;;
-    -m)
-      ;&
-    --mount)
-      if [[ -z "$2" ]]; then
-        echo "Mount (-m,--mount) must be non-empty"
-      fi
-      mount_name="$2"
-      shift 2
-      ;;
-    --mount-existing)
-      mount_existing=1
-      shift 1
-      ;;
-    -h)
-      ;&
-    --help)
-      print_help_and_exit 0
-      ;;
-    *)
-      if [[ -z "$1" ]]; then
-        echo "Invalid positional argument '$1'"
-        print_help_and_exit 1
-      elif [[ -z "$image_name" ]]; then
-        image_name="$1"
-      elif [[ -z "$cont_name" ]]; then
-        cont_name="$1"
-      else
-        echo "Unexpected argument '$1'"
-        print_help_and_exit 1
-      fi
-      shift 1
-      ;;
-  esac
-done
-
-
-if [[ -z "$image_name" ]]; then
-  image_name="bluetradingsystems/spark-crypto-dev"
-fi
-
-host_name="$(hostname)"
-if [[ -n "$cont_name" ]]; then
-  host_name="$host_name.$cont_name"
-fi
-
-if [[ -z "$mount_name" ]]; then
-  mount_name="$cont_name"
-fi
-
-if [[ -z "$mount_name" && -z "$cont_name" ]]; then
-  echo "Please specify mount (-m,--mount) and/or container (-c,--container)"
-  print_help_and_exit 1
-fi
-
-if [[ -z "$docker_user" ]]; then
-  docker_user="$USER"
-fi
-
-home_src=$mount_prefix/$mount_name
-home_tgt=$HOME
-repo_src=$(git rev-parse --show-superproject-working-tree)
-repo_tgt=$HOME/$(basename "$repo_src")
-working_dir=$HOME
-
-if [[ $mount_existing -eq 0 && -e "$home_src" ]]; then
-  # Don't overwrite existing dir (might be mounted in another container)
-  echo "Mount dir '$home_src' already exists (use --mount-existing to mount an existing directory)"
-  print_help_and_exit 1
-fi
-
-mkdir -p "$home_src"
-
-if [[ "${#port_mappings[@]}" -eq 0 ]]; then
-  port_mappings=("8000:8000" "8001:8001" "8002:8002" "8003:8003")
-fi
-
-# Adapt port_mappings into args for `docker run` by prepending "-p " to each
-# item
-declare -a docker_port_args=()
-for port_mapping in "${port_mappings[@]}"; do
-  docker_port_args+=("-p $port_mapping")
-done
-
-echo "Starting container '$cont_name'
-image_name  : $image_name
-cont_name   : $cont_name
-home_src    : $home_src
-home_tgt    : $home_tgt
-repo_src    : $repo_src
-repo_tgt    : $repo_tgt
-working dir : $working_dir
-ports       : ${port_mappings[*]}
-"
-
-# DON'T wrap $docker_port_args in quotes. We want bash to split args by
-# whitespace
-docker run \
-  --net bridge \
-  -h "$host_name" \
-  -e "TZ=America/New_York" \
-  --cap-add=SYS_PTRACE \
-  --security-opt seccomp=unconfined \
-  --name "$cont_name" \
-  -v "$home_src:$home_tgt" \
-  -v "$repo_src:$repo_tgt" \
-  -w "$working_dir" \
-  ${docker_port_args[*]} \
-  --shm-size=4024m \
-  -t \
-  -i \
-  -d \
-  -e DISPLAY="$DISPLAY" \
-  "$image_name" \
-  bash
-
-# Add user w/ same uid and gid as the current user outside of docker, so the
-# user inside the docker has file permissions in the mounted dir.
-docker_group="$docker_user"
-docker_user_uid="$(id -u "$USER")"
-docker_user_gid="$(id -g "$USER")"
-
-echo "Adding user in container '$cont_name'
-name : $docker_user
-uid  : $docker_user_uid
-gid  : $docker_user_gid"
-
-if [[ -z "$docker_pass" ]]; then
-  docker_pass="$docker_user"
-  echo "Giving user '$docker_user' a secure password: $docker_pass"
-fi
-
-docker exec -u root -it "$cont_name" groupadd -g "$docker_user_gid" "$docker_group"
-docker exec -u root -it "$cont_name" useradd -u "$docker_user_uid" -g "$docker_user_gid" "$docker_user"
-docker exec -u root -it "$cont_name" usermod --password "$(openssl passwd -1 "$docker_pass")" "$docker_user"
-docker exec -u root -it "$cont_name" usermod -aG sudo "$docker_user"
-docker exec -u root -it "$cont_name" "$repo_tgt/externals/src/emumba/install_emumba-deribit-connector.sh"
@@ -4,8 +4,6 @@ VisualStudioVersion = 17.3.32922.545
 MinimumVisualStudioVersion = 15.0.26124.0
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api", "src\client\spark_api\spark_api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
 EndProject
-Project("{8BC9CEB8-8B4A-11D0-8D11-00A0C91BC942}") = "libspark", "build\src\lib\libspark.vcxproj", "{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}"
-EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "sparkcmd", "src\client\sparkcmd\sparkcmd.csproj", "{387566C6-C6F6-412C-A30C-9855BBCB4816}"
@@ -13,9 +11,6 @@ EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_core", "src\client\spark_core\spark_core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_sdk", "src\client\spark_sdk\spark_sdk.csproj", "{6963C314-83C4-4667-B0D0-C2F7AE208C29}"
-	ProjectSection(ProjectDependencies) = postProject
-		{FDC3A021-386E-3A2C-A7EB-CBE94A95BE25} = {FDC3A021-386E-3A2C-A7EB-CBE94A95BE25}
-	EndProjectSection
 EndProject
 Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{ECD78CC5-138F-4809-A764-2358C2AC2E82}"
 EndProject
@@ -3,6 +3,7 @@ namespace mbts.spark {
   using bts.api;
   using bts.api.analytics;
   using bts.collections;
+   using bts.reactive;
   using bts.utils;

   using mbts;
@@ -17,7 +18,6 @@ namespace mbts.spark {
   using Spark.Core;
   using Spark.Core.Collections;
   using Spark.Core.Disposables;
-   using Spark.Core.Reactive;
   using Spark.ViewModel.Commands;

   using System;
@@ -1,120 +0,0 @@
-namespace mbts.spark {
-   using bts;
-   using bts.api;
-
-   using mbts;
-   using mbts.analytics;
-
-   using System;
-   using System.Collections.Generic;
-   using System.Linq;
-   using System.Collections;
-
-   // For each vs, it sends the vol surface calc request (_do_periodic_auto_fit)
-   // and then commits the response
-   public class SingleVolSurfaceAutoFitSource : IDisposable {
-      private readonly ThreadedBlackboard _bb;
-      private readonly int _vs_id;
-      private readonly ITag<VolSurfaceInput> _vs_input_tag;
-      private readonly ITag<VolSurfaceCalculationResponse> _vs_calc_response_tag;
-      private DateTime _last_req_time = DateTime.MinValue;
-      private TimeSpan _req_period = TimeSpan.MaxValue;
-      private int _req_id = 0;
-      public SingleVolSurfaceAutoFitSource(int vs_id, ThreadedBlackboard bb) {
-         _bb = bb;
-         _vs_id = vs_id;
-         _vs_input_tag = SparkTags.VolSurfaceCommittedInputTag(vs_id);
-         _vs_calc_response_tag = SparkTags.VolSurfaceAutoCalculationResponseTag(vs_id);
-         _bb.subscribe(_vs_input_tag);
-         _bb.subscribe(_vs_calc_response_tag);
-         _bb.subscribe(SparkTags.CurrentUser);
-         _bb.data_callback += _on_bb_data;
-         _bb.timer_callback += _on_bb_timer;
-      }
-
-      private void _on_bb_data(object tag, object data) {
-         if (tag.Equals(_vs_input_tag))
-            _possibly_autofit();
-         else if (tag.Equals(_vs_calc_response_tag)) {
-            VolSurfaceCalculationResponse calc_resp = data as VolSurfaceCalculationResponse;
-            bts.Log.Gen.info($"SingleVolSurfaceAutoFitSource._on_bb_data vs_id: {_vs_id} " +
-                             $"received calculation response");
-            _bb.post(SparkTags.VolSurfaceCommitTag(_vs_id),
-               calc_resp.volsurface_calculation_output.volsurface_input);
-         }
-      }
-
-      private bool _user_has_vs_control() {
-         VolSurfaceInput vs_input = _bb.read_state(_vs_input_tag);
-         string current_user = _bb.read_state(SparkTags.CurrentUser).name;
-         return vs_input != null &&
-            vs_input.surface_settings.core_settings.vs_manager == current_user;
-      }
-
-      private void _on_bb_timer() {
-         _possibly_autofit();
-      }
-
-      private void _possibly_autofit() {
-         var auto_fit_period = _get_auto_fit_periodic();
-         if (!auto_fit_period.HasValue)
-            return;
-         if (DateTime.Now - _last_req_time <= auto_fit_period)
-            return;
-         if (!_user_has_vs_control())
-            return;
-         // auto fit here
-         bts.Log.Gen.info($"SingleVolSurfaceAutoFitSource vs_id: {_vs_id} requesting fit " +
-                          $"last_req_time: {_last_req_time} period: {auto_fit_period.Value}");
-         _send_request();
-      }
-
-      private Nullable<TimeSpan> _get_auto_fit_periodic() {
-         VolSurfaceInput vs_input = _bb.read_state(_vs_input_tag);
-         if (vs_input == null)
-            return null;
-         var fit_settings =
-            VolSurfaceDataFunctions.get_market_fit_settings(vs_input.surface_settings);
-         if (fit_settings == null)
-            return null;
-         var auto_fit_setting = fit_settings.vs_auto_fit_settings;
-         if (auto_fit_setting == null)
-            return null;
-         if (auto_fit_setting.auto_fit_region == VolSurfaceEnums.VolCurveFitRegion.None)
-            return null;
-         var time_based_fit_setting = auto_fit_setting.time_based_settings;
-         if (time_based_fit_setting == null)
-            return null;
-         if (!time_based_fit_setting.period_seconds.HasValue)
-            return null;
-         return TimeSpan.FromSeconds(time_based_fit_setting.period_seconds.Value);
-      }
-
-      private void _send_request() {
-         VolSurfaceInput vs_input = _bb.read_state(_vs_input_tag);
-         if (vs_input == null)
-            return;
-         VolCurveMarketFitAction mf_action = new VolCurveMarketFitAction(
-            VolCurveMarketFitAction.ActionType.FitWholeCurve, null, false);
-         VolCurveAction vc_action = new VolCurveAction(mf_action);
-         IDictionary<VolSurfaceExpiration, VolCurveAction> action_map =
-            vs_input.surface_parameters.curve_parameters_map.ToDictionary(
-               i => i.Item1,
-               i => vc_action
-            );
-         VolSurfaceCalculationRequest req = new VolSurfaceCalculationRequest(vs_input,
-                     _req_id++, action_map, true, true);
-         _last_req_time = DateTime.Now;
-         _bb.post(SparkTags.VolSurfaceAutoCalculationRequestTag(_vs_id), req);
-      }
-
-
-      #region IDisposable
-      public void Dispose() {
-         _bb.data_callback -= _on_bb_data;
-         _bb.timer_callback -= _on_bb_timer;
-      }
-      #endregion
-
-   }
-}
@@ -63,9 +63,9 @@ namespace mbts.spark {
               vs_input, vs_nonvol_data.contracts, aux_data_map);
            _timer.stop();
            var tag_str = tag == null ? "Null" : tag.ToString();
-            // bts.Log.Gen.info($"SingleVolSurfaceCommittedOutputRetriever._recompute_and_publish " +
-            //                  $"vs_id: {_vs_id} time:{_timer.lastIntervalTime} ms tag:{tag_str} " +
-            //                  $"tid:{_tid()}"); //output: {vs_output.log_string()}*/");
+            bts.Log.Gen.info($"SingleVolSurfaceCommittedOutputRetriever._recompute_and_publish " +
+                             $"vs_id: {_vs_id} time:{_timer.lastIntervalTime} ms tag:{tag_str} " +
+                             $"tid:{_tid()}"); //output: {vs_output.log_string()}*/");
            _logger.log(_log_id, _log_id, _timer.lastIntervalTime);
            _bb.post(_out_bb_computed_vol_tag, vs_output);
         }
@@ -4,7 +4,6 @@
   using bts.api.analytics;

   using mbts.analytics;
-   using mbts.ui;

   using Spark.Core.Protobuf;

@@ -14,7 +13,6 @@
   using System.Linq;
   using System.Reactive.Linq;
   using System.Threading;
-   using System.Windows;

   // For a single VolSurface this class
   // 1. Listents to commmits and calls the service to persist data
@@ -26,6 +24,7 @@
      private readonly ITag<VolSurfaceInput> _in_bb_committ_tag;
      private readonly AnalyticsService _analytics_service;
      private readonly HighPerformanceTimer _timer = new HighPerformanceTimer();
+      private readonly string _user;
      private readonly List<IDisposable> _disposables = new List<IDisposable>();
      private IDictionary<UInt64, VolSurfaceInputSnapshot> _snp_shot_map = new
         Dictionary<UInt64, VolSurfaceInputSnapshot>();
@@ -36,10 +35,10 @@
                                       volsurface_id));
         _volsurface_id = volsurface_id;
         _bb = threaded_bb;
+         _user = "TEST_USER"; // TODO
         _in_bb_committ_tag = SparkTags.VolSurfaceCommitTag(volsurface_id);
         _analytics_service = analytics_service;
         _bb.subscribe(_in_bb_committ_tag);
-         _bb.subscribe(SparkTags.CurrentUser);
         _bb.data_callback += _on_bb_data;
         var vs_sub = _analytics_service.subscribei_volsurfaces()
            .ObserveOn(SynchronizationContext.Current)
@@ -55,10 +54,8 @@
      private void _on_vss(bts.api.core.Update<VolSurfaceEntryImmutable, UInt64> update) {
         IEnumerable<VolSurfaceEntryImmutable> all_vss = update.all;
         var this_vs_vss = all_vss.Where(vs => vs.VsId == _volsurface_id);
-         bts.Log.Gen.info(
-            $"SingleVolSurfaceGateway._on_vss vs_count: {this_vs_vss.Count()} " +
-            $"all: {update.all.Count()} added: {update.added.Count()} " +
-            $"updated: {update.changed.Count()} removed: {update.removed.Count()}");
+         bts.Log.Gen.info(String.Format("SingleVolSurfaceGateway._on_vss count:{0} vs_count:{1}",
+            all_vss.Count(), this_vs_vss.Count()));
         if (this_vs_vss.Count() == 0) {
            return;
         }
@@ -86,39 +83,22 @@
      static VolSurfaceInput _to_vs_input(VolSurfaceEntryImmutable vs) =>
         ProtobufSerializationHelper.deserialize<VolSurfaceInput>(vs.Volsurface.ToByteArray());

-      // private void _show_save_error(string message) {
-      //    BTSMessageBox.Show(message, "Vol Save Error", BTSMessageBoxButtons.OK);
-      // }
-
      private void _on_bb_data(object tag, object data) {
         if (_in_bb_committ_tag.Equals(tag)) {
            try {
               _timer.start();
               VolSurfaceInput vs_input = data as VolSurfaceInput;
-               var user_tup = _bb.read_state(SparkTags.CurrentUser);
-               string current_user = user_tup.name;
-               string vs_manager = vs_input.surface_settings.core_settings.vs_manager;
-               if (current_user != vs_manager) {
-                  string msg = $"User {current_user} does not have the permission to save vols. " +
-                     $"Permission can be obtained via the grid context menu item 'Acquire ownership from {vs_manager}'";
-                  BTSMessageBox.Show(msg, "Vol Save Error", BTSMessageBoxButtons.OK);
-                  return;
-               }
               _sanitize_input(ref vs_input);
               vs_input = VolSurfaceDataFunctions.unset_driver_overrides(vs_input);
-               VolSurfaceUtilityFunctions.save_volsurface(vs_input, _analytics_service, current_user);
+               vs_input.saver_login = _user;
+               VolSurfaceUtilityFunctions.save_volsurface(vs_input, _analytics_service, _user);
               _timer.stop();
               Log.Gen.info(String.Format(
                  "SingleVolSurfaceGateway._on_bb_data Time to commit volsurface {0} {1} msecs",
                  _volsurface_id, _timer.lastIntervalTime));
               var archived_theos = _get_theos();
-               if (archived_theos != null) {
-                  _timer.start();
+               if (archived_theos != null)
                  _analytics_service.archive_theos(archived_theos);
-                  _timer.stop();
-                  Log.Gen.info($"SingleVolSurfaceGateway._on_bb_data archiving theos vs_id: {_volsurface_id} size: " +
-                               $"{archived_theos.SecTheo.Count} time: {_timer.lastIntervalTime} msecs");
-               }
            } catch (Exception ex) {
               Log.Gen.warn(ex.ToString());
               _bb.post(SparkTags.MessageDisplayTag,
@@ -36,11 +36,7 @@ namespace mbts.spark {
            new SingleVolSurfaceDataSource(SingleVolSurfaceDataSource.SymbolListType.Committed, _vs_id, _bb,
               a_syms => new SingleVolSurfaceCommittedOutputRetriever(_vs_id, _bb, a_syms)),
            new SingleVolSurfaceDataSource(SingleVolSurfaceDataSource.SymbolListType.Combined, _vs_id, _bb,
-               a_syms => new SingleVolSurfaceRequestCalculator(
-                  SingleVolSurfaceRequestCalculator.RequestType.UI, _vs_id, a_syms, _bb)),
-            new SingleVolSurfaceDataSource(SingleVolSurfaceDataSource.SymbolListType.Combined, _vs_id, _bb,
-               a_syms => new SingleVolSurfaceRequestCalculator(
-                  SingleVolSurfaceRequestCalculator.RequestType.AUTO, _vs_id, a_syms, _bb)),
+               a_syms => new SingleVolSurfaceRequestCalculator(_vs_id, a_syms, _bb)),
            new SingleVolSurfaceMarketImpliedVolSource(_vs_id, _bb),
            // new SingleVolSurfaceTheoSource(_vs_id, _bb),
            // TODO: suspending heatmaps for now (12/24/21)
@@ -48,7 +44,6 @@ namespace mbts.spark {
            // server work that can optionally be done on the client
            new SingleVolSurfaceDataSource (SingleVolSurfaceDataSource.SymbolListType.Committed, _vs_id, _bb,
               a_syms => new SingleVolSurfaceInterpGreeksPublisher (_vs_id, _bb, a_syms)),
-            new SingleVolSurfaceAutoFitSource(_vs_id, _bb),
        };
      }

@@ -75,7 +75,7 @@ namespace mbts.spark {
         var exp_price_map = OptionDriverPriceMap.get_vs_price_map(
            all_sym_price_map, (s) => _option_symbols.Contains(s));
         if (sc_data != null && vs_nonvol_input != null && exp_price_map != null) {
-            bts.Log.Gen.diag($"SingleVolSurfaceNonVolDataSource vs_id:{_vs_id} " +
+            bts.Log.Gen.info($"SingleVolSurfaceNonVolDataSource vs_id:{_vs_id} " +
                              "publishing VolSurfaceNonVolData");
            _bb.post(_out_bb_vs_nonvol_data_tag,
                     new VolSurfaceNonVolData(
@@ -18,16 +18,10 @@ namespace mbts.spark {
   // Pubs :
   // 1. Calc Resp
   public class SingleVolSurfaceRequestCalculator : IDisposable {
-      public enum RequestType {
-         UI = 0,
-         AUTO
-      }
-      private readonly RequestType _request_type = RequestType.UI;
      private readonly int _vs_id;
      private readonly HashSet<string> _symbols;
      private readonly ThreadedBlackboard _bb;
      private readonly ITag<VolSurfaceCalculationRequest> _in_bb_request_tag;
-      private readonly ITag<VolSurfaceCalculationRequest> _in_bb_auto_request_tag;
      private readonly ITag<VolSurfaceNonVolData> _in_bb_nonvol_data_tag;
      private readonly ITag<VolSurfaceStandardTime> _in_bb_vs_standard_time_tag;
      private readonly ITag<VolSurfaceEnums.MarketSide> _in_bb_market_impliedvol_side_tag;
@@ -36,22 +30,18 @@ namespace mbts.spark {
      /// data
      private VolSurfaceOutput _last_output;

