Adding logs to CME MD

Position cols in TC2 work again now
Sim execution works with live cme md now
2026-06-15 00:38:02 -04:00 · 2026-05-06 14:32:36 -04:00 · 2026-04-23 03:43:12 +00:00 · 2026-04-23 03:41:42 +00:00
191 changed files with 6495 additions and 20215 deletions
@@ -213,7 +213,7 @@
      "type": "coreclr",
      "request": "launch",
      "program": "",
-      "preLaunchTask": "Build Spark Sdk (Debug)",
+      "preLaunchTask": "Build Api Server (Debug)",
      "windows": {
        "program": "Bts.Spark.Sdk.Demo.exe",
      },
@@ -285,7 +285,7 @@
      "windows": {
        "program": "Spark.exe",
        "args": [
-          "--Spark:ConfigServer",
+          "--sparkd",
          "${input:sparkConfigServer}"
        ],
        "cwd": "build/Debug/bin/net8.0-windows",
@@ -81,8 +81,6 @@ services:
        limits:
          memory: "${SPARKD__MEMORY:-4gb}"
  sparkd-multicast:
-    environment:
-      - TZ=America/Chicago
    volumes:
      - ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
      - ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
@@ -95,7 +93,7 @@ services:
        - CONFIG_DIR=${SPARKD__CONFIG_DIR}
        - PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
        - SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
-    shm_size: "${SPARKD__SHM_SIZE:-8192mb}"
+    shm_size: "${SPARKD__SHM_SIZE:-2048mb}"
    env_file:
      - .env
      - ${SPARKD__CONFIG_DIR}/.env
@@ -107,38 +105,7 @@ services:
        delay: 3s
      resources:
        limits:
-          memory: "${SPARKD__MEMORY:-16gb}"
-  
-  
-  sparkd-multicast-cert:
-    environment:
-      - TZ=America/Chicago
-    volumes:
-      - ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
-      - ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
-      - ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/.local/share/bts/sparkd/conf
-    build:
-      dockerfile: src/app_sparkd/Dockerfile
-      args:
-        - IMAGE=${SPARKD__IMAGE}
-        - SOURCE_DIR=${SPARKD__SOURCE_DIR}
-        - CONFIG_DIR=${SPARKD__CONFIG_DIR}
-        - PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
-        - SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
-    shm_size: "${SPARKD__SHM_SIZE:-8192mb}"
-    env_file:
-      - .env
-      - ${SPARKD__CONFIG_DIR}/.env
-    network_mode: "host"
-    entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
-    deploy:
-      restart_policy:
-        condition: any
-        delay: 3s
-      resources:
-        limits:
-          memory: "${SPARKD__MEMORY:-16gb}"
-  
+          memory: "${SPARKD__MEMORY:-4gb}"
  sparkd-tail:
    image: bluetradingsystems/linux_dotnet8
    volumes:
@@ -19,11 +19,6 @@ RUN add-apt-repository ppa:ubuntu-toolchain-r/test \
 RUN apt-get update \
  && apt-get install -y dotnet8

-RUN apt-get update && apt-get install -y gdb
-RUN apt-get update && apt-get install -y fish
-RUN apt-get update && apt-get install -y vim
-RUN apt-get update && apt-get install -y less
-
 RUN locale-gen en_US.UTF-8