-      public SingleVolSurfaceRequestCalculator(RequestType request_type,
-                                               int vs_id, IEnumerable<string> symbols,
+      public SingleVolSurfaceRequestCalculator(int vs_id, IEnumerable<string> symbols,
                                               ThreadedBlackboard threaded_bb) {
-         bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator cons vs_id: {vs_id} request_type: {request_type}");
-         _request_type = request_type;
+         bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator cons vs_id: {vs_id}");
         _vs_id = vs_id;
         _symbols = new HashSet<string>(symbols);
         _bb = threaded_bb;
         _in_bb_request_tag = SparkTags.VolSurfaceCalculationRequestTag(vs_id);
-         _in_bb_auto_request_tag = SparkTags.VolSurfaceAutoCalculationRequestTag(vs_id);
         _in_bb_nonvol_data_tag = SparkTags.VolSurfaceNonVolDataTag(vs_id);
         _in_bb_vs_standard_time_tag = SparkTags.VolSurfaceStandardTimeTag(vs_id);
         _in_bb_market_impliedvol_side_tag = SparkTags.VolSurfaceMarketImpliedVolSide(vs_id);
         _in_bb_dirty_tag = SparkTags.VolSurfaceDirtyStateTag(vs_id);
         _bb.subscribe(_in_bb_request_tag);
-         _bb.subscribe(_in_bb_auto_request_tag);
         _bb.subscribe(_in_bb_nonvol_data_tag);
         _bb.subscribe(_in_bb_vs_standard_time_tag);
         _bb.subscribe(_in_bb_vs_standard_time_tag);
@@ -61,21 +51,11 @@ namespace mbts.spark {
      }

      private void _on_bb_data(object tag, object data) {
-         switch (_request_type) {
-            case RequestType.UI: {
-                  if (_in_bb_request_tag.Equals(tag) || _in_bb_dirty_tag.Equals(tag))
-                     _recompute_and_publish(true);
-                  else if (_in_bb_nonvol_data_tag.Equals(tag) || _in_bb_vs_standard_time_tag.Equals(tag))
-                     _recompute_and_publish(false);
-                  break;
-               }
-            case RequestType.AUTO: {
-                  if (tag.Equals(_in_bb_auto_request_tag)) {
-                     _serve_auto_request();
-                  }
-                  break;
-               }
-         }
+         if (_in_bb_request_tag.Equals(tag) || _in_bb_dirty_tag.Equals(tag))
+            _recompute_and_publish(true);
+         else if (_in_bb_nonvol_data_tag.Equals(tag) || _in_bb_vs_standard_time_tag.Equals(tag))
+            _recompute_and_publish(false);
+
      }

      private void _recompute_and_publish(bool is_new_request) {
@@ -100,7 +80,7 @@ namespace mbts.spark {
                                                              nonvol_data.driver_price_map,
                                                              vs_standard_time, true);
               IDictionary<VolSurfaceExpiration, VolCurveAction> action_map =
-                  _post_process_action(_bb, _vs_id, effective_req, aux_data_map);
+                  _post_process_action(effective_req, aux_data_map);
               _last_output = GeneralVolSurfaceCalculator.compute(effective_req.volsurface_input,
                                                                  nonvol_data.contracts,
                                                                  aux_data_map,
@@ -109,49 +89,16 @@ namespace mbts.spark {
                                                                  effective_req.cascade_up,
                                                                  effective_req.cascade_down);
               _timer.stop();
-               bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator._recompute_and_publish vs_id: {_vs_id} " +
-                                $"time: {_timer.lastIntervalTime}");
+               bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator._recompute_and_publish time: " +
+                                $"{_timer.lastIntervalTime}");
               _bb.post(SparkTags.VolSurfaceCalculationResponseTag(_vs_id),
                        new VolSurfaceCalculationResponse(_last_output, effective_req.request_id));
            }
         }
      }

-      private void _serve_auto_request() {
-         bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator._serve_auto_request " +
-                          $"vs_id: {_vs_id} auto request received");
-         bool is_dirty = _bb.read_state(_in_bb_dirty_tag, false);
-         VolSurfaceNonVolData nonvol_data = _bb.read_state(_in_bb_nonvol_data_tag);
-         VolSurfaceStandardTime vs_standard_time = _bb.read_state(_in_bb_vs_standard_time_tag);
-         VolSurfaceCalculationRequest auto_req = _bb.read_state(_in_bb_auto_request_tag);
-         if (is_dirty || nonvol_data == null || vs_standard_time == null || auto_req == null) {
-            return;
-         }
-         _timer.start();
-         IDictionary<VolSurfaceExpiration, VolSurfaceExpirationAuxiliaryData> aux_data_map =
-            VolSurfaceUtilityFunctions.compute_aux_data(auto_req.volsurface_input,
-                                                        nonvol_data.input,
-                                                        nonvol_data.driver_price_map,
-                                                        vs_standard_time, true);
-         IDictionary<VolSurfaceExpiration, VolCurveAction> action_map =
-            _post_process_action(_bb, _vs_id, auto_req, aux_data_map);
-         var vs_output = GeneralVolSurfaceCalculator.compute(auto_req.volsurface_input,
-                                                            nonvol_data.contracts,
-                                                            aux_data_map,
-                                                            action_map,
-                                                            null,
-                                                            auto_req.cascade_up,
-                                                            auto_req.cascade_down);
-         _timer.stop();
-         bts.Log.Gen.info($"SingleVolSurfaceRequestCalculator._serve_auto_request vs_id: {_vs_id} " +
-                          $"time: {_timer.lastIntervalTime}");
-         _bb.post(SparkTags.VolSurfaceAutoCalculationResponseTag(_vs_id),
-                  new VolSurfaceCalculationResponse(vs_output, auto_req.request_id));
-      }
-
      /// Computes the impl vol if the action is fit to market
-      private static IDictionary<VolSurfaceExpiration, VolCurveAction> _post_process_action(
-         ThreadedBlackboard bb, int vs_id,
+      private IDictionary<VolSurfaceExpiration, VolCurveAction> _post_process_action(
         VolSurfaceCalculationRequest req,
         IDictionary<VolSurfaceExpiration, VolSurfaceExpirationAuxiliaryData> aux_data_map) {
         IDictionary<VolSurfaceExpiration, VolCurveAction> rv = req.action_map;
@@ -162,7 +109,7 @@ namespace mbts.spark {
            VolCurveAction rep_action = rv.ElementAt(0).Value;
            if (rep_action.action_type == VolCurveAction.ActionType.FitToMarket) {
               IDictionary<VolSurfaceExpiration, VolCurveMarketImpliedVolData> impl_vol_map =
-                  _fill_in_implied_vols(bb, vs_id, req.volsurface_input, req.action_map, aux_data_map,
+                  _fill_in_implied_vols(req.volsurface_input, req.action_map, aux_data_map,
                                       req.cascade_up, req.cascade_down);
               rv = impl_vol_map.ToDictionary(kv => kv.Key, kv => new VolCurveAction(
                  new VolCurveMarketFitAction(rep_action.market_fit_action.fit_action, kv.Value,
@@ -172,8 +119,7 @@ namespace mbts.spark {
         return rv;
      }

-      private static IDictionary<VolSurfaceExpiration, VolCurveMarketImpliedVolData> _fill_in_implied_vols(
-            ThreadedBlackboard bb, int vs_id,
+      private IDictionary<VolSurfaceExpiration, VolCurveMarketImpliedVolData> _fill_in_implied_vols(
            VolSurfaceInput vs_inp,
            IDictionary<VolSurfaceExpiration, VolCurveAction> action_map,
            IDictionary<VolSurfaceExpiration, VolSurfaceExpirationAuxiliaryData> aux_data_map,
@@ -194,15 +140,15 @@ namespace mbts.spark {
         applicable_exps = applicable_exps.Where(vs_exp => master_exps.Contains(vs_exp));

         VolSurfaceEnums.MarketSide impliedvol_side =
-            SingleVolSurfaceMarketImpliedVolSource._get_market_impliedvol_side(bb, vs_id);
+            SingleVolSurfaceMarketImpliedVolSource._get_market_impliedvol_side(_bb, _vs_id);
         foreach (VolSurfaceExpiration vs_exp in applicable_exps) {
            VolSurfaceExpiration md_exp;
            VolCurveMarketImpliedVolData exp_impl_data =
               VolSurfaceCoreFunctions.compute_implied_vols(vs_inp, vs_exp, aux_data_map,
-                  arg_vs_exp => SingleVolSurfaceMarketImpliedVolSource.get_option_bbo(bb, arg_vs_exp),
+                  arg_vs_exp => SingleVolSurfaceMarketImpliedVolSource.get_option_bbo(_bb, arg_vs_exp),
                  impliedvol_side,
                  SingleVolSurfaceMarketImpliedVolSource._ignore_market_implied_vol_source_settings(
-                     bb, vs_id),
+                     _bb, _vs_id),
                  out md_exp);
            rv[vs_exp] = exp_impl_data;
         }
@@ -160,8 +160,8 @@ namespace mbts.spark {

      public static IEnumerable<bts.api.SecurityTuple> get_vs_sectups(
         int vs_id, ThreadedBlackboard bb) {
-         var vs_usage_list = bb.read_state(SparkTags.VolSurfaceUsageTag);
-         return (vs_usage_list?.get_sectups(vs_id)).empty_if_null();
+         VolSurfaceUsageListImmutable vs_usage_list = bb.read_state(SparkTags.VolSurfaceUsageTag);
+         return vs_usage_list.get_sectups(vs_id);
      }


@@ -242,4 +242,4 @@ namespace mbts.spark {
      }
      #endregion
   }
-}
+}
@@ -81,7 +81,7 @@ namespace mbts.analytics {
               output.Add(symbol, symbol_data);
            }
            IReadOnlyDictionary<string, TData> ro_output = output;
-            bts.Log.Gen.diag($"SymbolAggregationPublisher._on_timer publishing " +
+            bts.Log.Gen.info($"SymbolAggregationPublisher._on_timer publishing " +
                             $"tag: {_out_tag} sz: {ro_output.Count}");
            _bb.post(_out_tag, ro_output);
         }
@@ -270,7 +270,6 @@ namespace mbts.spark {
                                          new mbts.analytics.VolSurfaceNonVolInput(exp_param_map.exp_map.ToDictionary()));
         } else if (_in_bb_req_vol.Equals(tag)) {
            ClientArchivedVolRequest client_req = _bb.read_state(_in_bb_req_vol);
-            bts.Log.Ui.info($"VolSurfaceBusManager._on_bb_update ClientArchivedVolRequest: {client_req.ToString()}");
            ArchivedTheoRetrieval ret = client_req.ret;
            if (ret == null || ret.SecTup == null) {
               bts.Log.Ui.warn($"VolSurfaceBusManager malformed ArchivedTheoRetrieval");
@@ -5,7 +5,6 @@ using bts.api;
 using bts.collections;
 using System.Linq;
 using bts.api.orderman;
-using bts.api.analytics;
 using bts;

 namespace mbts.spark {
@@ -24,8 +23,6 @@ namespace mbts.spark {
         _order_service = order_service;
         _bb.subscribe(SparkTags.AllInterpGreeks);
         _bb.subscribe(SparkTags.SystemContractsTag);
-         _bb.subscribe(SparkTags.CurrentUser);
-         _bb.subscribe(SparkTags.VolSurfaceUsageTag);
         _bb.data_callback += _on_data;
      }

@@ -58,27 +55,6 @@ namespace mbts.spark {
         return rv;
      }

-      private IReadOnlyDictionary<string, OptionTheoInterpolationData>
-         _filter_for_publish(IReadOnlyDictionary<string, OptionTheoInterpolationData> all_theos) {
-         // find the symbol vs vs_id, get the committed vs, see if it is
-         // owned by the current user, and only then publish it
-         HashSet<string> syms = new HashSet<string>();
-         var usage = _bb.read_state(SparkTags.VolSurfaceUsageTag);
-         string current_user = _bb.read_state(SparkTags.CurrentUser).name;
-         foreach (var u in (usage?.UsageList).empty_if_null()) {
-            VolSurfaceInput vs_input =
-               _bb.read_state(SparkTags.VolSurfaceCommittedInputTag(u.VsId));
-            if (vs_input != null) {
-               if (vs_input.surface_settings.core_settings.vs_manager ==
-                  current_user) {
-                  syms.Add(u.SecTup.Symbol);
-               }
-            }
-         }
-         return
-            all_theos.Where(kv => syms.Contains(kv.Key)).ToDictionary(kv => kv.Key, kv => kv.Value);
-      }
-
      private void _publish_data() {
         SystemContractData sc_data = _bb.read_state(SparkTags.SystemContractsTag, null);
         IReadOnlyDictionary<string, OptionTheoInterpolationData> all_theos =
@@ -88,11 +64,6 @@ namespace mbts.spark {
         if (sc_data == null || all_theos == null || all_drivers == null)
            return;
         _timer.start();
-         all_theos = _filter_for_publish(all_theos);
-         if (all_theos.Count == 0) {
-            bts.Log.Gen.info($"InterpTheosServerPublisher._publish_data all_theos.Count == 0");
-            return;
-         }
         IDictionary<UInt32, DriverMD> driver_map = _get_drivers(all_drivers, sc_data);
         IEnumerable<Tuple<SecurityImmutable, TheoPoint>> theo_map = _get_theos(all_theos, sc_data);
         // assemble it together and send it to the server
@@ -115,7 +86,6 @@ namespace mbts.spark {
            ptp.Vega = is_call ? tp.cvega : tp.pvega;
            ptp.Theta = is_call ? tp.c_theta : tp.p_theta;
            ptp.Rho = Double.NaN;
-            ptp.Vol = tp.vol;
            ptp_list.Add(ptp);
         }
         bts.api.orderman.PrecomputedTheos server_theos = new PrecomputedTheos();
@@ -126,7 +96,7 @@ namespace mbts.spark {
         _order_service.set_precomputed_theos(server_theos);
         _timer.stop();
         var pub_time = _timer.lastIntervalTime;
-         bts.Log.Gen.info($"InterpTheosServerPublisher._publish_data symbols: {all_theos.Count} " +
+         bts.Log.Gen.info($"InterpTheosServerPublisher._publish_data " +
                          $"size: {server_theos.Theos.Count} comp_time: {comp_time} msecs " +
                          $"pub_time: {pub_time}");
      }
@@ -135,4 +105,4 @@ namespace mbts.spark {
         _bb.data_callback -= _on_data;
      }
   }
-}
+}
@@ -26,13 +26,12 @@ namespace mbts.spark {
         _refresh = new(_is_dirty.refresh);
         _committed_value.Changed += on_committed_changed;
         _candidate_value.Changed += on_candidate_changed;
-         if (column.type.is_editable()) {
-            _is_dirty.Changed += (o, n) => {
-               Log.Ui.info(
-                  $"VolSurface '{expiration}.{column}' is_dirty changed to {n}. " +
-                  $"commited: {committed_value}; candidate: {candidate_value}");
-            };
-         }
+         _is_dirty.Changed += (o, n) => {
+            Log.assert(o != n);
+            Log.Ui.info(
+               $"VolSurface '{expiration}.{column}' is_dirty changed to {n}. " +
+               $"commited: {committed_value}; candidate: {candidate_value}");
+         };

         void on_committed_changed(object? oldval, object? newval) =>
            _is_dirty.refresh();
@@ -29,7 +29,6 @@ namespace mbts.spark.VolSurface {

   class VolSurfaceGridVM : DisposableViewModelBase {
      readonly VolSurfaceVM _parent;
-      readonly UserTuple _user;
      readonly ObservableCollection<VolSurfaceDisplayGridExpiration> _expirations = new();
      readonly DeferrableAction _invalidate_rows;
      readonly ColumnsModel _columns_model;
@@ -42,12 +41,10 @@ namespace mbts.spark.VolSurface {
         VolSurfaceVM vm,
         VolSurfaceDisplayModel model,
         ISet<string> hidden_columns,
-         ISet<VolSurfaceExpiration> hidden_expirations,
-         UserTuple user) {
+         ISet<VolSurfaceExpiration> hidden_expirations) {
         Log.notnull(hidden_columns);
         Log.notnull(hidden_expirations);
         _parent = vm;
-         _user = user;
         this.model = model;
         _columns_model = new(create_exp_column_view());
         _hidden_columns = hidden_columns;
@@ -86,7 +83,7 @@ namespace mbts.spark.VolSurface {
            _columns_model);

         VolSurfaceRowVM row_factory(VolSurfaceDisplayGridExpiration exp) =>
-            new(this, exp, _user);
+            new(this, exp);

         IDisposable connect_row(VolSurfaceRowVM row) {
            row.request_calculate += request_recalc;
@@ -1,6 +1,5 @@
 #nullable enable
 namespace mbts.spark {
-   using bts;
   using bts.collections;

   using mbts.spark.VolSurface;
@@ -10,7 +9,6 @@ namespace mbts.spark {
   using mbts.ui.utility;

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

   using System;
   using System.Collections.Generic;
@@ -24,10 +22,6 @@ namespace mbts.spark {
      readonly VolSurfaceGridVM _parent;
      readonly Property<VolSurfaceColumn?> _column;
      readonly Property<DIYGridSuperHeaderVM?> _super_header;
-      readonly UserTuple _user;
-      readonly Property<bool> _is_open;
-      readonly DelegateProperty<string> _vs_manager;
-      readonly List<IDisposable> _resources = new();

      ICommand? _revert_cmd;
      ICommand? _shift_selection_cmd;
@@ -40,29 +34,21 @@ namespace mbts.spark {
      ICommand? _copy_all_to_clipboard_cmd;
      ICommand? _smart_copy_rolls_rates_cmd;
      ICommand? _import_csv_cmd;
-      ObservantCommand? _acquire_ownership_cmd;

-      public VolSurfaceRowContextMenuVM(VolSurfaceGridVM parent, VolSurfaceRowVM row, UserTuple user) {
+      public VolSurfaceRowContextMenuVM(VolSurfaceGridVM parent, VolSurfaceRowVM row) {
         _parent = parent;
         _row = row;
-         _user = user;
         _column = backing<VolSurfaceColumn?>(nameof(column));
         _super_header = backing<DIYGridSuperHeaderVM?>(nameof(super_header));
-         _vs_manager = backing(
-            nameof(vs_manager),
-            () => _parent.model.get_active_settings()?.core_settings?.vs_manager ?? string.Empty);
-         _is_open = backing(nameof(is_open), false);

-         _resources.AddRange(
+         _dispose = Disposable.Create(
            _column.invalidate_others_on_change(nameof(column_name)),
            _super_header.invalidate_others_on_change(nameof(group_name)),
-            _is_open.Subscribe(_ => _vs_manager.refresh()),
            _parent.visible_rows.ObserveSelf()
               .BufferLatest(TimeSpan.FromSeconds(1))
               .OnDispatcher()
               .Subscribe(_ => sync_symbols()));

-         _dispose = Disposable.Create(() => _resources.DisposeAll(true));
         void sync_symbols() {
            var visible_exps = _parent.visible_rows.Map(r => r.expiration.symbol);
            symbols.sync_with_models(
@@ -178,34 +164,6 @@ namespace mbts.spark {
            _parent.model.csv_importing_enabled,
            null);

-      public ICommand acquire_ownership_cmd {
-         get {
-            if (_acquire_ownership_cmd is null) {
-               _acquire_ownership_cmd = new(
-                  () => {
-                     var settings = _parent.model.get_active_settings();
-                     if (settings is null) {
-                        Log.Ui.error("Unable to acquire volsurface ownership: settings are null.");
-                        return;
-                     }
-                     settings.core_settings.vs_manager = _user.name;
-                     _parent.model.set_candidate_settings(settings);
-                  });
-               _resources.Add(_vs_manager.observe_current(true)
-                  .Subscribe(SelectorObserver.builder(_acquire_ownership_cmd).wrap<string>(
-                     curr => curr != _user.name)));
-            }
-            return _acquire_ownership_cmd;
-         }
-      }
-
-      public bool is_open {
-         get => _is_open.Value;
-         set => _is_open.set(value);
-      }
-
-      public string vs_manager => _vs_manager.Value;
-
      VolSurfaceDisplayGridColumn _assert_model() =>
         column?.model ?? throw new InvalidOperationException();

@@ -1,7 +1,5 @@
 #nullable enable
 namespace mbts.spark.VolSurface {
-   using bts;
-
   using mbts.ui;
   using mbts.ui.controls;
   using mbts.ui.shell;
@@ -18,16 +16,14 @@ namespace mbts.spark.VolSurface {
      readonly VolSurfaceGridVM _parent;
      readonly VolSurfaceDisplayGridExpiration _exp;
      readonly Dictionary<string, CellData> _cells = new();
-      readonly UserTuple _user;
      readonly DeferrableAction _request_calculate;

      VolSurfaceRowContextMenuVM? _context_menu;
      bool _is_selected;

-      public VolSurfaceRowVM(VolSurfaceGridVM parent, VolSurfaceDisplayGridExpiration exp, UserTuple user) {
+      public VolSurfaceRowVM(VolSurfaceGridVM parent, VolSurfaceDisplayGridExpiration exp) {
         _parent = parent;
         _exp = exp;
-         _user = user;
         _request_calculate = new(() => request_calculate?.Invoke());
         _dispose = Disposable.Create(() => {
            _cells.Values.DisposeAll();
@@ -53,7 +49,7 @@ namespace mbts.spark.VolSurface {
      }

      public VolSurfaceRowContextMenuVM context_menu =>
-         _context_menu ??= new(_parent, this, _user);
+         _context_menu ??= new(_parent, this);

      public VolSurfaceCellVM get_cell(VolSurfaceDisplayGridColumn column) =>
         _cells.GetOrAdd(column.unique_col_name, _ => _create_cell(column)).vm;
@@ -14,7 +14,7 @@ namespace mbts.spark {
   class VolSurfaceAdvancedSettingsEditorVM : ViewModelBase {
      readonly VolSurfaceAdvancedSettings _settings;

-      public VolSurfaceAdvancedSettingsEditorVM(VolSurfaceAdvancedSettings settings, string vs_name) {
+      public VolSurfaceAdvancedSettingsEditorVM(VolSurfaceAdvancedSettings settings, string vs_name, Action<VolSurfaceAdvancedSettings> commit) {
         _settings = settings;
         _settings.theo_handle_measure = VolSurfaceEnums.GeneralChangeMeasure.Absolute;
         _settings.slide_handle_measure = VolSurfaceEnums.GeneralChangeMeasure.Percentage;
@@ -23,7 +23,7 @@ namespace mbts.spark {
         if (_settings.precomputed_theo_handles == null)
            _settings.precomputed_theo_handles = new List<double>();
         vol_surface_name = vs_name;
-         commit = new DelegateCommand(() => request_commit?.Invoke(ProtobufSerializationHelper.clone(_settings)));
+         this.commit = new DelegateCommand(() => request_commit?.Invoke(ProtobufSerializationHelper.clone(_settings)));
      }

      public event Action<VolSurfaceAdvancedSettings> request_commit;
@@ -1,89 +0,0 @@
-#nullable enable
-
-namespace mbts.spark {
-   using bts.api.domain;
-
-   using mbts.analytics;
-   using mbts.ui.shell;
-   using mbts.ui.utility;
-
-   using System;
-   using System.Collections.Generic;
-
-   using VolCurveFitRegion = analytics.VolSurfaceEnums.VolCurveFitRegion;
-
-   public class VolSurfaceAutoFitSettingsVM : DisposableViewModelBase {
-      readonly Property<VolCurveFitRegion> _fit_region;
-      readonly Property<uint?> _period_secs;
-      readonly Property<double?> _driver_points_moved;
-      readonly Property<double?> _atm_points_moved;
-      readonly Property<bool> _is_auto_fit_enabled;
-
-      public VolSurfaceAutoFitSettingsVM() {
-         _fit_region = backing(nameof(fit_region), VolCurveFitRegion.None);
-         _is_auto_fit_enabled = backing(
-            nameof(is_auto_fit_enabled),
-            _fit_region.observe_current(true),
-            r => r != VolCurveFitRegion.None);
-         _period_secs = backing<uint?>(nameof(period_secs), 10);
-         _driver_points_moved = backing<double?>(nameof(driver_points_moved));
-         _atm_points_moved = backing<double?>(nameof(atm_points_moved));
-         _fit_region.Changed += (o, n) => RaisePropertyChanged(nameof(is_auto_fit_enabled));
-      }
-
-      public IEnumerable<VolCurveFitRegion> fit_regions =>
-         EnumHelper.get_values<VolCurveFitRegion>();
-
-      public VolCurveFitRegion fit_region {
-         get => _fit_region.Value;
-         set => _fit_region.set(value);
-      }
-
-      public bool is_auto_fit_enabled => _is_auto_fit_enabled.Value;
-
-      public uint? period_secs {
-         get => _period_secs.Value;
-         set => _period_secs.set(value);
-      }
-
-      public double? driver_points_moved {
-         get => _driver_points_moved.Value;
-         set => _driver_points_moved.set(value);
-      }
-
-      public TickDisplaySettingsImmutable? driver_points_display =>
-         user.settings.TickFactors.pennies.to_api_tick_display_settingsi();
-
-      public double? atm_points_moved {
-         get => _atm_points_moved.Value;
-         set => _atm_points_moved.set(value);
-      }
-
-      public TickDisplaySettingsImmutable? atm_points_display =>
-         user.settings.TickFactors.pennies.to_api_tick_display_settingsi();
-      
-      public void load_from(VolSurfaceAutoFitSettings value) {
-         fit_region = value?.auto_fit_region ?? VolCurveFitRegion.None;
-         period_secs = value?.time_based_settings?.period_seconds;
-         driver_points_moved = value?.driver_move_based_settings?.points_moved;
-         atm_points_moved = value?.atm_implied_vol_based_settings?.points_moved;
-      }
-
-      public void assign_to(VolSurfaceAutoFitSettings value) {
-         if (value is null) {
-            throw new ArgumentNullException(nameof(value));
-         }
-
-         value.auto_fit_region = fit_region;
-         value.time_based_settings = new() {
-            period_seconds = period_secs
-         };
-         value.driver_move_based_settings = new() {
-            points_moved = driver_points_moved
-         };
-         value.atm_implied_vol_based_settings = new() {
-            points_moved = atm_points_moved
-         };
-      }
-   }
-}
@@ -40,7 +40,6 @@ namespace mbts.spark {
         vol_model_cubic_spline_vm.load_from(settings.spline_model_settings);
         vol_model_dual_quadratic_vm.load_from(settings.dualquadratic_model_settings);
         vol_path_parabolic_vm.load_from(settings.core_settings.volpath_settings.parabolic_vol_path_settings);
-         auto_fit_vm.load_from(settings.core_settings.market_fit_settings.vs_auto_fit_settings);

         init_rotation_vms(call_rotations, _core_settings.call_rotation.strike_vol_movement_pairs);
         init_rotation_vms(put_rotations, _core_settings.put_rotation.strike_vol_movement_pairs);
@@ -106,7 +105,6 @@ namespace mbts.spark {
            }).ToList();
            _core_settings.strangle.strike_vol_movement_pairs = strangles.SelectMany(r => new[] { Tuple.Create(r.target_put_strike, r.put_move), Tuple.Create(r.target_call_strike, r.call_move) }).ToList();
            _core_settings.atm_shift.atm_strike_vol_movement = atm_shifts.Count == 1 ? atm_shifts[0].move : 0;
-            auto_fit_vm.assign_to(_core_settings.market_fit_settings.vs_auto_fit_settings);
            commit(_settings);
         }

@@ -235,7 +233,23 @@ namespace mbts.spark {
         }
      }

-      public VolSurfaceAutoFitSettingsVM auto_fit_vm { get; } = new();
+      public bool enable_auto_fit {
+         get => _core_settings.market_fit_settings.enable_auto_fit;
+         set {
+            using var _ = detect_property_change();
+            _core_settings.market_fit_settings.enable_auto_fit = value;
+         }
+      }
+
+      public VolSurfaceEnums.VolCurveFitRegion auto_fit_region {
+         get => _core_settings.market_fit_settings.auto_fit_region;
+         set { _core_settings.market_fit_settings.auto_fit_region = value; }
+      }
+
+      public double auto_fit_time_ms {
+         get => _core_settings.market_fit_settings.auto_fit_time_ms;
+         set { _core_settings.market_fit_settings.auto_fit_time_ms = value; }
+      }

      public bool auto_decay_vol_time {
         get => _core_settings.time_settings.time_mode == VolSurfaceEnums.VolSurfaceTimeMode.AutoDecay;
@@ -1,6 +1,5 @@
 #nullable enable
 namespace mbts.spark {
-   using bts;
   using bts.api;
   using bts.collections;

@@ -28,7 +27,6 @@ namespace mbts.spark {
      readonly IBus _bus;
      readonly string _request_id = Guid.NewGuid().ToString();
      readonly VolSurfaceDisplayModel _model;
-      readonly UserTuple _user;
      readonly IRaiseCanExecuteChangedCommand _revert_cmd;
      readonly IRaiseCanExecuteChangedCommand _commit_cmd;
      readonly IDialogCommand _main_settings_cmd;
@@ -40,16 +38,10 @@ namespace mbts.spark {
      bool _ignore_implied_vol_settings;

      public VolSurfaceVM(
-         VolSurfaceDisplayModel model,
-         int id,
-         IBus bus,
-         VolSurfaceWindowSettings startup_data,
-         UserTuple user
-      ) {
+         VolSurfaceDisplayModel model, int id, IBus bus, VolSurfaceWindowSettings startup_data) {
         _model = model;
         _vs_id = id;
         _bus = bus;
-         _user = user;
         macro_actions = new VolSurfaceMacroActionsVM(_model);
         globals = new VolSurfaceGlobalParameterVM(_model);

@@ -57,7 +49,7 @@ namespace mbts.spark {
         _grid_settings = startup_data.macro_grid_settings ?? new VolSurfaceMacroGridSettings();
         var hidden_exps_set = startup_data.hidden_exps.empty_if_null().ToHashSet();
         grid = new VolSurfaceGridVM(
-            this, _model, _grid_settings.hidden_cols(), hidden_exps_set, _user);
+            this, _model, _grid_settings.hidden_cols(), hidden_exps_set);
         grid.on_selection_changed += _on_grid_selection_changed;
         _model.publish_grid_settings(_grid_settings);

@@ -121,24 +113,21 @@ namespace mbts.spark {
            if (settings == null) {
               return null;
            }
-            var vm = new VolSurfaceAdvancedSettingsEditorVM(
-               VolSurfaceUtilityFunctions.clone_proto(settings.advanced_settings),
-               settings.core_settings.vol_surface_name);
-            vm.request_commit += commit_advanced_settings;
-            return new VolSurfaceAdvancedSettingsEditor {
-               DataContext = vm
-            };
-
-            async void commit_advanced_settings(VolSurfaceAdvancedSettings value) {
-               var current_settings = await _get_volsurface_settings();
-               if (current_settings == null) {
-                  BTSMessageBox.Show("Error changing settings", "VS Settings");
-               }
-               else {
-                  current_settings.advanced_settings = value;
-                  _model.set_candidate_settings(current_settings);
-               }
-            }
+            // return new VolSurfaceAdvancedSettingsEditor {
+            //    DataContext = new VolSurfaceAdvancedSettingsEditorVM(
+            //       VolSurfaceUtilityFunctions.clone_proto(settings.advanced_settings),
+            //       settings.core_settings.vol_surface_name,
+            //       advanced_settings => {
+            //          var current_settings = _get_volsurface_settings();
+            //          if (current_settings == null) BTSMessageBox.Show("Error changing settings", "VS Settings", System.Windows.MessageBoxButton.OK, System.Windows.MessageBoxImage.Error, true, true, true);
+            //          else {
+            //             current_settings.advanced_settings = advanced_settings;
+            //             _model.set_candidate_settings(current_settings);
+            //          }
+            //       }
+            //    )
+            // };
+            return null;
         }

         Window? mk_grid_settings_win() {
@@ -22,7 +22,7 @@ namespace mbts.spark {
   // ii. IntepGreeks for each vs
   public class VolSurfaceInterpGreeksMultiplexer : IDisposable {
      private readonly ThreadedBlackboard _bb;
-      private readonly ITag<VolSurfaceUsageListImmutable?> _in_bb_vs_usage_tag;
+      private readonly ITag<VolSurfaceUsageListImmutable> _in_bb_vs_usage_tag;
      private IDictionary<int, ITag<VSTheos>> _vs_theo_tags =
         new Dictionary<int, ITag<VSTheos>>();
      private VolSurfaceUsageListImmutable _vs_usage_map =
@@ -48,8 +48,8 @@ namespace mbts.spark {
      }

      private void _analyze_usages() {
-         _vs_usage_map = _bb.read_state(_in_bb_vs_usage_tag) ??
-            new VolSurfaceUsageList().immutable();
+         _vs_usage_map = _bb.read_state(_in_bb_vs_usage_tag,
+            new VolSurfaceUsageListImmutable(new VolSurfaceUsageList()));
         bts.Log.Gen.info($"VolSurfaceInterpGreeksMultiplexer._analyze_usages " +
                          $"count: {_vs_usage_map.UsageList.Count()}");
         foreach (int vs_id in _vs_usage_map.vss()) {
@@ -9,34 +9,26 @@ namespace mbts.analytics
   [ProtoBuf.ProtoContract(Name = "VolSurfaceAdvancedSettings")]
   public class VolSurfaceAdvancedSettings
   {
-      public static VolSurfaceAdvancedSettings Default =>
-         new() {
-            number_of_cashed_saved_days = double.NaN,
-            precomputed_theo_handles = new(0),
-            theo_handle_measure = VolSurfaceEnums.GeneralChangeMeasure.Absolute,
-            precomputed_slide_handles = new(0),
-            slide_handle_measure = VolSurfaceEnums.GeneralChangeMeasure.Percentage,
-            publish_from_client = false,
-            publish_from_client_user = string.Empty,
-            strike_normalization_axis = VolSurfaceEnums.VolCurveStrikeAxis.RawStrike,
-         };
-
      [ProtoBuf.ProtoMember(1)]
+      [System.ComponentModel.DefaultValue(Double.NaN)]
      public double number_of_cashed_saved_days;
      
      [ProtoBuf.ProtoMember(10)]      
      public List<double> precomputed_theo_handles;
      
      [ProtoBuf.ProtoMember(15)]
+      [System.ComponentModel.DefaultValue(VolSurfaceEnums.GeneralChangeMeasure.Absolute)]
      public VolSurfaceEnums.GeneralChangeMeasure theo_handle_measure;
      
      [ProtoBuf.ProtoMember(20)]      
      public List<double> precomputed_slide_handles;
      
      [ProtoBuf.ProtoMember(25)]
+      [System.ComponentModel.DefaultValue(VolSurfaceEnums.GeneralChangeMeasure.Percentage)]
      public VolSurfaceEnums.GeneralChangeMeasure slide_handle_measure;

      [ProtoBuf.ProtoMember(30)]
+      //[System.ComponentModel.DefaultValue(false)]
      public bool publish_from_client;

      [ProtoBuf.ProtoMember(40)]
@@ -46,11 +38,5 @@ namespace mbts.analytics
      [ProtoBuf.ProtoMember(50)]
      [System.ComponentModel.DefaultValue(VolSurfaceEnums.VolCurveStrikeAxis.RawStrike)]
      public VolSurfaceEnums.VolCurveStrikeAxis strike_normalization_axis;
-      
-      public void ensure_no_nulls() {
-         precomputed_theo_handles ??= new(0);
-         precomputed_slide_handles ??= new(0);
-         publish_from_client_user ??= string.Empty;
-      }
   }
 }
@@ -4,11 +4,13 @@ using System.Linq;
 using System.Text;
 using System.Threading.Tasks;

-namespace mbts.analytics {
+namespace mbts.analytics
+{
   /// These are the VolSurface settings that are common
   /// to any Vol Model
   [ProtoBuf.ProtoContract(Name = "VolSurfaceCoreSettings")]
-   public class VolSurfaceCoreSettings {
+   public class VolSurfaceCoreSettings
+   {
      [ProtoBuf.ProtoMember(1)]
      public string vol_surface_name;
      [ProtoBuf.ProtoMember(2)]
@@ -85,7 +87,5 @@ namespace mbts.analytics {
         get => _time_settings ??= new();
         set => _time_settings = value;
      }
-      [ProtoBuf.ProtoMember(240)]
-      public string vs_manager { get; set; } = string.Empty;
   }
 }
@@ -25,8 +25,7 @@ namespace mbts.analytics {
            volpath_settings = new(),
            safety_limits = new(),
         },
-         polynomial_model_settings = new(),
-         advanced_settings = VolSurfaceAdvancedSettings.Default
+         polynomial_model_settings = new()
      };

      [ProtoMember(10)]
@@ -76,12 +75,9 @@ namespace mbts.analytics {
         if (core_settings.market_fit_settings == null) {
            core_settings.market_fit_settings = new VolSurfaceMarketFitSettings();
         }
-         core_settings.market_fit_settings.vs_auto_fit_settings ??= new();
         if (core_settings.time_settings == null) {
            core_settings.time_settings = new VolSurfaceTimeSettings();
         }
-         advanced_settings ??= VolSurfaceAdvancedSettings.Default;
-         advanced_settings.ensure_no_nulls();
         return this;
      }
   }
@@ -141,7 +141,6 @@ namespace mbts.analytics

      public enum VolCurveFitRegion
      {
-         None,
         ATM,
         All
      }
@@ -231,4 +230,4 @@ namespace mbts.analytics
         USE_CALENDAR_FOR_BUSINESS
      }
   }
-}
+}
@@ -3,15 +3,16 @@
 using mbts.co2;

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

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

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

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

      public double get_weighted_mid_price(bool get_one_sided_mid = true) {
-         uint sum_q = bid_size + ask_size;
+         Size sum_q = bid_size + ask_size;
         if (sum_q == 0) {
            return Double.NaN;
         }
@@ -4,9 +4,11 @@ using System.Linq;
 using System.Text;
 using System.Threading.Tasks;

-namespace mbts.analytics {
+namespace mbts.analytics
+{
   [ProtoBuf.ProtoContract(Name = "VolSurfaceMarketFitSettings")]
-   public class VolSurfaceMarketFitSettings {
+   public class VolSurfaceMarketFitSettings
+   {
      /// use one sided market or not
      [ProtoBuf.ProtoMember(10)]
      public bool ignore_one_sided_markets;
@@ -20,44 +22,19 @@ namespace mbts.analytics {
      public double graph_update_period_ms = 2500;
      /// If this is set to true a regression curve is drawn
      /// and the vol model adheres to that
-      [ProtoBuf.ProtoMember(50)]
+      [ProtoBuf.ProtoMember(50)]      
      public bool use_weighted_regression_fit = false;
      [ProtoBuf.ProtoMember(55)]
      public uint regression_order = 4;
-
-      [ProtoBuf.ProtoMember(90)]
-      public VolSurfaceAutoFitSettings vs_auto_fit_settings { get; set; }
-   }
-
-   [ProtoBuf.ProtoContract(Name = "VolSurfaceAutoFitSettings")]
-   public class VolSurfaceAutoFitSettings {
-      // each of these settings can be enabled independently. if they are enabled
-      // then any of them being true will result in an autmatic fit
-      [ProtoBuf.ProtoContract(Name = "TimeBasedSettings")]
-      public class TimeBasedSettings {
-         [ProtoBuf.ProtoMember(10)]
-         public uint? period_seconds { get; set; }
-      }
-
-      [ProtoBuf.ProtoContract(Name = "DriverMoveBasedSettings")]
-      public class DriverMoveBasedSettings {
-         [ProtoBuf.ProtoMember(10)]
-         public double? points_moved { get; set; }
-      }
-
-      [ProtoBuf.ProtoContract(Name = "ATMImpliedVolBasedSettings")]
-      public class ATMImpliedVolBasedSettings {
-         [ProtoBuf.ProtoMember(20)]
-         public double? points_moved { get; set; }
-         // we can do price terms moved as well
-      }
-      [ProtoBuf.ProtoMember(5)]
-      public VolSurfaceEnums.VolCurveFitRegion auto_fit_region;
-      [ProtoBuf.ProtoMember(10)]
-      public TimeBasedSettings time_based_settings = null;
-      [ProtoBuf.ProtoMember(20)]
-      public DriverMoveBasedSettings driver_move_based_settings = null;
-      [ProtoBuf.ProtoMember(30)]
-      public ATMImpliedVolBasedSettings atm_implied_vol_based_settings = null;
+      /// The system auto fits and saves vols if this is
+      /// set to true
+      [ProtoBuf.ProtoMember(60)]      
+      public bool enable_auto_fit = false;
+      /// If enable_auto_fit = true, this governs
+      /// how often the system auto-fits
+      [ProtoBuf.ProtoMember(70)]
+      public double auto_fit_time_ms = 30000;
+      [ProtoBuf.ProtoMember(80)]
+      public VolSurfaceEnums.VolCurveFitRegion auto_fit_region = VolSurfaceEnums.VolCurveFitRegion.ATM;
   }
 }
@@ -475,7 +475,6 @@ namespace mbts.analytics {
      public static ResultMessage save_volsurface(
         VolSurfaceInput vs_input, AnalyticsService service, string user = "") {
         vs_input.saver_login = user;
-         vs_input.surface_settings.core_settings.vs_manager = user;
         // convert to VolSurfaceEntry
         var to_save = new VolSurfaceEntry();
         var serialized_vs = ProtobufSerializationHelper.serialize(vs_input);
@@ -596,7 +595,7 @@ namespace mbts.analytics {
         _greek_getter(g)(t, is_call);

      public static IDictionary<double, IEnumerable<Theos>> hash_strikes(IEnumerable<Theos> theos) =>
-         theos.Map(t => t.strike);
+         theos.Map(t => t.strike); 

      static Func<Theos, bool, double> _greek_getter(VolSurfaceGreeks g) =>
         g switch {
@@ -40,8 +40,10 @@ namespace mbts.analytics {
      /// last computed min/max driver for each exp
      private IDictionary<VolSurfaceExpiration, Tuple<double, double>>
      _computed_driver_range_map = new Dictionary<VolSurfaceExpiration, Tuple<double, double>>();
-      private readonly IEnumerable<double> _default_abs_moves =  config.Configuration.get<bts.config.VolSurface>().default_abs_moves;
+      private readonly IEnumerable<double> _default_abs_moves =
+         new double[] { 300, -200, -125, -100, -75, -50, -25, 0, 25, 50, 75, 100, 125, 200, 300 };
      private readonly double _cushion_percentage = 25.0;
+
      public event
      Action<IDictionary<VolSurfaceExpiration, IEnumerable<Theos>>, double, double> on_theos =
         (o, vt, tt) => { };
@@ -50,7 +52,7 @@ namespace mbts.analytics {
         (o, vt, tt) => { };

      public VolSurfaceInterpGreeksProducer(int vs_id) {
-        Log.Gen.info($"VolSurfaceInterpGreeksProducer.cons vs_id: {vs_id}, _default_abs_moves: {string.Join(", ", _default_abs_moves)}");
+         Log.Gen.info($"VolSurfaceInterpGreeksProducer.cons vs_id: {vs_id}");
         _vs_id = vs_id;
      }