 ARG docker_user="bts"
@@ -0,0 +1 @@
+r=TimeSeriesStream(ReplayFutureLiveBBOStream("ES"))
@@ -0,0 +1,3 @@
+x,y,z,id
+123,1.001,abc,1
+123,1.001,abc,0
@@ -0,0 +1,3 @@
+x,y,z,id
+123,1.001,abc,1
+123,1.001,abc,0
@@ -0,0 +1,78 @@
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@@ -0,0 +1,187 @@
+from __future__ import annotations
+
+from dataclasses import dataclass
+import json
+import os
+import subprocess
+import threading
+from typing import Any, Callable, Dict, List, Optional
+
+
+@dataclass
+class DataPacket:
+    state: List[Any]
+    deleted_ids: List[int]
+    added_ids: List[int]
+
+
+@dataclass
+class DslResponse:
+    data_packet: DataPacket | None
+    req_id: str | None
+    error: str | None
+
+
+def _resolve_interop_exe() -> str:
+    env_path = os.environ.get("BLUEORB_DSL_INTEROP")
+    if env_path and os.path.isfile(env_path):
+        return env_path
+    candidates = [
+        "/workspaces/spark/build/Debug/bin/net8.0/BlueOrbDSLInteropServer",
+        "/workspaces/spark/build/Release/bin/net8.0/BlueOrbDSLInteropServer",
+    ]
+    for path in candidates:
+        if os.path.isfile(path):
+            return path
+    raise FileNotFoundError(
+        "BlueOrbDSLInterop executable not found. "
+        "Set BLUEORB_DSL_INTEROP to the full path."
+    )
+
+_interop_proc: Optional[subprocess.Popen] = None
+_reader_thread: Optional[threading.Thread] = None
+_callbacks: Dict[str, Callable[[DslResponse], None]] = {}
+_first_response_events: Dict[str, threading.Event] = {}
+_first_responses: Dict[str, DslResponse] = {}
+_state_lock = threading.Lock()
+
+
+def start_interop() -> None:
+    """
+    Start the BlueOrbDSLInteropServer process if it's not already running.
+    """
+    global _interop_proc
+    if _interop_proc is not None and _interop_proc.poll() is None:
+        return
+    exe = _resolve_interop_exe()
+    _interop_proc = subprocess.Popen(
+        [exe],
+        stdin=subprocess.PIPE,
+        stdout=subprocess.PIPE,
+        stderr=subprocess.PIPE,
+        text=True,
+    )
+    _start_reader_thread()
+
+
+def stop_interop() -> None:
+    """
+    Stop the BlueOrbDSLInteropServer process if it's running.
+    """
+    global _interop_proc
+    if _interop_proc is None:
+        return
+    if _interop_proc.poll() is None and _interop_proc.stdin is not None:
+        _interop_proc.stdin.write(":exit\n")
+        _interop_proc.stdin.flush()
+        _interop_proc.stdin.close()
+        _interop_proc.wait(timeout=5)
+    global _reader_thread
+    if _reader_thread is not None:
+        _reader_thread.join(timeout=1)
+        _reader_thread = None
+    with _state_lock:
+        _callbacks.clear()
+        _first_response_events.clear()
+        _first_responses.clear()
+    _interop_proc = None
+
+
+def get_interop_status() -> tuple[bool, int | None]:
+    """
+    Returns current interop process status as (is_running, exit_code).
+    exit_code is None when process was never started or is still running.
+    """
+    proc = _interop_proc
+    if proc is None:
+        return (False, None)
+    rc = proc.poll()
+    return (rc is None, rc)
+
+
+def get_dsl(dsl: str, req_id: str, callback: Callable[[DslResponse], None]) -> DslResponse:
+    """
+    Sends the DSL to BlueOrbDSLInteropServer and returns the first response for this req_id.
+    Subsequent streaming updates for the same req_id are delivered via callback.
+    Requires start_interop() to be called first.
+    """
+    assert _interop_proc is not None and _interop_proc.poll() is None, (
+        "Interop process is not running. Call start_interop() first."
+    )
+    assert _interop_proc.stdin is not None
+
+    payload = {"dsl": dsl, "req_id": req_id}
+    first_event = threading.Event()
+    with _state_lock:
+        _callbacks[req_id] = callback
+        _first_response_events[req_id] = first_event
+        _first_responses.pop(req_id, None)
+
+    _interop_proc.stdin.write(json.dumps(payload) + "\n")
+    _interop_proc.stdin.flush()
+
+    if not first_event.wait(timeout=10):
+        with _state_lock:
+            _first_response_events.pop(req_id, None)
+            _callbacks.pop(req_id, None)
+        raise TimeoutError(f"No response received for req_id '{req_id}' from BlueOrbDSLInterop.")
+
+    with _state_lock:
+        response = _first_responses.pop(req_id, None)
+        _first_response_events.pop(req_id, None)
+    if response is None:
+        raise RuntimeError(f"Missing first response for req_id '{req_id}'.")
+    return response
+
+
+def _start_reader_thread() -> None:
+    global _reader_thread
+    if _reader_thread is not None and _reader_thread.is_alive():
+        return
+    _reader_thread = threading.Thread(target=_reader_loop, daemon=True)
+    _reader_thread.start()
+
+
+def _reader_loop() -> None:
+    while True:
+        proc = _interop_proc
+        if proc is None or proc.poll() is not None:
+            return
+        assert proc.stdout is not None
+        raw = proc.stdout.readline()
+        if raw == "":
+            return
+
+        line = raw.strip()
+        if not line:
+            continue
+
+        try:
+            payload = json.loads(line)
+        except json.JSONDecodeError:
+            continue
+
+        response = DslResponse(
+            data_packet=DataPacket(state=[payload.get("data_packet")], deleted_ids=[], added_ids=[]),
+            req_id=payload.get("req_id"),
+            error=payload.get("error"),
+        )
+        req_id = response.req_id
+        if not req_id:
+            continue
+
+        callback: Optional[Callable[[DslResponse], None]]
+        event: Optional[threading.Event]
+        with _state_lock:
+            callback = _callbacks.get(req_id)
+            event = _first_response_events.get(req_id)
+            if event is not None and req_id not in _first_responses:
+                _first_responses[req_id] = response
+                event.set()
+
+        if callback is not None:
+            try:
+                callback(response)
+            except Exception:
+                # Keep the reader alive if callback logic fails.
+                pass
@@ -0,0 +1,33 @@
+import os
+import sys
+import uuid
+
+_here = os.path.dirname(os.path.abspath(__file__))
+_parent = os.path.dirname(_here)
+if _parent not in sys.path:
+    sys.path.insert(0, _parent)
+
+from BlueOrbDSL import get_dsl, start_interop, stop_interop, DslResponse
+
+
+def on_packet(response: DslResponse) -> None:
+    print("callback from DSL Server, DslResponse:", response)
+
+
+def main() -> None:
+    start_interop()
+    try:
+        while True:
+            dsl = input("Enter DSL (or 'quit'): ").strip()
+            if dsl.lower() == "quit":
+                break
+            if not dsl:
+                continue
+            response = get_dsl(dsl, str(uuid.uuid4()), on_packet)
+            print("return:", response)
+    finally:
+        stop_interop()
+
+
+if __name__ == "__main__":
+    main()
@@ -0,0 +1,844 @@
+from __future__ import annotations
+
+import csv
+import time
+import os
+import sys
+import threading
+import uuid
+from collections import deque
+from datetime import datetime
+from typing import Any
+
+from rich.text import Text
+from rich.style import Style
+from textual import events
+from textual.app import App, ComposeResult
+from textual.binding import Binding
+from textual.containers import Container, Horizontal, Vertical
+from textual.widgets.text_area import TextAreaTheme
+from textual.widgets import Button, DataTable, Input, Static, TabbedContent, TabPane, TextArea, Tree
+
+_here = os.path.dirname(os.path.abspath(__file__))
+_parent = os.path.dirname(_here)
+if _parent not in sys.path:
+    sys.path.insert(0, _parent)
+
+from BlueOrbDSL import DslResponse, get_dsl, get_interop_status, start_interop, stop_interop
+
+
+class DSQALiveConsole(App):
+    DEFAULT_QUERY = (
+        'FROM market.ticks\n'
+        'WHERE symbol IN ("BTCUSD", "ETHUSD")\n'
+        "SELECT symbol, price, change, time"
+    )
+    LAST_QUERY_PATH = os.path.join(_here, "DSQA_LAST_EXECUTED_QUERY.txt")
+    DSL_HIGHLIGHT_QUERY = r"""
+    ; comments
+    (comment) @comment
+
+    ; assignment vars: lhs in x = SomeStream(...)
+    (assignment_expression
+      left: (identifier) @variable)
+
+    ; stream operators (function names ending with Stream)
+    (call_expression
+      function: (identifier) @function
+      (#match? @function "^[A-Za-z_][A-Za-z0-9_]*Stream$"))
+
+    ; normal function calls
+    (call_expression
+      function: (identifier) @function.method)
+
+    ; arguments and literals
+    (arguments (identifier) @parameter)
+    (string) @string
+    (number) @number
+    (true) @constant.builtin
+    (false) @constant.builtin
+    (null) @constant.builtin
+    """
+
+    BINDINGS = [
+        Binding("ctrl+r", "execute", "Execute"),
+        Binding("f11", "execute", show=False),
+        Binding("alt+enter", "execute", show=False),
+        # Override Textual's default Ctrl+Q quit to avoid accidental VS Code close.
+        Binding("ctrl+q", "noop", show=False),
+        Binding("ctrl+x", "quit", "Quit"),
+    ]
+    CSS = """
+    Screen {
+        background: #060a1c;
+        color: #d8dff4;
+    }
+
+    #window_close_button {
+        width: 3;
+        min-width: 3;
+        height: 1;
+        margin: 0;
+        border: none;
+        background: #3a1015;
+        color: #ff9ca8;
+        text-style: bold;
+    }
+
+    #window_close_button:hover,
+    #window_close_button:focus {
+        background: #5a1620;
+        color: #ffd6db;
+    }
+
+    #root {
+        padding: 0 1 0 1;
+        height: 1fr;
+    }
+
+    #query_panel {
+        background: #070d27;
+        height: 33%;
+        margin-top: 1;
+    }
+
+    #query_header_row {
+        height: 1;
+        border-bottom: solid #596285;
+    }
+
+    #query_header {
+        width: auto;
+        color: #9eb0d4;
+        content-align: left middle;
+    }
+
+    #query_header_spacer {
+        width: 1fr;
+    }
+
+    #query_input {
+        border: solid #697597;
+        background: #050b22;
+        color: #cfd7eb;
+        height: 1fr;
+        padding-left: 1;
+    }
+
+    #results_panel {
+        background: #070d27;
+        height: 1fr;
+        margin-top: 1;
+    }
+
+    #results_toolbar {
+        height: 3;
+        padding: 0 1;
+    }
+
+    #results_left {
+        width: auto;
+        height: 3;
+        margin-top: 0;
+    }
+
+    #stream_toggle_button {
+        width: auto;
+        min-width: 11;
+        margin-top: 0;
+        margin-left: 1;
+        border: none;
+        background: #070d27;
+        color: #79afe7;
+    }
+
+    #stream_toggle_button:hover,
+    #stream_toggle_button:focus {
+        background: #111a3f;
+        color: #9bc9f6;
+    }
+
+    #execute_button {
+        width: 5;
+        min-width: 5;
+        margin-top: 0;
+        margin-left: 1;
+        border: none;
+        background: #10341f;
+        color: #7ef1ac;
+        text-style: bold;
+    }
+
+    #execute_button:hover,
+    #execute_button:focus {
+        background: #1a4f30;
+        color: #b3ffd0;
+    }
+
+    #results_actions {
+        width: auto;
+        height: 3;
+        margin-top: 0;
+    }
+
+    #results_spacer {
+        width: 1fr;
+    }
+
+    #results_search {
+        width: 30;
+        min-width: 24;
+        margin-right: 1;
+        border: none;
+        background: #060d28;
+        color: #d5def3;
+        padding: 0 1;
+    }
+
+    #search_button,
+    #copy_button,
+    #export_button {
+        width: auto;
+        min-width: 11;
+        margin-left: 1;
+        border: none;
+        background: #070d27;
+        color: #79afe7;
+    }
+
+    #search_button:hover,
+    #copy_button:hover,
+    #export_button:hover,
+    #search_button:focus,
+    #copy_button:focus,
+    #export_button:focus {
+        background: #111a3f;
+        color: #9bc9f6;
+    }
+
+    #results_table {
+        border: solid #697597;
+        background: #050b22;
+        height: 1fr;
+    }
+
+    #results_table .datatable--header,
+    #results_table .datatable--header-hover,
+    #results_table .datatable--header-cursor {
+        background: #0c1535;
+        color: #6ea6df;
+        text-style: bold;
+    }
+
+    #results_table .datatable--even-row {
+        background: #050b22;
+    }
+
+    #results_table .datatable--odd-row {
+        background: #07102a;
+    }
+
+    #results_table .datatable--cursor {
+        background: #19335b;
+        color: #dbe8ff;
+    }
+
+    #results_table .datatable--fixed-cursor {
+        background: #132949;
+        color: #c8dbff;
+    }
+
+    #results_table.error .datatable--odd-row,
+    #results_table.error .datatable--even-row,
+    #results_table.error .datatable--cursor,
+    #results_table.error .datatable--fixed-cursor {
+        color: #f17486;
+        text-style: bold;
+    }
+
+    #results_panel.paused {
+        background: #150f1f;
+    }
+
+    #results_table.paused {
+        background: #130f18;
+    }
+
+    #results_table.paused .datatable--header,
+    #results_table.paused .datatable--header-hover,
+    #results_table.paused .datatable--header-cursor {
+        background: #262338;
+        color: #8b90a1;
+        text-style: bold;
+    }
+
+    #results_tabs {
+        height: 1fr;
+        background: #070d27;
+    }
+
+    #data_tab,
+    #tree_tab {
+        padding: 0;
+    }
+
+    #ops_tree {
+        border: solid #697597;
+        background: #050b22;
+        color: #cfd7eb;
+        height: 1fr;
+    }
+
+    #bottom_status_bar {
+        border-top: solid #596285;
+        background: #070d27;
+        height: 2;
+        margin: 0;
+        padding: 0 1;
+    }
+
+    #status_right_wrap {
+        width: 1fr;
+    }
+
+    #status_row {
+        height: 1;
+        margin-top: 0;
+        width: 1fr;
+    }
+
+    #live_status {
+        width: 1fr;
+        color: #b3bed9;
+        content-align: right middle;
+    }
+    """
+
+    def compose(self) -> ComposeResult:
+        with Container(id="root"):
+            with Vertical(id="query_panel"):
+                with Horizontal(id="query_header_row"):
+                    yield Static("DSL Query", id="query_header")
+                    yield Static("", id="query_header_spacer")
+                    yield Button("✕", id="window_close_button")
+                yield TextArea(
+                    text=self._load_last_query(),
+                    id="query_input",
+                    language="javascript",
+                    theme="vscode_dark",
+                    show_line_numbers=True,
+                )
+            with Vertical(id="results_panel"):
+                with Horizontal(id="results_toolbar"):
+                    with Horizontal(id="results_left"):
+                        yield Button("▶", id="execute_button")
+                        yield Button("⏸ Pause", id="stream_toggle_button")
+                    yield Static("", id="results_spacer")
+                    with Horizontal(id="results_actions"):
+                        yield Input(placeholder="Search: col:value", id="results_search")
+                        yield Button("⌕ Search", id="search_button")
+                        yield Button("⧉ Copy", id="copy_button")
+                        yield Button("⇩ Export", id="export_button")
+                with TabbedContent(initial="data_tab", id="results_tabs"):
+                    with TabPane("Data", id="data_tab"):
+                        table = DataTable(id="results_table")
+                        table.cursor_type = "cell"
+                        table.show_cursor = True
+                        table.zebra_stripes = True
+                        yield table
+                    with TabPane("Operators", id="tree_tab"):
+                        tree = Tree("Assemblies", id="ops_tree")
+                        tree.show_root = False
+                        yield tree
+        with Horizontal(id="bottom_status_bar"):
+            with Horizontal(id="status_right_wrap"):
+                with Horizontal(id="status_row"):
+                    yield Static(
+                        "Rows: 0 | Rate: 0.0/s | Total Updates: 0 | Uptime: 00:00:00 | Last Update: --:--:--",
+                        id="live_status",
+                    )
+
+    def on_mount(self) -> None:
+        self._update_timestamps: deque[float] = deque()
+        self._last_update_at: datetime | None = None
+        self._stream_started_at: float | None = None
+        self._total_updates = 0
+        self._last_row_count = 0
+        self._current_col_names: list[str] = []
+        self._current_rows: list[dict[str, Any]] = []
+        self._column_width_cache: dict[str, int] = {}
+        self._ops_catalog_rows: list[dict[str, Any]] = []
+        self._ops_catalog_error: str | None = None
+        self._ops_catalog_loaded = False
+        self._ops_catalog_loading = False
+        self._interop_is_running = False
+        self._interop_exit_code: int | None = None
+        self._grid_updates_enabled = True
+        self._paused_latest_response: DslResponse | None = None
+        self._ensure_interop_started()
+        self._refresh_ops_tree()
+        self._refresh_ops_tree_async()
+        self._configure_query_highlighting()
+        self._set_pause_visuals()
+        self.set_interval(0.5, self._refresh_status)
+
+    def _configure_query_highlighting(self) -> None:
+        query_input = self.query_one("#query_input", TextArea)
+        query_input.language = "javascript"
+        dsl_theme = TextAreaTheme(
+            "dsqa_ide",
+            base_style=Style.parse("#d7deee on #171a22"),
+            gutter_style=Style.parse("#8a93a8 on #1c212b"),
+            cursor_style=Style.parse("#ffffff on #2b3242"),
+            cursor_line_style=Style.parse("on #202534"),
+            cursor_line_gutter_style=Style.parse("#a6afc4 on #202534"),
+            selection_style=Style.parse("on #2a3f67"),
+            bracket_matching_style=Style.parse("bold #7fd9ff"),
+            syntax_styles={
+                "comment": Style.parse("italic #6f778a"),
+                "variable": Style.parse("bold #4ec9b0"),
+                "function": Style.parse("bold #4fc1ff"),
+                "function.method": Style.parse("bold #70d4ff"),
+                "parameter": Style.parse("#c6d4f8"),
+                "string": Style.parse("#d7ba7d"),
+                "number": Style.parse("#b5cea8"),
+                "constant.builtin": Style.parse("bold #569cd6"),
+            },
+        )
+        query_input.register_theme(dsl_theme)
+        query_input.theme = "dsqa_ide"
+        try:
+            query_input.update_highlight_query(self.DSL_HIGHLIGHT_QUERY)
+        except Exception:
+            pass
+
+    def on_shutdown(self) -> None:
+        stop_interop()
+
+    @staticmethod
+    def _ensure_interop_started() -> None:
+        try:
+            start_interop()
+        except Exception:
+            pass
+
+    def action_execute(self) -> None:
+        tabs = self.query_one("#results_tabs", TabbedContent)
+        tabs.active = "data_tab"
+        self._grid_updates_enabled = True
+        self._set_stream_toggle_label()
+        self._set_pause_visuals()
+        self._execute_query_async()
+
+    def action_noop(self) -> None:
+        pass
+
+    def on_button_pressed(self, event: Button.Pressed) -> None:
+        button_id = event.button.id
+        if button_id == "search_button":
+            self._search_results()
+        elif button_id == "copy_button":
+            self._copy_selected_cell()
+        elif button_id == "export_button":
+            self._export_results_csv()
+        elif button_id == "execute_button":
+            self.action_execute()
+        elif button_id == "window_close_button":
+            self.exit()
+        elif button_id == "stream_toggle_button":
+            self._toggle_stream_painting()
+
+    def on_input_submitted(self, event: Input.Submitted) -> None:
+        if event.input.id == "results_search":
+            self._search_results()
+
+    def on_click(self, event: events.Click) -> None:
+        if getattr(event.widget, "id", None) != "ops_tree":
+            return
+        line = event.style.meta.get("line")
+        if line is None:
+            return
+        tree = self.query_one("#ops_tree", Tree)
+        node = tree.get_node_at_line(line)
+        if node is None:
+            return
+        node_data = node.data
+        if not isinstance(node_data, dict) or node_data.get("kind") != "constructor":
+            return
+        self._append_operator_to_query(self._stringify(node_data.get("op", "")).strip())
+
+    def _append_operator_to_query(self, op_name: str) -> None:
+        if not op_name:
+            return
+        query_input = self.query_one("#query_input", TextArea)
+        existing = query_input.text
+        if existing.strip():
+            separator = "" if existing.endswith("\n") else "\n"
+            query_input.text = f"{existing}{separator}{op_name}"
+        else:
+            query_input.text = op_name
+        query_input.focus()
+
+    def _execute_query_async(self) -> None:
+        self._ensure_interop_started()
+        query = self.query_one(TextArea).text.strip()
+        if not query:
+            return
+        self._column_width_cache.clear()
+        self._save_last_query(query)
+        self._update_timestamps.clear()
+        self._last_update_at = None
+        self._stream_started_at = time.monotonic()
+        self._total_updates = 0
+        self._last_row_count = 0
+        self._paused_latest_response = None
+        self._refresh_status()
+
+        req_id = str(uuid.uuid4())
+
+        def _run() -> None:
+            try:
+                def _on_response(resp: DslResponse) -> None:
+                    self.call_from_thread(self._render_response, resp)
+
+                get_dsl(query, req_id, _on_response)
+            except Exception as exc:
+                error_resp = DslResponse(data_packet=None, req_id=req_id, error=str(exc))
+                self.call_from_thread(self._render_response, error_resp)
+
+        threading.Thread(target=_run, daemon=True).start()
+
+    def _render_response(self, response: DslResponse) -> None:
+        if not self._grid_updates_enabled:
+            self._paused_latest_response = response
+            return
+        self._render_response_internal(response)
+
+    def _render_response_internal(self, response: DslResponse) -> None:
+        self._record_update()
+        table = self.query_one(DataTable)
+        table.remove_class("error")
+        prev_scroll_x = table.scroll_offset.x
+        prev_scroll_y = table.scroll_offset.y
+        table.clear(columns=True)
+
+        if response.error:
+            table.add_class("error")
+            error_text = self._stringify(response.error)
+            error_lines = error_text.splitlines() or [error_text]
+            self._current_col_names = []
+            self._current_rows = []
+            self._last_row_count = len(error_lines)
+            self._refresh_ops_tree()
+            table.add_columns("error")
+            for line in error_lines:
+                table.add_row(Text(line, style="bold #f17486"))
+            return
+
+        if response.data_packet is None or not response.data_packet.state:
+            self._current_col_names = []
+            self._current_rows = []
+            self._last_row_count = 0
+            self._refresh_ops_tree()
+            table.add_columns("empty")
+            table.add_row("no data")
+            return
+
+        data_packet = response.data_packet.state[0]
+        columns = data_packet.get("columns", [])
+        rows = data_packet.get("all", [])
+        if not isinstance(rows, list):
+            rows = []
+
+        col_names = [c.get("name", "") for c in columns]
+        if not col_names:
+            col_names = list(rows[0].keys()) if rows else ["empty"]
+
+        self._current_col_names = col_names
+        self._current_rows = rows
+        self._last_row_count = len(rows)
+        self._refresh_ops_tree()
+        for col_name in col_names:
+            width = self._column_width_cache.get(col_name, len(col_name))
+            for row in rows:
+                if not isinstance(row, dict):
+                    continue
+                cell_text = self._stringify(row.get(col_name, ""))
+                width = max(width, len(cell_text))
+            self._column_width_cache[col_name] = width
+            table.add_column(col_name, width=width)
+        for row in rows:
+            table.add_row(*[self._format_cell(c, row.get(c, "")) for c in col_names])
+        # Preserve user's viewport during streaming refreshes.
+        table.scroll_to(
+            x=min(prev_scroll_x, table.max_scroll_x),
+            y=min(prev_scroll_y, table.max_scroll_y),
+            animate=False,
+        )
+
+    @staticmethod
+    def _stringify(value: Any) -> str:
+        return "" if value is None else str(value)
+
+    @staticmethod
+    def _format_cell(column_name: str, value: Any) -> str | Text:
+        text = DSQALiveConsole._stringify(value)
+        lowered = column_name.lower()
+        if lowered == "id":
+            return Text(text, style="bold #9eb1d8")
+        if lowered == "symbol":
+            return Text(text, style="bold #dce6ff")
+        if lowered == "price":
+            return Text(text, style="bold #d4ddf2")
+        if lowered == "time":
+            return Text(text, style="#aab5d0")
+        if lowered == "change":
+            cleaned = text.strip()
+            if cleaned.startswith("-"):
+                return Text(text, style="bold #f17486")
+            if cleaned.startswith("+"):
+                return Text(text, style="bold #92d67e")
+            return Text(text, style="bold #c7d3ef")
+        if lowered == "bid":
+            return Text(text, style="bold #8cf3c0 on #123526")
+        if lowered == "ask":
+            return Text(text, style="bold #ffd5d9 on #3b1b25")
+        return text
+
+    def _record_update(self) -> None:
+        now = time.monotonic()
+        self._update_timestamps.append(now)
+        self._total_updates += 1
+        if self._stream_started_at is None:
+            self._stream_started_at = now
+        self._last_update_at = datetime.now()
+        self._refresh_status()
+
+    def _refresh_status(self) -> None:
+        self._refresh_interop_heartbeat()
+        now = time.monotonic()
+        cutoff = now - 1.0
+        while self._update_timestamps and self._update_timestamps[0] < cutoff:
+            self._update_timestamps.popleft()
+
+        rate = float(len(self._update_timestamps))
+        if self._stream_started_at is not None:
+            uptime_seconds = max(0, int(now - self._stream_started_at))
+            uptime = self._format_duration(uptime_seconds)
+        else:
+            uptime = "--:--:--"
+        last_update = self._last_update_at.strftime("%H:%M:%S") if self._last_update_at else "--:--:--"
+        status = Text()
+        if self._interop_is_running:
+            status.append("Interop: ● UP", style="bold #92d67e")
+        elif self._interop_exit_code is not None:
+            status.append(f"Interop: ● DOWN({self._interop_exit_code})", style="bold #f17486")
+        else:
+            status.append("Interop: ● DOWN", style="bold #8b90a1")
+        status.append(" | ")
+        status.append(f"Rows: {self._last_row_count} | Rate: {rate:.1f}/s | ")
+        status.append(f"Total Updates: {self._total_updates}", style="bold #79afe7")
+        status.append(f" | Uptime: {uptime} | ")
+        status.append(f"Last Update: {last_update}", style="bold #79afe7")
+        self.query_one("#live_status", Static).update(status)
+
+    def _refresh_interop_heartbeat(self) -> None:
+        is_running, exit_code = get_interop_status()
+        self._interop_is_running = is_running
+        self._interop_exit_code = exit_code
+
+    @staticmethod
+    def _format_duration(total_seconds: int) -> str:
+        hours = total_seconds // 3600
+        minutes = (total_seconds % 3600) // 60
+        seconds = total_seconds % 60
+        return f"{hours:02d}:{minutes:02d}:{seconds:02d}"
+
+    def _search_results(self) -> None:
+        raw = self.query_one("#results_search", Input).value.strip()
+        if ":" not in raw:
+            return
+        col_part, value_part = raw.split(":", 1)
+        target_col = col_part.strip()
+        target_value = value_part.strip()
+        if not target_col:
+            return
+
+        lookup = {name.lower(): idx for idx, name in enumerate(self._current_col_names)}
+        col_idx = lookup.get(target_col.lower())
+        if col_idx is None:
+            return
+
+        col_name = self._current_col_names[col_idx]
+        needle = target_value.lower()
+        for row_idx, row in enumerate(self._current_rows):
+            if not isinstance(row, dict):
+                continue
+            cell_value = self._stringify(row.get(col_name, ""))
+            if needle in cell_value.lower():
+                table = self.query_one("#results_table", DataTable)
+                table.move_cursor(row=row_idx, column=col_idx)
+                table.focus()
+                return
+
+    def _copy_selected_cell(self) -> None:
+        table = self.query_one("#results_table", DataTable)
+        if table.row_count == 0 or not self._current_col_names:
+            return
+        coordinate = table.cursor_coordinate
+        try:
+            cell = table.get_cell_at(coordinate)
+        except Exception:
+            return
+        if isinstance(cell, Text):
+            value = cell.plain
+        else:
+            value = self._stringify(cell)
+        self.copy_to_clipboard(value)
+
+    def _export_results_csv(self) -> None:
+        if not self._current_col_names:
+            return
+        timestamp = datetime.now().strftime("%Y%m%d_%H%M%S")
+        export_path = os.path.join(_here, f"DSQA_RESULTS_EXPORT_{timestamp}.csv")
+        with open(export_path, "w", newline="", encoding="utf-8") as csv_file:
+            writer = csv.writer(csv_file)
+            writer.writerow(self._current_col_names)
+            for row in self._current_rows:
+                if isinstance(row, dict):
+                    writer.writerow([self._stringify(row.get(col, "")) for col in self._current_col_names])
+
+    def _refresh_ops_tree(self) -> None:
+        tree = self.query_one("#ops_tree", Tree)
+        root = tree.root
+        root.remove_children()
+
+        if self._ops_catalog_error:
+            root.add(Text(self._ops_catalog_error, style="bold #f17486"))
+            root.expand()
+            return
+
+        grouped: dict[str, dict[str, dict[str, set[str]]]] = {}
+        for row in self._ops_catalog_rows:
+            if not isinstance(row, dict):
+                continue
+            row_lookup = {self._stringify(k).lower(): v for k, v in row.items()}
+            assembly_name = self._stringify(row_lookup.get("assembly_name", "")).strip() or "(unknown assembly)"
+            namespace = self._stringify(row_lookup.get("namespace", "")).strip() or "(global)"
+            op = self._stringify(row_lookup.get("op", "")).strip() or "(unknown op)"
+            constructor = self._stringify(row_lookup.get("constructor", "")).strip() or "(none)"
+            grouped.setdefault(assembly_name, {}).setdefault(namespace, {}).setdefault(op, set()).add(constructor)
+
+        if not grouped:
+            root.add(Text("No operator metadata available", style="#8ea0c6"))
+            root.expand()
+            return
+
+        for assembly_name in sorted(grouped.keys(), key=str.lower):
+            assembly_node = root.add(Text(assembly_name, style="bold #79afe7"))
+            for namespace in sorted(grouped[assembly_name].keys(), key=str.lower):
+                namespace_node = assembly_node.add(Text(namespace, style="#cfd7eb"))
+                for op in sorted(grouped[assembly_name][namespace].keys(), key=str.lower):
+                    op_node = namespace_node.add(
+                        Text(op, style="#b8c8e7"),
+                        data={"kind": "op", "op": op},
+                    )
+                    for constructor in sorted(grouped[assembly_name][namespace][op], key=str.lower):
+                        op_node.add(
+                            Text(constructor, style="#9eb0d4"),
+                            data={"kind": "constructor", "op": op, "constructor": constructor},
+                        )
+                    op_node.expand()
+                namespace_node.expand()
+            assembly_node.expand()
+        root.expand()
+
+    def _refresh_ops_tree_async(self) -> None:
+        if self._ops_catalog_loaded or self._ops_catalog_loading:
+            return
+        self._ensure_interop_started()
+        self._ops_catalog_loading = True
+        req_id = str(uuid.uuid4())
+
+        def _run() -> None:
+            try:
+                def _on_response(resp: DslResponse) -> None:
+                    self.call_from_thread(self._update_ops_catalog, resp)
+
+                get_dsl("OpsStream()", req_id, _on_response)
+            except Exception as exc:
+                error_resp = DslResponse(data_packet=None, req_id=req_id, error=str(exc))
+                self.call_from_thread(self._update_ops_catalog, error_resp)
+
+        threading.Thread(target=_run, daemon=True).start()
+
+    def _update_ops_catalog(self, response: DslResponse) -> None:
+        self._ops_catalog_loading = False
+        if response.error:
+            self._ops_catalog_rows = []
+            self._ops_catalog_error = self._stringify(response.error)
+            self._refresh_ops_tree()
+            return
+
+        if response.data_packet is None or not response.data_packet.state:
+            self._ops_catalog_rows = []
+            self._ops_catalog_error = "OpsStream() returned no data"
+            self._refresh_ops_tree()
+            return
+
+        data_packet = response.data_packet.state[0]
+        rows = data_packet.get("all", [])
+        if not isinstance(rows, list):
+            rows = []
+        normalized_rows: list[dict[str, Any]] = []
+        for row in rows:
+            if isinstance(row, dict):
+                normalized_rows.append(row)
+        self._ops_catalog_rows = normalized_rows
+        self._ops_catalog_error = None
+        self._ops_catalog_loaded = True
+        self._refresh_ops_tree()
+
+    def _toggle_stream_painting(self) -> None:
+        self._grid_updates_enabled = not self._grid_updates_enabled
+        self._set_stream_toggle_label()
+        self._set_pause_visuals()
+        if self._grid_updates_enabled and self._paused_latest_response is not None:
+            latest = self._paused_latest_response
+            self._paused_latest_response = None
+            self._render_response_internal(latest)
+
+    def _set_stream_toggle_label(self) -> None:
+        button = self.query_one("#stream_toggle_button", Button)
+        button.label = "⏸ Pause" if self._grid_updates_enabled else "▶ Play"
+
+    def _set_pause_visuals(self) -> None:
+        table = self.query_one("#results_table", DataTable)
+        panel = self.query_one("#results_panel", Vertical)
+        if self._grid_updates_enabled:
+            table.remove_class("paused")
+            panel.remove_class("paused")
+        else:
+            table.add_class("paused")
+            panel.add_class("paused")
+
+    def _load_last_query(self) -> str:
+        try:
+            with open(self.LAST_QUERY_PATH, "r", encoding="utf-8") as file:
+                text = file.read().strip()
+                return text if text else self.DEFAULT_QUERY
+        except FileNotFoundError:
+            return self.DEFAULT_QUERY
+        except OSError:
+            return self.DEFAULT_QUERY
+
+    def _save_last_query(self, query: str) -> None:
+        try:
+            with open(self.LAST_QUERY_PATH, "w", encoding="utf-8") as file:
+                file.write(query)
+        except OSError:
+            pass
+
+
+if __name__ == "__main__":
+    DSQALiveConsole().run()
@@ -0,0 +1,31 @@
+<Project Sdk="Microsoft.NET.Sdk">
+
+  <PropertyGroup>
+    <OutputType>Exe</OutputType>
+    <TargetFramework>net8.0</TargetFramework>
+    <ImplicitUsings>enable</ImplicitUsings>
+    <Nullable>enable</Nullable>
+    <AssemblyName>BlueOrbDSLInteropServer</AssemblyName>
+    <RootNamespace>BlueOrbDSLInteropServer</RootNamespace>
+  </PropertyGroup>
+
+  <Choose>
+    <When Condition="'$(UseProjectRefs)' == 'true'">
+      <ItemGroup>
+        <ProjectReference Include="..\..\cs\Bts.Spark.Api\Bts.Spark.Api.csproj" />
+        <ProjectReference Include="..\DataStream\DataStream.csproj" />
+        <ProjectReference Include="..\PubSub\PubSub.csproj" />
+        <ProjectReference Include="..\BlueOrbOperatorStreams\BlueOrbOperatorStreams.csproj" />
+      </ItemGroup>
+    </When>
+    <Otherwise>
+      <ItemGroup>
+        <PackageReference Include="Bts.Spark.Api" Version="$(SparkVersion)" />
+        <PackageReference Include="DataStream" Version="$(SparkVersion)" />
+        <PackageReference Include="PubSub" Version="$(SparkVersion)" />
+        <PackageReference Include="BlueOrbOperatorStreams" Version="$(SparkVersion)" />
+      </ItemGroup>
+    </Otherwise>
+  </Choose>
+
+</Project>
@@ -0,0 +1,122 @@
+using System;
+using System.Text.Json;
+using System.Text.Json.Serialization;
+
+using BCG;
+
+using bts.BlueOrb;
+
+using Bts.DataStream;
+
+using Bts.DataStreamCore;
+using Bts.DataStreamExpressions;
+using Bts.PubSub;
+
+using MathNet.Numerics.Statistics;
+
+
+namespace BlueOrbDSLInteropServer {
+   // BlueOrbDSLInteropServer reads DSL lines from stdin, validates them,
+   // and writes one DataPacket JSON line to stdout per input.
+   internal static class Program {
+      private const string ExitSignal = ":exit";
+      private static SyncQueue<DslRequest> _work_queue = new SyncQueue<DslRequest>();
+      private static JsonSerializerOptions response_json_options = new JsonSerializerOptions {
+         NumberHandling = JsonNumberHandling.AllowNamedFloatingPointLiterals
+      };
+      private static string _current_req_id;
+
+      // Request from Python
+      private sealed class DslRequest {
+         public string? dsl { get; set; }
+         public string? req_id { get; set; }
+      }
+
+      // Response envelope for Python: includes DataPacket, request id, and optional error.
+      private sealed class DslResponse {
+         public DataPacket? data_packet { get; set; }
+         public string? req_id { get; set; }
+         public string? error { get; set; }
+      }
+
+      private static void Main(string[] args) {
+         //System.Threading.Thread.Sleep(20000);
+         System.Threading.Thread thread = new Thread(_worker_loop);
+         thread.IsBackground = true;
+         thread.Start();
+         response_json_options.Converters.Add(new DataPacketJsonConverter {
+            IncludeCurrent = true,
+            UseObjectRows = true,
+         });
+         string? line;
+         while ((line = Console.ReadLine()) != null) {
+            line = line.Trim();
+            if (line.Length == 0) {
+               continue;
+            }
+            if (string.Equals(line, ExitSignal, StringComparison.OrdinalIgnoreCase)) {
+               break;
+            }
+
+            try {
+               DslRequest req = JsonSerializer.Deserialize<DslRequest>(line);
+               _work_queue.enqueue(req);
+            } catch (Exception ex) {
+               bts.Log.assert(false, ex.ToString());
+            }
+         }
+      }
+
+      private static void _worker_loop() {
+         Dictionary<string, ViewStream> req_map = new Dictionary<string, ViewStream>();
+         while (true) {
+            System.Threading.Thread.Sleep(100);
+            ViewStreamDatabase.instance.doWork();
+            var new_reqs = _work_queue.dequeue_all();
+            if (new_reqs == null || new_reqs.Count == 0) {
+               continue;
+            }
+            // ubsubscribing to previous stream(s)
+            foreach (var kv in req_map) {
+               kv.Value.onChange -= dp_obj => _on_dp(kv.Key, dp_obj);
+            }
+            foreach (var r in new_reqs) {
+               var req_id = string.IsNullOrWhiteSpace(r.req_id) ? Guid.NewGuid().ToString() : r.req_id;
+               _current_req_id = req_id;
+               try {
+                  DSLStream dsl_str = new DSLStream(r.dsl);
+                  req_map[req_id] = dsl_str;
+                  dsl_str.onChange += dp_obj => _on_dp(req_id, dp_obj);
+               } catch (Exception ex) {
+                  _write_error(req_id, ex.StackTrace);
+               }
+            }
+         }
+      }
+
+      private static void _on_dp(string req_id, object dp_obj) {
+         // eventhough we unsubscribe to all the other streams except the currrent one, 
+         // sometimes the onLastSub is not implemented and we still get updates, this masks them 
+         if (req_id != _current_req_id)
+            return;
+         DataPacket dp = dp_obj as DataPacket;
+         DslResponse response = new DslResponse() {
+            data_packet = dp,
+            req_id = req_id,
+            error = ""
+         };
+         var json = JsonSerializer.Serialize(response, response_json_options);
+         Console.WriteLine(json);
+      }
+
+      private static void _write_error(string req_id, string error) {
+         DslResponse response = new DslResponse() {
+            data_packet = null,
+            req_id = req_id,
+            error = error
+         };
+         var json = JsonSerializer.Serialize(response, response_json_options);
+         Console.WriteLine(json);
+      }
+   }
+}
@@ -0,0 +1,514 @@
+// namespace BlueOrb.Operators.Signal;
+
+// using BCG;
+
+// using bts;
+
+// using System;
+// using System.Collections.Generic;
+// using System.Globalization;
+// using System.Linq;
+
+// [DataStreamUserRespresentation("BarBuilderStream")]
+// public class BarBuilderStream : ViewStream
+// {
+//    enum BarType
+//    {
+//       TIME,
+//       TICK,
+//       VOLUME,
+//       DOLLAR,
+//    }
+
+//    enum PriceSource
+//    {
+//       trade_price,
+//       mid,
+//       bid,
+//       ask,
+//    }
+
+//    enum VolumeSource
+//    {
+//       trade_size,
+//       none,
+//    }
+
+//    enum SessionReset
+//    {
+//       NONE,
+//       DAY,
+//       RTH,
+//       ETH,
+//    }
+
+//    sealed class BarState
+//    {
+//       public string Contract = string.Empty;
+//       public DateTime StartTs;
+//       public DateTime EndTs;
+//       public double Open;
+//       public double High;
+//       public double Low;
+//       public double Close;
+//       public double Volume;
+//       public int TradeCount;
+//       public double SumPriceSize;
+//       public double SumSize;
+//       public double DollarNotional;
+//       public bool HasData;
+//       public DateTime SessionDay;
+//       public bool InitialSnapshotEmitted;
+//    }
+
+//    readonly ViewStream _priceStream;
+//    readonly BarType _barType;
+//    readonly int _barSize;
+//    readonly PriceSource _priceSource;
+//    readonly VolumeSource _volumeSource;
+//    readonly string _timestampCol;
+//    readonly bool _emitForming;
+//    readonly bool _emitInitialSnapshot;
+//    readonly SessionReset _sessionReset;
+
+//    readonly Dictionary<string, BarState> _stateByContract = new(StringComparer.Ordinal);
+//    readonly Dictionary<string, bool> _validCols = new(StringComparer.OrdinalIgnoreCase);
+//    bool _validated;
+//    int _nextId;
+//    readonly BlueTable _outTable;
+//    readonly IBlueTableSchema _outSchema;
+
+//    public BarBuilderStream(
+//       ViewStream price_stream,
+//       string bar_type,
+//       int bar_size,
+//       string price_source,
+//       string volume_source,
+//       string timestamp_col = "ts_event",
+//       int emit_forming_i = 0,
+//       string session_reset = "NONE",
+//       int emit_initial_snapshot_i = 0
+//    )
+//    {
+//       _priceStream = price_stream;
+//       _barType = ParseBarType(bar_type);
+//       _barSize = bar_size;
+//       _priceSource = ParsePriceSource(price_source);
+//       _volumeSource = ParseVolumeSource(volume_source);
+//       _timestampCol = timestamp_col;
+//       _emitForming = emit_forming_i == 1;
+//       _emitInitialSnapshot = emit_initial_snapshot_i == 1;
+//       _sessionReset = ParseSessionReset(session_reset);
+
+//       if (_barSize <= 0)
+//       {
+//          throw new ArgumentException("bar_size must be > 0");
+//       }
+
+//       _outSchema = BlueDataUtility.form_schema(
+//          "BarBuilder",
+//          Tuple.Create("id", TypeCode.Int32),
+//          Tuple.Create("ts_event", TypeCode.String),
+//          Tuple.Create("bar_start_ts", TypeCode.String),
+//          Tuple.Create("bar_end_ts", TypeCode.String),
+//          Tuple.Create("contract", TypeCode.String),
+//          Tuple.Create("open", TypeCode.Double),
+//          Tuple.Create("high", TypeCode.Double),
+//          Tuple.Create("low", TypeCode.Double),
+//          Tuple.Create("close", TypeCode.Double),
+//          Tuple.Create("volume", TypeCode.Double),
+//          Tuple.Create("trade_count", TypeCode.Int32),
+//          Tuple.Create("vwap", TypeCode.Double),
+//          Tuple.Create("is_forming", TypeCode.Boolean)
+//       );
+//       _outTable = new BlueTable(_outSchema);
+//    }
+
+//    protected override void myOnFirstSubscriber()
+//    {
+//       _priceStream.onChange += _on_price_change;
+//    }
+
+//    protected override void myOnLastSubscriber()
+//    {
+//       _priceStream.onChange -= _on_price_change;
+//    }
+
+//    void _on_price_change(object newValue)
+//    {
+//       var dp = newValue as IDataPacket;
+//       if (dp is null)
+//       {
+//          return;
+//       }
+//       if (!_validated)
+//       {
+//          ValidateInputSchema(dp.newRows.schema);
+//          _validated = true;
+//       }
+
+//       var emitted = new List<IBlueRow>();
+//       foreach (IBlueRow row in dp.addedRows)
+//       {
+//          ProcessEvent(row, emitted);
+//       }
+
+//       if (emitted.Count == 0)
+//       {
+//          return;
+//       }
+//       foreach (var r in emitted)
+//       {
+//          _outTable.addRow(r);
+//       }
+//       var outDp = BlueDataUtility.build_dp_inc(_outTable, myLastValue as IDataPacket);
+//       myFireEvent(outDp);
+//    }
+
+//    void ValidateInputSchema(IBlueTableSchema schema)
+//    {
+//       _validCols.Clear();
+//       foreach (var name in schema.columnNames)
+//       {
+//          _validCols[name] = true;
+//       }
+
+//       if (!_validCols.ContainsKey(_timestampCol))
+//       {
+//          throw new ArgumentException($"Missing required column: {_timestampCol}");
+//       }
+
+//       switch (_priceSource)
+//       {
+//          case PriceSource.trade_price:
+//             RequireCol("trade_price");
+//             break;
+//          case PriceSource.mid:
+//             RequireCol("bid_price");
+//             RequireCol("ask_price");
+//             break;
+//          case PriceSource.bid:
+//             RequireCol("bid_price");
+//             break;
+//          case PriceSource.ask:
+//             RequireCol("ask_price");
+//             break;
+//       }
+
+//       if (_barType is BarType.VOLUME or BarType.DOLLAR)
+//       {
+//          if (_volumeSource == VolumeSource.none || !_validCols.ContainsKey("trade_size"))
+//          {
+//             throw new ArgumentException("VOLUME/DOLLAR require executed trade volume; invalid for BBO-only streams.");
+//          }
+//       }
+//       else if (_volumeSource == VolumeSource.trade_size)
+//       {
+//          RequireCol("trade_size");
+//       }
+//    }
+
+//    void RequireCol(string name)
+//    {
+//       if (!_validCols.ContainsKey(name))
+//       {
+//          throw new ArgumentException($"Missing required column for selected source: {name}");
+//       }
+//    }
+
+//    void ProcessEvent(IBlueRow row, List<IBlueRow> emitted)
+//    {
+//       var ts = ParseTimestamp(row);
+//       var contract = ResolveContract(row);
+//       var price = ResolvePrice(row);
+//       var size = ResolveSize(row);
+//       var state = GetOrCreateState(contract);
+
+//       if (state.HasData && _sessionReset != SessionReset.NONE && ts.Date != state.SessionDay.Date)
+//       {
+//          emitted.Add(ToBarRow(state, ts_event: state.EndTs, isForming: false));
+//          state.HasData = false;
+//       }
+
+//       switch (_barType)
+//       {
+//          case BarType.TIME:
+//             ProcessTimeBar(state, ts, price, size, emitted);
+//             break;
+//          case BarType.TICK:
+//             ProcessThresholdBar(state, ts, price, size, emitted, state.TradeCount + 1 >= _barSize);
+//             break;
+//          case BarType.VOLUME:
+//             ProcessThresholdBar(state, ts, price, size, emitted, state.Volume + size >= _barSize);
+//             break;
+//          case BarType.DOLLAR:
+//             ProcessThresholdBar(state, ts, price, size, emitted, state.DollarNotional + (price * size) >= _barSize);
+//             break;
+//       }
+//    }
+
+//    void ProcessTimeBar(BarState state, DateTime ts, double price, double size, List<IBlueRow> emitted)
+//    {
+//       var bucketStart = AlignTimeBucket(ts, _barSize);
+//       var bucketEnd = bucketStart.AddSeconds(_barSize);
+
+//       if (!state.HasData)
+//       {
+//          StartBar(state, ts, bucketStart, bucketEnd, price, size);
+//          MaybeEmitInitialSnapshot(state, ts, emitted);
+//          if (_emitForming)
+//          {
+//             emitted.Add(ToBarRow(state, ts, isForming: true));
+//          }
+//          return;
+//       }
+
+//       if (bucketStart < state.StartTs)
+//       {
+//          Log.Gen.error(
+//             $"BarBuilderStream ignored out-of-order event. contract={state.Contract} ts={ToIso(ts)} " +
+//             $"current_bar_start={ToIso(state.StartTs)}");
+//          return;
+//       }
+
+//       if (bucketStart > state.StartTs)
+//       {
+//          emitted.Add(ToBarRow(state, state.EndTs, isForming: false));
+//          StartBar(state, ts, bucketStart, bucketEnd, price, size);
+//          if (_emitForming)
+//          {
+//             emitted.Add(ToBarRow(state, ts, isForming: true));
+//          }
+//          return;
+//       }
+
+//       Accumulate(state, price, size);
+//       state.EndTs = bucketEnd;
+//       if (_emitForming)
+//       {
+//          emitted.Add(ToBarRow(state, ts, isForming: true));
+//       }
+//    }
+
+//    void ProcessThresholdBar(
+//       BarState state,
+//       DateTime ts,
+//       double price,
+//       double size,
+//       List<IBlueRow> emitted,
+//       bool shouldClose
+//    )
+//    {
+//       if (!state.HasData)
+//       {
+//          StartBar(state, ts, ts, ts, price, size);
+//          MaybeEmitInitialSnapshot(state, ts, emitted);
+//       }
+//       else
+//       {
+//          Accumulate(state, price, size);
+//       }
+//       state.EndTs = ts;
+
+//       if (_emitForming)
+//       {
+//          emitted.Add(ToBarRow(state, ts, isForming: true));
+//       }
+//       if (shouldClose)
+//       {
+//          emitted.Add(ToBarRow(state, ts, isForming: false));
+//          state.HasData = false;
+//       }
+//    }
+
+//    static DateTime AlignTimeBucket(DateTime ts, int seconds)
+//    {
+//       var utc = ts.ToUniversalTime();
+//       long bucketTicks = TimeSpan.FromSeconds(seconds).Ticks;
+//       long aligned = (utc.Ticks / bucketTicks) * bucketTicks;
+//       return new DateTime(aligned, DateTimeKind.Utc);
+//    }
+
+//    void MaybeEmitInitialSnapshot(BarState state, DateTime ts, List<IBlueRow> emitted)
+//    {
+//       if (!_emitInitialSnapshot || state.InitialSnapshotEmitted)
+//       {
+//          return;
+//       }
+//       emitted.Add(ToBarRow(state, ts, isForming: false));
+//       state.InitialSnapshotEmitted = true;
+//    }
+
+//    void StartBar(
+//       BarState state,
+//       DateTime ts,
+//       DateTime barStart,
+//       DateTime barEnd,
+//       double price,
+//       double size
+//    )
+//    {
+//       state.StartTs = barStart;
+//       state.EndTs = barEnd;
+//       state.Open = price;
+//       state.High = price;
+//       state.Low = price;
+//       state.Close = price;
+//       state.Volume = 0;
+//       state.TradeCount = 0;
+//       state.SumPriceSize = 0;
+//       state.SumSize = 0;
+//       state.DollarNotional = 0;
+//       state.SessionDay = ts.Date;
+//       state.HasData = true;
+//       Accumulate(state, price, size);
+//    }
+
+//    static void Accumulate(BarState state, double price, double size)
+//    {
+//       state.High = Math.Max(state.High, price);
+//       state.Low = Math.Min(state.Low, price);
+//       state.Close = price;
+//       state.TradeCount++;
+//       if (size > 0)
+//       {
+//          state.Volume += size;
+//          state.SumSize += size;
+//          state.SumPriceSize += price * size;
+//          state.DollarNotional += price * size;
+//       }
+//    }
+
+//    IBlueRow ToBarRow(BarState state, DateTime ts_event, bool isForming)
+//    {
+//       double vwap = state.SumSize > 0 ? state.SumPriceSize / state.SumSize : state.Close;
+//       var row = new MutableBlueRow(_outSchema);
+//       row.setValue("id", _nextId++);
+//       row.setValue("ts_event", ToIso(ts_event));
+//       row.setValue("bar_start_ts", ToIso(state.StartTs));
+//       row.setValue("bar_end_ts", ToIso(state.EndTs));
+//       row.setValue("contract", state.Contract);
+//       row.setValue("open", state.Open);
+//       row.setValue("high", state.High);
+//       row.setValue("low", state.Low);
+//       row.setValue("close", state.Close);
+//       row.setValue("volume", _volumeSource == VolumeSource.none ? 0.0 : state.Volume);
+//       row.setValue("trade_count", state.TradeCount);
+//       row.setValue("vwap", vwap);
+//       row.setValue("is_forming", isForming);
+//       return row;
+//    }
+
+//    BarState GetOrCreateState(string contract)
+//    {
+//       if (_stateByContract.TryGetValue(contract, out var existing))
+//       {
+//          return existing;
+//       }
+//       var created = new BarState { Contract = contract };
+//       _stateByContract[contract] = created;
+//       return created;
+//    }
+
+//    DateTime ParseTimestamp(IBlueRow row)
+//    {
+//       object? raw = row[_timestampCol];
+//       if (raw is DateTime dt)
+//       {
+//          return dt;
+//       }
+//       if (raw is string s && DateTime.TryParse(s, null, DateTimeStyles.RoundtripKind, out dt))
+//       {
+//          return dt;
+//       }
+//       throw new ArgumentException($"Invalid timestamp value in column '{_timestampCol}'.");
+//    }
+
+//    string ResolveContract(IBlueRow row)
+//    {
+//       if (_validCols.ContainsKey("contract"))
+//       {
+//          return (row["contract"]?.ToString() ?? string.Empty).Trim();
+//       }
+//       if (_validCols.ContainsKey("symbol"))
+//       {
+//          return (row["symbol"]?.ToString() ?? string.Empty).Trim();
+//       }
+//       return string.Empty;
+//    }
+
+//    double ResolvePrice(IBlueRow row)
+//    {
+//       return _priceSource switch
+//       {
+//          PriceSource.trade_price => ToDouble(row["trade_price"], "trade_price"),
+//          PriceSource.mid => (ToDouble(row["bid_price"], "bid_price") + ToDouble(row["ask_price"], "ask_price")) / 2.0,
+//          PriceSource.bid => ToDouble(row["bid_price"], "bid_price"),
+//          PriceSource.ask => ToDouble(row["ask_price"], "ask_price"),
+//          _ => throw new ArgumentOutOfRangeException()
+//       };
+//    }
+
+//    double ResolveSize(IBlueRow row)
+//    {
+//       if (_volumeSource == VolumeSource.none)
+//       {
+//          return 0;
+//       }
+//       return ToDouble(row["trade_size"], "trade_size");
+//    }
+
+//    static double ToDouble(object? value, string colName)
+//    {
+//       var d = BlueDataUtility.GetDouble(value!);
+//       if (!d.HasValue)
+//       {
+//          throw new ArgumentException($"Column '{colName}' must be numeric.");
+//       }
+//       return d.Value;
+//    }
+
+//    static string ToIso(DateTime dt) =>
+//       dt.ToUniversalTime().ToString("O");
+
+//    static BarType ParseBarType(string value)
+//    {
+//       if (Enum.TryParse<BarType>(value, true, out var parsed))
+//       {
+//          return parsed;
+//       }
+//       throw new ArgumentException("bar_type must be one of: TIME | TICK | VOLUME | DOLLAR");
+//    }
+
+//    static PriceSource ParsePriceSource(string value)
+//    {
+//       if (Enum.TryParse<PriceSource>(value, true, out var parsed))
+//       {
+//          return parsed;
+//       }
+//       throw new ArgumentException("price_source must be one of: trade_price | mid | bid | ask");
+//    }
+
+//    static VolumeSource ParseVolumeSource(string value)
+//    {
+//       if (Enum.TryParse<VolumeSource>(value, true, out var parsed))
+//       {
+//          return parsed;
+//       }
+//       throw new ArgumentException("volume_source must be one of: trade_size | none");
+//    }
+
+//    static SessionReset ParseSessionReset(string value)
+//    {
+//       if (!Enum.TryParse<SessionReset>(value, true, out var parsed))
+//       {
+//          throw new ArgumentException("session_reset must be one of: NONE | DAY | RTH | ETH");
+//       }
+//       // TODO: differentiate RTH/ETH session boundaries; currently treated as DAY.
+//       if (parsed is SessionReset.RTH or SessionReset.ETH)
+//       {
+//          return SessionReset.DAY;
+//       }
+//       return parsed;
+//    }
+// }
@@ -0,0 +1,41 @@
+<Project Sdk="Microsoft.NET.Sdk">
+
+  <PropertyGroup>
+    <TargetFramework>net8.0</TargetFramework>
+    <ImplicitUsings>enable</ImplicitUsings>
+    <Nullable>enable</Nullable>
+  </PropertyGroup>
+
+  <ItemGroup>
+    <PackageReference Include="MathNet.Numerics" Version="5.0.0" />
+    <PackageReference Include="OpenAI" Version="2.0.0" />
+    <PackageReference Include="System.Linq.Async" Version="6.0.1" />
+  </ItemGroup>
+
+  <Choose>
+    <When Condition="'$(UseProjectRefs)' == 'true'">
+      <ItemGroup>
+        <ProjectReference Include="..\..\cs\Bts.Spark.Api\Bts.Spark.Api.csproj" />
+        <ProjectReference Include="..\DataStreamCore\DataStreamCore.csproj" />
+        <ProjectReference Include="..\DataStream\DataStream.csproj" />
+        <ProjectReference Include="..\PubSub\PubSub.csproj" />
+      </ItemGroup>
+    </When>
+    <Otherwise>
+      <ItemGroup>
+        <PackageReference Include="Bts.Spark.Api" Version="$(SparkVersion)" />
+        <PackageReference Include="DataStream" Version="$(SparkVersion)" />
+        <PackageReference Include="PubSub" Version="$(SparkVersion)" />
+      </ItemGroup>
+    </Otherwise>
+  </Choose>
+
+  <!-- <ItemGroup>
+    <RowType Include="RowTemplates\RefTypeRow.tt" SchemaJson="RowTemplates\PubSubHeartbeatSchema.json" TypeName="PubSubHeartbeatRow" TableName="PubSubHeartbeat" />
+    <RowType Include="RowTemplates\RefTypeRow.tt" SchemaJson="RowTemplates\PubSubRouteSchema.json" TypeName="PubSubRouteRow" TableName="PubSubRoute" />
+    <RowType Include="RowTemplates\RefTypeRow.tt" SchemaJson="RowTemplates\PubSubServerStateSchema.json" TypeName="PubSubServerStateRow" TableName="PubSubServerState" />
+    <RowType Include="RowTemplates\RefTypeRow.tt" SchemaJson="RowTemplates\PubSubServerTagStatsSchema.json" TypeName="PubSubServerTagStatsRow" TableName="PubSubServerTagStats" />
+    <RowType Include="RowTemplates\RefTypeRow.tt" SchemaJson="RowTemplates\TableMetadataSchema.json" TypeName="TableMetadataRow" TableName="TableMetadata" />
+  </ItemGroup> -->
+
+</Project>
@@ -0,0 +1,294 @@
+namespace BlueOrb.Internal
+{
+   using bts;
+   //using bts.api;
+   //using bts.spark;
+
+   using System;
+   using System.Diagnostics.CodeAnalysis;
+
+   public static class ContractUtils
+   {
+      public record FutureTradableContract(
+         string Symbol,
+         DateTime Expiration,
+         Exchange Exchange,
+         string? ContractText);
+
+      public class FutureSpreadContract
+      {
+         public List<Tuple<double, FutureTradableContract>> legs = new(2);
+         public string Symbol
+         {
+            get
+            {
+               return legs == null || legs.Count == 0 ? string.Empty : legs.ElementAt(0).Item2.Symbol;
+            }
+         }
+         public string? ContractText;
+      }
+
+      public record FutureContinousContract(string Symbol, Exchange Exchange);
+
+      // this is for all future conytracts belonging to a symbol
+      public record FutureWildcardContract(string Symbol, Exchange Exchange);
+
+      public class FutureContract
+      {
+         public FutureWildcardContract? wildcard_contract;
+         public FutureTradableContract? future_tradable_contract;
+         public FutureSpreadContract? spread_tradable_contract;
+         public FutureContinousContract? continous_constract;
+
+         public FutureContract(string txt)
+         {
+            wildcard_contract = parse_wildcard_contract(txt);
+            if (wildcard_contract != null)
+               return;
+            var fc = parse_future_contract(txt);
+            if (fc != null)
+            {
+               future_tradable_contract = fc;
+               return;
+            }
+            var sc = parse_future_spread_contract(txt);
+            if (sc != null)
+            {
+               spread_tradable_contract = sc;
+               return;
+            }
+            // this is not totally true, since ParseFutureSpreadContract does not
+            // parse ICS spreads
+            continous_constract = new(txt, Exchange.CME);
+         }
+
+         [MemberNotNullWhen(true, nameof(continous_constract))]
+         public bool is_continous_contract => continous_constract != null;
+
+         [MemberNotNullWhen(true, nameof(wildcard_contract))]
+         public bool is_wildcard_contract => wildcard_contract != null;
+
+         [MemberNotNullWhen(true, nameof(future_tradable_contract))]
+         public bool is_future_tradable_contract => future_tradable_contract != null;
+
+         [MemberNotNullWhen(true, nameof(spread_tradable_contract))]
+         public bool is_spread_tradable_contract => spread_tradable_contract != null;
+
+         public string symbol()
+         {
+            if (wildcard_contract != null)
+               return wildcard_contract.Symbol;
+            if (continous_constract != null)
+            {
+               return continous_constract.Symbol;
+            }
+            else if (future_tradable_contract != null)
+            {
+               return future_tradable_contract.Symbol;
+            }
+            else if (spread_tradable_contract != null)
+            {
+               return spread_tradable_contract.Symbol;
+            }
+            Log.assert(false);
+            return string.Empty;
+         }
+         public string? contract_text
+         {
+            get
+            {
+               if (future_tradable_contract != null)
+                  return future_tradable_contract.ContractText;
+               if (spread_tradable_contract != null)
+                  return spread_tradable_contract.ContractText;
+               return null;
+            }
+         }
+      }
+      #region Parsing
+      public static FutureWildcardContract? parse_wildcard_contract(string contract_txt, Exchange exchange = Exchange.CME)
+      {
+         if (contract_txt.EndsWith("*"))
+         {
+            contract_txt = contract_txt.Replace("*", string.Empty);
+            return new FutureWildcardContract(contract_txt, exchange);
+         }
+         return null;
+      }
+      public static FutureTradableContract? parse_future_contract(string contract_txt, Exchange exchange = Exchange.CME)
+      {
+         // Validate the future string length
+         if (!contract_txt.All(c => char.IsLetterOrDigit(c)))
+            return null;
+         if (contract_txt.Length < 4)
+         {
+            return null;
+         }
+
+         // Extract the symbol and the expiration month/year codes
+         string symbol = contract_txt.Substring(0, contract_txt.Length - 2);
+         char monthCode = contract_txt[contract_txt.Length - 2];
+         char yearCode = contract_txt[contract_txt.Length - 1];
+
+         // Map month code to month, return null if the month code is invalid
+         int month = monthCode switch
+         {
+            'F' => 1,  // January
+            'G' => 2,  // February
+            'H' => 3,  // March
+            'J' => 4,  // April
+            'K' => 5,  // May
+            'M' => 6,  // June
+            'N' => 7,  // July
+            'Q' => 8,  // August
+            'U' => 9,  // September
+            'V' => 10, // October
+            'X' => 11, // November
+            'Z' => 12, // December
+            _ => 0 // Return 0 for invalid month code
+         };
+
+         if (month == 0)
+         {
+            return null; // Invalid month code
+         }
+
+         // Calculate the year based on the current decade
+         int currentYear = DateTime.Now.Year;
+         int decadeStart = currentYear / 10 * 10;
+         int year = decadeStart + (yearCode - '0');
+
+         // If the year is in the past, assume the next decade
+         if (year < currentYear)
+         {
+            year += 10;
+         }
+
+         // Create the FutureContract instance and set its properties
+         DateTime expiration = new DateTime(year, month, 1);
+         return new(symbol, expiration, exchange, contract_txt);
+      }
+      // Method to parse a futures spread, e.g. "CLX4-CLZ4"
+      public static FutureSpreadContract? parse_future_spread_contract(string contract_txt, Exchange exchange = Exchange.CME)
+      {
+         // Split the string by '-' to handle each leg
+         var spreadParts = contract_txt.Split('-');
+         if (spreadParts.Length < 2)
+         {
+            return null; // Not a valid spread format
+         }
+
+         var spreadContract = new FutureSpreadContract { legs = new List<Tuple<double, FutureTradableContract>>() };
+
+         foreach (var part in spreadParts)
+         {
+            // Split each leg by '*', assuming the format is weight*future or just future
+            string[] legParts = part.Split('*');
+            double weight = 1.0;
+            string futurePart;
+
+            if (legParts.Length == 2)
+            {
+               if (!double.TryParse(legParts[0], out weight))
+               {
+                  return null; // Invalid weight, parsing failed
+               }
+               futurePart = legParts[1];
+            }
+            else if (legParts.Length == 1)
+            {
+               futurePart = legParts[0];
+            }
+            else
+            {
+               return null; // Invalid format, too many '*' parts
+            }
+
+            // Parse the future contract
+            var futureContract = parse_future_contract(futurePart, exchange);
+            if (futureContract == null)
+            {
+               return null; // Failed to parse the future part
+            }
+
+            // Add the leg to the spread contract
+            spreadContract.legs.Add(new Tuple<double, FutureTradableContract>(weight, futureContract));
+         }
+         return spreadContract;
+      }
+
+      // public static ContractType DetermineFutureOrSpread(string contract) {
+      //    if (contract.Contains("-")) {
+      //       return ContractType.FutureSpread;
+      //    } else {
+      //       return ContractType.Future;
+      //    }
+      // }
+      #endregion
+
+      public static ContractType get_type(string contract_txt)
+      {
+         var fc = parse_future_contract(contract_txt);
+         if (fc != null)
+         {
+            return ContractType.Future;
+         }
+         var sc = parse_future_spread_contract(contract_txt);
+         if (sc != null)
+         {
+            return ContractType.FutureSpread;
+         }
+         // tehre are some non calendar spreads we cant parse
+         //Log.assert(false);
+         return ContractType.FutureSpread;
+      }
+
+      public static ContractCategory get_category(string symbol)
+      {
+         var tp = get_symbol_category(symbol);
+         return tp.Item1;
+      }
+
+      public static Tuple<ContractCategory, string> get_symbol_category(string symbol)
+      {
+         var fc = parse_future_contract(symbol);
+         if (fc != null)
+         {
+            return Tuple.Create(ContractCategory.FutureString, fc.Symbol);
+         }
+         var sc = parse_future_spread_contract(symbol);
+         if (sc != null)
+         {
+            return Tuple.Create(ContractCategory.FutureString, sc.Symbol);
+         }
+         return Tuple.Create(ContractCategory.Symbol, symbol);
+      }
+
+
+
+      public enum ContractType
+      {
+         Spot,
+         Option,
+         Future,
+         FutureSpread,
+         OptionSpread
+      }
+      public enum ContractCategory
+      {
+         Symbol = 0,
+         FutureString,
+         SpreadString
+      }
+      public enum CallPut
+      {
+         Call,
+         Put
+      }
+      public enum Exchange
+      {
+         CME
+      }
+
+   }
+}
@@ -0,0 +1,99 @@
+namespace BlueOrb.Operators.Data {
+   using BCG;
+
+   using bts;
+
+   using Spark.Core.Diagnostics;
+
+   using BlueOrb.Internal;
+
+   using System;
+   using System.Collections.Generic;
+   using System.Linq;
+
+   [DataStreamUserRespresentation("ReplayFutureLiveBBOStream")]
+   public class ReplayFutureLiveBBOStream : ViewStream, BCG.Utilities.General.IWorker {
+      private class LastFireTime {
+         public DateTime last_fireitme_file = DateTime.MinValue;
+         public DateTime last_firetime_clock = DateTime.MinValue;
+      }
+      private class RowsWithPointer {
+         public List<IBlueRow>? rows;
+         public int pointer;
+      }
+
+
+      readonly ViewStreamDatabase? _vsd;
+      readonly ContractUtils.FutureContinousContract? _fcc;
+      private readonly LastFireTime _last_fire_time = new LastFireTime();
+      private RowsWithPointer _rows = new RowsWithPointer();
+
+      public ReplayFutureLiveBBOStream(string continous_contract) {
+         Func<string> iso_8601_now = () => {
+            DateTime utc_now = DateTime.UtcNow;
+            long ticks = utc_now.Ticks; // 1 tick = 100 ns
+            long nanoseconds = ticks % TimeSpan.TicksPerSecond * 100;
+            string formatted = utc_now.ToString("yyyy-MM-ddTHH:mm:ss");
+            formatted += $".{nanoseconds:D9}Z";
+            return formatted;
+         };
+         ViewStream rs = new ReplayFutureLiveBBOStream(continous_contract, true);
+         IBlueTableSchema schema_out = BlueDataUtility.form_schema("BBO",
+               Tuple.Create("id", TypeCode.Int32),
+               Tuple.Create("ts_event", TypeCode.String),
+               Tuple.Create("contract", TypeCode.String),
+               Tuple.Create("bid_price", TypeCode.Double),
+               Tuple.Create("bid_size", TypeCode.Int32),
+               Tuple.Create("ask_price", TypeCode.Double),
+               Tuple.Create("ask_size", TypeCode.Int32));
+         rs = new MapStream(rs, s => schema_out,
+            r =>
+            new BlueRow(schema_out, r["id"], /*r.get<string>("ts_event")*/iso_8601_now(), r.get<string>("symbol"),
+            r.get<double>("bid_px_00"), r.get<int>("bid_sz_00"),
+            r.get<double>("ask_px_00"), r.get<int>("ask_sz_00")));
+         mySetRealSource(rs);
+      }
+
+      private ReplayFutureLiveBBOStream(string continous_contract, bool noop)
+         : this(ViewStreamDatabase.instance, new ContractUtils.FutureContract(continous_contract)) { }
+
+      public ReplayFutureLiveBBOStream(ViewStreamDatabase vsd, ContractUtils.FutureContract fc) {
+         var fcc = fc.continous_constract;
+         Log.assert(fcc != null);
+         _vsd = vsd;
+         _fcc = fcc;
+      }
+
+      protected override void myOnFirstSubscriber() {
+         Log.notnull(_fcc);
+         var file_path = Path.Combine(SQLiteHelper.location, $"mbp1_{_fcc.Symbol}_small.csv".ToLower());
+         var rows = BCG.CSVReaderStream.LoadFile(file_path);
+         _rows.rows = new(rows.Count);
+         _rows.rows.AddRange(rows.OfType<IBlueRow>().OrderBy(r => r.get<string>("ts_event")));
+         _rows.pointer = 0;
+         ExceptionAssert.NotNull(_vsd).addWorker(this);
+      }
+
+      protected override void myOnLastSubscriber() {
+         ExceptionAssert.NotNull(_vsd).removeWorker(this);
+      }
+
+      public void doWork() {
+         var rows = ExceptionAssert.NotNull(_rows.rows);
+         IBlueRow cand_row = rows[_rows.pointer];
+         string cand_ts_event = cand_row.get<string>("ts_event");
+         DateTime cand_ts_event_dt = DateTime.Parse(cand_ts_event, null, System.Globalization.DateTimeStyles.RoundtripKind);
+         TimeSpan cand_ts_span_file = cand_ts_event_dt - _last_fire_time.last_fireitme_file;
+         TimeSpan ts_clock = DateTime.Now - _last_fire_time.last_firetime_clock;
+         if (ts_clock >= cand_ts_span_file) {
+            _rows.pointer++;
+            _last_fire_time.last_firetime_clock = DateTime.Now;
+            _last_fire_time.last_fireitme_file = cand_ts_event_dt;
+            BlueTable bt_out = new BlueTable(cand_row.schema);
+            bt_out.addRow(cand_row);
+            var dp_out = BlueDataUtility.build_dp(bt_out, myLastValue as IDataPacket);
+            myFireEvent(dp_out);
+         }
+      }
+   }
+}
@@ -0,0 +1,111 @@
+namespace Blueorb.Operators.Data
+{
+   using BCG;
+
+   using Spark.Core.Diagnostics;
+   using BlueOrb.Internal;
+   using bts;
+   using BlueOrb.Operators.Core;
+
+   using System;
+   using System.Collections.Generic;
+   using System.Linq;
+
+   [DataStreamUserRespresentation("ReplayFutureLiveTradeStream")]
+   public class ReplayFutureLiveTradeStream : ViewStream, BCG.Utilities.General.IWorker
+   {
+      private class LastFireTime
+      {
+         public DateTime last_fireitme_file = DateTime.MinValue;
+         public DateTime last_firetime_clock = DateTime.MinValue;
+      }
+      private class RowsWithPointer
+      {
+         public List<IBlueRow>? rows;
+         public int pointer;
+      }
+
+
+      readonly ViewStreamDatabase? _vsd;
+      readonly ContractUtils.FutureContinousContract? _fcc;
+      private readonly LastFireTime _last_fire_time = new LastFireTime();
+      readonly RowsWithPointer _rows = new();
+
+      public ReplayFutureLiveTradeStream(string continous_contract)
+      {
+         Func<string> iso_8601_now = () =>
+         {
+            DateTime utc_now = DateTime.UtcNow;
+            long ticks = utc_now.Ticks; // 1 tick = 100 ns
+            long nanoseconds = ticks % TimeSpan.TicksPerSecond * 100;
+            string formatted = utc_now.ToString("yyyy-MM-ddTHH:mm:ss");
+            formatted += $".{nanoseconds:D9}Z";
+            return formatted;
+         };
+         ViewStream rs = new ReplayFutureLiveTradeStream(continous_contract, true);
+         IBlueTableSchema schema_out = BlueDataUtility.form_schema("BBO",
+               Tuple.Create("id", TypeCode.Int32),
+               Tuple.Create("ts_event", TypeCode.String),
+               Tuple.Create("contract", TypeCode.String),
+               Tuple.Create("trade_size", TypeCode.Double),
+               Tuple.Create("trade_price", TypeCode.Int32),
+               Tuple.Create("aggressor_side", TypeCode.String));
+         rs = new MapStream(rs, s => schema_out,
+            r =>
+            new BlueRow(schema_out, r["id"], /*r.get<string>("ts_event")*/iso_8601_now(), r.get<string>("symbol"),
+            r.get<double>("size"), r.get<double>("price"),
+            r.get<string>("side").StartsWith("B") ? "BUY" : (r.get<string>("side").StartsWith("A") ? "SELL" : "NONE")));
+         rs = new TimeSeriesStream(rs);
+         mySetRealSource(rs);
+      }
+
+      private ReplayFutureLiveTradeStream(string continous_contract, bool noop)
+         : this(ViewStreamDatabase.instance, new ContractUtils.FutureContract(continous_contract)) { }
+
+      public ReplayFutureLiveTradeStream(ViewStreamDatabase vsd, ContractUtils.FutureContract fc)
+      {
+         var fcc = fc.continous_constract;
+         Log.assert(fcc != null);
+         _vsd = vsd;
+         _fcc = fcc;
+      }
+
+      protected override void myOnFirstSubscriber()
+      {
+         Log.notnull(_vsd);
+         Log.notnull(_fcc);
+         var file_path = Path.Combine(SQLiteHelper.location, $"trades_{_fcc.Symbol}.csv");
+         var csv_rd = new BlueOrb.Operators.Core.CSVReaderStream(file_path, false);
+         var rows = BCG.CSVReaderStream.LoadFile(file_path);
+         _rows.rows = new(rows.Count);
+         _rows.rows.AddRange(rows.OfType<IBlueRow>().OrderBy(r => r.get<string>("ts_event")));
+         _rows.pointer = 0;
+         ExceptionAssert.NotNull(_vsd).addWorker(this);
+      }
+
+      protected override void myOnLastSubscriber()
+      {
+         ExceptionAssert.NotNull(_vsd).removeWorker(this);
+      }
+
+      public void doWork()
+      {
+         var rows = ExceptionAssert.NotNull(_rows.rows);
+         IBlueRow cand_row = rows[_rows.pointer];
+         string cand_ts_event = cand_row.get<string>("ts_event");
+         DateTime cand_ts_event_dt = DateTime.Parse(cand_ts_event, null, System.Globalization.DateTimeStyles.RoundtripKind);
+         TimeSpan cand_ts_span_file = cand_ts_event_dt - _last_fire_time.last_fireitme_file;
+         TimeSpan ts_clock = DateTime.Now - _last_fire_time.last_firetime_clock;
+         if (ts_clock >= cand_ts_span_file)
+         {
+            _rows.pointer++;
+            _last_fire_time.last_firetime_clock = DateTime.Now;
+            _last_fire_time.last_fireitme_file = cand_ts_event_dt;
+            BlueTable bt_out = new BlueTable(cand_row.schema);
+            bt_out.addRow(cand_row);
+            var dp_out = BlueDataUtility.build_dp(bt_out, myLastValue as IDataPacket);
+            myFireEvent(dp_out);
+         }
+      }
+   }
+}
@@ -0,0 +1,144 @@
+using System;
+using System.Collections.Generic;
+using System.Data;
+using System.Data.SQLite;
+using System.IO;
+using System.Runtime.InteropServices;
+
+namespace BlueOrb.Internal
+{
+
+   public static class SQLiteHelper
+   {
+      public static string location = RuntimeInformation.IsOSPlatform(OSPlatform.Windows)
+         ? "C:\\BlueOrb_Data\\"
+         : Path.Combine(Environment.GetEnvironmentVariable("HOME") ?? string.Empty, "BlueOrb_Data");
+      public static string db_name = "stream_data.db";
+
+      public static DataTable execute_select_query(string connection_string, string query)
+      {
+         // Create a new DataTable to store the results
+         DataTable dataTable = new DataTable();
+
+         // Create and open a SQLite connection using the provided connection string
+         using (SQLiteConnection connection = new SQLiteConnection(connection_string))
+         {
+            try
+            {
+               connection.Open();
+
+               // Create a SQLite command with the provided query
+               using (SQLiteCommand command = new SQLiteCommand(query, connection))
+               {
+                  // Use SQLiteDataAdapter to fill the DataTable
+                  using (SQLiteDataAdapter adapter = new SQLiteDataAdapter(command))
+                  {
+                     adapter.Fill(dataTable);
+                  }
+               }
+            }
+            catch (Exception ex)
+            {
+               Console.WriteLine("An error occurred: " + ex.Message);
+            }
+         }
+         // Return the populated DataTable
+         return dataTable;
+      }
+
+      public static List<Dictionary<string, object>> ExecuteBulkRead(string connectionString, string query)
+      {
+         var result = new List<Dictionary<string, object>>();
+
+         using (var connection = new SQLiteConnection(connectionString))
+         {
+            connection.Open();
+
+            // Begin a transaction to optimize read speed
+            using (var transaction = connection.BeginTransaction())
+            using (var command = new SQLiteCommand(query, connection, transaction))
+            using (var reader = command.ExecuteReader())
+            {
+               while (reader.Read())
+               {
+                  var row = new Dictionary<string, object>();
+
+                  for (int i = 0; i < reader.FieldCount; i++)
+                  {
+                     string columnName = reader.GetName(i);
+                     object columnValue = reader.IsDBNull(i) ? null : reader.GetValue(i);
+                     row[columnName] = columnValue;
+                  }
+
+                  result.Add(row);
+               }
+
+               // Commit the transaction
+               transaction.Commit();
+            }
+         }
+
+         return result;
+      }
+
+      public static List<Dictionary<string, object>> get_table(string connectionString, string query)
+      {
+         var result = new List<Dictionary<string, object>>();
+
+         using (var connection = new SQLiteConnection(connectionString))
+         {
+            try
+            {
+               connection.Open();
+
+               using (var command = new SQLiteCommand(query, connection))
+               using (var reader = command.ExecuteReader())
+               {
+                  while (reader.Read())
+                  {
+                     var row = new Dictionary<string, object>();
+
+                     for (int i = 0; i < reader.FieldCount; i++)
+                     {
+                        string columnName = reader.GetName(i);
+                        object columnValue = reader.IsDBNull(i) ? null : reader.GetValue(i);
+                        row[columnName] = columnValue;
+                     }
+
+                     result.Add(row);
+                  }
+               }
+            }
+            catch (Exception ex)
+            {
+               Console.WriteLine("An error occurred: " + ex.Message);
+            }
+         }
+         return result;
+      }
+
+      public static IEnumerable<Dictionary<string, object>> get_table_2(string connectionString, string query)
+      {
+         using (var connection = new SQLiteConnection(connectionString))
+         {
+            connection.Open();
+            using (var command = new SQLiteCommand(query, connection))
+            using (var reader = command.ExecuteReader())
+            {
+               while (reader.Read())
+               {
+                  var row = new Dictionary<string, object>();
+                  for (int i = 0; i < reader.FieldCount; i++)
+                  {
+                     string columnName = reader.GetName(i);
+                     object columnValue = reader.IsDBNull(i) ? null : reader.GetValue(i);
+                     row[columnName] = columnValue;
+                  }
+                  yield return row;
+               }
+            }
+         }
+      }
+   }
+}
+
@@ -0,0 +1,43 @@
+namespace BlueOrb.Internal
+{
+   using bts;
+   using System;
+   using BCG;
+   using System.Collections.Generic;
+   using Bts.DataStreamExpressions;
+   using System.Xml;
+
+   // All this does is take in a dsl expression, parse it and fire the data that come out of running it.
+   // So for example, if an expresison is passed 
+   [DataStreamUserRespresentation("dsl")]
+   public class DSLStream : ViewStream
+   {
+      private readonly string _dsl;
+      public DSLStream(string dsl)
+      {
+         Log.Gen.info($"DSLStream.cons dsl: {dsl}");
+         // Remove all colons
+         string sanitizedDsl = dsl.Replace(":", "COLON");
+         _dsl = dsl;
+         ViewStream rs = build_stream(dsl) ?? new LiteralStream("error", $"msg:invalid dsl");
+         mySetRealSource(rs);
+      }
+
+      static ViewStream? build_stream(string stream_expression)
+      {
+         try
+         {
+            var exp = DataStreamExpressionsInterpreter.Evaluate(stream_expression);
+            var rv = exp.getView(new Dictionary<string, StatementExpression>(0));
+            return rv;
+
+         }
+         catch (Exception ex)
+         {
+            //send to blueorb
+            Log.Gen.error($"Could not build stream: {stream_expression} ex: {ex}");
+            return null;
+         }
+      }
+   }
+}
@@ -0,0 +1,103 @@
+using System;
+
+using BCG.Utilities.General;
+using BCG;
+using bts;
+
+namespace BlueOrb.Internal
+{
+   [DataStreamUserRespresentation("MillisecondStream")]
+   public class MillisecondStream : ViewStream, IWorker
+   {
+      private DateTime _last_fire_time = DateTime.MinValue;
+      private readonly TimeSpan _period;
+      private readonly int _size;
+      private readonly ViewStreamDatabase _vsd;
+      private IBlueTableSchema _schema;
+      private bts.CircularBufferTable _table;
+
+      public MillisecondStream(int interval_msecs, int size)
+      : this(ViewStreamDatabase.instance, interval_msecs, size)
+      {
+      }
+
+      public MillisecondStream(ViewStreamDatabase vsd, int interval_msecs, int size)
+      {
+         _vsd = vsd;
+         _period = TimeSpan.FromMilliseconds(interval_msecs);
+         _size = size;
+         _schema = BlueDataUtility.form_schema("Milliseconds",
+               Tuple.Create("id", TypeCode.Int32),
+               Tuple.Create("time", TypeCode.DateTime),
+               Tuple.Create("display_time", TypeCode.String));
+         _table = new CircularBufferTable(_schema, _size);
+      }
+
+      protected override void myOnFirstSubscriber()
+      {
+         _vsd.addWorker(this);
+      }
+
+      protected override void myOnLastSubscriber()
+      {
+         _vsd.removeWorker(this);
+      }
+
+      private int _id = 0;
+      public void doWork()
+      {
+         if (DateTime.Now - _last_fire_time >= _period)
+         {
+            _last_fire_time = DateTime.Now;
+            IBlueRow nr = new BlueRow(_schema, _id++, _last_fire_time,
+            _last_fire_time.ToString("yyyy-MM-dd HH:mm:ss.fff"));
+            _table.add_row(nr);
+            var dp = BlueDataUtility.build_dp_inc(_table, myLastValue as DataPacket);
+            myFireEvent(dp);
+         }
+      }
+   }
+   internal class MSecondStream : TimeUnitStream
+   {
+      public MSecondStream(int intervalInms, int size)
+         : base(DateTime.Now, new TimeSpan(0, 0, 0, 0, intervalInms), size, ViewStreamDatabase.instance) { }
+
+      protected override DateTime myRoundTime(DateTime dt) { return dt; }
+   }
+
+   internal class DisplayableMillisecondStream : ViewStream, IStreamMapper
+   {
+      private IBlueTableSchema mySchema = new BlueTableSchema("ms",
+                                                               new ColumnInfo("id", 0, typeof(int)),
+                                                               new ColumnInfo("time", 1, typeof(string)));
+      public DisplayableMillisecondStream(int intervalInMs, int sz)
+      {
+         mySetRealSource(new MapStream(new MSecondStream(intervalInMs, sz), this));
+      }
+      #region IStreamMapper Members
+
+      public IBlueTableSchema getOutputSchema(IBlueTableSchema inputSchema)
+      {
+         return mySchema;
+      }
+
+      #endregion
+
+      #region IDynamicStreamMapper Members
+
+      public IBlueRow map(IBlueRow row)
+      {
+         DateTime time = row.get_datetime("time");
+         var time_txt = time.ToString("yyyy-MM-dd HH:mm:ss.fff");
+         return new BlueRow(mySchema, row["id"], time_txt);
+      }
+
+      #endregion
+
+      private string myToString(DateTime dt)
+      {
+         string sep = ":";
+         return dt.Hour + sep + dt.Minute + sep + dt.Second + sep + dt.Millisecond;
+      }
+   }
+}
@@ -0,0 +1,348 @@
+namespace BlueOrb.Operators.Signal
+{
+   using System;
+   using System.Collections.Concurrent;
+   using System.IO.MemoryMappedFiles;
+   using BCG;
+   using System.Text.Json.Serialization;
+   using System.Text.Json;
+   using System.Data;
+
+
+   public enum BarType
+   {
+      TIME,
+      TICK,
+      VOLUME,
+      DOLLAR,
+   }
+
+   public class BarBuilderSchemaInfo
+   {
+      [JsonPropertyName("price_col")]
+      public string price_col { get; set; } = "trade_price";
+
+      [JsonPropertyName("volume_col")]
+      public string volume_col { get; set; } = "trade_size";
+
+      [JsonPropertyName("timestamp_col")]
+      public string timestamp_col { get; set; } = "ts_event";
+   }
+
+
+   public class SingleBar : IBlueRow
+   {
+      private BarBuilderStream _parent_str;
+      private IBlueTableSchema _schema;
+      private MutableBlueRow _row;
+      public SingleBar(BarBuilderStream parent_str)
+      {
+         _parent_str = parent_str;
+         _schema = BlueDataUtility.form_schema(
+            "bar_builder_single_bar",
+            Tuple.Create("id", TypeCode.Int32),
+            Tuple.Create("ts_event", TypeCode.DateTime),
+            Tuple.Create("bar_start_ts", TypeCode.DateTime),
+            Tuple.Create("bar_end_ts", TypeCode.DateTime),
+            Tuple.Create("open", TypeCode.Double),
+            Tuple.Create("high", TypeCode.Double),
+            Tuple.Create("low", TypeCode.Double),
+            Tuple.Create("close", TypeCode.Double),
+            Tuple.Create("volume", TypeCode.Double),
+            Tuple.Create("notional", TypeCode.Double),
+            Tuple.Create("trade_count", TypeCode.Int32),
+            Tuple.Create("n_events", TypeCode.Int32),
+            Tuple.Create("vwap", TypeCode.Double),
+            Tuple.Create("is_active", TypeCode.Boolean)
+         );
+         _row = new MutableBlueRow(_schema);
+      }
+
+      public IBlueTableSchema schema => _row.schema;
+
+      public object this[int index] => _row[index];
+
+      public object this[string col_name] => _row[col_name];
+
+
+      public IBlueRow add_event(IBlueRow r)
+      {
+         // initiaizes _row
+         void reset_new_bar()
+         {
+            _row = new MutableBlueRow(_schema);
+            _row.setValue("id", _parent_str.get_new_id());
+            _row.setValue("volume", 0.0);
+            _row.setValue("notional", 0.0);
+            _row.setValue("trade_count", 0);
+            _row.setValue("n_events", 0);
+            _row.setValue("is_active", true);
+         }
+
+         void absorb_into_row(IBlueRow input_row)
+         {
+            var ts = input_row.get_datetime(_parent_str._schema_info.timestamp_col, DateTime.UtcNow).ToUniversalTime();
+            var price = input_row.get<double>(_parent_str._schema_info.price_col, 0.0);
+            var volume = input_row.get<double>(_parent_str._schema_info.volume_col, 0.0);
+            var notional = price * volume;
+
+            if (_row.is_null("bar_start_ts"))
+            {
+               DateTime bar_start_ts;
+               DateTime bar_end_ts;
+               if (_parent_str._bar_type == BarType.TIME)
+               {
+                  var bucket_ticks = (long)(Math.Max(1.0, _parent_str._bar_size) * TimeSpan.TicksPerSecond);
+                  var start_ticks = (ts.Ticks / bucket_ticks) * bucket_ticks;
+                  bar_start_ts = new DateTime(start_ticks, DateTimeKind.Utc);
+                  bar_end_ts = bar_start_ts.AddTicks(bucket_ticks);
+               }
+               else
+               {
+                  bar_start_ts = ts;
+                  bar_end_ts = ts;
+               }
+               _row.setValue("bar_start_ts", bar_start_ts);
+               _row.setValue("bar_end_ts", bar_end_ts);
+               _row.setValue("open", price);
+               _row.setValue("high", price);
+               _row.setValue("low", price);
+            }
+            else
+            {
+               var high = _row.get<double>("high", price);
+               var low = _row.get<double>("low", price);
+               _row.setValue("high", Math.Max(high, price));
+               _row.setValue("low", Math.Min(low, price));
+            }
+
+            _row.setValue("ts_event", ts);
+            _row.setValue("close", price);
+            _row.setValue("volume", _row.get<double>("volume", 0.0) + volume);
+            _row.setValue("notional", _row.get<double>("notional", 0.0) + notional);
+            _row.setValue("trade_count", _row.get<int>("trade_count", 0) + 1);
+            _row.setValue("n_events", _row.get<int>("n_events", 0) + 1);
+            var running_volume = _row.get<double>("volume", 0.0);
+            var running_notional = _row.get<double>("notional", 0.0);
+            _row.setValue("vwap", running_volume > 0.0 ? running_notional / running_volume : price);
+         }
+
+         bool is_closed()
+         {
+            bool closed;
+            if (_parent_str._bar_type == BarType.TIME)
+            {
+               var ts = _row.get_datetime("ts_event", DateTime.MinValue);
+               var bar_end_ts = _row.get_datetime("bar_end_ts", DateTime.MaxValue);
+               closed = ts >= bar_end_ts;
+            }
+            else if (_parent_str._bar_type == BarType.TICK)
+            {
+               closed = _row.get<int>("n_events", 0) >= _parent_str._bar_size;
+            }
+            else if (_parent_str._bar_type == BarType.VOLUME)
+            {
+               closed = _row.get<double>("volume", 0.0) >= _parent_str._bar_size;
+            }
+            else
+            {
+               closed = _row.get<double>("notional", 0.0) >= _parent_str._bar_size;
+            }
+            _row.setValue("is_active", !closed);
+            return closed;
+         }
+
+         if (_row == null)
+         {
+            reset_new_bar();
+         }
+         absorb_into_row(r);
+         if (is_closed())
+         {
+            IBlueRow closed_row = new BlueRow(_row);
+            reset_new_bar();
+            return closed_row;
+         }
+         return null;
+      }
+
+   }
+
+
+   public class BarState : IBlueRowCollection
+   {
+      private SingleBar _curr_row;
+      private BlueTable _state;
+
+      public BarState(BarBuilderStream parent_str)
+      {
+         _curr_row = new SingleBar(parent_str);
+         _state = new BlueTable(_curr_row.schema);
+      }
+
+      public bool add_event(IBlueRow r)
+      {
+         var closed_bar = _curr_row.add_event(r);
+         if (closed_bar is not null)
+         {
+            // curr bar is closed, only then its added
+            // when bars are evolving we dont add it
+            _state.addRow(closed_bar);
+            return true;
+         }
+         return false;
+      }
+
+      public IBlueRow this[int id] => _state[id];
+
+      public IBlueTableSchema schema => _state.schema;
+
+      public bool containsID(int id) => _state.containsID(id);
+
+      public int Count => _state.Count;
+
+      public System.Collections.IEnumerator GetEnumerator() => _state.GetEnumerator();
+   }
+
+   [DataStreamUserRespresentation("BarBuilderStream")]
+   public class BarBuilderStream : ViewStream
+   {
+      readonly ViewStream _price_stream;
+      internal readonly BarType _bar_type;
+      internal readonly double _bar_size;
+      internal readonly bool _show_open_bars;
+      internal readonly BarBuilderSchemaInfo _schema_info;
+      private BarState _state;
+
+      public BarBuilderStream(ViewStream price_stream,
+                               BarType bar_type,
+                               double bar_size,
+                               bool show_open_bars,
+                               BarBuilderSchemaInfo schema_info)
+      {
+         _price_stream = price_stream;
+         _bar_type = bar_type;
+         _bar_size = bar_size;
+         _show_open_bars = show_open_bars;
+         _schema_info = schema_info;
+         _state = new BarState(this);
+      }
+
+      int _id = 0;
+      internal int get_new_id()
+      {
+         return _id++;
+      }
+
+      public BarBuilderStream(ViewStream price_stream,
+                               string bar_type,
+                               double bar_size,
+                               string schema_info_json)
+                               :
+                               this(price_stream,
+                                     Enum.Parse<BarType>(bar_type),
+                                     bar_size,
+                                     true,
+                                    _parse_and_validate_schema_info_json(schema_info_json))
+      {
+      }
+
+      public BarBuilderStream(ViewStream price_stream,
+                               string bar_type,
+                               double bar_size,
+                               string price_col,
+                               string volume_col,
+                               string timestamp_col)
+                               :
+                               this(price_stream,
+                                     Enum.Parse<BarType>(bar_type),
+                                     bar_size,
+                                     true,
+                                     _create_and_validate_schema_info(price_col, volume_col, timestamp_col))
+      {
+      }
+
+      protected override void myOnFirstSubscriber()
+      {
+         _price_stream.onChange += _on_price_stream_change;
+      }
+
+      protected override void myOnLastSubscriber()
+      {
+         _price_stream.onChange -= _on_price_stream_change;
+      }
+
+      void _on_price_stream_change(object dp_obj)
+      {
+         DataPacket dp = dp_obj as DataPacket;
+         var sz_0 = _state.Count;
+         foreach (IBlueRow r in dp.addedRows)
+         {
+            _state.add_event(r);
+         }
+         if (_state.Count != sz_0)
+         // we will check for _show_open_bars here 
+         {
+            var dp_out = BlueDataUtility.build_dp_inc(_state, myLastValue as DataPacket, false);
+            myFireEvent(dp_out);
+         }
+      }
+
+
+      static BarBuilderSchemaInfo _parse_and_validate_schema_info_json(string schema_info_json)
+      {
+         if (string.IsNullOrWhiteSpace(schema_info_json))
+         {
+            throw new ArgumentException("schema_info_json cannot be null or empty.", nameof(schema_info_json));
+         }
+
+         var schema_info = JsonSerializer.Deserialize<BarBuilderSchemaInfo>(schema_info_json);
+         _validate_schema_info(schema_info);
+         return schema_info!;
+      }
+
+      static BarBuilderSchemaInfo _create_and_validate_schema_info(
+         string price_col,
+         string volume_col,
+         string timestamp_col)
+      {
+         var schema_info = new BarBuilderSchemaInfo
+         {
+            price_col = price_col,
+            volume_col = volume_col,
+            timestamp_col = timestamp_col,
+         };
+         _validate_schema_info(schema_info);
+         return schema_info;
+      }
+
+      static void _validate_schema_info(BarBuilderSchemaInfo? schema_info)
+      {
+         if (schema_info is null)
+         {
+            throw new ArgumentException("schema_info_json did not deserialize into BarBuilderSchemaInfo.");
+         }
+
+         if (string.IsNullOrWhiteSpace(schema_info.price_col))
+         {
+            throw new ArgumentException("BarBuilderSchemaInfo.PriceCol cannot be null or empty.");
+         }
+         if (string.IsNullOrWhiteSpace(schema_info.volume_col))
+         {
+            throw new ArgumentException("BarBuilderSchemaInfo.VolumeCol cannot be null or empty.");
+         }
+         if (string.IsNullOrWhiteSpace(schema_info.timestamp_col))
+         {
+            throw new ArgumentException("BarBuilderSchemaInfo.TimestampCol cannot be null or empty.");
+         }
+
+         if (schema_info.price_col.Equals(schema_info.volume_col, StringComparison.OrdinalIgnoreCase) ||
+             schema_info.price_col.Equals(schema_info.timestamp_col, StringComparison.OrdinalIgnoreCase) ||
+             schema_info.volume_col.Equals(schema_info.timestamp_col, StringComparison.OrdinalIgnoreCase))
+         {
+            throw new ArgumentException("BarBuilderSchemaInfo columns must be distinct.");
+         }
+      }
+   }
+
+}
@@ -0,0 +1,58 @@
+namespace BlueOrb.Internal;
+
+using BCG;
+
+using System;
+using System.Linq;
+
+[DataStreamUserRespresentation("TestStream")]
+public class TestStream : ViewStream {
+   public TestStream() {
+      var rs = new BlueOrb.Operators.Core.LiteralStream("table1", "x:123, y:1.001, z:abc;x:123, y:1.001, z:abc");
+      mySetRealSource(rs);
+   }
+}
+
+[DataStreamUserRespresentation("OpsStream")]
+public class OpsStream : ViewStream {
+   public OpsStream() {
+   }
+
+   protected override void myOnFirstSubscriber() {
+      IBlueTableSchema schema = new BlueTableSchema("Ops");
+      schema = schema.add_column(System.TypeCode.Int32, "id");
+      schema = schema.add_column(System.TypeCode.String, "op");
+      schema = schema.add_column(System.TypeCode.String, "namespace");
+      schema = schema.add_column(System.TypeCode.String, "assembly_name");
+      schema = schema.add_column(System.TypeCode.String, "constructor");
+      var loaded_streams = PrimitiveManager.instance.get_loaded_streams();
+      BlueTable rv = new BlueTable(schema);
+      foreach (var kv in loaded_streams.OrderBy(kv => kv.Key, StringComparer.OrdinalIgnoreCase)) {
+         string sn = kv.Key;
+         Type t = kv.Value;
+         string ns = t.Namespace ?? string.Empty;
+         string assembly_name = t.Assembly.GetName().Name ?? string.Empty;
+         var constructors = t.GetConstructors()
+            .OrderBy(c => c.GetParameters().Length)
+            .ThenBy(c => c.ToString());
+         if (!constructors.Any()) {
+            IBlueRow r = new BlueRow(schema, rv.Count, sn, ns, assembly_name, "(no public constructor)");
+            rv.addRow(r);
+            continue;
+         }
+         foreach (var ctor in constructors) {
+            var parameters = ctor.GetParameters();
+            string constructor = $"{t.Name}({string.Join(", ", parameters.Select(p => p.ParameterType.Name))})";
+            IBlueRow r = new BlueRow(schema, rv.Count, sn, ns, assembly_name, constructor);
+            rv.addRow(r);
+         }
+      }
+      myFireEvent(new DataPacket(rv, rv, new BlueTable(schema)));
+   }
+
+   protected override void myOnLastSubscriber() {
+      base.myOnLastSubscriber();
+   }
+
+
+}
@@ -0,0 +1,218 @@
+// namespace Bts.DataStreamTests;
+
+// using BCG;
+
+// using BlueOrb.Operators.Core;
+
+// [TestFixture]
+// public class BarBuilderStreamTests {
+//    static readonly DateTime T0 = new(2026, 1, 1, 0, 0, 0, DateTimeKind.Utc);
+
+//    [Test]
+//    public void TimeBars_FromTrades_AcrossBoundary() {
+//       var schema = TradeSchema();
+//       var driver = new TestDriverStream(schema);
+//       var bars = new BarBuilderStream(driver, "TIME", 60, "trade_price", "trade_size");
+//       var rows = CaptureAddedRows(bars);
+
+//       var sent = new List<IBlueRow>();
+//       sent.Add(TradeRow(schema, 1, T0.AddSeconds(10), "BTCUSD", 100, 2));
+//       driver.Reset(sent);
+//       sent.Add(TradeRow(schema, 2, T0.AddSeconds(20), "BTCUSD", 101, 3));
+//       driver.Reset(sent);
+//       sent.Add(TradeRow(schema, 3, T0.AddMinutes(1).AddSeconds(5), "BTCUSD", 99, 1));
+//       driver.Reset(sent);
+//       sent.Add(TradeRow(schema, 4, T0.AddMinutes(2), "BTCUSD", 102, 1));
+//       driver.Reset(sent);
+
+//       Assert.That(rows.Count, Is.EqualTo(2));
+//       AssertBar(rows[0], 100, 101, 100, 101, 5, 2, 100.6, false);
+//       AssertBar(rows[1], 99, 99, 99, 99, 1, 1, 99, false);
+//    }
+
+//    [Test]
+//    public void TimeBars_FromBboMid_VolumeIsZero() {
+//       var schema = BboSchema();
+//       var driver = new TestDriverStream(schema);
+//       var bars = new BarBuilderStream(driver, "TIME", 60, "mid", "none");
+//       var rows = CaptureAddedRows(bars);
+
+//       var sent = new List<IBlueRow>();
+//       sent.Add(BboRow(schema, 1, T0.AddSeconds(0), "ETHUSD", 99, 101));
+//       driver.Reset(sent);
+//       sent.Add(BboRow(schema, 2, T0.AddSeconds(30), "ETHUSD", 101, 103));
+//       driver.Reset(sent);
+//       sent.Add(BboRow(schema, 3, T0.AddMinutes(1).AddSeconds(1), "ETHUSD", 100, 104));
+//       driver.Reset(sent);
+//       sent.Add(BboRow(schema, 4, T0.AddMinutes(2), "ETHUSD", 100, 102));
+//       driver.Reset(sent);
+
+//       Assert.That(rows.Count, Is.EqualTo(2));
+//       AssertBar(rows[0], 100, 102, 100, 102, 0, 2, 102, false);
+//       AssertBar(rows[1], 102, 102, 102, 102, 0, 1, 102, false);
+//    }
+
+//    [Test]
+//    public void TickBars_CloseExactlyOnNEvents() {
+//       var schema = TradeSchema();
+//       var driver = new TestDriverStream(schema);
+//       var bars = new BarBuilderStream(driver, "TICK", 3, "trade_price", "trade_size");
+//       var rows = CaptureAddedRows(bars);
+
+//       var sent = new List<IBlueRow>();
+//       sent.Add(TradeRow(schema, 1, T0, "NQ", 10, 1));
+//       driver.Reset(sent);
+//       sent.Add(TradeRow(schema, 2, T0.AddSeconds(1), "NQ", 11, 1));
+//       driver.Reset(sent);
+//       sent.Add(TradeRow(schema, 3, T0.AddSeconds(2), "NQ", 9, 1));
+//       driver.Reset(sent);
+
+//       Assert.That(rows.Count, Is.EqualTo(1));
+//       AssertBar(rows[0], 10, 11, 9, 9, 3, 3, 10, false);
+//    }
+
+//    [Test]
+//    public void VolumeBars_CloseOnThreshold() {
+//       var schema = TradeSchema();
+//       var driver = new TestDriverStream(schema);
+//       var bars = new BarBuilderStream(driver, "VOLUME", 10, "trade_price", "trade_size");
+//       var rows = CaptureAddedRows(bars);
+
+//       var sent = new List<IBlueRow>();
+//       sent.Add(TradeRow(schema, 1, T0, "ES", 100, 3));
+//       driver.Reset(sent);
+//       sent.Add(TradeRow(schema, 2, T0.AddSeconds(1), "ES", 120, 4));
+//       driver.Reset(sent);
+//       sent.Add(TradeRow(schema, 3, T0.AddSeconds(2), "ES", 110, 5));
+//       driver.Reset(sent);
+
+//       Assert.That(rows.Count, Is.EqualTo(1));
+//       AssertBar(rows[0], 100, 120, 100, 110, 12, 3, (100 * 3 + 120 * 4 + 110 * 5) / 12.0, false);
+//    }
+
+//    [Test]
+//    public void DollarBars_CloseOnThreshold() {
+//       var schema = TradeSchema();
+//       var driver = new TestDriverStream(schema);
+//       var bars = new BarBuilderStream(driver, "DOLLAR", 1000, "trade_price", "trade_size");
+//       var rows = CaptureAddedRows(bars);
+
+//       var sent = new List<IBlueRow>();
+//       sent.Add(TradeRow(schema, 1, T0, "CL", 100, 3));
+//       driver.Reset(sent);
+//       sent.Add(TradeRow(schema, 2, T0.AddSeconds(1), "CL", 120, 4));
+//       driver.Reset(sent);
+//       sent.Add(TradeRow(schema, 3, T0.AddSeconds(2), "CL", 110, 3));
+//       driver.Reset(sent);
+
+//       Assert.That(rows.Count, Is.EqualTo(1));
+//       AssertBar(rows[0], 100, 120, 100, 110, 10, 3, 111, false);
+//    }
+
+//    [Test]
+//    public void Validation_VolumeOnBboOnly_Throws() {
+//       var schema = BboSchema();
+//       var driver = new TestDriverStream(schema);
+//       var bars = new BarBuilderStream(driver, "VOLUME", 10, "mid", "trade_size");
+
+//       var row = BboRow(schema, 1, T0, "BTCUSD", 99, 101);
+//       Assert.Throws<ArgumentException>(() => {
+//          using var _ = SubscribeNoOp(bars);
+//          driver.Reset(row);
+//       });
+//    }
+
+//    [Test]
+//    public void EmitForming_EmitsFormingAndFinal() {
+//       var schema = TradeSchema();
+//       var driver = new TestDriverStream(schema);
+//       var bars = new BarBuilderStream(driver, "TICK", 2, "trade_price", "trade_size", emit_forming: true);
+//       var rows = CaptureAddedRows(bars);
+
+//       var sent = new List<IBlueRow>();
+//       sent.Add(TradeRow(schema, 1, T0, "MNQ", 10, 1));
+//       driver.Reset(sent);
+//       sent.Add(TradeRow(schema, 2, T0.AddSeconds(1), "MNQ", 12, 1));
+//       driver.Reset(sent);
+
+//       Assert.That(rows.Count, Is.EqualTo(3));
+//       Assert.That(rows[0].get<bool>("is_forming"), Is.True);
+//       Assert.That(rows[1].get<bool>("is_forming"), Is.True);
+//       Assert.That(rows[2].get<bool>("is_forming"), Is.False);
+//       AssertBar(rows[2], 10, 12, 10, 12, 2, 2, 11, false);
+//    }
+
+//    static IDisposable SubscribeNoOp(ViewStream stream) {
+//       DataStream.ChangeDelegate d = _ => { };
+//       stream.onChange += d;
+//       return new Subscription(() => stream.onChange -= d);
+//    }
+
+//    static List<IBlueRow> CaptureAddedRows(ViewStream stream) {
+//       var rows = new List<IBlueRow>();
+//       stream.onChange += o => {
+//          var dp = (IDataPacket)o;
+//          foreach (IBlueRow r in dp.addedRows) {
+//             rows.Add(new BlueRow(r));
+//          }
+//       };
+//       return rows;
+//    }
+
+//    static BlueTableSchema TradeSchema() =>
+//       new(
+//          new[] {
+//             new ColumnInfo("id", 0, typeof(int)),
+//             new ColumnInfo("ts_event", 1, typeof(string)),
+//             new ColumnInfo("contract", 2, typeof(string)),
+//             new ColumnInfo("trade_price", 3, typeof(double)),
+//             new ColumnInfo("trade_size", 4, typeof(double)),
+//          },
+//          "trade_events"
+//       );
+
+//    static BlueTableSchema BboSchema() =>
+//       new(
+//          new[] {
+//             new ColumnInfo("id", 0, typeof(int)),
+//             new ColumnInfo("ts_event", 1, typeof(string)),
+//             new ColumnInfo("contract", 2, typeof(string)),
+//             new ColumnInfo("bid_price", 3, typeof(double)),
+//             new ColumnInfo("ask_price", 4, typeof(double)),
+//          },
+//          "bbo_events"
+//       );
+
+//    static IBlueRow TradeRow(IBlueTableSchema schema, int id, DateTime ts, string contract, double px, double sz) =>
+//       new BlueRow(schema, id, ts.ToString("O"), contract, px, sz);
+
+//    static IBlueRow BboRow(IBlueTableSchema schema, int id, DateTime ts, string contract, double bid, double ask) =>
+//       new BlueRow(schema, id, ts.ToString("O"), contract, bid, ask);
+
+//    static void AssertBar(
+//       IBlueRow r,
+//       double open,
+//       double high,
+//       double low,
+//       double close,
+//       double volume,
+//       int tradeCount,
+//       double vwap,
+//       bool isForming
+//    ) {
+//       Assert.That(r.get<double>("open"), Is.EqualTo(open).Within(1e-9));
+//       Assert.That(r.get<double>("high"), Is.EqualTo(high).Within(1e-9));
+//       Assert.That(r.get<double>("low"), Is.EqualTo(low).Within(1e-9));
+//       Assert.That(r.get<double>("close"), Is.EqualTo(close).Within(1e-9));
+//       Assert.That(r.get<double>("volume"), Is.EqualTo(volume).Within(1e-9));
+//       Assert.That(r.get<int>("trade_count"), Is.EqualTo(tradeCount));
+//       Assert.That(r.get<double>("vwap"), Is.EqualTo(vwap).Within(1e-9));
+//       Assert.That(r.get<bool>("is_forming"), Is.EqualTo(isForming));
+//    }
+
+//    sealed class Subscription : IDisposable {
+//       readonly Action _dispose;
+//       public Subscription(Action dispose) => _dispose = dispose;
+//       public void Dispose() => _dispose();
+//    }
+// }
@@ -187,24 +187,32 @@
      Name="Test"
      DependsOnTargets="Build"></Target>