@@ -70,7 +72,7 @@ namespace mbts.analytics {
      }

      public void set_vol_data(VolSurfaceInput vs_input) {
-         Log.Gen.info($"VolSurfaceInterpGreeksProducer.set_vol_data vs_id: {_vs_id} precomputed_theo_handles?: {string.Join(", ", (vs_input?.surface_settings?.advanced_settings?.precomputed_theo_handles).empty_if_null())}");
+         Log.Gen.info($"VolSurfaceInterpGreeksProducer.set_vol_data vs_id: {_vs_id}");
         _vs_input = vs_input != null ? VolSurfaceUtilityFunctions.clone_proto(vs_input) : null;
         _compute_and_fire(InputType.Vol);
      }
@@ -86,8 +88,8 @@ namespace mbts.analytics {

      public void set_driver_price(
         IDictionary<VolSurfaceExpiration, double> driver_price_map) {
-         // Log.Gen.info($"VolSurfaceInterpGreeksProducer.set_driver_price " +
-         //                       $"vs_id: {_vs_id} exp_count: {driver_price_map.Count}");
+         Log.Gen.info($"VolSurfaceInterpGreeksProducer.set_driver_price " +
+                               $"vs_id: {_vs_id} exp_count: {driver_price_map.Count}");
         _driver_price_map = new Dictionary<VolSurfaceExpiration, double>(driver_price_map);
         _compute_and_fire(InputType.DriverPrice);
      }
@@ -135,10 +135,7 @@ namespace bts {
               var meta = _security_metadata.get(smd.security);
               if (meta.HasValue) {
                  exch_secs[smd.id] = new(
-                     smd.security,
-                     smd.md,
-                     meta.Value.HasPriceDisplay ? meta.Value.PriceDisplay : null,
-                     meta.Value.HasQuantityDisplay ? meta.Value.QuantityDisplay : null);
+                     smd.security, smd.md, meta.Value.PriceDisplay, meta.Value.QuantityDisplay);
               }
            }
            _bus.post(SparkTags.ServerSecuritiesTag, exch_secs);
@@ -52,17 +52,23 @@ namespace bts {
         string rv = "MergedMDDaemon Options:\n";
         foreach (var kv in sec_map) {
            var sec = kv.Value.security;
+            var md = kv.Value.md;
+            ulong time = 0;
+            NativePriceSize bid, ask;
+            var has_md = md.get_bbo(ref time, out bid, out ask);
            if (sec.HasOption) {
               rv += $"id: {kv.Key} desc: {sec.security_desc()} sym: {sec.Symbol} " +
                     $"exp: {sec.security_expiration()} " +
-                     $"k: {sec.Option.Strike} cp: {sec.Option.CallPut}" + "\n";
+                     $"k: {sec.Option.Strike} cp: {sec.Option.CallPut} " +
+                     $"bid: p: {bid.price} q: {bid.size} qf: {bid.size_f} ask: p: {ask.price} q: {ask.size} qf: {ask.size_f}" +
+                     "\n";
            }
         }
         Log.Gen.info(rv);
      }

      private void _on_server_sec_map(IReadOnlyDictionary<uint, SecurityMD> sec_map) {
-         //_log_options(sec_map);
+         _log_options(sec_map);
         bts.Log.Gen.info(String.Format("MergedMDDaemon._on_server_sec_map sz: {0}", sec_map.Count()));
         _server_sec_map = new Dictionary<uint, SecurityMD>(sec_map);
         _merge_and_post();
@@ -56,7 +56,7 @@ namespace mbts.spark {
               r => new ReportImmutable?(r),
               r => r?.Id ?? throw new ArgumentNullException(nameof(r)));
         _window_factories = new() {
-            new VolSurfaceWindowFactory(this, bus, user.Value),
+            new VolSurfaceWindowFactory(this, bus),
            new AnalyticsExpirationParametersWindowFactory(this, bus),
            new SlideReportWindowFactory(this, bus, reports_demuxer.subscribe),
            new ComboReportWindowFactory(this, bus, reports_demuxer.subscribe),
@@ -1,58 +0,0 @@
-<Window
-  x:Class="mbts.ui.shell.VolSurfaceAdvancedSettingsEditor"
-  x:ClassModifier="internal"
-  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
-  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
-  xmlns:c="clr-namespace:mbts.ui.controls"
-  xmlns:cv="clr-namespace:mbts.ui.converters"
-  Title="{Binding vol_surface_name, StringFormat='{}Advanced Settings \&apos;{0}\&apos;'}"
-  Style="{StaticResource BTSDialog}"
-  SizeToContent="WidthAndHeight"
-  TextElement.FontSize="10">
-  <StackPanel>
-    <Grid Margin="5" Grid.IsSharedSizeScope="True">
-      <Grid.RowDefinitions>
-        <RowDefinition Height="Auto"/>
-        <RowDefinition Height="Auto"/>
-        <RowDefinition Height="Auto"/>
-        <RowDefinition Height="Auto"/>
-        <RowDefinition Height="Auto"/>
-      </Grid.RowDefinitions>
-      <Grid.ColumnDefinitions>
-        <ColumnDefinition Width="Auto" SharedSizeGroup="label"/>
-        <ColumnDefinition Width="*"/>
-      </Grid.ColumnDefinitions>
-      <GroupBox Grid.ColumnSpan="2" Padding="3">
-        <GroupBox.Header>
-          <TextBlock Text="Theos" FontWeight="Bold"/>
-        </GroupBox.Header>
-        <Grid>
-          <Grid.RowDefinitions>
-            <RowDefinition Height="Auto"/>
-            <RowDefinition Height="Auto"/>
-          </Grid.RowDefinitions>
-          <Grid.ColumnDefinitions>
-            <ColumnDefinition Width="Auto" SharedSizeGroup="label"/>
-            <ColumnDefinition Width="Auto"/>
-          </Grid.ColumnDefinitions>
-          <c:RadioButtonsControl Grid.ColumnSpan="2" Margin="0,0,0,5" ItemsSource="{Binding general_change_measures}" SelectedItem="{Binding theo_handle_measure}" IsEnabled="False"/>
-          <TextBlock Grid.Row="1" Text="Precomputed Handles" VerticalAlignment="Center"/>
-          <TextBox
-            x:Name="PART_Handles"
-            Validation.ErrorTemplate="{x:Null}"
-            Grid.Row="1"
-            Grid.Column="1"
-            Width="160"
-            Margin="5,0,0,0"
-            Text="{Binding precomputed_theo_handles, Converter={x:Static cv:EnumerableDoubleStringConverter.Instance}}" />
-        </Grid>
-      </GroupBox>
-      <TextBlock Visibility="Collapsed" Grid.Row="1" VerticalAlignment="Center" Margin="5,0,0,0" Text="Num Cash Saved Days" />
-      <c:TickUpDownDouble Visibility="Collapsed" Grid.Row="1" Grid.Column="1" HorizontalAlignment="Stretch" Margin="14,5,5,5" Value="{Binding number_of_cash_saved_days}"/>
-      <TextBlock Grid.Row="2" VerticalAlignment="Center" Margin="5,0,0,0" Text="Strike Normalization Axis"/>
-      <ComboBox Grid.Row="2" Grid.Column="1" HorizontalAlignment="Stretch" Margin="14,5,5,5" ItemsSource="{Binding strike_normalization_axes}" SelectedValue="{Binding selected_strike_normalization_axis}"/>
-      <CheckBox Grid.Row="3" Margin="7,0,0,0" Content="Publish From Client" IsChecked="{Binding publish_from_client}"/>
-    </Grid>
-    <c:DialogSkirtOKCancel OKCommand="{Binding commit}" />
-  </StackPanel>
-</Window>
@@ -1,11 +0,0 @@
-namespace mbts.ui.shell {
-   using System.Windows;
-
-   /// <summary>
-   /// Interaction logic for VolSurfaceAdvancedSettingsEditor.xaml
-   /// </summary>
-   partial class VolSurfaceAdvancedSettingsEditor : Window {
-      public VolSurfaceAdvancedSettingsEditor() =>
-         InitializeComponent();
-   }
-}
@@ -793,106 +793,70 @@
              Grid.Row="5"
              Grid.Column="1"
              Grid.ColumnSpan="4"
-              DataContext="{Binding auto_fit_vm}"
              Header="Auto Fit"
              Margin="0,5,0,0"
-              Padding="5">
+              Padding="5"
+              IsEnabled="False">
              <Grid>
                <Grid.RowDefinitions>
                  <RowDefinition Height="Auto" />
                  <RowDefinition Height="Auto" />
                  <RowDefinition Height="Auto" />
-                  <RowDefinition Height="Auto" />
                </Grid.RowDefinitions>
                <Grid.ColumnDefinitions>
-                  <ColumnDefinition Width="Auto" />
                  <ColumnDefinition Width="Auto" />
                  <ColumnDefinition Width="*" />
                </Grid.ColumnDefinitions>
+                <CheckBox
+                  Grid.ColumnSpan="2" Content="Enabled" IsChecked="{Binding enable_auto_fit}" />
+
+                <TextBlock Grid.Row="1" Text="Region" Margin="16,5,0,0">
+                  <TextBlock.Style>
+                    <Style TargetType="TextBlock">
+                      <Style.Triggers>
+                        <DataTrigger
+                            Binding="{Binding enable_auto_fit}"
+                            Value="False">
+                          <Setter
+                              Property="Foreground"
+                              Value="Gray" />
+                        </DataTrigger>
+                      </Style.Triggers>
+                    </Style>
+                  </TextBlock.Style>
+                </TextBlock>

-                <TextBlock Grid.Row="0" Text="Fit Region" />
                <ComboBox
-                  Grid.Row="0"
-                  Grid.Column="1"
-                  Grid.ColumnSpan="2"
-                  Margin="8,0,0,0"
-                  VerticalAlignment="Center"
-                  ItemsSource="{Binding fit_regions}"
-                  SelectedItem="{Binding fit_region}">
-                  <ComboBox.ItemTemplate>
-                    <DataTemplate>
-                      <TextBlock Text="{Binding Converter={x:Static shell:VolSurfaceSettingsEditor.AutoFitRegionDisplayTextConverter}}" />
-                    </DataTemplate>
-                  </ComboBox.ItemTemplate>
-                </ComboBox>
-
-                <TextBlock
-                  Grid.Row="1"
-                  Margin="0,5,0,0"
-                  Text="Every" />
-                <c:TickUpDownNullableUInt32
                  Grid.Row="1"
                  Grid.Column="1"
-                  HorizontalAlignment="Left"
-                  VerticalAlignment="Center"
-                  Minimum="30"
-                  Margin="8,0,0,0"
-                  Width="60"
-                  Value="{Binding period_secs}"
-                  IsEnabled="{Binding is_auto_fit_enabled}" />
-                <TextBlock
-                  Grid.Row="1"
-                  Grid.Column="2"
-                  HorizontalAlignment="Left"
-                  Margin="3,5,0,0"
-                  Text="secs" />
+                  Margin="12,0,0,0"
+                  HorizontalAlignment="Stretch"
+                  ItemsSource="{Binding auto_fit_region_choices}"
+                  SelectedValue="{Binding auto_fit_region}"
+                  IsEnabled="{Binding enable_auto_fit}" />

-                <TextBlock
-                  Grid.Row="2"
-                  Margin="0,5,0,0"
-                  Text="When Driver moves" />
-                <c:TickUpDownNullableDouble
+                <TextBlock Grid.Row="2" Text="Fit Time" Margin="16,5,0,0">
+                  <TextBlock.Style>
+                    <Style TargetType="TextBlock">
+                      <Style.Triggers>
+                        <DataTrigger Binding="{Binding enable_auto_fit}" Value="False">
+                          <Setter Property="Foreground" Value="Gray" />
+                        </DataTrigger>
+                      </Style.Triggers>
+                    </Style>
+                  </TextBlock.Style>
+                </TextBlock>
+
+                <c:TextBoxDouble
                  Grid.Row="2"
                  Grid.Column="1"
-                  ToolTipService.ShowOnDisabled="True"
+                  c:TextBoxEx.Suffix="ms"
                  HorizontalAlignment="Left"
-                  VerticalAlignment="Center"
-                  Margin="8,0,0,0"
                  Width="60"
-                  Value="{Binding driver_points_moved}"
-                  Increment="0.01"
-                  TickDisplaySettings="{Binding driver_points_display}"
-                  IsEnabled="False"
-                  ToolTip="Not yet supported (coming soon)" />
-                <TextBlock
-                  Grid.Row="2"
-                  Grid.Column="2"
-                  HorizontalAlignment="Left"
-                  Margin="3,5,0,0"
-                  Text="%" />
-
-                <TextBlock
-                  Grid.Row="3"
-                  Margin="0,5,0,0"
-                  Text="When ATM moves" />
-                <c:TickUpDownNullableDouble
-                  Grid.Row="3"
-                  Grid.Column="1"
-                  ToolTipService.ShowOnDisabled="True"
-                  HorizontalAlignment="Left"
-                  Margin="8,0,0,0"
-                  Width="60"
-                  Value="{Binding atm_points_moved}"
-                  Increment="0.01"
-                  TickDisplaySettings="{Binding atm_points_display}"
-                  IsEnabled="False"
-                  ToolTip="Not yet supported (coming soon)" />
-                <TextBlock
-                  Grid.Row="3"
-                  Grid.Column="2"
-                  HorizontalAlignment="Left"
-                  Margin="3,5,0,0"
-                  Text="%" />
+                  Margin="12,5,0,0"
+                  IsEnabled="{Binding enable_auto_fit}"
+                  Value="{Binding auto_fit_time_ms}"
+                  Template="{StaticResource SuffixTemplate}" />
              </Grid>
            </GroupBox>
          </Grid>
@@ -1,20 +1,9 @@
 #nullable enable
 namespace mbts.ui.shell {
-   using mbts.analytics;
-   using mbts.ui.converters;
-
   using System.Windows;
-   using System.Windows.Data;

   partial class VolSurfaceSettingsEditor : Window {
      public VolSurfaceSettingsEditor() =>
         InitializeComponent();
-
-      public static IValueConverter AutoFitRegionDisplayTextConverter =>
-         ValueConverter.create<VolSurfaceEnums.VolCurveFitRegion, string>(fr =>
-            fr switch {
-               VolSurfaceEnums.VolCurveFitRegion.None => "Disabled",
-               _ => fr.ToString()
-            });
   }
 }
@@ -262,7 +262,7 @@
          IsDragAdornerEnabled="False"
          ContextMenuOpening="_on_context_menu_opening">
        <c:DIYGrid.ContextMenu>
-          <ContextMenu IsOpen="{Binding is_open}">
+          <ContextMenu>
            <MenuItem
              Header="Populate Empty Expirations"
              Command="{Binding populate_empty_exps_cmd}" />
@@ -413,11 +413,6 @@
              </MenuItem.ItemContainerStyle>
            </MenuItem>
            <MenuItem Header="Import CSV..." Command="{Binding import_csv_cmd}" />
-            <MenuItem Command="{Binding acquire_ownership_cmd}">
-              <MenuItem.Header>
-                <TextBlock Text="{Binding vs_manager, StringFormat='Acquire ownership from \'{0}\''}" />
-              </MenuItem.Header>
-            </MenuItem>
          </ContextMenu>
        </c:DIYGrid.ContextMenu>
        <c:DIYGrid.RowStyle>
@@ -122,7 +122,7 @@
         }
         var mouse_pos = Mouse.GetPosition(this);
         if (!this.ChildAtPoint<VolSurfaceRowView>(mouse_pos, out var row)) {
-            cm.SetCurrentValue(ContextMenu.IsOpenProperty, false);
+            cm.IsOpen = false;
            return;
         }
         var cgs = g.GetColumnGeometry().ToList();
@@ -1,5 +1,4 @@
 namespace mbts.spark {
-   using bts;
   using bts.api;
   using bts.spark;

@@ -15,20 +14,14 @@
      public const string WINDOW_TYPE = "VolSurface";

      readonly VolSurfaceWindowSettings _startup_data;
-      readonly UserTuple _user;

      VolSurfaceVM _vm;
      VolSurfaceView _view;

      public VolSurfaceWindow(
-         VolSurfaceWindowFactory factory,
-         IBus bus,
-         string vs_name,
-         VolSurfaceWindowSettings startup_data,
-         UserTuple user
-      ) : base(vs_name, bus, factory, Icons.vol_surface) {
+         VolSurfaceWindowFactory factory, IBus bus, string vs_name, VolSurfaceWindowSettings startup_data) :
+         base(vs_name, bus, factory, Icons.vol_surface) {
         _startup_data = startup_data ?? throw new ArgumentNullException(nameof(startup_data));
-         _user = user;
         this.vs_name = vs_name;
         _dispose = Disposable.Create(() => Disposable.dispose(ref _vm));
      }
@@ -44,7 +37,7 @@
      public override UIElement Content => _view;

      public void thread_init() {
-         _vm = new VolSurfaceVM(new (vs_id, _bus, true), vs_id, _bus, _startup_data, _user);
+         _vm = new VolSurfaceVM(new VolSurfaceDisplayModel(vs_id, _bus, true), vs_id, _bus, _startup_data);
         _view = new VolSurfaceView {
            DataContext = _vm
         };
@@ -1,5 +1,4 @@
 namespace mbts.spark {
-   using bts;
   using bts.api;
   using bts.shell;

@@ -11,12 +10,10 @@ namespace mbts.spark {

   class VolSurfaceWindowFactory : ShellWindowFactory<VolSurfaceWindowSettings> {
      readonly IBus _bus;
-      readonly UserTuple _user;

-      public VolSurfaceWindowFactory(IShellModule module, IBus bus, UserTuple user)
+      public VolSurfaceWindowFactory(IShellModule module, IBus bus)
         : base(module, "VolSurface") {
         _bus = bus;
-         _user = user;
         _dispose = bus.subscribe(SparkTags.ShowVolSurface).OnDispatcher().Subscribe(
            async state => _bus.post(SparkTags.ShowWindow, await _create(state)));
      }
@@ -25,7 +22,7 @@ namespace mbts.spark {
         _create(state);

      async Task<IShellWindow> _create(VolSurfaceWindowSettings state) =>
-         new VolSurfaceWindow(this, _bus, await _lookup_vs_name(state.id), state, _user);
+         new VolSurfaceWindow(this, _bus, await _lookup_vs_name(state.id), state);