-  <Target Name="CopyNativeAssetsToOutput" AfterTargets="Build">
-    <Copy SourceFiles="@(NativeWindowsAsset)" DestinationFolder="$(OutDir)" SkipUnchangedFiles="True" Condition="Exists('%(NativeWindowsAsset.FullPath)')" />
-    <Copy SourceFiles="@(NativeLinuxAsset)" DestinationFolder="$(OutDir)" SkipUnchangedFiles="True" Condition="Exists('%(NativeLinuxAsset.FullPath)')" />
-  </Target>
+  <ItemGroup Condition="Exists('@(NativeWindowsAsset)')">
+    <Content Include="@(NativeWindowsAsset)">
+      <CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
+      <TargetPath>%(FileName)%(Extension)</TargetPath>
+      <Pack>false</Pack>
+    </Content>
+    <Content Include="@(NativeWindowsAsset)">
+      <CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
+      <TargetPath>runtimes/win-x64/native/%(FileName)%(Extension)</TargetPath>
+      <Pack>true</Pack>
+      <PackagePath>runtimes/win-x64/native</PackagePath>
+    </Content>
+  </ItemGroup>

-  <ItemGroup>
-    <Content Include="@(NativeWindowsAsset)"
-             Condition="Exists('@(NativeWindowsAsset)')"
-             Link="%(NativeWindowsAsset.FileName)%(NativeWindowsAsset.Extension)"
-             CopyToOutputDirectory="PreserveNewest"
-             Pack="true"
-             PackagePath="runtimes/win-x64/native/" />
-    <Content Include="@(NativeLinuxAsset)"
-             Condition="Exists('@(NativeLinuxAsset)')"
-             Link="%(NativeLinuxAsset.FileName)%(NativeLinuxAsset.Extension)"
-             CopyToOutputDirectory="PreserveNewest"
-             Pack="true"
-             PackagePath="runtimes/linux-x64/native/" />
+  <ItemGroup Condition="Exists('@(NativeLinuxAsset)')">
+    <Content Include="@(NativeLinuxAsset)">
+      <CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
+      <TargetPath>%(FileName)%(Extension)</TargetPath>
+      <Pack>false</Pack>
+    </Content>
+    <Content Include="@(NativeLinuxAsset)">
+      <CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
+      <TargetPath>runtimes/linux-x64/native/%(FileName)%(Extension)</TargetPath>
+      <Pack>true</Pack>
+      <PackagePath>runtimes/linux-x64/native</PackagePath>
+    </Content>
  </ItemGroup>

 </Project>
@@ -1,5 +0,0 @@
-SPARKD__CONFIG_DIR=src/app_sparkd/configurations/all_crypto
-SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/gateio_dev/requirements.txt
-SPARKD__DATA_DIR=/home/ubuntu/8000/sparkdata/data
-SPARKD__IMAGE=sparkd_symbols
-SPARKD__RUNTIME_CONF_DIR=/home/ubuntu/8000/sparkdata/conf
@@ -1,11 +0,0 @@
-{
-  "currencies": [
-    "USDT"
-  ],
-  "futures": [
-    "BTC",
-    "ETH",
-    "SOL",
-    "XRP"
-  ]
-}
@@ -1,16 +0,0 @@
-{
-  "currencies": [
-    "USDT"
-  ],
-  "futures": [
-    "BTC",
-    "ETH",
-    "SOL",
-    "XRP"
-  ],
-  "use_testnet": false,
-  "logging": {
-    "console_level": "WARNING",
-    "file_level": "INFO"
-  }
-}
@@ -1,71 +0,0 @@
-PublisherOptions {
-  value {
-    network_interface: "0.0.0.0"
-    heartbeat_ms: 5000
-    heartbeat_boot_seconds: 60
-    skip_options: true
-    hot_initial: 1024
-    hot_growth: 1024
-    cold_initial: 8192
-    cold_growth: 2048
-    channel_prefix: ""
-    disable_heartbeat: true
-  }
-}
-
-Logging {
-  value {
-    initial_queue_size: 120001
-    max_queue_growth: 4
-    file {
-      default_level: "Info"
-      subsystem {
-        name: "md"
-        level: "Diag"
-      }
-    }
-  }
-}
-
-MarketDataConfig {
-  value {
-    # python_md_providers {
-    #   venue: VENUE_GATEIO
-    #   module_path: "python_md_providers"
-    #   provider_type: "gateio_md_provider.GateIoMdProvider"
-    # }
-    python_md_providers {
-      venue: VENUE_BYBIT
-      module_path: "python_interop_plugins"
-      provider_type: "bybit_md_provider.BybitMdProvider"
-    }
-    binance_usds_futures {
-      num_depth_levels: 5
-      url_rest_base: "https://fapi.binance.com"
-      url_ws_base: "wss://fstream.binance.com"
-      security_criteria {
-        clauses {
-          security_types: SECURITY_TYPE_FUTURE
-          symbols: @SymbolLists.list[Gateio].symbol
-        }
-      }
-    }
-     okx {
-       num_depth_levels: 5
-       url_rest_base: "https://www.okx.com"
-       url_ws_base: "wss://ws.okx.com:8443"
-       security_criteria {
-         clauses {
-           security_types: SECURITY_TYPE_FUTURE
-           symbols: @SymbolLists.list[Gateio].symbol
-         }
-       }
-       is_application_ping_pong_enabled: true
-       application_ping_interval_ms: 20000
-       application_pong_timeout_ms: 10000
-       is_protocol_ping_pong_enabled: true
-       protocol_ping_interval_ms: 60000
-       protocol_pong_timeout_ms: 30000
-     }
-  }
-}
@@ -1,32 +0,0 @@
-  SymbolLists {
-  value {
-    list {
-      key: "Gateio"
-      symbol: "SOL"
-      symbol: "BTC"
-      symbol: "ETH"
-      symbol: "XRP"
-    }
-  }
-}
-
-Symbols {
-  value {
-    venues {
-      name: "VENUE_GATEIO"
-      spot: @SymbolLists.list[Gateio].symbol
-    }
-    venues {
-      name: "VENUE_BYBIT"
-      future: @SymbolLists.list[Gateio].symbol
-    }
-    venues {
-      name: "VENUE_BINANCE_USDS_FUTURES"
-      future: @SymbolLists.list[Gateio].symbol
-    }
-    venues {
-      name: "VENUE_OKX"
-      future: @SymbolLists.list[Gateio].symbol
-    }
-  }
-}
@@ -1,10 +0,0 @@
-SPARKD__CONFIG_DIR=src/app_sparkd/configurations/ophir_cert_live_wb
-SPARKD__DATA_DIR=/home/wedbushprod/9000/sparkdata/data
-SPARKD__IMAGE=sparkd_symbols
-SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/ophir_cert_live_wb/requirements.txt
-SPARKD__RUNTIME_CONF_DIR=/home/wedbushprod/9000/sparkdata/conf
-SPARKD__SHM_SIZE=8g
-SPARKD__MEMORY=16g
-SPARKD__CONFIG_PORT=9000
-SPARKD__QUICKBUS_PORT=9001
-SPARKD__SIM_FIX_PORT=9002
@@ -1,140 +0,0 @@
-DeploymentType {
-  value {
-    type: "dev"
-  }
-}
-PublisherOptions {
-   value {
-      network_interface_a: 'ens65f1'
-      network_interface_b: 'ens65f0'
-      #these get overriden if not entered here
-      heartbeat_ms: 5000
-      heartbeat_boot_seconds: 60
-      skip_options: false
-      hot_initial: 1024
-      hot_growth: 1024
-      cold_initial: 8192
-      cold_growth: 2048
-      channel_prefix: ""
-      disable_heartbeat: false
-   }
-}
-
-CMEOptions {
-  value {
-    feed_engine {
-      name: "mdp3feed"
-      spin_time: 0
-      channels_per_thread: 3
-      data_wait: 10
-      udp_socket_buffer_size: 268435456
-    }
-    channel {
-      id: "*"
-      feed_engine: "mdp3feed"
-      use_tcp_replay: false
-      recovery_queue_size: 640000
-      lost_packet_wait_timeout_ms: 10
-      onixs_log_mode: CME_ONIXS_LOG_MODE_UNSPECIFIED
-      #max_gap_recovery_cache_size: 4
-      use_natural_refresh: false
-      join_snapshot_on_gap: false
-    }
-  }
-}
-
-Logging {
-  value {
-    initial_queue_size: 120001
-    max_queue_growth: 4
-    console {
-      default_level: "Info"
-      subsystem {
-        name: "md"
-        level: "Info"
-      }
-      subsystem {
-        name: "OrderMan"
-        level: "Info"
-      }
-    }
-  }
-}
-
-MarketDataConfig {
-  value {
-    glbx {
-       unique_check_value: 15
-       use_databento: false
-    }
-   # recording {
-   #    venue: VENUE_GLBX
-   #    num_of_seconds_to_run_file_writer: 300
-   #    num_of_seconds_to_run_db_writer : 0
-   #    n_book_levels: 10 
-   #    batch_size: 100 #for the db writer
-   #    enable_book_recording: true
-   #    enable_trade_recording:  true
-   #    enable_bbo_recording: false
-   #    enable_tbbo_recording:  false
-   #    enable_misc_recording: true
-   #}
- }
-}
-
-JetFIX {
-  value {
-    connection {
-      name: "maw_004_64"
-      venue: VENUE_GLBX
-      socket_connect_host_ip: "69.50.112.177"
-      socket_connect_port: 44040
-      sender_compid: "MAW004"
-      target_compid: "CME"
-      target_subid: "64"
-      cme_market_segment_id: 64
-      start_time: "00:10:00"
-      end_time: "23:55:00"
-      start_day: "sunday"
-      end_day: "friday"
-      seconds_between_hbs: 15
-      sender_subid: "BTS"
-      seconds_to_pause: 2
-      max_connection_attempts: 100
-      use_ilink3: true
-    }
-  }
-}
-OrdermanCfg {
-  value {
-    executor {
-      thread_name: "oman_orders"
-      poll: true 
-      hosted_actor: "MDSource"
-      hosted_actor: "OrderManager"
-      hosted_actor: "ExecutionGateway"
-    }
-    executor {
-      thread_name: "oman_slow"
-            poll: false 
-      hosted_actor: "*"
-    }
-    fallback_cust_order_handling_inst: "Y"
-  }
-}
-NotSimExecution {
-  value {
-    entries {
-      venue: VENUE_GLBX
-    }
-  }
-}
-Ports {
-   value {
-      config_port: 9000
-      qbus_port: 9001
-      glbx_sim_fix_port: 9002
-      ice_sim_fix_port: 9003
-      replicator_port: 9080
-   }
-}
@@ -0,0 +1,5 @@
+SPARKD__CONFIG_DIR=src/app_sparkd/configurations/ophir_demo
+SPARKD__DATA_DIR=/home/ubuntu/8000/sparkdata/data
+SPARKD__IMAGE=sparkd_symbols
+SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/ophir_demo/requirements.txt
+SPARKD__RUNTIME_CONF_DIR=/home/ubuntu/8000/sparkdata/conf
@@ -0,0 +1,62 @@
+JetFIX {
+  value {
+    connection {
+      name: "glbx_1"
+      venue: VENUE_GLBX
+      max_order_msgs_per_window: 300
+      window_duration_msecs: 1000
+    }
+  }
+}
+
+PublisherOptions {
+  value {
+    network_interface: "0.0.0.0"
+    heartbeat_ms: 5000
+    heartbeat_boot_seconds: 60
+    skip_options: true
+    hot_initial: 1024
+    hot_growth: 1024
+    cold_initial: 8192
+    cold_growth: 2048
+    channel_prefix: ""
+    disable_heartbeat: true
+  }
+}
+
+Logging {
+  value {
+    initial_queue_size: 120001
+    max_queue_growth: 4
+    console {
+      default_level: "Info"
+      subsystem {
+        name: "md"
+        level: "Warn"
+      }
+      subsystem {
+        name: "OrderMan"
+        level: "Info"
+      }
+    }
+    file {
+      default_level: "Info"
+      subsystem {
+        name: "OrderMan"
+        level: "Diag"
+      }
+      subsystem {
+        name: "Http"
+        level: "Diag"
+      }
+    }
+  }
+}
+
+MarketDataConfig {
+  value {
+    replay {
+      venue: VENUE_GLBX
+    }
+  }
+}
@@ -0,0 +1,8 @@
+Symbols {
+  value {
+    venues {
+      name: "VENUE_GLBX"
+      future: "ES"
+    }
+  }
+}
@@ -1,152 +0,0 @@
-DeploymentType {
-  value {
-    type: "prod"
-  }
-}
-PublisherOptions {
-   value {
-      network_interface_a: 'enp193s0f0np0'
-      network_interface_b: 'enp193s0f1np1'
-      #these get overriden if not entered here
-      heartbeat_ms: 5000
-      heartbeat_boot_seconds: 60
-      skip_options: false
-      hot_initial: 1024
-      hot_growth: 1024
-      cold_initial: 8192
-      cold_growth: 2048
-      channel_prefix: ""
-      disable_heartbeat: false
-   }
-}
-
-CMEOptions {
-  value {
-    feed_engine {
-      name: "mdp3feed"
-      spin_time: 0
-      channels_per_thread: 3
-      data_wait: 10
-      udp_socket_buffer_size: 268435456
-    }
-    channel {
-      id: "*"
-      feed_engine: "mdp3feed"
-      use_tcp_replay: false
-      recovery_queue_size: 640000
-      lost_packet_wait_timeout_ms: 10
-      onixs_log_mode: CME_ONIXS_LOG_MODE_UNSPECIFIED
-      #max_gap_recovery_cache_size: 4
-      use_natural_refresh: false
-      join_snapshot_on_gap: false
-    }
-  }
-}
-
-Logging {
-  value {
-    initial_queue_size: 120001
-    max_queue_growth: 4
-    console {
-      default_level: "Info"
-      subsystem {
-        name: "md"
-        level: "Info"
-      }
-      subsystem {
-        name: "OrderMan"
-        level: "Info"
-      }
-    }
-  }
-}
-
-MarketDataConfig {
-  value {
-    glbx {
-       unique_check_value: 15
-       use_databento: false
-    }
-   # recording {
-   #    venue: VENUE_GLBX
-   #    num_of_seconds_to_run_file_writer: 300
-   #    num_of_seconds_to_run_db_writer : 0
-   #    n_book_levels: 10 
-   #    batch_size: 100 #for the db writer
-   #    enable_book_recording: true
-   #    enable_trade_recording:  true
-   #    enable_bbo_recording: false
-   #    enable_tbbo_recording:  false
-   #    enable_misc_recording: true
-   #}
- }
-}
-
-JetFIX {
-  value {
-    connection {
-      name: "u6p_7qb_54"
-      venue: VENUE_GLBX
-      socket_connect_host_ip: "205.209.201.97"
-      socket_connect_port: 10979
-      sender_compid: "U6P7QB"
-      target_compid: "CME"
-      target_subid: "54"
-      cme_market_segment_id: 54
-      start_time: "00:10:00"
-      end_time: "23:55:00"
-      start_day: "sunday"
-      end_day: "friday"
-      seconds_between_hbs: 15
-      sender_subid: "BTS"
-      seconds_to_pause: 1
-      max_order_msgs_per_window: 300
-      max_connection_attempts: 2
-      use_ilink3: true
-    }
-   connection {
-      name: "u6p_7qb_64"
-      venue: VENUE_GLBX
-      socket_connect_host_ip: "205.209.201.1"
-      socket_connect_port: 10979
-      sender_compid: "U6P7QB"
-      target_compid: "CME"
-      target_subid: "64"
-      cme_market_segment_id: 64
-      start_time: "00:10:00"
-      end_time: "23:55:00"
-      start_day: "sunday"
-      end_day: "friday"
-      seconds_between_hbs: 15
-      sender_subid: "BTS"
-      seconds_to_pause: 1
-      max_connection_attempts: 2
-      max_order_msgs_per_window: 300
-      use_ilink3: true
-    }
-  }
-}
-OrdermanCfg {
-  value {
-    executor {
-      thread_name: "oman_orders"
-      poll: true 
-      hosted_actor: "MDSource"
-      hosted_actor: "OrderManager"
-      hosted_actor: "ExecutionGateway"
-    }
-    executor {
-      thread_name: "oman_slow"
-            poll: false 
-      hosted_actor: "*"
-    }
-    fallback_cust_order_handling_inst: "Y"
-  }
-}
-NotSimExecution {
-  value {
-    entries {
-      venue: VENUE_GLBX
-    }
-  }
-}
@@ -0,0 +1,5 @@
+SPARKD__CONFIG_DIR=src/app_sparkd/configurations/ophir_sim
+SPARKD__DATA_DIR=/home/tns/8000/sparkdata/data
+SPARKD__IMAGE=sparkd_symbols
+SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/ophir_sim/requirements.txt
+SPARKD__RUNTIME_CONF_DIR=/home/tns/8000/sparkdata/conf
@@ -0,0 +1,104 @@
+JetFIX {
+  value {
+    connection {
+      name: "glbx_1"
+      venue: VENUE_GLBX
+      max_order_msgs_per_window: 300
+      window_duration_msecs: 1000
+    }
+  }
+}
+
+PublisherOptions {
+   value {
+      network_interface_a: 'ens3f0np0'
+      network_interface_b: 'ens3f1np1'
+      #these get overriden if not entered here
+      heartbeat_ms: 5000
+      heartbeat_boot_seconds: 60
+      skip_options: false
+      hot_initial: 1024
+      hot_growth: 1024
+      cold_initial: 8192
+      cold_growth: 2048
+      channel_prefix: ""
+      disable_heartbeat: false
+   }
+}
+
+CMEOptions {
+  value {
+    feed_engine {
+      name: "mdp3feed"
+      spin_time: 0
+      channels_per_thread: 3
+      data_wait: 10
+      udp_socket_buffer_size: 268435456
+    }
+    channel {
+      id: "*"
+      feed_engine: "mdp3feed"
+      use_tcp_replay: false
+      recovery_queue_size: 640000
+      lost_packet_wait_timeout_ms: 10
+      onixs_log_mode: CME_ONIXS_LOG_MODE_REGULAR
+      #max_gap_recovery_cache_size: 4
+      use_natural_refresh: false
+      join_snapshot_on_gap: false
+    }
+  }
+}
+
+Logging {
+  value {
+    initial_queue_size: 120001
+    max_queue_growth: 4
+    console {
+      default_level: "Info"
+      subsystem {
+        name: "md"
+        level: "Info"
+      }
+      subsystem {
+        name: "OrderMan"
+        level: "Info"
+      }
+    }
+  }
+}
+
+MarketDataConfig {
+  value {
+    glbx {
+       unique_check_value: 15
+       use_databento: false
+    }
+  }
+}
+
+# JetFIX {
+#    value {
+#     #connection: @JetFIXSimConnection.sim
+#     connection {
+#     name: "mlx_004_54"
+#     venue: VENUE_GLBX
+#     socket_connect_host_ip: "69.50.112.191"
+#     socket_connect_port: 42876
+#     sender_compid: "MLX004"
+#     target_compid: "CME"
+#     target_subid: "54"
+#     cme_market_segment_id: 54
+#     start_time: "00:10:00"
+#     end_time: "23:55:00"
+#     start_day: "sunday"
+#     end_day: "friday"
+#     seconds_between_hbs: 30
+#     sender_subid: "BTS"
+#     use_ilink3: true
+#   #   raw_data: "S4PMA"
+#   #   auto_fix_seq_num: true
+#   }
+#    }
+# }
+
+
@@ -1,7 +1,5 @@
-SPARKD__CONFIG_DIR=src/app_sparkd/configurations/ophir_prod_live_wb
+SPARKD__CONFIG_DIR=src/app_sparkd/configurations/ophir_sim_live_wb
 SPARKD__DATA_DIR=/home/wedbushprod/8000/sparkdata/data
 SPARKD__IMAGE=sparkd_symbols
-SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/ophir_prod_live_wb/requirements.txt
+SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/ophir_sim_live_wb/requirements.txt
 SPARKD__RUNTIME_CONF_DIR=/home/wedbushprod/8000/sparkdata/conf
-SPARKD__SHM_SIZE=8g
-SPARKD__MEMORY=16g
@@ -0,0 +1,116 @@
+JetFIX {
+  value {
+    connection {
+      name: "glbx_1"
+      venue: VENUE_GLBX
+      max_order_msgs_per_window: 300
+      window_duration_msecs: 1000
+    }
+  }
+}
+
+PublisherOptions {
+   value {
+      network_interface_a: 'enp193s0f0np0'
+      network_interface_b: 'enp193s0f0np0'
+      #these get overriden if not entered here
+      heartbeat_ms: 5000
+      heartbeat_boot_seconds: 60
+      skip_options: false
+      hot_initial: 1024
+      hot_growth: 1024
+      cold_initial: 8192
+      cold_growth: 2048
+      channel_prefix: ""
+      disable_heartbeat: false
+   }
+}
+
+CMEOptions {
+  value {
+    feed_engine {
+      name: "mdp3feed"
+      spin_time: 0
+      channels_per_thread: 3
+      data_wait: 10
+      udp_socket_buffer_size: 268435456
+    }
+    channel {
+      id: "*"
+      feed_engine: "mdp3feed"
+      use_tcp_replay: false
+      recovery_queue_size: 640000
+      lost_packet_wait_timeout_ms: 10
+      onixs_log_mode: CME_ONIXS_LOG_MODE_UNSPECIFIED:q
+      #max_gap_recovery_cache_size: 4
+      use_natural_refresh: false
+      join_snapshot_on_gap: false
+    }
+  }
+}
+
+Logging {
+  value {
+    initial_queue_size: 120001
+    max_queue_growth: 4
+    console {
+      default_level: "Info"
+      subsystem {
+        name: "md"
+        level: "Info"
+      }
+      subsystem {
+        name: "OrderMan"
+        level: "Info"
+      }
+    }
+  }
+}
+
+MarketDataConfig {
+  value {
+    glbx {
+       unique_check_value: 15
+       use_databento: false
+    }
+    recording{
+       venue: VENUE_GLBX
+       num_of_seconds_to_run_file_writer: 300
+       num_of_seconds_to_run_db_writer : 0
+       n_book_levels: 10 
+       batch_size: 100 #for the db writer
+       enable_book_recording: true
+       enable_trade_recording:  true
+       enable_bbo_recording: false
+       enable_tbbo_recording:  false
+       enable_misc_recording: true
+   }
+  }
+}
+
+# JetFIX {
+#    value {
+#     #connection: @JetFIXSimConnection.sim
+#     connection {
+#     name: "mlx_004_54"
+#     venue: VENUE_GLBX
+#     socket_connect_host_ip: "69.50.112.191"
+#     socket_connect_port: 42876
+#     sender_compid: "MLX004"
+#     target_compid: "CME"
+#     target_subid: "54"
+#     cme_market_segment_id: 54
+#     start_time: "00:10:00"
+#     end_time: "23:55:00"
+#     start_day: "sunday"
+#     end_day: "friday"
+#     seconds_between_hbs: 30
+#     sender_subid: "BTS"
+#     use_ilink3: true
+#   #   raw_data: "S4PMA"
+#   #   auto_fix_seq_num: true
+#   }
+#    }
+# }
+
+
@@ -109,8 +109,7 @@ struct ExecutionGatewayProvider::PImpl {
         return make_gw<ICEExecutionGateway>(conn, conn, *l, o);
      case api::VENUE_GLBX:
         if (conn.use_ilink3()) {
-            return make_gw<ilink3::GLBXiLink3ExecutionGateway>(
-                conn, conn, *l, o);
+            make_gw<ilink3::GLBXiLink3ExecutionGateway>(conn, conn, *l, o);
         }
         return make_gw<GLBXExecutionGateway>(conn, conn, *l, o);
      case api::VENUE_DERIBIT:
@@ -29,6 +29,7 @@ using std::vector;
 struct OnixsGlbxSubscription::PImpl {
   GlbxMarketDataConfig config;
   shared_ptr<IDGenerator> sec_id_store;
+   shared_ptr<IMarketDataListener> listener;