      async Task<string> _lookup_vs_name(int vs_id) {
         var (vol_surfaces, success) = await _bus.subscribe(SparkTags.VolSurfaceListTag).FirstAsyncTask(TimeSpan.FromSeconds(2));
@@ -176,11 +176,10 @@
    </usp:DataGridParameterCellTemplateConverter.QuantityMeasureTemplate>
  </usp:DataGridParameterCellTemplateConverter>
  <Style x:Key="ExpanderToggleButton" TargetType="ToggleButton">
-    <Setter Property="Foreground" Value="{u:BTSColor ExecutionStrategy.expander_foreground}"/>
    <Setter Property="Template">
      <Setter.Value>
        <ControlTemplate TargetType="ToggleButton">
-          <Grid Background="{u:BTSColor ExecutionStrategy.expander_background}">
+          <Grid Background="Transparent">
            <Grid.ColumnDefinitions>
              <ColumnDefinition Width="12" />
              <ColumnDefinition/>
@@ -191,7 +190,7 @@
              HorizontalAlignment="Center"
              Margin="0,5,0,0"
              SnapsToDevicePixels="False"
-              Stroke="{u:BTSColor ExecutionStrategy.arrow_background}"
+              Stroke="#77333333"
              StrokeThickness="2"
              VerticalAlignment="Top"
            />
@@ -200,7 +199,6 @@
              ContentSource="{TemplateBinding Content}"
              Margin="3,0,0,0"
            />
-            
          </Grid>
          <ControlTemplate.Triggers>
            <Trigger Property="IsChecked" Value="True">
@@ -213,7 +211,7 @@
              <Setter Property="Stroke" TargetName="arrow" Value="Black"/>
            </Trigger>
            <Trigger Property="IsEnabled" Value="False">
-              <Setter Property="Stroke" TargetName="arrow" Value="{u:BTSColor ExecutionStrategy.arrow_background_selected}"/>
+              <Setter Property="Stroke" TargetName="arrow" Value="#FF707070"/>
              <Setter Property="Foreground" Value="Gray"/>
            </Trigger>
          </ControlTemplate.Triggers>
@@ -280,8 +278,7 @@
          <ColumnDefinition/>
        </SelectiveScrollingGrid.ColumnDefinitions>
        <DataGridRowHeader
-          Foreground="{u:BTSColor ExecutionStrategy.expander_foreground}"
-          Background="{u:BTSColor ExecutionStrategy.data_grid_row_header_background}"
+          Background="Transparent"
          Padding="{Binding section_count, Converter={StaticResource RowHeaderGroupIndentConverter}}"
          FontWeight="{Binding font_weight, FallbackValue={u:FontWeight Normal}}"
          SelectiveScrollingGrid.SelectiveScrollingOrientation="Vertical"
@@ -320,17 +317,9 @@
  <Style x:Key="DataGridRowStyle" TargetType="DataGridRow">
    <Setter Property="BorderThickness" Value="1,0"/>
    <Setter Property="BorderBrush" Value="Transparent"/>
-    <Setter Property="Background" Value="{u:BTSColor ExecutionStrategy.alternate_column_background}"/>
    <Setter Property="Template" Value="{StaticResource DataGridRowTemplate}"/>
    <Setter Property="usp:ExecutionStrategyEditor.RowHasErrors" Value="{Binding has_errors}"/>
    <Style.Triggers>
-        <Trigger Property="ListBox.AlternationIndex" Value="1">
-        <Setter Property="Background" Value="{u:BTSColor ExecutionStrategy.data_grid_background}"/>
-        </Trigger>
-        <!-- <Trigger Property="ListBox.AlternationIndex" Value="2">
-          <Setter Property="Background" Value="LightBlue"/>
-          <Setter Property="Foreground" Value="Navy"/>
-        </Trigger> -->
      <DataTrigger Binding="{Binding read_only}" Value="True">
        <Setter Property="TextElement.Foreground" Value="{u:BTSColor UI.input_disabled_text_dark}"/>
        <Setter Property="ToolTip">
@@ -57,7 +57,7 @@ namespace mbts.spark {
                  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.immutable()).low_tick,
+                        tick_factors = TickUtils.get_regional_ticks(sec.ContractSpec).low_tick,
                        name = sec.Synthetic.Name,
                        parsed_synth = ps
                     };
@@ -56,7 +56,7 @@ namespace mbts.spark {
      public SyntheticEditorVM(SpreaderModel model, SecurityImmutable synthetic, ExecutionStrategyImmutable strategy, IObservable<bool> security_has_working_orders)
         : this(synthetic, strategy, false) {
         ExceptionAssert.InvalidOperation.That(synthetic.Id != 0, "This constructor may only be used for already-existing synthetic securities (id must be non-zero).");
-         _tick_factors = TickUtils.get_regional_ticks(synthetic).low_tick;
+         _tick_factors = TickUtils.get_regional_ticks(synthetic.ContractSpec).low_tick;
         if (TickUtils.is_integer_tick(synthetic.ContractSpec)) {
            _use_fractional_ticks = false;
            _integer_tick_size = DoubleHelper.to_optional_int32(synthetic.ContractSpec.LowTick) ?? 0;
@@ -112,7 +112,7 @@ namespace mbts.spark {
            _set_ticks_automatically = false;
            _set_quantities_automatically = false;
            _set_price_mults_automatically = false;
-            _tick_factors = TickUtils.get_regional_ticks(_synthetic.immutable()).low_tick;
+            _tick_factors = TickUtils.get_regional_ticks(_synthetic.ContractSpec).low_tick;
         } else {
            _deduce_name();
            _deduce_ticks();
@@ -411,7 +411,7 @@ namespace mbts.spark {
      }

      void _deduce_ticks() {
-         _tick_factors = TickUtils.deduce_ticks(leg_tuples.Select(l => l.leg.Security.immutable()));
+         _tick_factors = TickUtils.deduce_ticks(leg_tuples.Select(l => l.leg.Security.ContractSpec));
         RaisePropertyChanged(nameof(tick_factors));
      }

@@ -371,7 +371,6 @@
          <usp:AlgoEditorView
            DataContext="{Binding selected_definition}"
            Background="Transparent"
-            Foreground="{u:BTSColor UI.default_text}"
            BorderBrush="{Binding algo_root, Converter={StaticResource OrderTypeBrushConverter}}"
            Padding="12,8" />
        </ScrollViewer>
@@ -79,7 +79,7 @@ namespace Spark.Trading {
            meta.Value.Value.PriceDisplay : Security.Defaults.price_display_settingsi;
         if (security.HasValue) {
            rv = rv.with(
-               tick_factors: security.Value.tick_factors().to_api_tick_factors());
+               tick_factors: security.spec_or_default().tick_factors().to_api_tick_factors());
         }
         return rv;
      }
@@ -218,10 +218,14 @@ namespace mbts.spark {
         background = buy_sell_background_fill_color;
         hoverbackground = _mk_hover_bg_brush(dark, _darkbg, 0);

-         (_num_root_orders, _filled, _quantity) = _root_nodes
-            .Select(n => (1u, n.filled_quantity(), n.quantity()))
-            .Sum();
-
+         _num_root_orders = 0;
+         _filled = 0;
+         _quantity = 0;
+         foreach (var n in _root_nodes) {
+            _num_root_orders++;
+            _filled += n.filled_quantity();
+            _quantity += n.quantity();
+         }
         if (_num_root_orders == 1) {
            var order = _root_nodes.First();
            border = _owner.model.order_gateway.factory.get_metadata(order).Color.rgb_brush();
@@ -241,7 +245,7 @@ namespace mbts.spark {
      }

      public OrderBookVM? create_orderbook_vm() {
-         var ticks = _owner.spec.count_ticks(real_price);
+         var ticks = _owner.spec.full_ticks_from_zero(real_price);
         if (!ticks.HasValue) {
            return null;
         }
@@ -191,7 +191,7 @@ namespace mbts.spark {
         void increment_ticks_per_row() {
            var tpr = ticks_per_row;
            for (uint i = 1; i < 100; i++) {
-               var new_tpr = TickUtils.fit_ticks_per_row_to_dollars(security, ticks_per_row + i);
+               var new_tpr = TickUtils.fit_ticks_per_row_to_dollars(security.ContractSpec, ticks_per_row + i);
               if (new_tpr != tpr) {
                  ticks_per_row = new_tpr;
                  break;
@@ -201,7 +201,7 @@ namespace mbts.spark {
         void decrement_ticks_per_row() {
            var tpr = ticks_per_row;
            for (uint i = 1; i < tpr; i++) {
-               var new_tpr = TickUtils.fit_ticks_per_row_to_dollars(security, tpr - i);
+               var new_tpr = TickUtils.fit_ticks_per_row_to_dollars(security.ContractSpec, tpr - i);
               if (new_tpr != tpr) {
                  ticks_per_row = new_tpr;
                  break;
@@ -239,8 +239,7 @@ namespace mbts.spark {
      // since settings profiles may be shared among ladders
      // of different securities/tick sizes, the ticks per row setting
      // may need to be rounded to a number that is a factor of $1.00
-      public uint? rounded_ticks_per_row =>
-         TickUtils.fit_ticks_per_row_to_dollars(_security, ticks_per_row);
+      public uint? rounded_ticks_per_row => TickUtils.fit_ticks_per_row_to_dollars(_security.ContractSpec, ticks_per_row);

      public MarketSizeDisplayVM size_display { get; } = new MarketSizeDisplayVM();
      public SimpleGridSettingsVM mini_ob { get; } = new SimpleGridSettingsVM(OrderBookGridSettingsManager.hard_column_flags);
@@ -99,7 +99,7 @@ namespace mbts.spark {
      IReadOnlyDictionary<uint, OrderSecurity> _cache = DictionaryHelper.empty<uint, OrderSecurity>();
      ImmutableDictionary<AlgoKey, LadderFavoriteAlgoMetadata> _favorite_algo_metadata_map =
         ImmutableDictionary<AlgoKey, LadderFavoriteAlgoMetadata>.Empty;
-      RegionalTickFactors? _spec;
+      ContractSpecificationImmutable? _spec;

      LadderVM(
         IBus bus,
@@ -243,9 +243,10 @@ namespace mbts.spark {

         var orders_source = settings.Select(s => s.ticks_per_row).DistinctUntilChanged()
            .SelectSeries(tpr => {
-               var spec = TickUtils.multiply_tick_size(security.regional_ticks(), tpr);
+               var spec = TickUtils.multiply_tick_size(security.ContractSpec, tpr);
               var price_comp = Comparer<double>.Create((a, b) =>
-                  Comparer<long?>.Default.Compare(spec.count_ticks(a), spec.count_ticks(b)));
+                  Comparer<int?>.Default.Compare(
+                     spec.full_ticks_from_zero(a), spec.full_ticks_from_zero(b)));
               return _order_price_source(model.orders, price_comp, p => TickUtils.normalize_price(spec, p));
            });
         _day_change.Changed += (o, n) => RaisePropertyChanged(
@@ -393,10 +394,9 @@ namespace mbts.spark {
      }

      public SecurityImmutable security => _model.security;
-      public RegionalTickFactors spec => _spec ?? (
+      public ContractSpecificationImmutable spec => _spec ?? (
         _spec = TickUtils.multiply_tick_size(
-            security.regional_ticks(), current_settings?.ticks_per_row ?? 1))
-            ?? RegionalTickFactors.Default;
+            security.ContractSpec, current_settings?.ticks_per_row ?? 1)).Value;

      public double display_quantity_divisor { get; }
      public LadderSettings current_settings { get; private set; }
@@ -826,7 +826,7 @@ namespace mbts.spark {
         if (!price.is_real()) {
            msg = "not a real number";
         } else if (settlement.is_real()) {
-            var ticks_from_settle = security.tickdiff(price, settlement);
+            var ticks_from_settle = security.ContractSpec.tickdiff(price, settlement);
            if (ticks_from_settle.HasValue) {
               var max_cross = (current_settings?.ladder_order_limits?.max_settlement_cross_ticks)
                  .as_nullable();
@@ -858,7 +858,7 @@ namespace mbts.spark {
         } else {
            ulong _ = 0;
            _model.md.get_bbo(ref _, out var bid, out var ask);
-            var mid = TickUtils.mid_tick(security.regional_ticks(), bid.price, ask.price);
+            var mid = TickUtils.mid_tick(security.ContractSpec, bid.price, ask.price);
            _day_change.set(mid - md.settlement_price);
         }
         _volume.set(volume);
@@ -32,8 +32,6 @@ using System.Windows.Media.Animation;
 using System.Windows.Threading;

 namespace mbts.spark {
-   using RegionalTickFactors = user.settings.RegionalTickFactors;
-
   partial class LadderGridHost : Control {
      static readonly int _initial_row_count;
      static readonly bool _show_scrollbar;
@@ -85,9 +83,10 @@ namespace mbts.spark {
      bool _price_dirty = false, _piq_dirty = false;
      LadderPriceList _price_list = new() {
         length = _initial_row_count,
+         spec = Security.Defaults.ContractSpecificationImmutable
      };
      LadderPriceList _pending_price_list = null;
-      IComparer<double> _price_comparer = MathUtils.epsilon_comparer.reverse();
+      IComparer<double> _price_comparer;
      double _last_origin_price;
      readonly MarketBreakLines _mkt_break_lines;
      NativePriceSize _last_trade;
@@ -385,16 +384,16 @@ namespace mbts.spark {

      Column[] _columns { get; set; } = Array.Empty<Column>();
      IEnumerable<Column> _visible_columns => _columns.Where(c => c.settings.show);
-      RegionalTickFactors _spec_backing;
-      RegionalTickFactors _spec {
+      ContractSpecificationImmutable? _spec_backing;
+      ContractSpecificationImmutable _spec {
         get {
-            if (_spec_backing is not null) {
-               return _spec_backing;
+            if (_spec_backing.HasValue) {
+               return _spec_backing.Value;
            } else if (_vm != null) {
-               _spec_backing = TickUtils.multiply_tick_size(security.regional_ticks(), _settings?.ticks_per_row ?? 1);
-               return _spec_backing;
+               _spec_backing = TickUtils.multiply_tick_size(security.ContractSpec, _settings?.ticks_per_row ?? 1);
+               return _spec_backing.Value;
            }
-            return RegionalTickFactors.Default;
+            return Security.Defaults.ContractSpecificationImmutable;
         }
      }

@@ -448,15 +447,6 @@ namespace mbts.spark {
         return _price_list.high_tick + tick_diff;
      }

-      public bool scroll_to_tick(long tick) {
-         if (tick > int.MaxValue) {
-            Log.Ui.error(
-               $"Unable to scroll to tick {tick} because it exceeds int.MaxValue");
-            return false;
-         }
-         return scroll_to_tick((int)tick);
-      }
-
      public bool scroll_to_tick(int tick) {
         if (_vm is null || _settings is null || _scroll_viewer is null) {
            return false;
@@ -470,23 +460,21 @@ namespace mbts.spark {

         // The scrollbar's vertical offset won't change.  Find the 'top tick' that will put the
         // target `tick` in the center of the viewport.
-         checked {
-            var top_tick = (int)_get_target_top_tick(tick);
-            if (_settings.animate_recenter) {
-               var anim = new Int32Animation {
-                  From = (int)_price_list.high_tick,
-                  To = top_tick,
-                  Duration = TimeSpan.FromSeconds(0.15)
-               };
-               var sb = new Storyboard();
-               sb.Children.Add(anim);
-               Storyboard.SetTarget(anim, this);
-               Storyboard.SetTargetProperty(anim, new PropertyPath(TopTickProperty));
-               sb.Begin();
-            } else {
-               _set_scrollbar_range(high_tick: top_tick);
-               _refresh_prices();
-            }
+         var top_tick = (int)_get_target_top_tick(tick);
+         if (_settings.animate_recenter) {
+            var anim = new Int32Animation {
+               From = _price_list.high_tick,
+               To = top_tick,
+               Duration = TimeSpan.FromSeconds(0.15)
+            };
+            var sb = new Storyboard();
+            sb.Children.Add(anim);
+            Storyboard.SetTarget(anim, this);
+            Storyboard.SetTargetProperty(anim, new PropertyPath(TopTickProperty));
+            sb.Begin();
+         } else {
+            _set_scrollbar_range(high_tick: top_tick);
+            _refresh_prices();
         }
         return true;
      }
@@ -756,12 +744,12 @@ namespace mbts.spark {
      internal double price_for_point(Point point) =>
         _price_for_row(_row_for_point(point));

-      static uint? _size_from_row(int row, IList<double> price_list, NativePriceSize[] depth, RegionalTickFactors spec) {
+      static uint? _size_from_row(int row, IList<double> price_list, NativePriceSize[] depth, ContractSpecificationImmutable spec) {
         if (price_list == null || depth == null) return null;
         else return row <= price_list.Count ? _size_from_price(price_list[row], depth, spec) : null;
      }

-      static uint? _size_from_price(double price, NativePriceSize[] depth, RegionalTickFactors spec) {
+      static uint? _size_from_price(double price, NativePriceSize[] depth, ContractSpecificationImmutable spec) {
         if (!double.IsNaN(price) && depth.TryGetFirst(nps => spec.tick_equals(price, nps.price), out NativePriceSize result))
            return result.size;
         return null;
@@ -1111,16 +1099,10 @@ namespace mbts.spark {
               Log.assert(_price_dirty);
               _price_list = new LadderPriceList {
                  length = _initial_row_count,
-                  security = security
+                  spec = security.ContractSpec
               };
-               var mid_tick = security.tickdiff(_mkt_break_lines.origin, 0) ?? 0;
-               if (mid_tick > int.MaxValue) {
-                  Log.Ui.error(
-                     $"Unable to set scrollbar range about mid_tick {mid_tick}: " +
-                     $"tick count exceeds int.MaxValue");
-               } else {
-                  _set_scrollbar_range(high_tick: (int)mid_tick + (_price_list.Count << 1));
-               }
+               var mid_tick = security.ContractSpec.tickdiff(_mkt_break_lines.origin, 0) ?? 0;
+               _set_scrollbar_range(high_tick: mid_tick + (_price_list.Count << 1));
               _price_dirty = true;
            }
            if (_price_dirty) {
@@ -1199,12 +1181,12 @@ namespace mbts.spark {
               _price_list, _vm.md.settlement_price,
               _settings.net_change == LadderSettings.NetChangeTerms.Ticks,
               _settings.row_height, _settings.price_column,
-               _spec);
+               security.ContractSpec);
         } else {
            LadderRender.render_prices(
               _price_vis_tup.visual, _price_vis_tup.glyph_context,
               _price_list, _settings.row_height,
-               _settings.price_column, _spec,
+               _settings.price_column, security.ContractSpec,
               _settings.price_display_format);
         }
      }
@@ -1281,7 +1263,7 @@ namespace mbts.spark {
         if (!_settings.piq_column.show)
            return;
         int origin_index = LadderRender.index_of(_price_list, _mkt_break_lines.origin, _price_comparer);
-         LadderRender.render_piqs(_piq_vis_tup.visual, _last_vis_tup.glyph_context, _price_list, _vm.price_vs_piq, _settings.row_height, _spec, _settings.piq_column, _fmt_mkt_quantity);
+         LadderRender.render_piqs(_piq_vis_tup.visual, _last_vis_tup.glyph_context, origin_index, _price_list, _vm.price_vs_piq, _settings.row_height, _spec, _settings.piq_column, _fmt_mkt_quantity);
      }

      void _refresh_sizes() {
@@ -1359,7 +1341,7 @@ namespace mbts.spark {
            return;
         if (_price_list is null) {
            _price_list = new LadderPriceList {
-               security = security
+               spec = security.ContractSpec
            };
         }
         _price_list.reset(null, null, _initial_row_count);
@@ -1443,7 +1425,7 @@ namespace mbts.spark {
         _pending_scroll_to_origin |= _settings == null;
         _invalidate_spec();
         if (_price_list != null) {
-            _price_list.security = security;
+            _price_list.spec = _spec;
         }
         _bid_vis_tup.glyph_context = glyph_context(s.bid_column);
         _ask_vis_tup.glyph_context = glyph_context(s.ask_column);
@@ -1,11 +1,9 @@
 using bts.api;

 namespace mbts.spark {
-   using RegionalTickFactors = user.settings.RegionalTickFactors;
-
   class LadderPriceLineViewAdapter {
      public static double bid_line(
-         double bid, double ask, double settlement, RegionalTickFactors spec) {
+         double bid, double ask, double settlement, ContractSpecificationImmutable? spec) {
         return TickUtils.normalize_price(spec, impl());
         double impl() {
            if (!double.IsNaN(bid)) {
@@ -19,7 +17,7 @@ namespace mbts.spark {
      }

      public static double ask_line(
-         double bid, double ask, double settlement, RegionalTickFactors spec) {
+         double bid, double ask, double settlement, ContractSpecificationImmutable? spec) {
         return TickUtils.normalize_price(spec, impl());
         double impl() {
            if (!double.IsNaN(ask)) {
@@ -33,7 +31,7 @@ namespace mbts.spark {
      }

      public static double mid_line(
-         double bid, double ask, double settlement, RegionalTickFactors spec) {
+         double bid, double ask, double settlement, ContractSpecificationImmutable? spec) {
         return TickUtils.normalize_price(spec, impl());
         double impl() {
            if (double.IsNaN(bid)) {
@@ -45,16 +43,16 @@ namespace mbts.spark {
            if (double.IsNaN(ask)) {
               return bid;
            }
-            if (spec is not null) {
-               return TickUtils.mid_tick(spec, bid, ask);
+            if (spec.HasValue) {
+               return TickUtils.mid_tick(spec.Value, bid, ask);
            }
            return bid;
         }
      }

-      static double _try_tick_down(RegionalTickFactors spec, double value) {
-         if (spec is not null) {
-            return spec.tickdown(value);
+      static double _try_tick_down(ContractSpecificationImmutable? spec, double value) {
+         if (spec.HasValue) {
+            return spec.Value.tickdown(value);
         }
         return value;
      }
@@ -1,5 +1,4 @@
 using bts.api;
-using bts.utils;

 using mbts.utils;

@@ -9,78 +8,52 @@ using System.Collections.Generic;
 using System.Collections.Specialized;

 namespace mbts.spark {
-   using RegionalTickFactors = user.settings.RegionalTickFactors;
   public class LadderPriceList : IReadOnlyList<double>, IList<double>, INotifyCollectionChanged, IEquatable<LadderPriceList> {
-      const long _MAX_LENGTH = int.MaxValue;
-
-      long _length;
-      long _high_tick;
-      SecurityImmutable? _security;
-      RegionalTickFactors _regional_tick_backing;
-      RegionalTickFactors _regional_tick =>
-         _regional_tick_backing ??= TickUtils.get_regional_ticks(_security);
+      int _length;
+      int _high_tick;

      public LadderPriceList() { }

      public LadderPriceList(LadderPriceList other) {
         _length = other._length;
         _high_tick = other._high_tick;
-         _security = other._security;
+         spec = other.spec;
      }

      public event NotifyCollectionChangedEventHandler CollectionChanged;

-      public SecurityImmutable? security {
-         get => _security;
-         set {
-            if (value == _security) {
-               return;
-            }
-            _security = value;
-            _regional_tick_backing = null;
-         }
-      }
-
      public ContractSpecificationImmutable spec { get; set; }

-      public long high_tick {
+      public int high_tick {
         get => _high_tick;
         set => _high_tick = value;
      }

-      public long low_tick {
+      public int low_tick {
         get => high_tick - length;
         set => reset(null, value, null);
      }

      public double start {
-         get => _regional_tick.tickup<double>(0, (uint)high_tick);
-         set => high_tick = _regional_tick.tickdiff(value, 0) ?? high_tick;
+         get => spec.tickup(0, high_tick);
+         set => high_tick = spec.tickdiff(value, 0) ?? high_tick;
      }