   PImpl(shared_ptr<IDGenerator> sec_id_store, GlbxMarketDataConfig config)
       : config(std::move(config)), sec_id_store(std::move(sec_id_store)) {}
@@ -66,7 +67,8 @@ struct OnixsGlbxSubscription::PImpl {
             FMT_JOIN(symbols, ", "));
         vector<shared_ptr<IMDPlatform>> platforms;
         auto main = std::make_shared<MDP3Main>();
-         main->start({symbols.begin(), symbols.end()}, nullptr, nullptr);
+         main->start(
+             {symbols.begin(), symbols.end()}, nullptr, nullptr, listener);
         platforms.emplace_back(std::move(main));
         dispatcher = &utils::Dispatcher::current();
         heartbeat_timer.emplace(*dispatcher, 250, [&]() {
@@ -107,9 +109,10 @@ OnixsGlbxSubscription::OnixsGlbxSubscription(
 OnixsGlbxSubscription::~OnixsGlbxSubscription() = default;

 void OnixsGlbxSubscription::start(
-    shared_ptr<IMarketDataListener> /*listener*/) {
+    shared_ptr<IMarketDataListener> listener) {
   std::atomic_thread_fence(std::memory_order_release);
   bts_assert(!me_->dispatcher_thread.joinable());
+   me_->listener = std::move(listener);
   me_->dispatcher_thread = std::thread{[&]() { me_->run(); }};
 }

@@ -12,6 +12,8 @@ struct SecurityData {
       : id(id), handle(h), mbo_state(h), electronic_volume(0) {}
   uint32_t id; // exchange id
   MDProducerHandle handle;
+   // Exception for now: MBO still maintains per-security working state locally
+   // in MDP3Listener until GMDL grows equivalent MBO support.
   MBOWorkingState mbo_state;
   uint32_t electronic_volume;
 };
@@ -1,364 +1,428 @@
-#include "MDP3Listener.h"
-#include "spark/md/log_messages/trade_latency_log.h"
-#include "spark/config/protos/market_data.pb.h"
-#include "spark/md/protos/co2.pb.h"
-#include "spark/utils/datetime.h"
-#include "spark/utils/helper_macros.h"
-#include <vector>
-
-using namespace std;
-using namespace bts::co2;
-
-namespace bts {
-namespace md {
-
-MDP3Listener::MDP3Listener(
-    CMESecurityIndex &index,
-    MDProducer &producer,
-    MBOWriter *mbo,
-    const std::vector<MDProducerChannel> channels,
-    TradeSummarySignalDispatcher *trade_summary_dispatcher)
-    : _index(index), _producer(producer),
-      _verbose_ticker(config::get<CMEOptions>().verbose_ticker()),
-      _packet_arrived(), _latest_sequence(0),
-      // _settlement_recorder(settles),
-      _symbol_filter_storage(), _symbol_filter(), _channels(channels),
-      _concurrency_monitor(0), _book_updates(), _mbo(mbo),
-      _trade_summary_dispatcher(trade_summary_dispatcher) {
-   _book_updates.reserve(32);
-}
-
-MDP3Listener::~MDP3Listener() {}
-
-//
-// Warnings/Errors
-void MDP3Listener::onError(onixs::Handler &, const onixs::ErrorArgs &error) {
-   tracepoint(
-       bts_trace, trace_order, (char *)"onError", _latest_sequence,
-       (uint16_t)_latest_sequence, 0);
-   LOG(md, Warn, "OnixS Error: {} - {}", error.description(), error.source());
-}
-void MDP3Listener::onWarning(
-    onixs::Handler &, const onixs::WarningArgs &warning) {
-   tracepoint(
-       bts_trace, trace_order, (char *)"onWarning", _latest_sequence,
-       (uint16_t)_latest_sequence, 0);
-   LOG(md, Warn, "OnixS Warn: {} - {}", warning.description(),
-       warning.source());
-}
-void MDP3Listener::onInstrumentRecovery(onixs::Handler &h) {
-   tracepoint(
-       bts_trace, trace_order, (char *)"onInstrumentRecovery", _latest_sequence,
-       (uint16_t)_latest_sequence, 0);
-   LOG(md, Info, "Beginning security definition recovery for channel {}",
-       h.settings().channel());
-}
-void MDP3Listener::onEndOfInstrumentRecovery(
-    onixs::Handler &h, const onixs::RecoveryCompletionArgs &) {
-   tracepoint(
-       bts_trace, trace_order, (char *)"onEndOfInstrumentRecovery",
-       _latest_sequence, (uint16_t)_latest_sequence, 0);
-   LOG(md, Info, "Finished Security definition recovery for channel {}",
-       h.settings().channel());
-}
-
-//
-// Gap Recovery
-void MDP3Listener::onMarketRecovery(onixs::Handler &h) {
-   tracepoint(
-       bts_trace, trace_order, (char *)"onMarketRecovery", _latest_sequence,
-       (uint16_t)_latest_sequence, 0);
-   update_all_status(COCONUTSECURITYSTATUS_PACKET_LOSS);
-   for (auto &c : _channels) {
-      c.gap();
-   }
-   LOG(md, Info, "Beginning market recovery for channel {}",
-       h.settings().channel());
-}
-void MDP3Listener::onEndOfMarketRecovery(
-    onixs::Handler &h, const onixs::RecoveryCompletionArgs &) {
-   tracepoint(
-       bts_trace, trace_order, (char *)"onEndOfMarketRecovery",
-       _latest_sequence, (uint16_t)_latest_sequence, 0);
-   update_all_status(COCONUTSECURITYSTATUS_OK);
-   LOG(md, Info, "Finished market recovery for channel {}",
-       h.settings().channel());
-}
-void MDP3Listener::onTcpRecovery(onixs::Handler &h) {
-   tracepoint(
-       bts_trace, trace_order, (char *)"onTcpRecovery", _latest_sequence,
-       (uint16_t)_latest_sequence, 0);
-   update_all_status(COCONUTSECURITYSTATUS_PACKET_LOSS);
-   LOG(md, Info, "Beginning tcp recovery for channel {}",
-       h.settings().channel());
-}
-void MDP3Listener::onEndOfTcpRecovery(
-    onixs::Handler &h, const onixs::RecoveryCompletionArgs &) {
-   tracepoint(
-       bts_trace, trace_order, (char *)"onEndOfTcpRecovery", _latest_sequence,
-       (uint16_t)_latest_sequence, 0);
-   update_all_status(COCONUTSECURITYSTATUS_OK);
-   LOG(md, Info, "Finished tcp recovery for channel {}",
-       h.settings().channel());
-}
-
-//
-// Mark the start/end of a packet
-void MDP3Listener::onPacket(onixs::Handler &, const onixs::PacketArgs &args) {
-   // Mark the arrival of the packet
-   _packet_arrived = TimeStamp::now();
-   auto seq = args.seqNumber();
-   if (!_book_updates.empty()) {
-      if (_latest_sequence != seq) {
-         LOG(md, Error,
-             "Expected sequence {} got {} did not flush {} book updates.",
-             _latest_sequence, seq, _book_updates.size());
-      }
-   }
-   _latest_sequence = seq;
-   auto onixs_zero = args.receiveTime().sinceEpoch();
-   auto onixs_now = OnixS::CME::MDH::UtcWatch::now().sinceEpoch();
-
-   // needed for clang compilation
-   UNUSED(onixs_zero);
-   UNUSED(onixs_now);
-   // was needed for clang compilation
-
-   tracepoint(
-       bts_trace, trace_order, (char *)"onPacket", _latest_sequence,
-       (uint16_t)_latest_sequence, onixs_now - onixs_zero);
-}
-void MDP3Listener::onEndOfPacket(onixs::Handler &, const onixs::PacketArgs &) {
-   tracepoint(
-       bts_trace, trace_order, (char *)"onEndOfPacket.begin", _latest_sequence,
-       (uint16_t)_latest_sequence, 0);
-   flush_books();
-   tracepoint(
-       bts_trace, trace_order, (char *)"onEndOfPacket.end", _latest_sequence,
-       (uint16_t)_latest_sequence, 0);
-}
-
-//
-// Book updates
-
-void MDP3Listener::onBookUpdate(
-    onixs::Handler &,
-    const onixs::Security &sec,
-    const onixs::DirectBook &book) {
-   onBookUpdate<COCONUT_MAX_DEPTH>(sec, book, book_type_direct);
-}
-
-void MDP3Listener::onBookUpdate(
-    onixs::Handler &,
-    const onixs::Security &sec,
-    const onixs::ImpliedBook &book) {
-   onBookUpdate<COCONUT_MAX_IMPLIED_DEPTH>(sec, book, book_type_implied);
-}
-
-void MDP3Listener::onBookUpdate(
-    onixs::Handler &, const onixs::Security &, const onixs::MboBook &) {
-#if 0
-   if (_mbo) {
-      auto data = _index.get_security(sec.id());
-      if (data == nullptr) return;
-      auto key = data->handle.key();
-      if (key == invalid_security_key) return;
-      auto* snapshot = _mbo->allocate_snapshot();
-      // copy from onixs book
-      for (const auto& bid : book.bids()) {
-         snapshot->bids.push_back({ ExchangeOrderKey(bid.id()), convert_price(bid.price(), 0), bid.quantity() });
-      }
-      for (const auto& ask : book.offers()) {
-         snapshot->asks.push_back({ ExchangeOrderKey(ask.id()), convert_price(ask.price(),0), ask.quantity() });
-      }
-      _mbo->validate_snapshot(sec.id(), SecurityKey(key), snapshot);
-   }
-#endif
-}
-
-//
-// Trades
-// Called from onTradeSummary and onTradeRecovery, ends up calling
-// MDProducerHandle::add_trade
-void on_trade(
-    SecurityData *data,
-    const onixs::Decimal &price,
-    int size,
-    onixs::AggressorSide::Enum agside,
-    const onixs::Timestamp &onixs_date) {
-   auto ts = utils::TimeStamp::now();
-   PriceSize ps = pricesize_of_price_size(
-       price, data->handle.security().display_factor, size);
-   auto date = ll_of_timestamp(onixs_date);
-   log_trade_latency(
-       TradeLatencyStage::MDP3_RECEIVED, data->handle.security(), date, ps,
-       map_aggressor(agside), data->electronic_volume + size, false);
-   data->handle.add_trade(
-       ts, ps, date, map_aggressor(agside), data->electronic_volume + size);
-}
-
-//
-// RFQ
-void MDP3Listener::onQuoteRequest(
-    onixs::Handler &,
-    const onixs::Security &sec,
-    const onixs::QuoteRequest39RelatedSymArgs &arg) {
-   tracepoint(
-       bts_trace, trace_order, (char *)"onQuoteRequest", _latest_sequence,
-       (uint16_t)_latest_sequence, 0);
-   auto *data = _index.get_security(sec.id());
-   if (data != nullptr) {
-      auto ts = utils::TimeStamp::now();
-
-      co2::QuoteRequestMessage message;
-      message.set_key(data->handle.key());
-
-      auto time = ll_of_timestamp(arg.message().transactTime());
-      message.set_time(time);
-
-      onixs::StrRef id = arg.message().quoteReqId();
-      message.set_request_id(id.items(), id.size());
-
-      // https://www.cmegroup.com/confluence/display/EPICSANDBOX/MDP+3.0+-+Request+for+Quote
-      int8_t side;
-      if (arg.entry().side(side)) {
-         switch (side) {
-         case 1: // buy
-         case '1':
-            message.set_side(co2::QuoteRequestMessage::BUY);
-            break;
-         case 2: // sell
-         case '2':
-            message.set_side(co2::QuoteRequestMessage::SELL);
-            break;
-         case 8: // cross
-         case '8':
-            message.set_side(co2::QuoteRequestMessage::CROSS);
-            break;
-         }
-      }
-
-      message.set_tradable(arg.entry().quoteType() == 1);
-
-      int32_t size;
-      if (arg.entry().orderQty(size)) {
-         message.set_size(size);
-      }
-
-      data->handle.add_rfq(ts, message);
-   }
-}
-
-//
-// Volume
-void MDP3Listener::onElectronicVolume(
-    onixs::Handler &,
-    const onixs::Security &sec,
-    const onixs::Volume37Args &args) {
-   tracepoint(
-       bts_trace, trace_order, (char *)"onElectronicVolume.volume",
-       _latest_sequence, (uint16_t)_latest_sequence, 0);
-   auto *data = _index.get_security(sec.id());
-   if (data != nullptr) {
-      bts_assert_d(args.entry().entryType().value() == 'e');
-      bts_assert_d(
-          args.entry().updateAction() == onixs::UpdateAction::New ||
-          args.entry().updateAction() == onixs::UpdateAction::Change);
-      data->electronic_volume = args.entry().entrySize();
-   }
-}
-
-//
-// Non-onixs calls
-
-void MDP3Listener::add_filter_symbol(const std::string &symbol) {
-   LOG(md, Info, "MDP3Listener::add_filter_symbol symbol: {}", symbol);
-   _symbol_filter_storage.push_back(symbol);
-   _symbol_filter.clear();
-   for (const auto &str : _symbol_filter_storage) {
-      _symbol_filter.insert(onixs::StrRef(str.c_str(), str.size()));
-   }
-}
-
-void MDP3Listener::heartbeat() {
-   for (auto &c : _channels) {
-      c.heartbeat();
-   }
-}
-
-// Called by MDP3Main::prepare_listener as part of pre-load. Also called by
-// MDP3Listener::onFuture, onOption and onSpread
-void MDP3Listener::add_security(
-    const FixedSecurity &security, co2::TradingStatus status) {
-   bts_assert(security.numeric_id != 0);
-   if (security.type == api::SECURITYTYPE_OPTION) {
-      const auto &option = static_cast<const FixedOptionSecurity &>(security);
-      const datetime::Date expiration(
-          option.expiration_year, option.expiration_month,
-          option.expiration_day);
-      if (!option_expiration_is_allowed(expiration)) {
-         LOG(md, Info,
-             "Skipping MDP3 option {} because it expires beyond the configured "
-             "cutoff.",
-             std::string(security.symbol()));
-         return;
-      }
-   }
-   // Set up the shared memory for this security
-   auto handle = _producer.add_security(security);
-   // Add it to the index so it can receive messages
-   _index.add_security(security.numeric_id, handle);
-
-   handle.update_exchange_status(utils::TimeStamp::now(), status);
-}
-
-// Private functions
-
-void MDP3Listener::flush_books() {
-   // This is called at the end of the packet
-   // Write all book updates to shared memory and reset for the next packet
-   for (auto &entry : _book_updates) {
-      uint32_t sequence = _latest_sequence;
-      if (entry.type_flags == book_type_direct) {
-         entry.handle.update_direct(
-             _packet_arrived, entry.bids.first, entry.asks.first, sequence);
-      } else if (entry.type_flags == book_type_implied) {
-         entry.handle.update_implied(
-             _packet_arrived, entry.bids.second, entry.asks.second, sequence);
-      } else if (entry.type_flags == book_type_both) {
-         entry.handle.update_books(
-             _packet_arrived, entry.bids.first, entry.asks.first,
-             entry.bids.second, entry.asks.second, sequence);
-      }
-   }
-   // Reset pending updates
-   _book_updates.clear();
-}
-
-void MDP3Listener::update_all_status(CoconutSecurityStatus status) {
-   _index.walk_security_list(
-       [=](SecurityData &data) { data.handle.set_status(status); });
-}
-
-void MDP3Listener::update_group_exchange_status(
-    const onixs::StrRef &group, co2::TradingStatus status) {
-   _index.walk_security_list([=](SecurityData &data) {
-      if (data.handle.security().alt_symbol() == group) {
-         data.handle.update_exchange_status(utils::TimeStamp::now(), status);
-      }
-   });
-}
-void MDP3Listener::update_asset_exchange_status(
-    const onixs::StrRef &asset, co2::TradingStatus status) {
-   _index.walk_security_list([=](SecurityData &data) {
-      if (data.handle.security().symbol() == asset) {
-         data.handle.update_exchange_status(utils::TimeStamp::now(), status);
-      }
-   });
-}
-
-md::MDP3Listener::BookData::BookData(MDProducerHandle &handle)
-    : handle(handle), type_flags(0), bids(), asks() {}
-
-} // namespace md
-} // namespace bts
+#include "MDP3Listener.h"
+#include "spark/config/protos/market_data.pb.h"
+#include "spark/domain/Book.h"
+#include "spark/domain/Security.h"
+#include "spark/domain/TradeRecord.h"
+#include "spark/md/protos/co2.pb.h"
+#include "spark/utils/datetime.h"
+#include "spark/utils/helper_macros.h"
+#include <vector>
+
+using namespace std;
+using namespace bts::co2;
+
+namespace bts {
+namespace md {
+
+namespace {
+
+domain::AggressorSide to_domain_aggressor(onixs::AggressorSide::Enum agside) {
+   switch (agside) {
+   case onixs::AggressorSide::Buy:
+      return domain::AggressorSide::Buy;
+   case onixs::AggressorSide::Sell:
+      return domain::AggressorSide::Sell;
+   default:
+      return domain::AggressorSide::None;
+   }
+}
+
+domain::Price to_domain_price(const PriceSize &ps) {
+   if (ps.is_nan()) {
+      return domain::Price::nan();
+   }
+   return domain::Price::from_double(ps.price());
+}
+
+domain::BookLevel to_domain_book_level(const PriceSize &ps) {
+   if (ps.is_nan() || ps.size() == 0) {
+      return domain::BookLevel::empty();
+   }
+   domain::BookLevel level;
+   level.price = to_domain_price(ps);
+   level.total_quantity = domain::Quantity(ps.size());
+   level.direct_quantity = domain::Quantity(ps.direct_size());
+   return level;
+}
+
+void copy_book_side(
+    const std::array<PriceSize, COCONUT_MAX_DEPTH> &from,
+    domain::BookSide &to) {
+   for (size_t i = 0; i < std::min(from.size(), to.size()); ++i) {
+      to[i] = to_domain_book_level(from[i]);
+   }
+}
+
+} // namespace
+
+MDP3Listener::MDP3Listener(
+    CMESecurityIndex &index,
+    MDProducer &producer,
+    MBOWriter *mbo,
+    const std::vector<MDProducerChannel> channels,
+    TradeSummarySignalDispatcher *trade_summary_dispatcher,
+    std::shared_ptr<IMarketDataListener> market_data_listener)
+    : _index(index), _producer(producer),
+      _verbose_ticker(config::get<CMEOptions>().verbose_ticker()),
+      _packet_arrived(), _latest_sequence(0),
+      // _settlement_recorder(settles),
+      _symbol_filter_storage(), _symbol_filter(), _channels(channels),
+      _concurrency_monitor(0), _book_updates(), _mbo(mbo),
+      _trade_summary_dispatcher(trade_summary_dispatcher),
+      _market_data_listener(std::move(market_data_listener)) {
+   _book_updates.reserve(32);
+}
+
+MDP3Listener::~MDP3Listener() {}
+
+//
+// Warnings/Errors
+void MDP3Listener::onError(onixs::Handler &, const onixs::ErrorArgs &error) {
+   tracepoint(
+       bts_trace, trace_order, (char *)"onError", _latest_sequence,
+       (uint16_t)_latest_sequence, 0);
+   LOG(md, Warn, "OnixS Error: {} - {}", error.description(), error.source());
+}
+void MDP3Listener::onWarning(
+    onixs::Handler &, const onixs::WarningArgs &warning) {
+   tracepoint(
+       bts_trace, trace_order, (char *)"onWarning", _latest_sequence,
+       (uint16_t)_latest_sequence, 0);
+   LOG(md, Warn, "OnixS Warn: {} - {}", warning.description(),
+       warning.source());
+}
+void MDP3Listener::onInstrumentRecovery(onixs::Handler &h) {
+   tracepoint(
+       bts_trace, trace_order, (char *)"onInstrumentRecovery", _latest_sequence,
+       (uint16_t)_latest_sequence, 0);
+   LOG(md, Info, "Beginning security definition recovery for channel {}",
+       h.settings().channel());
+}
+void MDP3Listener::onEndOfInstrumentRecovery(
+    onixs::Handler &h, const onixs::RecoveryCompletionArgs &) {
+   tracepoint(
+       bts_trace, trace_order, (char *)"onEndOfInstrumentRecovery",
+       _latest_sequence, (uint16_t)_latest_sequence, 0);
+   LOG(md, Info, "Finished Security definition recovery for channel {}",
+       h.settings().channel());
+}
+
+//
+// Gap Recovery
+void MDP3Listener::onMarketRecovery(onixs::Handler &h) {
+   tracepoint(
+       bts_trace, trace_order, (char *)"onMarketRecovery", _latest_sequence,
+       (uint16_t)_latest_sequence, 0);
+   update_all_status(COCONUTSECURITYSTATUS_PACKET_LOSS);
+   for (auto &c : _channels) {
+      c.gap();
+   }
+   LOG(md, Info, "Beginning market recovery for channel {}",
+       h.settings().channel());
+}
+void MDP3Listener::onEndOfMarketRecovery(
+    onixs::Handler &h, const onixs::RecoveryCompletionArgs &) {
+   tracepoint(
+       bts_trace, trace_order, (char *)"onEndOfMarketRecovery",
+       _latest_sequence, (uint16_t)_latest_sequence, 0);
+   update_all_status(COCONUTSECURITYSTATUS_OK);
+   LOG(md, Info, "Finished market recovery for channel {}",
+       h.settings().channel());
+}
+void MDP3Listener::onTcpRecovery(onixs::Handler &h) {
+   tracepoint(
+       bts_trace, trace_order, (char *)"onTcpRecovery", _latest_sequence,
+       (uint16_t)_latest_sequence, 0);
+   update_all_status(COCONUTSECURITYSTATUS_PACKET_LOSS);
+   LOG(md, Info, "Beginning tcp recovery for channel {}",
+       h.settings().channel());
+}
+void MDP3Listener::onEndOfTcpRecovery(
+    onixs::Handler &h, const onixs::RecoveryCompletionArgs &) {
+   tracepoint(
+       bts_trace, trace_order, (char *)"onEndOfTcpRecovery", _latest_sequence,
+       (uint16_t)_latest_sequence, 0);
+   update_all_status(COCONUTSECURITYSTATUS_OK);
+   LOG(md, Info, "Finished tcp recovery for channel {}",
+       h.settings().channel());
+}
+
+//
+// Mark the start/end of a packet
+void MDP3Listener::onPacket(onixs::Handler &, const onixs::PacketArgs &args) {
+   // Mark the arrival of the packet
+   _packet_arrived = TimeStamp::now();
+   auto seq = args.seqNumber();
+   if (!_book_updates.empty()) {
+      if (_latest_sequence != seq) {
+         LOG(md, Error,
+             "Expected sequence {} got {} did not flush {} book updates.",
+             _latest_sequence, seq, _book_updates.size());
+      }
+   }
+   _latest_sequence = seq;
+   auto onixs_zero = args.receiveTime().sinceEpoch();
+   auto onixs_now = OnixS::CME::MDH::UtcWatch::now().sinceEpoch();
+
+   // needed for clang compilation
+   UNUSED(onixs_zero);
+   UNUSED(onixs_now);
+   // was needed for clang compilation
+
+   tracepoint(
+       bts_trace, trace_order, (char *)"onPacket", _latest_sequence,
+       (uint16_t)_latest_sequence, onixs_now - onixs_zero);
+}
+void MDP3Listener::onEndOfPacket(onixs::Handler &, const onixs::PacketArgs &) {
+   tracepoint(
+       bts_trace, trace_order, (char *)"onEndOfPacket.begin", _latest_sequence,
+       (uint16_t)_latest_sequence, 0);
+   flush_books();
+   tracepoint(
+       bts_trace, trace_order, (char *)"onEndOfPacket.end", _latest_sequence,
+       (uint16_t)_latest_sequence, 0);
+}
+
+//
+// Book updates
+
+void MDP3Listener::onBookUpdate(
+    onixs::Handler &,
+    const onixs::Security &sec,
+    const onixs::DirectBook &book) {
+   onBookUpdate<COCONUT_MAX_DEPTH>(sec, book, book_type_direct);
+}
+
+void MDP3Listener::onBookUpdate(
+    onixs::Handler &,
+    const onixs::Security &sec,
+    const onixs::ImpliedBook &book) {
+   onBookUpdate<COCONUT_MAX_IMPLIED_DEPTH>(sec, book, book_type_implied);
+}
+
+void MDP3Listener::onBookUpdate(
+    onixs::Handler &, const onixs::Security &, const onixs::MboBook &) {
+#if 0
+   if (_mbo) {
+      auto data = _index.get_security(sec.id());
+      if (data == nullptr) return;
+      auto key = data->handle.key();
+      if (key == invalid_security_key) return;
+      auto* snapshot = _mbo->allocate_snapshot();
+      // copy from onixs book
+      for (const auto& bid : book.bids()) {
+         snapshot->bids.push_back({ ExchangeOrderKey(bid.id()), convert_price(bid.price(), 0), bid.quantity() });
+      }
+      for (const auto& ask : book.offers()) {
+         snapshot->asks.push_back({ ExchangeOrderKey(ask.id()), convert_price(ask.price(),0), ask.quantity() });
+      }
+      _mbo->validate_snapshot(sec.id(), SecurityKey(key), snapshot);
+   }
+#endif
+}
+
+//
+// Trades
+// Called from onTradeSummary and onTradeRecovery, ends up calling
+// MDProducerHandle::add_trade
+void on_trade(
+    SecurityData *data,
+    const onixs::Decimal &price,
+    int size,
+    onixs::AggressorSide::Enum agside,
+    const onixs::Timestamp &onixs_date,
+    IMarketDataListener *market_data_listener) {
+   auto ts = utils::TimeStamp::now();
+   PriceSize ps = pricesize_of_price_size(
+       price, data->handle.security().display_factor, size);
+   if (market_data_listener != nullptr) {
+      domain::TradeRecord trade;
+      trade.sec_id = domain::SecurityID(data->handle.key());
+      trade.time_stamp = core::TimeStamp::now();
+      trade.agg_side = to_domain_aggressor(agside);
+      trade.trade_quantity = domain::Quantity(size);
+      trade.trade_price = to_domain_price(ps);
+      std::vector<domain::TradeRecord const *> trades{&trade};
+      // GMDL!!
+      market_data_listener->on_trades(trades);
+      return;
+   }
+   auto date = ll_of_timestamp(onixs_date);
+   data->handle.add_trade(
+       ts, ps, date, map_aggressor(agside), data->electronic_volume + size);
+}
+
+//
+// RFQ
+void MDP3Listener::onQuoteRequest(
+    onixs::Handler &,
+    const onixs::Security &sec,
+    const onixs::QuoteRequest39RelatedSymArgs &arg) {
+   tracepoint(
+       bts_trace, trace_order, (char *)"onQuoteRequest", _latest_sequence,
+       (uint16_t)_latest_sequence, 0);
+   auto *data = _index.get_security(sec.id());
+   if (data != nullptr) {
+      auto ts = utils::TimeStamp::now();
+
+      co2::QuoteRequestMessage message;
+      message.set_key(data->handle.key());
+
+      auto time = ll_of_timestamp(arg.message().transactTime());
+      message.set_time(time);
+
+      onixs::StrRef id = arg.message().quoteReqId();
+      message.set_request_id(id.items(), id.size());
+
+      // https://www.cmegroup.com/confluence/display/EPICSANDBOX/MDP+3.0+-+Request+for+Quote
+      int8_t side;
+      if (arg.entry().side(side)) {
+         switch (side) {
+         case 1: // buy
+         case '1':
+            message.set_side(co2::QuoteRequestMessage::BUY);
+            break;
+         case 2: // sell
+         case '2':
+            message.set_side(co2::QuoteRequestMessage::SELL);
+            break;
+         case 8: // cross
+         case '8':
+            message.set_side(co2::QuoteRequestMessage::CROSS);
+            break;
+         }
+      }
+
+      message.set_tradable(arg.entry().quoteType() == 1);
+
+      int32_t size;
+      if (arg.entry().orderQty(size)) {
+         message.set_size(size);
+      }
+
+      data->handle.add_rfq(ts, message);
+   }
+}
+
+//
+// Volume
+void MDP3Listener::onElectronicVolume(
+    onixs::Handler &,
+    const onixs::Security &sec,
+    const onixs::Volume37Args &args) {
+   tracepoint(
+       bts_trace, trace_order, (char *)"onElectronicVolume.volume",
+       _latest_sequence, (uint16_t)_latest_sequence, 0);
+   auto *data = _index.get_security(sec.id());
+   if (data != nullptr) {
+      bts_assert_d(args.entry().entryType().value() == 'e');
+      bts_assert_d(
+          args.entry().updateAction() == onixs::UpdateAction::New ||
+          args.entry().updateAction() == onixs::UpdateAction::Change);
+      data->electronic_volume = args.entry().entrySize();
+   }
+}
+
+//
+// Non-onixs calls
+
+domain::Book MDP3Listener::to_domain_book(const BookData &entry) const {
+   domain::Book book = domain::Book::empty(domain::SecurityID(entry.handle.key()));
+   copy_book_side(entry.bids.first, book.bids());
+   copy_book_side(entry.asks.first, book.asks());
+   return book;
+}
+
+void MDP3Listener::add_filter_symbol(const std::string &symbol) {
+   LOG(md, Info, "MDP3Listener::add_filter_symbol symbol: {}", symbol);
+   _symbol_filter_storage.push_back(symbol);
+   _symbol_filter.clear();
+   for (const auto &str : _symbol_filter_storage) {
+      _symbol_filter.insert(onixs::StrRef(str.c_str(), str.size()));
+   }
+}
+
+void MDP3Listener::heartbeat() {
+   for (auto &c : _channels) {
+      c.heartbeat();
+   }
+}
+
+// Called by MDP3Main::prepare_listener as part of pre-load. Also called by
+// MDP3Listener::onFuture, onOption and onSpread
+void MDP3Listener::add_security(
+    const FixedSecurity &security, co2::TradingStatus status) {
+   LOG(md, Info, "MDP3Listener::add_security id: {}", security.numeric_id);
+   bts_assert(security.numeric_id != 0);
+   // Set up the shared memory for this security
+   auto handle = _producer.add_security(security);
+   // Add it to the index so it can receive messages
+   _index.add_security(security.numeric_id, handle);
+
+   if (_market_data_listener != nullptr) {
+      domain::Security domain_security(convert_security(security));
+      std::vector<domain::Security const *> securities{&domain_security};
+      // GMDL!!
+      _market_data_listener->on_securities(securities);
+   }
+
+   handle.update_exchange_status(utils::TimeStamp::now(), status);
+}
+
+// Private functions
+
+void MDP3Listener::flush_books() {
+   // This is called at the end of the packet
+   // Write all book updates to shared memory and reset for the next packet
+   for (auto &entry : _book_updates) {
+      uint32_t sequence = _latest_sequence;
+      if (_market_data_listener != nullptr) {
+         if (entry.type_flags & book_type_direct) {
+            // GMDL!!
+            _market_data_listener->on_book(to_domain_book(entry), _packet_arrived);
+         }
+         continue;
+      }
+      if (entry.type_flags == book_type_direct) {
+         entry.handle.update_direct(
+             _packet_arrived, entry.bids.first, entry.asks.first, sequence);
+      } else if (entry.type_flags == book_type_implied) {
+         entry.handle.update_implied(
+             _packet_arrived, entry.bids.second, entry.asks.second, sequence);
+      } else if (entry.type_flags == book_type_both) {
+         entry.handle.update_books(
+             _packet_arrived, entry.bids.first, entry.asks.first,
+             entry.bids.second, entry.asks.second, sequence);
+      }
+   }
+   // Reset pending updates
+   _book_updates.clear();
+}
+
+void MDP3Listener::update_all_status(CoconutSecurityStatus status) {
+   _index.walk_security_list(
+       [=](SecurityData &data) { data.handle.set_status(status); });
+}
+
+void MDP3Listener::update_group_exchange_status(
+    const onixs::StrRef &group, co2::TradingStatus status) {
+   _index.walk_security_list([=](SecurityData &data) {
+      if (data.handle.security().alt_symbol() == group) {
+         data.handle.update_exchange_status(utils::TimeStamp::now(), status);
+      }
+   });
+}
+void MDP3Listener::update_asset_exchange_status(
+    const onixs::StrRef &asset, co2::TradingStatus status) {
+   _index.walk_security_list([=](SecurityData &data) {
+      if (data.handle.security().symbol() == asset) {
+         data.handle.update_exchange_status(utils::TimeStamp::now(), status);
+      }
+   });
+}
+
+md::MDP3Listener::BookData::BookData(MDProducerHandle &handle)
+    : handle(handle), type_flags(0), bids(), asks() {}
+
+} // namespace md
+} // namespace bts
@@ -1,4 +1,5 @@
 #include "MDP3Main.h"
+#include "ScriptedMdp3Feeder.h"
 #include "spark/config/config.h"
 #include "spark/config/protos/market_data.pb.h"
 #include "spark/config/protos/system_config.pb.h"
@@ -16,6 +17,8 @@
 #include "sparkd/md/onixs/OnixsUtils.h"