-      public long length {
+      public int length {
         get => _length;
         set {
-            if (value < 0 || value > _MAX_LENGTH) {
-               throw new ArgumentException(
-                  $"Value 'v' must be >= 0 and < {_MAX_LENGTH} (actually {value})");
+            if (value < 0) {
+               throw new ArgumentException($"Value must be >= 0 (actually {value})");
            }
            _length = value;
         }
      }
-
-      public int Count {
-         get {
-            checked {
-               return (int)length;
-            }
-         }
-      }
+      public int Count => (int)length;

      public bool IsReadOnly => false;

      public double this[int idx] {
-         get => _regional_tick.tick<double>(0, high_tick - idx);
+         get => spec.tickup(0, high_tick - idx);
         set => throw new NotSupportedException();
      }

@@ -94,13 +67,11 @@ namespace mbts.spark {
         GetEnumerator();

      public int IndexOf(double item) {
-         var idx = _regional_tick.tickdiff(start, item) ?? -1;
+         var idx = spec.tickdiff(start, item) ?? -1;
         if (idx < 0 || idx >= length) {
            return -1;
         }
-         checked {
-            return (int)idx;
-         }
+         return idx;
      }

      public void Insert(int index, double item) =>
@@ -167,15 +138,15 @@ namespace mbts.spark {
         }
      }

-      public void reset(long? high_tick = null, long? low_tick = null, long? length = null) {
+      public void reset(int? high_tick = null, int? low_tick = null, int? length = null) {
         if (!high_tick.HasValue && !low_tick.HasValue && !length.HasValue) {
            return;
         }
         if (length.HasValue && length.Value < 0) {
            throw new ArgumentException("Must be >= 0", nameof(length));
         }
-         long new_high_tick = 0;
-         long new_length = 0;
+         int new_high_tick = 0;
+         int new_length = 0;
         if (high_tick.HasValue) {
            new_high_tick = high_tick.Value;
            if (low_tick.HasValue) {
@@ -209,7 +180,8 @@ namespace mbts.spark {
         other != null &&
         _high_tick == other._high_tick &&
         _length == other._length &&
-         _regional_tick.safe_equals(other._regional_tick);
+         spec.LowTick.Equals(other.spec.LowTick) &&
+         spec.PriceBreak.Equals(other.spec.PriceBreak);

      public override bool Equals(object obj) =>
         Equals(obj as LadderPriceList);
@@ -217,10 +189,13 @@ namespace mbts.spark {
      public override int GetHashCode() =>
         HashCode.Combine(_high_tick, _length);

-      double _tick_to_price(long tick) =>
-         _regional_tick.tick<double>(0, tick);
+      double _tick_to_price(int tick) =>
+         spec.tickup(0, tick);

-      void _add_tick(long tick) {
+      int? _price_to_tick(double price) =>
+         spec.tickdiff(price, 0);
+
+      void _add_tick(int tick) {
         int idx;
         if (length == 0) {
            _high_tick = tick;
@@ -229,9 +204,7 @@ namespace mbts.spark {
            _high_tick = tick;
            idx = 0;
         } else if (tick == low_tick - 1) {
-            checked {
-               idx = (int)length;
-            }
+            idx = length;
         } else {
            throw new ArgumentException($"Must be == {nameof(high_tick)} ({high_tick}) + 1, or == {nameof(low_tick)} ({low_tick}) - 1)");
         }
@@ -239,7 +212,7 @@ namespace mbts.spark {
         CollectionChanged?.Invoke(this, new NotifyCollectionChangedEventArgs(NotifyCollectionChangedAction.Add, _tick_to_price(tick), idx));
      }

-      void _remove_tick(long tick) {
+      void _remove_tick(int tick) {
         if (length == 0) {
            throw new InvalidOperationException("Cannot remove tick because length is 0");
         }
@@ -248,9 +221,7 @@ namespace mbts.spark {
            _high_tick--;
            idx = 0;
         } else if (tick == low_tick) {
-            checked {
-               idx = (int)(length - 1);
-            }
+            idx = length - 1;
         } else {
            throw new ArgumentException(
               $"Can only remove {nameof(low_tick)} ({low_tick}) or " +
@@ -9,7 +9,6 @@ using mbts.ui;
 using mbts.ui.controls;
 using mbts.ui.utility.text;

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

 using System;
@@ -20,8 +19,6 @@ using System.Windows;
 using System.Windows.Media;

 namespace mbts.spark {
-   using RegionalTickFactors = user.settings.RegionalTickFactors;
-
   static class BadgeRender {
      // IMPORTANT: the return values for this method MUST BE IN SYNC with the "format" method, else "measure_height" and "LadderRender.measure_row_height" will be broken.
      static int _line_count_for_style(LadderSettings.BadgeStyle badge_style) => badge_style == LadderSettings.BadgeStyle.Alternate ? 2 : 1;
@@ -76,16 +73,6 @@ namespace mbts.spark {
      }

      public static int index_of(IList<double> prices, double price, IComparer<double> comparer, bool relative_idx) {
-         for (int i = 1; i < prices.Count; i++) {
-            Log.assert(prices[i - 1] > prices[i]);
-            var c = comparer.Compare(prices[i - 1], prices[i]);
-            if (c >= 0) {
-               c = comparer.Compare(prices[i - 1], prices[i]);
-            } else {
-               c = comparer.Compare(prices[i - 1], prices[i]);
-            }
-            Log.assert(c < 0);
-         }
         var idx = CollectionHelper.binary_search(prices, price, comparer);
         if (relative_idx && idx < 0) {
            idx = ~idx;
@@ -108,13 +95,30 @@ namespace mbts.spark {
            settings.font_size, settings.width, row_height, HorizontalAlignment.Right,
            -4, VerticalAlignment.Center, row * row_height, true);

-      public static GlyphRun[] format_prices(IList<double> prices, double reference_price, bool format_in_tick_terms, double row_height, LadderColumnSettings settings, GlyphContext glyph_context, RegionalTickFactors spec) {
+      public static IList<double> gen_prices(double mid, int row_count, ContractSpecificationImmutable spec) {
+         bool is_odd = row_count % 2 == 1;
+         var result = new double[row_count];
+         int range = row_count / 2;
+         int middle = row_count / 2;
+         result[middle] = mid;
+         double up = mid, down = mid;
+         // Starting from the middle iterate out to the edges
+         for (int x = 1; x <= range; ++x) {
+            up = spec.tickup(up);
+            down = spec.tickdown(down);
+            result[middle - x] = up;
+            result[middle + x] = down;
+         }
+         return result;
+      }
+
+      public static GlyphRun[] format_prices(IList<double> prices, double reference_price, bool format_in_tick_terms, double row_height, LadderColumnSettings settings, GlyphContext glyph_context, ContractSpecificationImmutable spec) {
         var result = new GlyphRun[prices.Count];
         Parallel.For(0, prices.Count, i =>
            result[i] = format_text(spec.format(prices[i] - reference_price, format_in_tick_terms), i, row_height, settings, glyph_context));
         return result;
      }
-      public static GlyphRun[] format_prices(IList<double> prices, double row_height, LadderColumnSettings settings, GlyphContext glyph_context, RegionalTickFactors spec, LadderSettings.PriceDisplayFormat price_display_format) {
+      public static GlyphRun[] format_prices(IList<double> prices, double row_height, LadderColumnSettings settings, GlyphContext glyph_context, ContractSpecificationImmutable spec, LadderSettings.PriceDisplayFormat price_display_format) {
         var result = new GlyphRun[prices.Count];
         Parallel.For(0, prices.Count, i =>
            result[i] = format_text(spec.format(prices[i]), i, row_height, settings, glyph_context, price_display_format));
@@ -139,12 +143,12 @@ namespace mbts.spark {
         bool format_in_tick_terms,
         double row_height,
         LadderColumnSettings settings,
-         RegionalTickFactors tick) {
+         ContractSpecificationImmutable spec) {
         if (price_list.IsNullOrEmpty()) {
            return;
         }
         render_prices(
-            price, glyph_context, price_list, row_height, settings, tick,
+            price, glyph_context, price_list, row_height, settings, spec,
            wrt_price, format_in_tick_terms);
      }

@@ -154,12 +158,12 @@ namespace mbts.spark {
         IList<double> dprices,
         double row_height,
         LadderColumnSettings settings,
-         RegionalTickFactors tick,
+         ContractSpecificationImmutable spec,
         double wrt_price,
         bool format_in_tick_terms) {
         var foreground = settings.foreground.rgb_brush();
         //var background = new SolidColorBrush(settings.background.rgb_color());
-         var fprices = format_prices(dprices, wrt_price, format_in_tick_terms, row_height, settings, glyph_context, tick);
+         var fprices = format_prices(dprices, wrt_price, format_in_tick_terms, row_height, settings, glyph_context, spec);
         using (var dc = price.RenderOpen())
         using (_draw_with_clip(dc, settings, row_height, dprices.Count)) {
            //dc.DrawRectangle(background, null, new Rect(0, 0, settings.width, row_count * row_height));
@@ -174,11 +178,11 @@ namespace mbts.spark {
         IList<double> dprices,
         double row_height,
         LadderColumnSettings settings,
-         RegionalTickFactors tick,
+         ContractSpecificationImmutable spec,
         LadderSettings.PriceDisplayFormat price_display_format) {
         var foreground = settings.foreground.rgb_brush();
         //var background = new SolidColorBrush(settings.background.rgb_color());
-         var fprices = format_prices(dprices, row_height, settings, glyph_context, tick, price_display_format);
+         var fprices = format_prices(dprices, row_height, settings, glyph_context, spec, price_display_format);
         using (var dc = price.RenderOpen())
         using (_draw_with_clip(dc, settings, row_height, dprices.Count)) {
            //dc.DrawRectangle(background, null, new Rect(0, 0, settings.width, row_count * row_height));
@@ -211,7 +215,7 @@ namespace mbts.spark {
         IList<double> prices,
         NativePriceSize[] rungs,
         double row_height,
-         RegionalTickFactors spec,
+         ContractSpecificationImmutable spec,
         LadderColumnSettings settings,
         Func<NativePriceSize, string> fmt,
         bool lighten_market_cells,
@@ -244,18 +248,17 @@ namespace mbts.spark {
                     direct_size: aggr.direct_size + rung.direct_size,
                     implied_size: aggr.implied_size + rung.implied_size),
                  rung => {
-                     var ticks = spec.count_ticks(rung.price);
+                     //spec.round_to_tick(rung.price);
+                     var ticks = spec.full_ticks_from_zero(rung.price);
                     return ticks.HasValue ? spec.tickup(0, ticks.Value) : rung.price;
                  });
            foreach (var rung in row_tick_groups) {
               //double price = spec.round_to_tick(rung.price);
-               var ticks = spec.count_ticks(rung.price);
+               var ticks = spec.full_ticks_from_zero(rung.price);
               var price = ticks.HasValue ? spec.tickup(0, ticks.Value) : rung.price;
               // prices are in descending order, so get diff from curr_price - price
-               var tick_diff = spec.tickdiff(curr_price, price).assert_value();
-               checked {
-                  curr_index += (int)tick_diff;
-               }
+               int tick_diff = spec.tickdiff_unchecked(curr_price, price);
+               curr_index += tick_diff;
               curr_price = price;
               if (curr_index >= 0 && curr_index < prices.Count) {
                  if (market_cell_background_brush != null)
@@ -275,7 +278,7 @@ namespace mbts.spark {
         IList<double> prices,
         IEnumerable<VolumeAtPriceLevelImmutable> data,
         double row_height,
-         RegionalTickFactors spec,
+         ContractSpecificationImmutable spec,
         VolumeColumnSettings settings,
         int last_index,
         string last_size_and_direction,
@@ -368,32 +371,27 @@ namespace mbts.spark {

      public delegate void RenderCell<T>(DrawingContext dc, int row, T data_item);

-      static void _render_cells<T>(DrawingVisual dv, double row_height, IEnumerable<(double price, T value)> cells, LadderColumnSettings settings, IList<double> prices, RegionalTickFactors spec, RenderCell<T> render_cell) {
+      static void _render_cells<T>(DrawingVisual dv, double row_height, IEnumerable<(double price, T value)> data, LadderColumnSettings settings, IList<double> prices, ContractSpecificationImmutable spec, RenderCell<T> render_cell) {
         using (var dc = dv.RenderOpen())
         using (_draw_with_clip(dc, settings, row_height, prices.Count)) {
-            if (prices.is_null_or_empty() || cells.is_null_or_empty()) {
+            if (data.is_null_or_empty())
               return;
-            }
-            var min_price = prices[prices.Count - 1];
-            var max_price = prices[0];
-            Log.assert(min_price.is_real() && max_price.is_real() && min_price <= max_price);
-            var indexed_cells = cells
-               .Where(item => item.price.is_real() && item.price.is_within_range(min_price, max_price))
-               .Select(row => {
-                  checked {
-                     return (row.price, row.value, (int)spec.tickdiff(max_price, row.price));
-                  }
-               });
-            foreach (var (price, value, idx) in indexed_cells) {
-               var check_price = spec.tickdown(max_price, idx);
-               Log.assert(spec.tick_equals(price, check_price));
-               Log.assert(idx >= 0 && idx < prices.Count);
-               render_cell(dc, idx, value);
+            int curr_index = 0;
+            double curr_price = prices[curr_index];
+            foreach (var (price, value) in data) {
+               if (double.IsNaN(price))
+                  continue;
+               // prices are in descending order, so get diff from curr_price - price
+               int tick_diff = spec.tickdiff(curr_price, price) ?? 0;
+               curr_index += tick_diff;
+               curr_price = price;
+               if (curr_index >= 0 && curr_index < prices.Count) {
+                  render_cell(dc, curr_index, value);
+               } else break;
            }
         }
      }

-
      internal static void render_last(DrawingVisual dv, GlyphContext glyph_context, NativePriceSize last, int index, double row_height, LadderColumnSettings settings, Func<uint, string> fmt_value) {
         if (fmt_value is null)
            fmt_value = FormattingDelegates.default_string<uint>();
@@ -407,18 +405,36 @@ namespace mbts.spark {
      internal static void render_piqs(
         DrawingVisual dv,
         GlyphContext glyph_context,
+         int origin_index,
         IList<double> prices,
         IEnumerable<(double price, uint piq)> pvp,
         double row_height,
-         RegionalTickFactors spec,
+         ContractSpecificationImmutable spec,
         LadderColumnSettings settings,
-         Func<uint, string> fmt_value
-      ) {
-         fmt_value ??= FormattingDelegates.default_string<uint>();
-         var fg = settings.foreground.rgb_brush();
-         _render_cells(dv, row_height, pvp, settings, prices, spec, (dc, row, piq) =>
-            dc.DrawGlyphRun(
-               fg, format_text(fmt_value(piq), row, row_height, settings, glyph_context)));
+         Func<uint, string> fmt_value) {
+         //
+         using (var dc = dv.RenderOpen()) {
+            using (_draw_with_clip(dc, settings, row_height, prices.Count)) {
+               if (!prices.within_range(origin_index) || pvp.is_null_or_empty())
+                  return;
+               if (fmt_value is null)
+                  fmt_value = FormattingDelegates.default_string<uint>();
+               var foreground = settings.foreground.rgb_brush();
+               int curr_index = origin_index;
+               double curr_price = prices[curr_index];
+               foreach (var entry in pvp) {
+                  double price = entry.price;
+                  // prices are in descending order, so get diff from curr_price - price
+                  int tick_diff = spec.tickdiff_unchecked(curr_price, price);
+                  curr_index += tick_diff;
+                  curr_price = price;
+                  if (curr_index >= 0 && curr_index < prices.Count) {
+                     var gr = format_text(fmt_value(entry.piq), curr_index, row_height, settings, glyph_context);
+                     dc.DrawGlyphRun(foreground, gr);
+                  } else break;
+               }
+            }
+         }
      }

      public static void render_mkt_break(DrawingVisual dv, int index, double row_height, uint color) =>
@@ -59,9 +59,7 @@ namespace bts.shell.manual_fills {
            nameof(quantity_display),
            () => {
               var sec_meta = security.HasValue ? _sec_meta_store.get(security.Value) : null;
-               return sec_meta?.HasQuantityDisplay ?? false ?
-                  sec_meta.Value.QuantityDisplay :
-                  Security.Defaults.quantity_display_settingsi;
+               return sec_meta?.QuantityDisplay ?? Security.Defaults.quantity_display_settingsi;
         });
         // TODO (prob): remove conversion_data.  Replace get_qty_display_divisor delegates w/
         // TickDisplaySettingsImmutable for qty, obtained via ISecurityMetadataStore.
@@ -31,12 +31,10 @@
        ItemsSource="{Binding rows_view}"
        MinRowHeight="17"
        RowHeaderWidth="22"
-        Background="{u:BTSColor ManualFills.background}"
      >
        <!--Row Header Style-->
        <DataGrid.RowHeaderStyle>
          <Style TargetType="DataGridRowHeader">
-        <Setter Property="Background" Value="transparent"/>
            <Setter Property="Content" Value="{Binding}"/>
            <Setter Property="ContentTemplate">
              <Setter.Value>
@@ -125,12 +123,8 @@
        <!--Row Style-->
        <DataGrid.RowStyle>
          <Style TargetType="DataGridRow">
-            <Setter Property="Background" Value="{u:BTSColor Grid.default_row_background}"/>
            <Setter Property="IsSelected" Value="{Binding is_selected, Mode=TwoWay, UpdateSourceTrigger=PropertyChanged}"/>
            <Style.Triggers>
-            <Trigger Property="DataGridRow.AlternationIndex" Value="1">
-              <Setter Property="Background" Value="{u:BTSColor Grid.alternate_row_background}"/>
-            </Trigger>
              <DataTrigger Binding="{Binding IsSelected, RelativeSource={RelativeSource Self}}" Value="True">
                <Setter Property="Background" Value="{StaticResource SelectedRowBackground}"/>
              </DataTrigger>
@@ -73,7 +73,7 @@ namespace Spark.Trading {
            meta.Value.Value.PriceDisplay : Security.Defaults.price_display_settingsi;
         if (security.HasValue) {
            rv = rv.with(
-               tick_factors: security.Value.regional_ticks().low_tick.to_api_tick_factors());
+               tick_factors: security.spec_or_default().tick_factors().to_api_tick_factors());
         }
         return rv;
      }
@@ -769,7 +769,7 @@ namespace mbts.spark {
            return;
         }

-         var price_display = TickUtils.get_tick(row.security, price ?? 0).to_api_tick_display_settingsi();
+         var price_display = row.contract_spec?.tick_factors()?.to_api_tick_display_settingsi();
         var update_desc = OrderUtils.update_description(
            row.order, price, quantity, price_display, row.quantity_display_settings);
         Log.Ui.info(
@@ -179,7 +179,8 @@ namespace mbts.spark {
            using var _ = detect_property_changes(
               nameof(spec),
               nameof(display_quantity_divisor),
-               nameof(quantity_display));
+               nameof(quantity_display),
+               nameof(unit_quantity));
            _security_md = value;
            bbo.security_md = value;
            _payup_bid_cmd.RaiseCanExecuteChanged();
@@ -209,6 +210,9 @@ namespace mbts.spark {
         }
      }

+      public double unit_quantity =>
+         (security?.ContractSpec)?.tick_factors()?.tick_unit_frac() ?? 1;
+
      public AlgoDefinitionVM algo_vm { get; }
      public IReadOnlyObservableCollection<AlgoParamRowVM> param_rows { get; }
      public BBOVM bbo { get; }
@@ -293,10 +293,7 @@ namespace bts.shell.pnl {
               return _quantity_display_backing.Value;
            }
            if (security.HasValue) {
-               var sec_meta = _sec_meta_store.get(security.Value);
-               if (sec_meta?.HasQuantityDisplay ?? false) {
-                  _quantity_display_backing = sec_meta.Value.QuantityDisplay;
-               }
+               _quantity_display_backing = _sec_meta_store.get(security.Value)?.QuantityDisplay;
            }
            return _quantity_display_backing ??= Security.Defaults.quantity_display_settingsi;
         }
@@ -1,12 +1,10 @@
 using mbts.analytics;

 using System;
-using System.Collections.Generic;
-using System.Linq;
-using System.Text;
-using System.Threading.Tasks;
+

 namespace BCG {
+   using Size = System.Single;
   public enum BidAskAlertZone { buy, sell, none }
   public class BBOPacket {
      public enum MarketSide {
@@ -15,8 +13,8 @@ namespace BCG {

      private double _bid_price => md.bid_price;
      private double _ask_price => md.ask_price;
-      private UInt32 _bid_size => md.bid_size;
-      private UInt32 _ask_size => md.ask_size;
+      private Size _bid_size => md.bid_size;
+      private Size _ask_size => md.ask_size;
      private static BBOPacket _null_pack = new BBOPacket(VolSurfaceMDUnit.empty);
      public readonly VolSurfaceMDUnit md;

@@ -24,21 +22,6 @@ namespace BCG {
         this.md = md;
      }

-      public static bool bid_through_theo(BBOPacket md, mbts.spark.TheoPoint tp, bool is_call) {
-         return false;
-         // if (tp != null && md != null && md._md_row != null)
-         //    return get_bid_price(md) > (is_call ? tp.call : tp.put);
-         // else
-         //    return false;
-      }
-
-      public static bool ask_through_theo(BBOPacket md, mbts.spark.TheoPoint tp, bool is_call) {
-         // if (tp != null && md != null && md._md_row != null)
-         //    return get_ask_price(md) < (is_call ? tp.call : tp.put);
-         // else
-         return false;
-      }
-
      public static double get_mid_price(BBOPacket md) {
         return (get_bid_price(md) + get_ask_price(md)) / 2.0;
      }
@@ -47,21 +30,16 @@ namespace BCG {
         return md != null ? md._bid_price : Double.NaN;
      }

-      public static UInt32 get_bid_size(BBOPacket md) {
-         return md != null ? md._bid_size : (UInt32)0;
+      public static Size get_bid_size(BBOPacket md) {
+         return md != null ? md._bid_size : (Size)0;
      }

      public static double get_ask_price(BBOPacket md) {
         return md != null ? md._ask_price : Double.NaN;
      }

-      public static UInt32 get_ask_size(BBOPacket md) {
-         return md != null ? md._ask_size : (UInt32)0;
-      }
-      public static Tuple<double, UInt32> get_md(BBOPacket md, bool is_bid) {
-         double price = is_bid ? BBOPacket.get_bid_price(md) : BBOPacket.get_ask_price(md);
-         UInt32 sz = is_bid ? BBOPacket.get_bid_size(md) : BBOPacket.get_ask_size(md);
-         return Tuple.Create(price, sz);
+      public static Size get_ask_size(BBOPacket md) {
+         return md != null ? md._ask_size : (Size)0;
      }
   }
 }
@@ -123,15 +123,6 @@ namespace BCG {

      #endregion

-      #region Orders
-      [System.ComponentModel.Category("Orders / Algo")]
-      [System.ComponentModel.DisplayName("Default Account")]
-      public string Account { get; set; }
-      [System.ComponentModel.Category("Orders / Algo")]
-      [System.ComponentModel.DisplayName("Default Qty")]
-      public Nullable<double> DefaultQty { get; set; }
-      #endregion
-
      public NMSheetSettingLayout() {
         show_settings_header = false;
         show_exp_navigator = false;
@@ -18,7 +18,6 @@ using mbts.spark.filters;
 using System.Collections;
 using System.Reactive.Linq;
 using System.Threading;
-using bts.api.orderman;

 namespace BCG {
   public partial class NMSheetControl : UserControl {
@@ -556,17 +555,6 @@ namespace BCG {
      }
      private void _launch_order_entry_window(NMSheetTheoGrid.GridCell cell,
                                              OrderEntryWindow window_type) {
-         Func<string, bts.AccountTuple> get_account = (string default_acc) => {
-            string account = _settings.setting_layout.Account;
-            if (String.IsNullOrEmpty(account)) {
-               account = default_acc;
-            }
-            Nullable<uint> id = _get_account_id(account);
-            if (!id.HasValue) {
-               id = 0;
-            }
-            return new bts.AccountTuple(id.Value, account);
-         };
         uint key;
         var found = _sheet_data.get_security_key(cell.expiration,
            cell.strike, cell.call_selected, out key);
@@ -578,20 +566,7 @@ namespace BCG {
         if (sc_data.sec_md_map.TryGetValue(key, out var smd)) {
            switch (window_type) {
               case OrderEntryWindow.Ticket:
-                  bool is_bid = NMSheetSettingColumnOrganization.get_column_info(cell.col).is_bid;
-                  bts.AccountTuple acc_tup = get_account("SMALL");
-                  Nullable<double> qty = _settings.setting_layout.DefaultQty;
-                  OrderDefinition od = new OrderDefinition() {
-                     SecurityKey = smd.id,
-                     TimeInForce = TimeInForce.Gtc,
-                     Account = acc_tup.name,
-                     AccountId = acc_tup.id
-                  };
-                  BBOPacket bbo = _sheet_data.get_bbo(smd.id);
-                  Tuple<double, UInt32> pr_sz = BBOPacket.get_md(bbo, is_bid);
-                  UInt32 effective_qty = qty.HasValue ? Convert.ToUInt32(Math.Abs(qty.Value)) : pr_sz.Item2;
-                  _threaded_bb.post(SparkTags.ShowOrderTicketTag,
-                     (new OrderDefinitionImmutable(od), pr_sz.Item1, effective_qty));
+                  _threaded_bb.post(SparkTags.ShowOrderTicketFromSecurityTag, smd);
                  break;
               case OrderEntryWindow.Ladder:
                  _threaded_bb.post(SparkTags.ShowLadderTag, smd);
@@ -121,7 +121,7 @@ namespace bts.shell {

      void _on_orders(TableUpdate<(SecurityImmutable? sec, OrderRecordImmutable order), uint> update) {
         // must update notification_service_data_cache first, some of the predicate/triggers (esp. ToastNotifications) will use the notification_service_data_cache to lookup order-history
-         _data_cache.update(update);
+         _data_cache.update(update.as_iincremental());
         foreach (var o in update.added.Concat(update.changed))
            _order_notifications.process_item(o);
      }
@@ -1,157 +1,89 @@
-using bts.api;
-using bts.api.core;
-using bts.api.orderman;
-
-using mbts.spark;
-using mbts.utils;
-
-using System;
-using System.Collections.Generic;
-using System.Linq;
-
-namespace bts.shell {
-   // Any predicate-sound/notifications that need to reference previous data (i.e. notifications based on change/time, or state changes) should use the INotificationServiceDataCache.
-   // The INotificationService updates these caches in its IObservable.OnNext callbacks, just before calling all of the predicate-trigger methods.
-   // Therfore, data referenced through this interface is guarenteed to be up-to-date, and thread safe.  It also reduces performance overhead by avoiding redundant bookeeping.
-   // Note: last_order_reset_time can be used by sound/toast-notification sources to avoid sending false-positive notifications for old orders (i.e. all the orders that arrive in the first update on startup/server restart)
-   // --------------------------------------------------------------------------------------------------------------------------------------------
-   // IMPOARTANT!!! The current implementation of this interface is NOT INTENDED FOR GENERAL USE - order_history is NOT THREAD-SAFE
-   interface INotificationServiceDataCache {
-      bool is_first_order_update { get; }
-      IReadOnlyDictionary<uint, List<TimeStampedData<OrderSecurity>>> order_history { get; }
-   }
-
-   static class NotificationServiceDataCacheExtensions {
-      public static OrderSecurity? get_previous_order_state(this INotificationServiceDataCache notification_service_data_cache, uint key) {
-         if (notification_service_data_cache.order_history.TryGetValue(key, out List<TimeStampedData<OrderSecurity>> l)) {
-            if (l.Count > 1) {
-               return l[l.Count - 2].data;
-            }
-         }
-         return null;
-      }
-   }
-
-   struct TimeStampedData<T> {
-      public readonly T data;
-      public readonly DateTime time_stamp;
-
-      public TimeStampedData(T data, DateTime time_stamp) {
-         this.data = data;
-         this.time_stamp = time_stamp;
-      }
-   }
-
-   partial class NotificationService : INotificationService, IDisposable {
-      class DataCache : INotificationServiceDataCache {
-         const int _ORDER_HISTORY_BUFFER_SIZE = 10;
-         const int _TABLE_HISTORY_BUFFER_SIZE = 5;
-
-         readonly Dictionary<uint, OrderSecurity> _order_cache = new Dictionary<uint, OrderSecurity>();
-         readonly Dictionary<uint, List<TimeStampedData<OrderSecurity>>> _order_history = new Dictionary<uint, List<TimeStampedData<OrderSecurity>>>();
-         readonly List<(TableUpdate<(SecurityImmutable?, OrderRecordImmutable), uint>, DateTime)> _table_history = new(_TABLE_HISTORY_BUFFER_SIZE);
-         readonly object _lock = new();
-
-         public IReadOnlyDictionary<uint, List<TimeStampedData<OrderSecurity>>> order_history => _order_history;
-
-         public bool is_first_order_update { get; private set; }
-
-         internal void update(TableUpdate<(SecurityImmutable? sec, OrderRecordImmutable order), uint> table) {
-            // First, try processing the update per usual (incrementally). If it throws,
-            // then log the exception and reset the state.
-            DateTime now = DateTime.Now;
-            lock (_lock) {
-               _circular_buffer_add(_table_history, (table, now), _TABLE_HISTORY_BUFFER_SIZE);
-               try {
-                  impl();
-                  return;
-               } catch (Exception ex) {
-                  var table_history_desc = _fmt_order_table_history_safe();
-                  Log.Ui.error(
-                     $"Error processing order update in NotificationService: {ex}.\n" +
-                     $"***Last table updates below***\n" +
-                     table_history_desc);
-               }
-               // This is the 'escape' path. It really shouldn't throw.
-               reset();
-            }
-
-            void impl() {
-               if (table.state.Count == 0) {
-                  _order_cache.Clear();
-               }
-               is_first_order_update = _order_cache.Count == 0 && table.state.Count > 0;
-               foreach (var order in table.removed) {
-                  var k = table.key(order);
-                  _order_cache.Remove(k);
-                  _order_history.Remove(k);
-               }
-               foreach (var ch in table.changes) {
-                  var k = table.key(ch.New);
-                  _order_cache[k] = ch.New;
-                  _order_history[k].Add(new(ch.New, now));
-               }
-               foreach (var order in table.added) {
-                  var k = table.key(order);
-                  _order_cache[k] = order;
-                  var hist = _order_history.GetOrAdd(k, _ => new());
-                  _circular_buffer_add(hist, new(order, now), _ORDER_HISTORY_BUFFER_SIZE);
-               }
-            }
-
-            void reset() {
-               _order_cache.Clear();
-               _order_history.Clear();
-               _table_history.Clear();
-               foreach (var (k, order) in table.state) {
-                  _order_cache[k] = order;
-                  _order_history.GetOrAdd(k, _ => new()).Add(new(order, now));
-               }
-               is_first_order_update = true;
-            }
-         }
-
-         static void _circular_buffer_add<T>(List<T> list, T item, int buffer_size) {
-            Log.assert(buffer_size > 0);
-            if (list.Count > buffer_size - 1) {
-               // Remove oldest items (trim front)
-               list.RemoveRange(
-                  0, list.Count - (buffer_size - 1));
-            }
-            list.Add(item);
-         }
-
-         string _fmt_order_table_history_safe() {
-            return _fmt_table_history_safe(_table_history, fmt_order_tup);
-
-            static string fmt_order_tup((SecurityImmutable?, OrderRecordImmutable) order_tup) {
-               var (sec, order) = order_tup;
-               var order_desc = OrderUtils.short_description(order, sec.spec_or_default());
-               var sec_desc = sec?.ToString() ?? ("sid=" + order.security_key().ToString());
-               return $"{sec_desc} {order_desc}";
-            }
-         }
-
-         static string _fmt_table_history_safe<T, TKey>(
-            List<(TableUpdate<T, TKey>, DateTime)> table_history, Func<T, string> fmt_value) where TKey : IEquatable<TKey> {
-            var table_history_desc = new System.Text.StringBuilder();
-            for (int i = 0; i < table_history.Count; i++) {
-               var (table, time_stamp) = table_history[i];
-               table_history_desc.AppendLine(
-                  $"Update - {table_history.Count - i}, at {time_stamp:yyyy-MM-dd hh:mm:ss.ffffff}");
-               table_history_desc.AppendLine(_fmt_table_safe(table, fmt_value));
-            }
-            return table_history_desc.ToString();
-         }
-
-         static string _fmt_table_safe<T, TKey>(
-            TableUpdate<T, TKey> table, Func<T, string> fmt_value) where TKey : IEquatable<TKey> {
-            try {
-               return table.description(fmt_value);
-            } catch (Exception ex) {
-               return $"Exception while formatting TableUpdate: ${ex}";
-            }
-         }
-      }
-   }
-}
+using bts.api;
+using bts.api.orderman;
+
+using mbts.spark;
+using mbts.utils;
+
+using System;
+using System.Collections.Generic;
+
+namespace bts.shell {
+   // Any predicate-sound/notifications that need to reference previous data (i.e. notifications based on change/time, or state changes) should use the INotificationServiceDataCache.
+   // The INotificationService updates these caches in its IObservable.OnNext callbacks, just before calling all of the predicate-trigger methods.
+   // Therfore, data referenced through this interface is guarenteed to be up-to-date, and thread safe.  It also reduces performance overhead by avoiding redundant bookeeping.
+   // Note: last_order_reset_time can be used by sound/toast-notification sources to avoid sending false-positive notifications for old orders (i.e. all the orders that arrive in the first update on startup/server restart)
+   // --------------------------------------------------------------------------------------------------------------------------------------------
+   // IMPOARTANT!!! The current implementation of this interface is NOT INTENDED FOR GENERAL USE - order_history is NOT THREAD-SAFE
+   interface INotificationServiceDataCache {
+      DateTime last_order_reset_time { get; }
+      bool is_first_order_update { get; }
+      IReadOnlyDictionary<uint, List<TimeStampedData<OrderSecurity>>> order_history { get; }
+   }
+
+   static class NotificationServiceDataCacheExtensions {
+      public static OrderSecurity? get_previous_order_state(this INotificationServiceDataCache notification_service_data_cache, uint key) {
+         if (notification_service_data_cache.order_history.TryGetValue(key, out List<TimeStampedData<OrderSecurity>> l)) {
+            if (l.Count > 1) {
+               return l[l.Count - 2].data;
+            }
+         }
+         return null;
+      }
+   }
+
+   struct TimeStampedData<T> {
+      public readonly T data;
+      public readonly DateTime time_stamp;
+
+      public TimeStampedData(T data, DateTime time_stamp) {
+         this.data = data;
+         this.time_stamp = time_stamp;
+      }
+   }
+
+   partial class NotificationService : INotificationService, IDisposable {
+      class DataCache : INotificationServiceDataCache {
+         const int _buffer_size = 10;
+         readonly Dictionary<uint, OrderSecurity> _order_cache = new Dictionary<uint, OrderSecurity>();
+         readonly Dictionary<uint, List<TimeStampedData<OrderSecurity>>> _order_history = new Dictionary<uint, List<TimeStampedData<OrderSecurity>>>();
+
+         public IReadOnlyDictionary<uint, List<TimeStampedData<OrderSecurity>>> order_history => _order_history;
+
+         public DateTime last_order_reset_time { get; private set; }
+         public bool is_first_order_update { get; private set; }
+
+         internal void update(IIncrementalUpdate<(SecurityImmutable? sec, OrderRecordImmutable order), uint> data) {
+            DateTime now = DateTime.Now;
+            if (data.removed.Count == _order_cache.Count) {
+               last_order_reset_time = now;
+               _order_cache.Clear();
+            }
+            is_first_order_update = _order_cache.Count == 0 && data.added.Count > 0;
+            foreach (var kv in data.removed) {
+               if (data.added.ContainsKey(kv.Key)) {
+                  _order_cache[kv.Key] = kv.Value;
+                  _order_history[kv.Key].Add(new TimeStampedData<OrderSecurity>(kv.Value, now));
+               } else {
+                  _order_cache.Remove(kv.Key);
+                  // TODO: maybe these shouldn't be removed?
+                  // if we add delta/time predicates that need to refer to order history, we might need to keep them around
+                  // although, if the server is telling us to remove them, perhaps we shouldn't consider such data.
+                  _order_history.Remove(kv.Key);
+               }
+            }
+            foreach (var kv in data.added) {
+               if (data.removed.ContainsKey(kv.Key))
+                  continue;
+               _order_cache.Add(kv.Key, kv.Value);
+               _order_history.AddOrUpdate(kv.Key,
+                  k => new List<TimeStampedData<OrderSecurity>> { new TimeStampedData<OrderSecurity>(kv.Value, now) },
+                  (k, l) => {
+                     l.Add(new TimeStampedData<OrderSecurity>(kv.Value, now));
+                     if (l.Count >= 10)
+                        l.RemoveAt(0);
+                  });
+            }
+         }
+      }
+   }
+}
@@ -11,8 +11,6 @@ using System.Reactive.Linq;
 using System.Windows.Input;

 namespace mbts.spark {
-   using RegionalTickFactors = user.settings.RegionalTickFactors;
-
   class InlineOrderTicketProperties {
      public readonly InlineUserProperty<double> price;
      public readonly InlineUserProperty<double> size;
@@ -104,7 +102,6 @@ namespace mbts.spark {

      public SecurityImmutable security => _security.Value;
      public double price { get; set; }
-      public RegionalTickFactors price_tick => security.regional_ticks();
      public CalculatorLogic<double> size_calculator { get; }
      public double display_quantity_divisor {
         get => _display_quantity_divisor;
@@ -225,7 +225,10 @@ namespace bts.spark {
         var security = try_get_security(order.Def.SecurityKey);
         var change_descs = new List<string>(1);

-         var price_display  = TickUtils.get_tick(security, price).to_api_tick_display_settingsi();
+         TickDisplaySettingsImmutable? price_display =
+            security.HasValue && security.Value.HasContractSpec ?
+               security.Value.ContractSpec.tick_factors().to_api_tick_display_settingsi() : null;
+
         var price_qty_change_desc = OrderUtils.update_description(
            order, price, size, price_display);

@@ -74,7 +74,7 @@
      <usp:PriceEntryControl
        Grid.ColumnSpan="2"
        usp:OrderModificationControl.IsDirty="{Binding price_dirty, FallbackValue={x:Null}}"
-        RegionalTick="{Binding price_tick}"
+        ContractSpec="{Binding security.ContractSpec}"
        Focusable="false"
        TickDefaultValue="{Binding current_price, Converter={StaticResource TickDefaultPriceConverter}, FallbackValue={u:Double 0}}"
        Value="{Binding price}"
@@ -254,14 +254,17 @@ namespace mbts.spark {
         $"{(order.HasDef ? order.Def.Side.ToString() : "(unknown-side)")} {(order.HasState ? ($@"{spec.format(order.State.Price)} @ {order.State.Quantity}") : "(unknown-price) @ (unknown-quantity)")}";

      public static string short_description(
-         SecurityImmutable security, Side side, double price, double quantity) {
-         var price_display = TickUtils.get_tick(security, price).to_api_tick_display_settingsi();
-         return new StringBuilderEx(
+         SecurityImmutable security, Side side, double price, double quantity) =>
+         new StringBuilderEx(
            security.ToString(), " ",
            side.ToString(), " ",
-            price_quantity_description(price, quantity, price_display)
+            price_quantity_description(price, quantity, security.spec_or_default())
         ).ToString();
-      }
+
+      public static string price_quantity_description(
+         double price, double quantity, ContractSpecificationImmutable spec) =>
+         price_quantity_description(
+            price, quantity, spec.tick_factors().to_api_tick_display_settingsi());

      public static string price_quantity_description(
         double price,
@@ -90,8 +90,7 @@ namespace mbts {
            }
            var sec = order.security;
            var sec_meta = sec.HasValue ? _sec_meta_store.get(sec.Value) : null;
-            var qty_display = sec_meta?.HasQuantityDisplay ?? false ?
-               sec_meta.Value.QuantityDisplay :
+            var qty_display = sec_meta?.QuantityDisplay ??
               Security.Defaults.quantity_display_settingsi;
            return ToastNotifications.order_completed(order, qty_display);
         }
@@ -190,13 +190,24 @@ namespace mbts.analytics {
         }
      }