 #include <boost/filesystem.hpp>
+#include <thread>
+#include <chrono>
 #include <memory>
 #include <set>
 #include <sstream>
@@ -40,6 +43,8 @@ struct MDP3Main::PImpl {
   std::map<std::string, std::unique_ptr<onixs::Handler>> handlers;
   std::vector<std::unique_ptr<MDP3Listener>> listeners;
   std::vector<std::unique_ptr<onixs::TcpRecoveryService>> recovery;
+   std::atomic<bool> scripted_running{false};
+   std::thread scripted_thread;
   PImpl()
       : index(), recorder(
                      nullptr,
@@ -53,7 +58,12 @@ struct MDP3Main::PImpl {
 MDP3Main::MDP3Main()
    : me_(std::make_unique<PImpl>()) {}

-MDP3Main::~MDP3Main() = default;
+MDP3Main::~MDP3Main() {
+   me_->scripted_running = false;
+   if (me_->scripted_thread.joinable()) {
+      me_->scripted_thread.join();
+   }
+}

 const CmeChannelConfig channel_settings_for(const string &id) {
   const auto &config = config::get<CMEOptions>();
@@ -178,7 +188,8 @@ onixs::SessionSettings session_settings_for_channel(
 void MDP3Main::start(
    const std::vector<UserSymbol> &symbols,
    MBOWriter *mbo,
-    TradeSummarySignalDispatcher *tssd) {
+    TradeSummarySignalDispatcher *tssd,
+    std::shared_ptr<IMarketDataListener> market_data_listener) {
   std::ostringstream oss;
   for (const auto &us : symbols) {
      oss << us << " ";
@@ -191,7 +202,8 @@ void MDP3Main::start(
   me_->engines = create_feed_engines(channels);
   for (const auto &channel : channels) {
      unique_ptr<onixs::Handler> phandler = prepare_handler(channel.id, mbo);
-      me_->listeners.push_back(prepare_listener(*phandler, channel, mbo, tssd));
+      me_->listeners.push_back(prepare_listener(
+          *phandler, channel, mbo, tssd, market_data_listener));
      me_->handlers.insert(std::make_pair(channel.id, std::move(phandler)));
      std::stringstream symstr;
      for (const auto &sym : channel.symbols) {
@@ -210,6 +222,98 @@ void MDP3Main::start(
   LOG(md, Info, "** CME MDP3 Publisher started **");
 }

+void MDP3Main::start_scripted(
+    const std::vector<UserSymbol> &symbols,
+    MBOWriter *mbo,
+    TradeSummarySignalDispatcher *tssd,
+    std::shared_ptr<IMarketDataListener> market_data_listener) {
+   std::ostringstream oss;
+   for (const auto &us : symbols) {
+      oss << us << " ";
+   }
+   LOG(md, Info, "MDP3Main::start_scripted symbols: {}", oss.str());
+
+   const auto &channels = parse_channels(symbols);
+   if (channels.empty()) {
+      LOG(md, Warn, "MDP3Main::start_scripted found no CME channels");
+      return;
+   }
+
+   auto channel_it = std::find_if(
+       channels.begin(), channels.end(), [](const CMEChannel &channel) {
+          return std::any_of(
+              channel.symbols.begin(), channel.symbols.end(),
+              [](const UserSymbol &symbol) {
+                 return symbol.symbol() == "ES" &&
+                        symbol.type() == api::SECURITYTYPE_FUTURE;
+              });
+       });
+   if (channel_it == channels.end()) {
+      channel_it = channels.begin();
+      LOG(md, Warn,
+          "MDP3Main::start_scripted did not find an ES future channel; using channel {}",
+          channel_it->id);
+   }
+
+   const auto &channel = *channel_it;
+   std::vector<MDProducerChannel> producer_channels;
+   for (const auto &symbol : channel.symbols) {
+      producer_channels.push_back(me_->producer.get_channel(
+          symbol.symbol().c_str(), symbol.type(), symbol.exchange()));
+   }
+
+   auto listener = std::make_unique<MDP3Listener>(
+       me_->index, me_->producer, mbo, producer_channels, tssd,
+       market_data_listener);
+   for (const auto &symbol : channel.symbols) {
+      listener->add_filter_symbol(symbol.symbol());
+   }
+
+   ScriptedMdp3Feeder feeder(*listener);
+   feeder.publish_hard_coded_values();
+
+   me_->scripted_running = false;
+   if (me_->scripted_thread.joinable()) {
+      me_->scripted_thread.join();
+   }
+   me_->scripted_running = true;
+   auto *listener_ptr = listener.get();
+   me_->scripted_thread = std::thread([this, listener_ptr]() {
+      ScriptedMdp3Feeder loop_feeder(*listener_ptr);
+      std::uint32_t sequence = 2;
+      int tick_offset = 0;
+      int tick_direction = -1;
+      while (me_->scripted_running.load()) {
+         std::this_thread::sleep_for(std::chrono::seconds(1));
+         if (!me_->scripted_running.load()) {
+            break;
+         }
+
+         tick_offset += tick_direction;
+         if (tick_offset <= -10) {
+            tick_offset = -10;
+            tick_direction = 1;
+         } else if (tick_offset >= 0) {
+            tick_offset = 0;
+            tick_direction = -1;
+         }
+
+         loop_feeder.publish_hard_coded_direct_book(
+             sequence++, 0.25 * tick_offset);
+      }
+   });
+
+   std::stringstream symstr;
+   for (const auto &sym : channel.symbols) {
+      symstr << sym.symbol() << "-" << SecurityType_Name(sym.type()) << " ";
+   }
+   LOG(md, Info, "CME: Initialized scripted channel {} ({})", channel.id,
+       symstr.str());
+   me_->listeners.push_back(std::move(listener));
+
+   LOG(md, Info, "** CME MDP3 Scripted Publisher started **");
+}
+
 void MDP3Main::send_heartbeats() {
   for (const auto &listener : me_->listeners) {
      listener->heartbeat();
@@ -386,7 +490,8 @@ unique_ptr<MDP3Listener> MDP3Main::prepare_listener(
    onixs::Handler &handler,
    const CMEChannel &channel,
    MBOWriter *mbo,
-    TradeSummarySignalDispatcher *trade_summary_dispatcher) {
+    TradeSummarySignalDispatcher *trade_summary_dispatcher,
+    std::shared_ptr<IMarketDataListener> market_data_listener) {
   LOG(md, Info, "MDP3Main::prepare_listener channel: {}", channel);
   // We need to get a handler to the producer channels so we can produce
   // heartbeats
@@ -398,7 +503,7 @@ unique_ptr<MDP3Listener> MDP3Main::prepare_listener(

   unique_ptr<MDP3Listener> listener(new MDP3Listener(
       me_->index, me_->producer, mbo, producer_channels,
-       trade_summary_dispatcher));
+       trade_summary_dispatcher, std::move(market_data_listener)));
   for (auto &symbol : channel.symbols) {
      listener->add_filter_symbol(symbol.symbol());
   }
@@ -2,13 +2,16 @@

 #include "CMESecurityIndex.h"
 #include "MDP3Listener.h"
+#include "spark/md/IMarketDataListener.h"
 #include "spark/md/coconut2.h"
 #include "spark/utils/bts_no_copy.h"
 #include "onixs.h"
 #include "sparkd/md/platforms/IMDPlatform.h"

+#include <atomic>
 #include <map>
 #include <memory>
+#include <thread>
 #include <vector>

 namespace bts {
@@ -37,7 +40,13 @@ class MDP3Main : public IMDPlatform {
   void start(
       const std::vector<UserSymbol> &symbols,
       MBOWriter *mbo,
-       TradeSummarySignalDispatcher *tssd);
+       TradeSummarySignalDispatcher *tssd,
+       std::shared_ptr<IMarketDataListener> market_data_listener = nullptr);
+   void start_scripted(
+       const std::vector<UserSymbol> &symbols,
+       MBOWriter *mbo,
+       TradeSummarySignalDispatcher *tssd,
+       std::shared_ptr<IMarketDataListener> market_data_listener = nullptr);
   void send_heartbeats() override;

   void initialize(const std::string &license_store);
@@ -47,7 +56,8 @@ class MDP3Main : public IMDPlatform {
       onixs::Handler &handler,
       const CMEChannel &channel,
       MBOWriter *,
-       TradeSummarySignalDispatcher *);
+       TradeSummarySignalDispatcher *,
+       std::shared_ptr<IMarketDataListener> market_data_listener = nullptr);

 private:
   struct PImpl;
@@ -0,0 +1,188 @@
+#include "ScriptedMdp3Feeder.h"
+
+#include "spark/api/domain/Venue.pb.h"
+#include "spark/api/domain/SecurityType.pb.h"
+#include "spark/md/IntPrice.h"
+#include "spark/md/common.h"
+
+#include <OnixS/CME/MDH/DirectBook.h>
+#include <OnixS/CME/MDH/Handler.h>
+#include <OnixS/CME/MDH/HandlerSettings.h>
+#include <OnixS/CME/MDH/Packet.h>
+#include <OnixS/CME/MDH/Security.h>
+
+#include <cmath>
+#include <memory>
+
+namespace bts::md {
+
+namespace {
+
+constexpr std::uint32_t scripted_exchange_security_id = 1000001;
+
+class ScriptedSecurity : public onixs::Security {
+ public:
+   explicit ScriptedSecurity(uint32_t id) : onixs::Security(id) {}
+
+   using onixs::Security::asset;
+   using onixs::Security::group;
+   using onixs::Security::symbol;
+
+   void sequence(std::uint32_t value) { seqNumber(value); }
+};
+
+struct ScriptedPacketHeader {
+   onixs::SequenceNumber seqNumber = 0;
+   onixs::Timestamp sendingTime;
+};
+
+PriceSize make_level(double price, float size) {
+   if (size == 0) {
+      return PriceSize();
+   }
+   return PriceSize(IntPrice_from_double<7>(price), size);
+}
+
+onixs::Decimal to_onixs_decimal(const PriceSize &level) {
+   // MDP3Listener applies the security display_factor when converting OnixS
+   // prices, so the scripted price must be expressed in pre-display-factor
+   // exchange units here. For ES with display_factor=-2, 7000.00 becomes
+   // mantissa 700000 with exponent 0.
+   return onixs::Decimal(
+       static_cast<onixs::Decimal::Mantissa>(std::llround(level.price() * 100.0)),
+       0);
+}
+
+using DirectBookPtr = std::unique_ptr<onixs::DirectBook, void (*)(onixs::DirectBook *)>;
+
+DirectBookPtr make_direct_book(const ScriptedMdp3Feeder::DirectBookUpdate &update) {
+   DirectBookPtr book(
+       onixs::DirectBookFactory::construct(COCONUT_MAX_DEPTH),
+       &onixs::DirectBookFactory::destruct);
+   std::size_t bid_depth = 0;
+   std::size_t ask_depth = 0;
+   while (bid_depth < update.bids.size() && !update.bids[bid_depth].is_nan() &&
+          update.bids[bid_depth].size() != 0) {
+      ++bid_depth;
+   }
+   while (ask_depth < update.asks.size() && !update.asks[ask_depth].is_nan() &&
+          update.asks[ask_depth].size() != 0) {
+      ++ask_depth;
+   }
+   book->depth(static_cast<onixs::MbpBookDepth>(std::max(bid_depth, ask_depth)));
+   book->bids().resize(static_cast<onixs::MbpBookDepth>(bid_depth));
+   book->offers().resize(static_cast<onixs::MbpBookDepth>(ask_depth));
+   for (std::size_t i = 0; i < bid_depth; ++i) {
+      book->bids()[i] = onixs::DirectPriceLevel(
+          to_onixs_decimal(update.bids[i]),
+          static_cast<int>(update.bids[i].size()),
+          1);
+   }
+   for (std::size_t i = 0; i < ask_depth; ++i) {
+      book->offers()[i] = onixs::DirectPriceLevel(
+          to_onixs_decimal(update.asks[i]),
+          static_cast<int>(update.asks[i].size()),
+          1);
+   }
+   return book;
+}
+
+onixs::Handler &scripted_handler() {
+   static onixs::HandlerSettings settings;
+   static bool initialized = false;
+   if (!initialized) {
+      settings.channel(1);
+      initialized = true;
+   }
+   static onixs::Handler handler(settings);
+   return handler;
+}
+
+ScriptedSecurity &scripted_security() {
+   static ScriptedSecurity security(scripted_exchange_security_id);
+   static bool initialized = false;
+   if (!initialized) {
+      security.symbol(onixs::StrRef("ESM6", 4));
+      security.group(onixs::StrRef("ES", 2));
+      security.asset(onixs::StrRef("ES", 2));
+      initialized = true;
+   }
+   return security;
+}
+
+} // namespace
+
+ScriptedMdp3Feeder::ScriptedMdp3Feeder(MDP3Listener &listener)
+    : _listener(listener) {}
+
+void ScriptedMdp3Feeder::publish_hard_coded_future() const {
+   FixedFutureSecurity security;
+   fill_hard_coded_future(security);
+   _listener.add_security(security, co2::TRADINGSTATUS_NORMAL);
+}
+
+void ScriptedMdp3Feeder::publish_hard_coded_direct_book() const {
+   publish_hard_coded_direct_book(1, 0.0);
+}
+
+void ScriptedMdp3Feeder::publish_hard_coded_direct_book(
+    std::uint32_t sequence, double mid_price_shift) const {
+   const auto update = hard_coded_direct_book(sequence, mid_price_shift);
+   auto book = make_direct_book(update);
+   auto &handler = scripted_handler();
+   auto &security = scripted_security();
+   security.sequence(sequence);
+
+   ScriptedPacketHeader packet_header;
+   packet_header.seqNumber = sequence;
+   onixs::PacketArgs packet(&packet_header, sizeof(packet_header));
+   packet.receiveTime(onixs::Timestamp(update.packet_time.to_uint64()));
+
+   _listener.onPacket(handler, packet);
+   _listener.onBookUpdate(handler, security, *book);
+   _listener.onEndOfPacket(handler, packet);
+}
+
+void ScriptedMdp3Feeder::publish_hard_coded_values() const {
+   publish_hard_coded_future();
+   publish_hard_coded_direct_book();
+}
+
+void ScriptedMdp3Feeder::fill_hard_coded_future(FixedFutureSecurity &security) {
+   security.key = invalid_security_key;
+   security.numeric_id = scripted_exchange_security_id;
+   security.type = api::SECURITYTYPE_FUTURE;
+   security.exchange = api::Venue::VENUE_GLBX;
+   security.symbol("ES");
+   security.alt_symbol("ES");
+   security.security_desc("ESM6");
+   security.currency("USD");
+   security.display_factor = -2;
+   security.low_tick = 25.0;
+   security.high_tick = 25.0;
+   security.price_break = 0.0;
+   security.cash_per_point = 50.0;
+   security.expiration_year = 2026;
+   security.expiration_month = 6;
+   security.expiration_day = 19;
+}
+
+ScriptedMdp3Feeder::DirectBookUpdate
+ScriptedMdp3Feeder::hard_coded_direct_book(
+    std::uint32_t sequence, double mid_price_shift) {
+   DirectBookUpdate update;
+   const double best_bid = 7000.0 + mid_price_shift;
+   const double best_ask = 7001.0 + mid_price_shift;
+   update.exchange_security_id = scripted_exchange_security_id;
+   update.bids[0] = make_level(best_bid, 10);
+   update.bids[1] = make_level(best_bid - 0.25, 10);
+   update.bids[2] = make_level(best_bid - 0.50, 10);
+   update.asks[0] = make_level(best_ask, 10);
+   update.asks[1] = make_level(best_ask + 0.25, 10);
+   update.asks[2] = make_level(best_ask + 0.50, 10);
+   update.packet_time = utils::TimeStamp::now();
+   update.sequence = sequence;
+   return update;
+}
+
+} // namespace bts::md
@@ -0,0 +1,39 @@
+#pragma once
+
+#include "MDP3Listener.h"
+#include "spark/md/PriceSize.h"
+#include "spark/utils/TimeStamp.h"
+
+#include <array>
+#include <cstdint>
+
+
+namespace bts::md {
+
+class ScriptedMdp3Feeder {
+ public:
+   struct DirectBookUpdate {
+      uint32_t exchange_security_id = 0;
+      std::array<PriceSize, COCONUT_MAX_DEPTH> bids = {};
+      std::array<PriceSize, COCONUT_MAX_DEPTH> asks = {};
+      utils::TimeStamp packet_time = utils::TimeStamp::now();
+      uint32_t sequence = 1;
+   };
+
+   explicit ScriptedMdp3Feeder(MDP3Listener &listener);
+
+   void publish_hard_coded_future() const;
+   void publish_hard_coded_direct_book() const;
+   void publish_hard_coded_direct_book(std::uint32_t sequence,
+                                       double mid_price_shift) const;
+   void publish_hard_coded_values() const;
+
+   static void fill_hard_coded_future(FixedFutureSecurity &security);
+   static DirectBookUpdate hard_coded_direct_book(
+       std::uint32_t sequence = 1, double mid_price_shift = 0.0);
+
+ private:
+   MDP3Listener &_listener;
+};
+
+} // namespace bts::md
@@ -160,7 +160,7 @@ namespace mbts.spark {

      private bool _compute_midmarket {
         get {
-            return false;
+            return true;
         }
      }

@@ -26,8 +26,6 @@ using LadderSettings = mbts.spark.LadderSettings;
 namespace bts.shell {
   [Export(typeof(IShellDaemon))]
   class OrderTicketDaemon : IShellDaemon {
-      static readonly bool useTicketLadder = true;
-
      readonly IBus _bus;
      readonly OrdersModel _model;
      readonly UserSettingsHub _settings_hub;
@@ -73,23 +71,13 @@ namespace bts.shell {

      void _show_order_ticket(SecurityMD smd) {
         var settings_src = _settings_hub.subscribe_default_settings()
-            .Select(s => s.GetLadderProfile(smd.security)?.value ?? LadderSettings.Default);
+            .Select(s => s.get_ladder_profile(smd.security)?.value ?? LadderSettings.Default);
         var accounts_src = _bus.subscribe(SparkTags.AccountsTag);
-         _show_order_window(useTicketLadder ? OrderTicketLadderWindow() : OrderTicketWindow());
-
-         Window OrderTicketWindow() =>
-            new OrderTicket {
-               DataContext = new NewOrderTicketVM(_model, smd, accounts_src, settings_src) {
-                  close_on_send = _close_on_send
-               }
-            };
-
-         Window OrderTicketLadderWindow() =>
-            new OrderTicketLadder() {
-               DataContext = new NewOrderTicketLadderVM(
-                  _model, smd, accounts_src, settings_src,
-                  ladderSecurity => _bus.post(SparkTags.ShowLadderTag, ladderSecurity))
-            };
+         _show_order_window(new OrderTicket {
+            DataContext = new NewOrderTicketVM(_model, smd, accounts_src, settings_src) {
+               close_on_send = _close_on_send
+            }
+         });
      }

      void _show_order_ticket(OrderTicketParams ot_params) {
@@ -126,23 +114,13 @@ namespace bts.shell {
               return;
         }
         var md = _md_map.TryGetValue(ori.order.security_key());
-         var accountsSrc = _bus.subscribe(SparkTags.AccountsTag);
-         var orderSrc = Observable.Return((md, ori.order));
-         var calcBnsSrc = Observable.Return(LadderSettings.Default.calculator_buttons);
-         _show_order_window(useTicketLadder ? OrderTicketLadderWindow() : OrderTicketWindow());
-
-         Window OrderTicketWindow() =>
-            new OrderModificationDialog {
-               DataContext = new ExistingOrderTicketVM(_model, orderSrc, accountsSrc, calcBnsSrc, md?.quantity_display)
-            };
-
-         Window OrderTicketLadderWindow() =>
-            new OrderModificationDialog {
-               DataContext = new ExistingOrderTicketLadderVM(
-                  _model, orderSrc, accountsSrc, calcBnsSrc,
-                  ladderSecurity => _bus.post(SparkTags.ShowLadderTag, ladderSecurity),
-                  md?.quantity_display)
-            };
+         _show_order_window(new OrderModificationDialog {
+            DataContext = new ExistingOrderTicketVM(_model,
+               Observable.Return((md, ori.order)),
+               _bus.subscribe(SparkTags.AccountsTag),
+               Observable.Return(LadderSettings.Default.calculator_buttons),
+               md?.quantity_display)
+         });
      }
   }
 }
@@ -14,11 +14,16 @@ namespace mbts.spark {
      /// <summary>
      /// Gets the ladder settings profile for a particular security
      /// </summary>
-      public static LadderSettingsProfile? GetLadderProfile(
+      public static LadderSettingsProfile? get_ladder_profile(
         this UserSettings settings, SecurityImmutable security) =>
         settings.ladder_profiles.FirstOrDefault(lsp =>
            lsp?.security_criteria?.includes(security) ?? false);

+      public static IObservable<LadderSettingsProfile?> subscribe_ladder_profile(
+         this UserSettingsHub settings_hub, SecurityImmutable security) =>
+         settings_hub.subscribe_default_settings().Select(s =>
+            s.get_ladder_profile(security));
+
      /// <summary>
      /// Gets the default account for a particular security (from the
      /// <see cref="LadderSettingsProfile"/> associated with that security)
@@ -26,7 +31,7 @@ namespace mbts.spark {
      public static IObservable<AccountTuple?> subscribe_default_account(
         this UserSettingsHub settings_hub, IBus bus, SecurityImmutable security) {
         var acc_id_src = settings_hub.subscribe_default_settings().Select(s =>
-            s.GetLadderProfile(security)?.value?.default_account);
+            s.get_ladder_profile(security)?.value?.default_account);
         return acc_id_src.CombineLatest(
            bus.subscribe(SparkTags.AccountsTag),
            (acc_id, accs) => acc_id.HasValue && accs.TryGetValue(acc_id.Value, out var acc_tup) ?
@@ -1,10 +1,10 @@
+using bts;
 using bts.api;

 using mbts.spark;
 using mbts.ui.controls;
 using mbts.ui.converters;
 using mbts.ui.extensions;
-using mbts.ui.shell;

 using System;
 using System.Collections.Generic;
@@ -23,7 +23,6 @@ namespace mbts.ui.spark {
   /// </summary>
   partial class MarketViewView : UserControl {
      public static readonly RoutedCommand CellClickCommand = new RoutedCommand();
-      static readonly bool useTicketLadder = true;