-      void _compute_swipe_sum() =>
-         (swipe_sum_puts, swipe_sum_calls, swipe_sum_net) = _visible_selected_cells
-            .SelectMany(tup =>
-               tup.exps.Select(exp => {
-                  var (p, c, n) = tup.row.get_cell_values(exp);
-                  return (p.if_nan(0), c.if_nan(0), n.if_nan(0));
-               }))
-            .Sum();
+      void _compute_swipe_sum() {
+         swipe_sum_puts = 0;
+         swipe_sum_calls = 0;
+         swipe_sum_net = 0;
+         foreach (var (row, exps) in _visible_selected_cells) {
+            foreach (var exp in exps) {
+               var (p, c, n) = row.get_cell_values(exp);
+               if (!p.is_nan()) {
+                  swipe_sum_puts += p;
+               }
+               if (!c.is_nan()) {
+                  swipe_sum_calls += c;
+               }
+               if (!n.is_nan()) {
+                  swipe_sum_net += n;
+               }
+            }
+         }
+      }
   }
 }
@@ -121,7 +121,7 @@ namespace mbts.analytics {
              timer.stop();
              Log.Ui.info($"PNLReportCalculator n_pos: {output.position_data.Count()} " +
                          $"n_day_trades: {output.day_trades.Count()}  time(msecs): {timer.lastIntervalTime}");
-              //_log_before_posting(output.position_data);
+              _log_before_posting(output.position_data);
              _bus.post(SparkTags.ReportBlackboardTags.PNL.PNLData, output);
           });
      }
@@ -115,21 +115,21 @@ namespace mbts.analytics {
      }

      private void _handle_nonvol_data(VolSurfaceNonVolData vs_nonvol_data) {
-         // bts.Log.Gen.info(String.Format("SlideReportCalculator._handle_nonvol_data report {0}",
-         //    _report.ReportName));
+         bts.Log.Gen.info(String.Format("SlideReportCalculator._handle_nonvol_data report {0}",
+            _report.ReportName));
         _vs_nonvol_data = vs_nonvol_data;
      }

      private void _handle_future_prices(
         IReadOnlyDictionary<SecurityExpiration, FutureTheoStructure> future_prices_map) {
-         // bts.Log.Gen.Diag(String.Format("SlideReportCalculator._handle_future_prices report {0}",
-         //    _report.ReportName));
+         bts.Log.Gen.info(String.Format("SlideReportCalculator._handle_future_prices report {0}",
+            _report.ReportName));
         _future_prices_map = future_prices_map.ToDictionary(kv => kv.Key, kv => kv.Value.theo);
      }

      private void _handle_trades(IEnumerable<ITradeLogRow> trades) {
-         // bts.Log.Gen.info(String.Format("SlideReportCalculator._handle_trades report {0}",
-         //    _report.ReportName));
+         bts.Log.Gen.info(String.Format("SlideReportCalculator._handle_trades report {0}",
+            _report.ReportName));
         _all_trades = trades.Where(t => t.is_active);
         if (_report.CalcMode == Report.Types.ReportCalculationMode.PositionOrTheoChange) {
            _compute_dirty = true;
@@ -1,4 +1,5 @@
 <Project Sdk="Microsoft.NET.Sdk">
+
  <PropertyGroup>
    <TargetFramework>net7.0-windows</TargetFramework>
    <UseWPF>true</UseWPF>
@@ -21,33 +22,39 @@
    <RootNamespace>bts</RootNamespace>
    <TreatWarningsAsErrors>true</TreatWarningsAsErrors>
    <WarningsAsErrors />
-    <Version>$(major).$(minor).$(patch)</Version>
-    <Version Condition="'$(version)'=='..'">1.0.0</Version>
  </PropertyGroup>
+
  <ItemGroup>
+    <PackageReference Include="CommandLineParser" Version="2.9.1" />
+    <PackageReference Include="GitVersion.MsBuild" Version="5.12.0">
+      <IncludeAssets>runtime; build; native; contentfiles; analyzers; buildtransitive</IncludeAssets>
+      <PrivateAssets>all</PrivateAssets>
+    </PackageReference>
+    <PackageReference Include="Google.Protobuf" Version="3.24.3" />
+    <PackageReference Include="IronPython" Version="3.4.1" />
    <PackageReference Include="MathNet.Numerics" Version="5.0.0" />
+    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.2.0" />
+    <PackageReference Include="NAudio" Version="2.0.1" />
+    <PackageReference Include="NUnit" Version="3.13.3" />
+    <PackageReference Include="NUnit3TestAdapter" Version="4.2.1" />
+    <PackageReference Include="Newtonsoft.Json" Version="13.0.1" />
+    <PackageReference Include="OxyPlot.Core" Version="2.1.2" />
+    <PackageReference Include="OxyPlot.Wpf" Version="2.1.2" />
+    <PackageReference Include="protobuf-net" Version="3.2.26" />
    <PackageReference Include="System.Composition" Version="7.0.0-preview.2.22152.2" />
    <PackageReference Include="System.Composition.AttributedModel" Version="7.0.0-preview.2.22152.2" />
    <PackageReference Include="System.Composition.Hosting" Version="7.0.0-preview.2.22152.2" />
    <PackageReference Include="System.Composition.TypedParts" Version="7.0.0-preview.2.22152.2" />
-    <PackageReference Include="System.Reactive.Core" Version="5.0.0" />
-    <PackageReference Include="System.Reactive.Interfaces" Version="5.0.0" />
-    <PackageReference Include="System.Reactive.Linq" Version="5.0.0" />
-    <PackageReference Include="System.Reactive.PlatformServices" Version="5.0.0" />
-    <PackageReference Include="CommandLineParser" Version="2.9.1" />
-    <ProjectReference Include="../spark_api/spark_api.csproj" />
-    <ProjectReference Include="../spark_core/spark_core.csproj" />
-    <PackageReference Include="Google.Protobuf" Version="3.21.4" />
-    <PackageReference Include="IronPython" Version="2.7.12" />
-    <PackageReference Include="NAudio" Version="2.0.1" />
-    <PackageReference Include="Newtonsoft.Json" Version="13.0.1" />
-    <PackageReference Include="Microsoft.NET.Test.Sdk" Version="17.2.0" />
-    <PackageReference Include="NUnit" Version="3.13.3" />
-    <PackageReference Include="NUnit3TestAdapter" Version="4.2.1" />
-    <PackageReference Include="System.Reactive" Version="5.0.0" />
-    <PackageReference Include="protobuf-net" Version="3.1.17" />
-    <PackageReference Include="OxyPlot.Core" Version="2.1.2" />
-    <PackageReference Include="OxyPlot.Wpf" Version="2.1.2" />
+    <PackageReference Include="System.Reactive" Version="6.0.0" />
+    <PackageReference Include="System.Reactive.Core" Version="6.0.0" />
+    <PackageReference Include="System.Reactive.Interfaces" Version="6.0.0" />
+    <PackageReference Include="System.Reactive.Linq" Version="6.0.0" />
+    <PackageReference Include="System.Reactive.PlatformServices" Version="6.0.0" />
+  </ItemGroup>
+
+  <ItemGroup>
+    <ProjectReference Include="..\spark_api\spark_api.csproj" />
+    <ProjectReference Include="..\spark_core\spark_core.csproj" />
  </ItemGroup>

  <ItemGroup>
@@ -55,15 +62,20 @@
    <Resource Include="**/*.png" />
    <ConfigDefaults Include="../../lib/config/defaults/*.conf" />
  </ItemGroup>
+
  <ItemGroup>
    <Resource Remove="logo.ico" />
  </ItemGroup>
+
  <ItemGroup>
    <Content Include="logo.ico" />
  </ItemGroup>
+
  <ItemGroup>
    <EmbeddedResource Include="Sounds/game_sound_correct.wav" />
    <EmbeddedResource Include="Sounds/whistle.wav" />
  </ItemGroup>
+
  <Target Name="diagnostic" AfterTargets="PreBuildEvent" />
+
 </Project>
@@ -35,7 +35,7 @@ namespace bts.core {
            // TODO: for debugging purposes, remove it later
            if (tag != mbts.spark.SparkTags.SparkTimer) {
               var tid = System.Threading.Thread.CurrentThread.ManagedThreadId;
-               //bts.Log.Ui.diag($"SimpleBus.post tag:{tag} tid:{tid}");
+               bts.Log.Ui.diag($"SimpleBus.post tag:{tag} tid:{tid}");
               return;
            }
         } catch (Exception e) {
@@ -45,7 +45,7 @@ namespace bts.core {

      public IObservable<T> subscribe<T>(ITag<T> tag) {
         var tid = System.Threading.Thread.CurrentThread.ManagedThreadId;
-         //bts.Log.Ui.info($"SimpleBus.subscribe tag:{tag} tid:{tid}");
+         bts.Log.Ui.info($"SimpleBus.post tag:{tag} tid:{tid}");
         return subject<T>(tag);
      }
   }
@@ -169,7 +169,7 @@ namespace mbts.spark {
      public static ITag<int> CreateHeatmapTag { get; } = _mk_tag<int>();

      // Publisher: VolSurfaceBlackboardManager
-      // User: VolSurfaceModule
+      // User: VoLSurfaceModule
      public static ITag<IDictionary<int, string>> VolSurfaceListTag { get; } =
         _mk_tag<IDictionary<int, string>>();

@@ -202,17 +202,11 @@ namespace mbts.spark {
      public static ITag<VolSurfaceCalculationRequest> VolSurfaceCalculationRequestTag(int vs_id) =>
         _mk_tag<VolSurfaceCalculationRequest, int>(vs_id);

-      public static ITag<VolSurfaceCalculationRequest> VolSurfaceAutoCalculationRequestTag(int vs_id) =>
-         _mk_tag<VolSurfaceCalculationRequest, int>(vs_id);
-
      // Publisher : SingleVolSurfaceRequestCalculator
      // Data : VolSurfaceCalculationResponse
      public static ITag<VolSurfaceCalculationResponse> VolSurfaceCalculationResponseTag(int vs_id) =>
         _mk_tag<VolSurfaceCalculationResponse, int>(vs_id);

-      public static ITag<VolSurfaceCalculationResponse> VolSurfaceAutoCalculationResponseTag(int vs_id) =>
-         _mk_tag<VolSurfaceCalculationResponse, int>(vs_id);
-
      // When the UI intends to save the vol surface (data or input)
      // Publisher: VolSurfaceDisplayModel
      public static ITag<VolSurfaceInput> VolSurfaceCommitTag(int vs_id) =>
@@ -266,8 +260,8 @@ namespace mbts.spark {

      // List of symbol to volsurface mapping.
      // Publisher: VolSurfaceBlackboardManager
-      public static ITag<VolSurfaceUsageListImmutable?> VolSurfaceUsageTag { get; } =
-         _mk_tag<VolSurfaceUsageListImmutable?>();
+      public static ITag<VolSurfaceUsageListImmutable> VolSurfaceUsageTag { get; } =
+         _mk_tag<VolSurfaceUsageListImmutable>();

      // The AW2 machinary can compute and publish the theos
      // right back locally(vs the server doing that) if configured that way.
Author	SHA1	Message	Date
John Colvin	caad455784	Update externals Removed fmt and range-3, since we get them from vcpkg now	2024-08-28 23:39:34 -04:00
John Colvin	ac35c789ce	Set up devcontainer for sparkd With config from development branch	2024-08-28 23:26:28 -04:00
John Colvin	1361d7cf5d	Port build configuration over from development branch It's cleaner here, and makes transitioning between branches easier. The new build_spark.py uses cmake --preset and dotnet build.	2024-08-28 23:25:04 -04:00
John Colvin	7b30dbf6b4	build: Update nuget packages in Spark.csproj	2024-08-28 00:05:46 -04:00
John Colvin	7c96b54101	fix build (spark client): Remove deps on preview features Namely, the 'Sum' extension function for an IEnumerable of tuples.	2024-08-28 00:05:46 -04:00
John Colvin	c6e4f090f5	build (windows): Update to c++ 20	2024-08-28 00:05:46 -04:00
John Colvin	dee847a30c	fix build (windows): Update libfmt to 10.2.1	2024-08-28 00:05:10 -04:00
John Colvin	b0c69f7a02	fix build: Remove unnecessary cpp files from win build	2024-08-27 23:28:16 -04:00
John Colvin	ae2e892311	build: Add vcpkg submodule	2024-08-27 13:14:14 -04:00
John Colvin	99e9dbb886	cleanup: Remove unused docker submodules	2024-08-27 13:13:16 -04:00
Taha Afzal	a606a4749f	Merging from spark_crypto.cme	2023-03-20 20:14:25 -04:00
Taha Afzal	fa22cbd386	Some name changes and cleanup	2023-03-20 10:23:21 -04:00
Taha Afzal	6612a6d7e1	Created a moat, SpreaderFractionalQtyHelper, around SpreaderOrder that normalizes the data coming in and de-normalizes the data going out	2023-03-09 16:59:27 -05:00
Taha Afzal	e6b2d6f0b8	Using EMExecutionGateway instead of CCAPIExecutionGateway	2023-03-08 10:25:56 -05:00
Taha Afzal	b5828fbadc	Merge branch 'spark_crypto.prod' into spark_crypto.ccapi.fractional_qty_md	2023-03-07 22:10:11 -05:00
Taha Afzal	3844d9f3ee	Merging from prod	2023-03-07 21:55:17 -05:00
Taha Afzal	309b0e64b2	Adding better logs	2023-01-16 21:46:27 -05:00
Taha Afzal	cfdca08cfe	CME Template 8	2023-01-06 11:52:30 -05:00
Taha Afzal	51c89fb8cc	Merge branch 'spark_crypto.prod' into spark_crypto.cme	2022-12-21 20:38:42 -05:00
Taha Afzal	ded674d87c	Enabling CME market data, and adding some new logs to track initialization of resources	2022-12-19 14:15:04 -05:00
Taha Afzal	648e6206ab	Deactivating FTX market data	2022-11-21 15:41:47 -05:00
Taha Afzal	ef07463a7d	Deribit execution via CCAPI works now (account to key resolution needs to be done)	2022-11-11 23:34:24 -05:00
Taha Afzal	124817d60d	Adding test that used CCAPI to send orders	2022-10-31 22:22:03 -04:00
Taha Afzal	828afb6173	TC2 can now show show fractional qtys	2022-10-24 22:02:21 -04:00
Taha Afzal	852782232c	Merge branch 'spark_crypto.ccapi.fractional_qty_md' of bitbucket.org:bluetradesys/spark into spark_crypto.ccapi.fractional_qty_md	2022-10-24 21:57:53 -04:00
Taha Afzal	add0c3412c	PriceSizeMessage proto's size changed to float from uint32	2022-10-24 21:57:45 -04:00
Taha Afzal	e20b7338c4	Merge branch 'spark_crypto.ccapi.fractional_qty_md' of bitbucket.org:bluetradesys/spark into spark_crypto.ccapi.fractional_qty_md	2022-10-24 13:45:19 -04:00
Taha Afzal	b5da4b3129	Changing managed PriceSize structure's size into floats	2022-10-24 13:45:14 -04:00
Taha Afzal	9f7bafa423	Deribit market data is now using floating point qtys	2022-10-24 13:40:09 -04:00
Taha Afzal	95e99f4855	Changing the Size in PriceSize to float	2022-10-22 13:06:50 -04:00
Taha Afzal	4c4bc3d451	Reducing the logs and couts that were put while interfacing with CC	2022-10-21 13:36:21 -04:00
Taha Afzal	649be1e74e	Enabling spot market dtaa in the UI	2022-10-21 09:13:49 -04:00
Taha Afzal	776c69d96c	Enabling spot market data	2022-10-21 09:12:55 -04:00
Taha Afzal	d371e09e72	Merging	2022-10-20 17:05:47 -04:00
Taha Afzal	c035befe7d	Removing temporary security creation from CCMarketDataListener	2022-10-20 14:06:06 -04:00
Taha Afzal	be3bf93154	UI changes in SecurityExtensions to accomodate FTX	2022-10-20 14:01:01 -04:00
Taha Afzal	9ec5a2d394	Removing #include of a deleted generated header	2022-10-20 11:14:44 -04:00
Taha Afzal	0dbdc6cd62	Merging CCListener work from a different branch	2022-10-20 10:39:06 -04:00
Taha Afzal	0eeb37427f	Fixing the build, unused variable	2022-10-19 22:46:15 -04:00
Taha Afzal	25cd86d44f	QueryServer while handling mic's use switch for exchange instead of ifs	2022-10-19 17:36:02 -04:00
Taha Afzal	bf6a232b5b	IDGenerator is a thread-safe singleton now	2022-10-19 15:29:40 -04:00
John Colvin	47fdae4a71	chore: Remove unnecessary includes	2022-10-19 15:09:24 -04:00
Taha Afzal	32d1714cf6	CCMarketDataListener now listens to CC and writes data to shared memory	2022-10-19 13:55:52 -04:00
John Colvin	df0018a8c0	chore: Remove unused files CCApiRequestor.h/cpp	2022-10-19 13:55:44 -04:00
John Colvin	200919d714	refactor: Return error if md cfg invalid rather than assert/crash	2022-10-19 13:55:44 -04:00
John Colvin	1a2a6b3fb2	fix: Fix typo in 'MarketDataRegistrationError' type name The 'Registration' part was misspelled 'Regstration'	2022-10-19 13:55:44 -04:00
John Colvin	ab5ec98d78	refactor: Hook up ccapi 'on_securities' callback Clean up ccapi md code while we're at it	2022-10-19 13:55:44 -04:00
John Colvin	fd47c3aca9	chore: Remove Binance-specific md impl from MarketDataGateway It was creating needless clutter, as it was written before we knew about ccapi. The new plan is to use a simple adaptor to interface with ccapi for every exchange md. Note: There are a handful of files related to the historic Binance impl in the folder /lib/md/binance. I'm keeping them around for now, since they are generally independent/isolated, and aren't causing clutter or compromsing other code. Some of the utils there may come in handy down the road.	2022-10-19 13:55:44 -04:00
John Colvin	24fb5d0041	refactor: Replace FTX ccapi impl w/ exchange agnostic one	2022-10-19 13:55:44 -04:00
John Colvin	74a4fa133c	chore: Include <string> in MarketDataRegistrationError Apparently <string> was included in all source files that referenced MarketDataRegistrationError by coicidence (else the build would have been broken)	2022-10-19 13:55:44 -04:00
John Colvin	febba9b3f7	build: Add -g to CMAKE_CXX_FLAGS_DEBUG This flag tells compilers (both clang and gcc) to produce debug info	2022-10-19 13:53:29 -04:00
John Colvin	ad2bc86688	chore: Sort includes	2022-10-12 22:11:47 -04:00
John Colvin	dd84ec6720	fix build (g++-12 rel): Add '-Wnomaybe-uninitialized' flag For some reason, this warning isn't suppressed in ccapi_date.h, which is included as a system header (like all headers in externals). According to GCC's documentation, compiler warnings shouldn't be emitted from system headers. Disabling the warning for now so we can focus on bigger fish.	2022-10-12 20:58:24 -04:00
John Colvin	9d79490a20	fix build (client): Change 'WIN32' macros to '_WIN32' Not sure exactly how this broke, but the WIN32 macro is no longer defined.	2022-10-12 20:13:18 -04:00
John Colvin	24059df312	refactor: Remove redundant optional.h It was from a time when Windows std didn't provide the 'optional' header	2022-10-12 20:13:18 -04:00
John Colvin	41862474e9	build: Fix build_spark.py (broken since CMakePresets introduced) Pass additional cmake opts through cli. Specifically, those that were moved from CMakeLists.txt to CMakePrests.json	2022-10-12 20:13:18 -04:00
John Colvin	ccbb1dd5c9	build (refactor): Add cmake_utils.py in py/core So it can be referenced by both client/server build scripts	2022-10-12 20:13:18 -04:00
John Colvin	e24c767c41	Update docker/linux for ubuntu 22.10 image	2022-10-12 20:13:18 -04:00
John Colvin	2b23c3d881	build (web): Update npm packages	2022-10-12 20:13:18 -04:00
John Colvin	0306da2a58	build (refactor): Remove unused cmake var SPARK_PYTHON	2022-10-12 19:29:51 -04:00
John Colvin	511856f989	build (refactor): Change some cmake cache vars to options	2022-10-12 19:29:51 -04:00
John Colvin	09ae3c23a5	build: Fix build_sparkd.py (broken since CMakePresets introduced) Pass additional cmake opts through cli. Specifically, those that were moved from CMakeLists.txt to CMakePrests.json	2022-10-12 19:29:51 -04:00
John Colvin	9dddecbc06	fix build: Update externals Disables a few warnings-as-errors in btree source files	2022-10-12 19:29:51 -04:00
John Colvin	02e31ecae6	fix build (gcc-12, clang>=11): Update externals Disables a few warnings-as-errors in catch2 source files	2022-10-12 19:29:51 -04:00
John Colvin	8722d80f2d	build: Replace setup_builds w/ CMakePresets.json Clean up CMakeLists a bit in the process: * Define more cmake vars in CMakePresets * Split linux/windows presets into separate files	2022-10-12 19:29:51 -04:00
John Colvin	8360c3f63f	build (sparkd): Automatically create py venv in build script	2022-10-12 19:29:51 -04:00
John Colvin	c310544783	build (sparkd): Pipe 'eval' cmd stdout/err back to shell So we can actually see the build output	2022-10-12 19:29:51 -04:00
John Colvin	e9ca7748a4	fix build: Compile with gcc/g++ (version agnostic) We don't really need a strict dependency on a compiler version, though best practice is to use the latest gcc (12).	2022-10-12 19:29:51 -04:00
John Colvin	83ee97419c	tools (log): Fix 'pretty' script & rename 'show_last_run'	2022-10-12 19:29:51 -04:00
John Colvin	b6a1dc61db	fix build (gcc): Disable warning stringop-overread This warning (as error) was introduced with g++ 12	2022-10-12 19:29:51 -04:00
John Colvin	4fb04aafd7	diag: Log emumba cfg parse error code	2022-10-12 19:29:51 -04:00
John Colvin	51cb7d91ba	refactor: Include <limits> in sane_algorithm.h Although the build was fine, many methods in this header file depend on 'limits' so it is appropriate to include it. Presumably all references to such methods are made from source files that include <limits> by coincidence.	2022-10-12 19:29:50 -04:00
John Colvin	14dd9e0204	fix build (gcc): Don't let switch case fall through Even if the case is simply 'bts_assert(false)'	2022-10-12 19:29:50 -04:00
John Colvin	ee330fdf6d	build: Benign changes to remove errors in gcc 12	2022-10-12 19:29:50 -04:00
John Colvin	78b82db3e7	build: Benign changes to remove errors in clang 15	2022-10-12 19:29:50 -04:00