      MarketViewVM _vm;
      DIYGridPopupManager _popup_man_backing;
@@ -93,7 +92,7 @@ namespace mbts.ui.spark {

      void _show_mini_orderbook(IReadOnlyList<SecurityImmutable> securities, Columns col) {
         var (vm, context, title, fg) = _vm.orderbook_params(securities, col);
-         _show_popup(vm, new OrderAuxiliaryPopupHeader {
+         _show_popup(vm, new AuxiliaryDataHeader {
            context = context,
            title = title,
            title_foreground = fg
@@ -105,7 +104,7 @@ namespace mbts.ui.spark {

      void _show_mini_fills(IEnumerable<SecurityImmutable> securities, Columns col) {
         var (vm, context, title, fg) = _vm.fills_params(securities, col);
-         _show_popup(vm, new OrderAuxiliaryPopupHeader {
+         _show_popup(vm, new AuxiliaryDataHeader {
            context = context,
            title = title,
            title_foreground = fg
@@ -115,40 +114,29 @@ namespace mbts.ui.spark {
      async void _show_order_ticket(
         SecurityMD security_md, double price = double.NaN, double size = 0) {
         var resources = new OrderTicketResources();
-         resources.MergedDictionaries.Add(new OrderAuxiliaryPopupResources());
+         resources.MergedDictionaries.Add(new AuxiliaryDataResources());

         var account = await _vm.get_default_account(security_md.security);
         var def = _model.factory.order(security_md.security, account);
         var calc_buttons = LadderSettings.Default.calculator_buttons;
-         var accounts = _bus.subscribe(SparkTags.AccountsTag);
-         var (vm, header) = OrderTicketFactory();
+         var ticket_vm = new NewOrderTicketVM(
+            _model,
+            security_md,
+            _bus.subscribe(SparkTags.AccountsTag),
+            new(def),
+            price,
+            size,
+            Observable.Return(calc_buttons));

         _show_popup(
-            vm,
-            header,
+            ticket_vm,
+            new OrderTicketHeader { bbo = ticket_vm.bbo },
            resources,
            view => Behavior.SetAutoFocusTargetProvider(view, AutoFocusTargetProvider.TypeProvider(typeof(TextBox), view)));
-
-         (ViewModelBase, object) OrderTicketFactory() {
-            if (useTicketLadder) {
-               var vm = new NewOrderTicketLadderVM(
-                  _vm.orders_model, security_md, accounts, new(def), price, size,
-                  Observable.Return(calc_buttons),
-                  ladderSecurity => _bus.post(SparkTags.ShowLadderTag, ladderSecurity));
-               var header = new OrderTicketLadderHeader() {
-                  Title = security_md.security.ToString()
-               };
-               return (vm, header);
-            } else {
-               var vm = new NewOrderTicketVM(_model, security_md, accounts, new(def), price, size, Observable.Return(calc_buttons));
-               var header = new OrderTicketHeader { bbo = vm.bbo };
-               return (vm, header);
-            }
-         }
      }

      void _show_popup(object content, object header) {
-         var resources = new OrderAuxiliaryPopupResources();
+         var resources = new AuxiliaryDataResources();
         resources.MergedDictionaries.Add(new AutoHideScrollbarResources());
         _show_popup(content, header, resources);
      }
@@ -160,9 +148,9 @@ namespace mbts.ui.spark {
            Header = header,
            HorizontalAlignment = HorizontalAlignment.Left,
            VerticalAlignment = VerticalAlignment.Top,
-            Resources = resources ?? new OrderAuxiliaryPopupResources()
+            Resources = resources ?? new AuxiliaryDataResources()
         };
-         view.Style = view.Resources[OrderAuxiliaryPopupResources.PopupChildStyleKey] as Style;
+         view.Style = view.Resources[AuxiliaryDataResources.PopupChildStyleKey] as Style;
         init_view?.Invoke(view);
         _popup_man.show(view);
      }
@@ -78,9 +78,6 @@ namespace mbts.spark {
      public Fill.Types.FillStatus fill_status => _fill.FillStatus;
      public string fill_key => _fill.FillKey;
      public string order_key => _order.Key.ToString();
-      // public bool is_aggressor => fill_tuple.is_aggressor;
-      public string display_aggressor_flag_text =>
-         display_aggressor_flag(_fill.FillAggressorFlag);
      public bool is_selected {
         get => _is_selected;
         set {
@@ -108,13 +105,6 @@ namespace mbts.spark {
      AlgoData? _root_algo => fill_tuple.root_algo;
      AlgoDefinitionMetadata? _root_algo_meta => fill_tuple.root_algo_meta;

-      public static string display_aggressor_flag(FillAggressorFlag flag) =>
-         flag switch {
-            FillAggressorFlag.Aggressor => "A",
-            FillAggressorFlag.Passive => "P",
-            _ => string.Empty
-         };
-
      public static FillsRowVM update(FillsRowVM r, FillTuple ft) {
         using var _ = _change_detector.detect_changes(r);
         r._badge_fill = null;
@@ -254,7 +254,7 @@ namespace mbts.spark {
         add_col(
            Columns.Price,
            DefaultColumnHeaders.Price,
-            r => _get_row(r).security.spec_or_default().format(r.fill.LastPrice),
+            r => _get_row(r).security.spec_or_default().format(r.fill.AvgPrice),
            new DoubleMinMax<FillTuple>(r => r.fill.LastPrice),
            DataGridFilterKnownTemplates.DoubleMinMax,
            fs => fs.price,
@@ -295,7 +295,7 @@ namespace mbts.spark {
         add_col(
            Columns.IsAggressor,
            DefaultColumnHeaders.IsAggressor,
-            r => FillsRowVM.display_aggressor_flag(r.fill.FillAggressorFlag),
+            r => r.is_aggressor ? SpecialCharacters.CheckMark : string.Empty,
            dv_filter(new[] { false, true }, r => r.is_aggressor),
            DataGridFilterKnownTemplates.YesNo,
            fs => fs.is_aggressor,
@@ -27,13 +27,13 @@ namespace Spark.Trading {
         _sec_greeks_in = sec_greeks_in;
      }

-      public IObservable<double> get_price_source(FairValueKey key, double? errorPrice = double.NaN) {
+      public IObservable<double> get_price_source(FairValueKey key) {
         return key.type switch {
            FairValueLine.PriceType.Bid => bid_source(),
            FairValueLine.PriceType.Ask => ask_source(),
            FairValueLine.PriceType.Mid => mid_source(),
            FairValueLine.PriceType.Theo => theo_source(),
-            _ => errorPrice.HasValue ? Observable.Return(errorPrice.Value) : throw new NotImplementedException()
+            _ => throw new NotImplementedException()
         };

         IObservable<double> bid_source() =>
@@ -1,4 +1,4 @@
-using bts;
+using bts;
 using bts.api;
 using bts.api.md.auxiliary;
 using bts.collections;
@@ -15,6 +15,7 @@ using mbts.utils;

 using Spark.Core.Collections;
 using Spark.Core.Disposables;
+using Spark.Core.Math;

 using System;
 using System.Collections.Generic;
@@ -35,9 +36,8 @@ namespace mbts.spark {
   using RegionalTickFactors = user.settings.RegionalTickFactors;

   partial class LadderGridHost : Control {
-      const int _min_row_count = 501;
-      const int _max_row_count = 2001;
-      static readonly bool _show_scrollbar = true;
+      static readonly int _initial_row_count;
+      static readonly bool _show_scrollbar;

      readonly VisualHost _visual_host = new();
      readonly LadderOrdersHost _ordershost;
@@ -80,11 +80,13 @@ namespace mbts.spark {
      LadderVM _vm;
      LadderTactileAdorner _tactile_adorner;
      ulong _prices_updated;
-      ulong lastTradeTime;
      NativePriceSize[] _bids = new NativePriceSize[NativePriceHelpers.COCONUT_MAX_DEPTH], _asks = new NativePriceSize[NativePriceHelpers.COCONUT_MAX_DEPTH];
      SecurityMDExtensions.Book _depth = SecurityMDExtensions.Book.Empty;
      bool _price_dirty = false, _piq_dirty = false;
-      IList<double> _price_list;
+      LadderPriceList _price_list = new() {
+         length = _initial_row_count,
+      };
+      LadderPriceList _pending_price_list = null;
      IComparer<double> _price_comparer;
      double _last_origin_price;
      readonly MarketBreakLines _mkt_break_lines;
@@ -105,6 +107,7 @@ namespace mbts.spark {
      static LadderGridHost() {
         var knobs = config.Configuration.get<bts.config.LadderKnobs>();
         _show_scrollbar = knobs.ShowScrollbar;
+         _initial_row_count = (int)knobs.ScrollableTickWindowSize;
      }

      public LadderGridHost() {
@@ -129,7 +132,33 @@ namespace mbts.spark {
               _render_grid_background();
               _init_tactile_adorner();
            }
-            _scroll_to_center();
+            IDisposable scroll_viewer_hook = null;
+            loaded_hook = Disposable.Create(
+               () => {
+                  _scroll_viewer_source.value_changed -= on_scroll_viewer;
+                  Disposable.dispose(ref scroll_viewer_hook);
+               });
+            on_scroll_viewer(_scroll_viewer);
+
+            void on_scroll_viewer(ScrollViewer new_value) {
+               Disposable.dispose(ref scroll_viewer_hook);
+               if (new_value is null) {
+                  return;
+               }
+               scroll_viewer_hook = _connect_scroll_viewer(new_value);
+               delayed_init();
+               // This is a bit of a hack: the scroll viewer drifts away from the intended VerticalOffset
+               // unless it is done after a delay.
+               async void delayed_init() {
+                  await Task.Delay(100);
+                  await Dispatcher.InvokeAsync(() => {
+                     _pending_scroll_to_origin = true;
+                     _refresh_prices();
+                     _refresh_all_visuals();
+                     scroll_to_pending_target();
+                  });
+               }
+            }
         };
         recenter_command = new DelegateCommand(_scroll_to_center);
         DataContextChanged += (s, e) => _connect_vm();
@@ -253,6 +282,26 @@ namespace mbts.spark {
         set => SetValue(PIQColumnWidthProperty, value);
      }

+      #region TopTick
+      public static readonly DependencyProperty TopTickProperty =
+         WPFHelper.create_dp<int, LadderGridHost>(
+            nameof(TopTick),
+            FrameworkPropertyMetadataOptions.AffectsRender,
+            (o, v) => {
+               if (o._price_list is null) {
+                  return;
+               }
+               o._set_scrollbar_range(high_tick: v);
+               o._refresh_prices();
+               o._refresh_all_visuals();
+               o._ordershost.refresh_orders();
+            });
+
+      public int? TopTick {
+         get => GetValue(TopTickProperty) as int?;
+         set => SetValue(TopTickProperty, value);
+      }
+      #endregion

      #region CanUserSendOrders
      public static readonly DependencyProperty CanUserSendOrdersProperty =
@@ -343,7 +392,7 @@ namespace mbts.spark {
         }
      }

-      int _row_count = _min_row_count;
+      int _row_count => _price_list?.Count ?? 0;

      bts.api.domain.TickDisplaySettingsImmutable _qty_display =>
         _vm is null ?
@@ -376,19 +425,66 @@ namespace mbts.spark {
         scroll_to_price(_mkt_break_lines.origin);

      public bool scroll_to_price(double price) {
-         if (_scroll_viewer == null || _price_list.is_null_or_empty())
+         if (price.is_nan()) {
            return false;
-         if (_spec.tickdiff(_price_list[0], price) is long target_row) {
-            int visible_row_count = (int)(_scroll_viewer.ActualHeight / _settings.row_height);
-            int curr_row = visible_row_count + (int)(_scroll_viewer.VerticalOffset / _settings.row_height);
-            if ((target_row > curr_row && target_row < _row_count) || (target_row < (curr_row - visible_row_count) && target_row >= 0)) {
-               _scroll_to_row((int)target_row);
-               return true;
-            }
+         }
+         var tick = _spec.tickdiff(price, 0);
+         if (tick.HasValue) {
+            return scroll_to_tick(tick.Value);
         }
         return false;
      }

+      double _get_target_top_tick(int mid_viewport_tick) {
+         var curr_rel_off = _scroll_viewer.VerticalOffset + (_scroll_viewer.ViewportHeight / 2.0);
+         var tgt_rel_off = (_price_list.high_tick - mid_viewport_tick) * _settings.row_height;
+         var tick_diff = (curr_rel_off - tgt_rel_off) / _settings.row_height;
+         return _price_list.high_tick + tick_diff;
+      }
+
+      public bool scroll_to_tick(long tick) {
+         if (tick > int.MaxValue) {
+            _scroll_to_tick_log_throttle.Execute(() =>
+               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;
+         }
+         // var center_offset_ticks = (int)(_scrollViewer.ScrollableHeight / (2.0 * _settings.row_height));
+         // The scrollbar's vertical offset won't change.  Find the 'top tick' that will put the
+         // target `tick` in the center of the viewport.
+         // var center_offset_diff = _scrollViewer.VerticalOffset - (_scrollViewer.ScrollableHeight / 2.0);
+         // var tick_offset = center_offset_ticks 
+         // var tick_offset = (int)(_scrollViewer.ViewportHeight / (2.0 * _settings.row_height));
+
+         // 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();
+            }
+         }
+         return true;
+      }
+
      public IObservable<ColumnType> subscribe_hover_column() =>
         Observable.Create<ColumnType>(o => {
            notify(Mouse.GetPosition(this));
@@ -468,6 +564,67 @@ namespace mbts.spark {
         }
      }

+      IDisposable _connect_scroll_viewer(ScrollViewer scroll_viewer) {
+         if (scroll_viewer is null) {
+            return null;
+         }
+         const int scroll_tick_padding = 10;
+         // const double scroll_epsilon = 1E-8;
+         var dispatcher = Dispatcher.CurrentDispatcher;
+         bool busy = false;
+         return scroll_viewer.SubscribeScrollChanged(on_scroll_changed);
+
+         async void on_scroll_changed(object sender, ScrollChangedEventArgs e) {
+            if (e.ExtentHeight == e.ViewportHeight || busy) {
+               return;
+            }
+            busy = true;
+            await dispatcher.InvokeAsync(ensure_tick_padding, DispatcherPriority.Background);
+            busy = false;
+
+            void ensure_tick_padding() {
+               if (_price_list is null || _settings is null) {
+                  return;
+               }
+               var pct = _scroll_viewer.VerticalOffset / _scroll_viewer.ScrollableHeight;
+               var new_pl = new LadderPriceList(_price_list);
+               var stp = scroll_tick_padding * _settings.row_height;
+               if (pct == 0) {
+                  if (_scroll_viewer.ExtentHeight - _scroll_viewer.ViewportHeight < stp) {
+                     new_pl.extend_up(scroll_tick_padding);
+                  } else {
+                     new_pl.shift_up(scroll_tick_padding);
+                  }
+                  _price_dirty = true;
+               }
+               if (pct == 1) {
+                  if (_scroll_viewer.ExtentHeight - _scroll_viewer.ViewportHeight < stp) {
+                     new_pl.extend_down(scroll_tick_padding);
+                  } else {
+                     new_pl.shift_down(scroll_tick_padding);
+                  }
+                  _price_dirty = true;
+               }
+               if (new_pl != _price_list) {
+                  _pending_price_list = new_pl;
+               }
+               _ordershost.refresh_orders();
+            }
+         }
+      }
+
+      void _set_scrollbar_range(int? high_tick = null, int? length = null) {
+         if (high_tick.HasValue) {
+            _price_list.high_tick = high_tick.Value;
+         }
+         if (length.HasValue) {
+            _price_list.length = length.Value;
+         }
+         _mkt_break_lines.invalidate_indices();
+         _mkt_break_lines.refresh();
+         _refresh_all_visuals();
+      }
+
      void _send_parameterized_order(Point point, Side side) {
         Disposable.dispose(ref _parameterized_order_popup);
         void on_cannot_send(string reason) {
@@ -605,7 +762,10 @@ namespace mbts.spark {
               Keyboard.IsKeyDown(Key.LeftAlt) || Keyboard.IsKeyDown(Key.RightAlt)) {
               _vm?.recenter_all_ladders();
            } else {
-               _scroll_to_center();
+               var tgt = _spec.tickdiff(_mkt_break_lines.origin, 0.0);
+               if (tgt.HasValue) {
+                  scroll_to_tick(tgt.Value);
+               }
            }
         }
      }
@@ -682,14 +842,9 @@ namespace mbts.spark {
      }


-      internal int _row_for_price(double price) {
-         if ((_price_list?.Count ?? 0) == 0 || !price.is_real()) {
-            return -1;
-         }
-         return LadderRender.index_of(_price_list, price, _price_comparer);
-      }
+      internal int _row_for_price(double price) => LadderRender.index_of(_price_list, price, _price_comparer);

-      // public double y_for_price(double price) => _row_for_price(price) * (_settings?.row_height ?? double.NaN);
+      public double y_for_price(double price) => _row_for_price(price) * (_settings?.row_height ?? double.NaN);
      #endregion

      #region Column Utility Methods
@@ -734,30 +889,11 @@ namespace mbts.spark {
                  render_market_col(_depth.Bids);
                  break;
               case ColumnType.Price:
-                  if (_settings.net_change != LadderSettings.NetChangeTerms.None) {
-                     LadderRender.render_prices(
-                        column.visual_tup.visual,
-                        column.visual_tup.glyph_context,
-                        _row_count,
-                        _settings.row_height,
-                        _price_list,
-                        _vm.md.settlement_price,
-                        _settings.net_change == LadderSettings.NetChangeTerms.Ticks,
-                        column.settings,
-                        _spec);
-                  } else {
-                     LadderRender.render_prices(
-                        column.visual_tup.visual,
-                        column.visual_tup.glyph_context,
-                        _row_count,
-                        _settings.row_height,
-                        _price_list,
-                        column.settings,
-                        _spec,
-                        _settings.price_display_format);
-                  }
+                  _refresh_prices(column);
+                  break;
+               case ColumnType.Ask:
+                  render_market_col(_depth.Asks);
                  break;
-               case ColumnType.Ask: render_market_col(_depth.Asks); break;
               case ColumnType.Volume:
                  _volume_container.mark_dirty();
                  _refresh_volume_at_price();
@@ -950,8 +1086,9 @@ namespace mbts.spark {
               Storyboard.SetTargetProperty(anim, new PropertyPath(Behavior.AnimatedScrollViewerVerticalOffsetProperty));
               sb.Begin();
            } else {
-               _scroll_to_row(_row_count / 2);
+               _scroll_to_row(_price_list.Count / 2);
            }
+            _refresh_frozen_mkt_lines();
         }
      }

@@ -965,23 +1102,76 @@ namespace mbts.spark {
            return Disposable.Create(() => _can_user_send_orders_changed -= o.OnNext);
         });

+      LadderPriceList _create_price_list() {
+         if (_settings is not null) {
+            switch (_settings.net_change) {
+               case LadderSettings.NetChangeTerms.BasisPoints:
+               case LadderSettings.NetChangeTerms.NetBasisPoints:
+                  return new() {
+                     length = _initial_row_count,
+                     regional_tick = new RegionalTickFactors(new user.settings.TickFactors(10000, 1)),
+                  };
+            }
+         }
+         return new() {
+            length = _initial_row_count,
+            regional_tick = _spec
+         };
+      }
+
      #region Timer.Tick, Refresh Methods
      void _tick() {
         if (_settings != null) {
-            bool last_trade_changed = _vm.md.get_last_trade(ref lastTradeTime, out _last_trade, out DateTime _, out ulong __);
+            ulong unused = 0;
+            bool last_trade_changed = _vm.md.get_last_trade(ref unused, out _last_trade, out DateTime _, out ulong __);
            bool depth_changed = _vm.md.get_depth(ref _prices_updated, ref _bids, ref _asks, NativePriceHelpers.COCONUT_MAX_DEPTH);
+            _depth = _vm.security_md.Depth(_bids, _asks, _vm.securities);
            _mkt_break_lines.refresh();
-            bool prices_changed =
-               _price_dirty ||
-               (double.IsNaN(_last_origin_price) && !double.IsNaN(_mkt_break_lines.origin)) ||
-               _mkt_break_lines.origin >= _price_list[0] || _mkt_break_lines.origin <= _price_list[_price_list.Count - 1];
-            if (!prices_changed && _prices_out_of_range(out double low, out double high)) {
-               prices_changed = _refresh_price_range(low, high);
+            if (_price_list is null) {
+               Log.assert(_price_dirty);
+               _price_list = _create_price_list();
+               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));
+               }
+               _price_dirty = true;
            }
-            if (prices_changed) {
-               _refresh_price_list();
+            if (_price_dirty) {
+               if (_pending_price_list != null && !_pending_price_list.Equals(_price_list)) {
+                  var prev_price_list = _price_list;
+                  _price_list = _pending_price_list;
+                  _pending_price_list = null;
+                  if (prev_price_list.Count != _price_list.Count) {
+                     _reset_height();
+                  }
+                  // maintain previous visible price range if possible
+                  double percent_scroll_offset = _scroll_viewer.VerticalOffset / _scroll_viewer.ScrollableHeight;
+                  var n_visible_rowsd = _scroll_viewer.ViewportHeight / _settings.row_height;
+                  var n_visible_rows = (int)n_visible_rowsd;
+                  var offset = n_visible_rowsd - n_visible_rows;
+                  var n_rows_to_scroll = _price_list.Count - n_visible_rows - 1;
+                  int prev_target_index = (int)(percent_scroll_offset * n_rows_to_scroll);
+                  // int prev_target_index = (int)(percent_scroll_offset * prev_price_list.Count - 1);
+                  if (prev_price_list.TryGetAt(prev_target_index, out double prev_target_price)) {
+                     int new_target_index = LadderRender.index_of(_price_list, prev_target_price, _price_comparer);
+                     if (_price_list.within_range(new_target_index)) {
+                        // force _scrollViewer to re-calculate ScrollableHeight
+                        _scroll_viewer.UpdateLayout();
+                        double new_vertical_offset = new_target_index * _settings.row_height;
+                        // double new_vertical_offset = ((double)new_target_index / _price_list.Count) * _scrollViewer.ScrollableHeight;
+                        _scroll_viewer.ScrollToVerticalOffset(new_vertical_offset);
+                     }
+                  }
+               }
+               _refresh_prices();
+               scroll_to_pending_target();
               _refresh_all_visuals();
            } else {
+               scroll_to_pending_target();
               if (_mkt_break_lines.bid_dirty)
                  _refresh_bid_mkt_break();
               if (_mkt_break_lines.ask_dirty)
@@ -1053,75 +1243,6 @@ namespace mbts.spark {
            _settings.price_display_format);
      }

-      static readonly TimeSpan _price_out_of_range_render_interval = TimeSpan.FromSeconds(5);
-      DateTime _last_price_range_calc_time = DateTime.MinValue;
-
-      void _refresh_price_list() {
-         if (_settings is null || _spec is null || !_mkt_break_lines.origin.is_real()) {
-            return;
-         }
-         var prev_price_list = _price_list;
-         _price_list = (!(_settings.net_change == LadderSettings.NetChangeTerms.None)) ?
-            LadderRender.render_prices(_price_vis_tup.visual, _price_vis_tup.glyph_context, _mkt_break_lines.origin, _vm.md.settlement_price, _settings.net_change == LadderSettings.NetChangeTerms.Ticks, _row_count, _settings.row_height, _settings.price_column, _spec) :
-            LadderRender.render_prices(_price_vis_tup.visual, _price_vis_tup.glyph_context, _mkt_break_lines.origin, _row_count, _settings.row_height, _settings.price_column, _spec, _settings.price_display_format);
-         _ordershost.update_settings(_settings.row_height, _settings.orders_column);
-         if (prev_price_list != null) {
-            // maintain previous visible price range if possible
-            double percent_scroll_offset = _scroll_viewer.VerticalOffset / _scroll_viewer.ScrollableHeight;
-            int prev_target_index = (int)(percent_scroll_offset * prev_price_list.Count);
-            if (prev_price_list.TryGetAt(prev_target_index, out double prev_target_price)) {
-               int new_target_index = LadderRender.index_of(_price_list, prev_target_price, _price_comparer);
-               if (_price_list.within_range(new_target_index)) {
-                  // force _scroll_viewer to re-calculate ScrollableHeight
-                  _scroll_viewer.UpdateLayout();
-                  double new_vertical_offset = ((double)new_target_index / _price_list.Count) * _scroll_viewer.ScrollableHeight;
-                  _scroll_viewer.ScrollToVerticalOffset(new_vertical_offset);
-               }
-            }
-         }
-      }
-
-      bool _refresh_price_range(double low, double high) {
-         bool prices_changed = false;
-         // The market can be wider than the 1001 rows (ticks) we [initially] allot.
-         // Rendering prices is expensive, and will lock up the ui if done continuously.
-         // Therefore, ensure a minimum time interval has elapsed before rendering prices again.
-         var now = DateTime.Now;
-         if ((now - _last_price_range_calc_time) > _price_out_of_range_render_interval) {
-            SparkUtils.lazy_warn(!double.IsNaN(_mkt_break_lines.origin) && _mkt_break_lines.origin >= low && _mkt_break_lines.origin <= high,
-               () => fmt_log_msg($"market break ({_mkt_break_lines.origin}) is unacceptable for the market range ({low} - {high})"));
-            int prev_row_count = _row_count;
-            var n_ticks_to_low = (int)(_spec.tickdiff(_mkt_break_lines.origin, low) ?? 0).within_range(int.MinValue, int.MaxValue);
-            var n_ticks_to_high = (int)(_spec.tickdiff(high, _mkt_break_lines.origin) ?? 0).within_range(int.MinValue, int.MaxValue);
-            int desired_row_count = Math.Max(n_ticks_to_low, n_ticks_to_high) * 2 + 1;
-            desired_row_count = Math.Max(desired_row_count, _min_row_count);
-            _row_count = Math.Min(_max_row_count, desired_row_count);
-            if (_row_count != prev_row_count) {
-               if (desired_row_count > _max_row_count)
-                  Log.Ui.warn(fmt_log_msg($"ticks between market range ({low} - {high}) exceeds the maximum number of rows allowed ({_max_row_count})"));
-               else
-                  Log.Ui.info(fmt_log_msg($"increase row count to {_row_count} to accomodate market range ({low} - {high})"));
-               prices_changed = true;
-               _reset_height();
-            } else {
-               prices_changed = _mkt_break_lines.origin != _last_origin_price;
-            }
-            _last_price_range_calc_time = now;
-            //
-            string fmt_log_msg(string msg) =>
-               $"Ladder {security} (id:{security.Id}, low/high tick:{security.ContractSpec.LowTick}/{security.ContractSpec.HighTick}): {msg}.";
-         }
-         return prices_changed;
-      }
-
-      bool _prices_out_of_range(out double low, out double high) {
-         low = _bids == null ? double.NaN : TickUtils.low_tick(_bids, _asks);
-         high = _asks == null ? double.NaN : TickUtils.high_tick(_bids, _asks);
-         return
-            (!double.IsNaN(low) && _price_list[_price_list.Count - 1] > low) ||
-            (!double.IsNaN(high) && _price_list[0] < high);
-      }
-
      void _refresh_all_visuals() {
         if (_scroll_viewer is null || _settings is null) {
            return;
@@ -1175,36 +1296,50 @@ namespace mbts.spark {
      }

      void _refresh_session_low_line() {
-         if (_settings.session_low_line.show && _mkt_break_lines.low_render_index.HasValue)
-            _render_session_line(_session_low_vis, _mkt_break_lines.low_render_index.Value, _settings.session_low_line.color);
+         if (_settings.session_low_line.show) {
+            _render_session_line(_session_low_vis, _mkt_break_lines.low_render_index ?? -1, _settings.session_low_line.color);
+         }
      }

      void _refresh_session_high_line() {
-         if (_settings.session_high_line.show && _mkt_break_lines.high_render_index.HasValue)
-            _render_session_line(_session_high_vis, _mkt_break_lines.high_render_index.Value, _settings.session_high_line.color);
+         if (_settings.session_high_line.show) {
+            _render_session_line(_session_high_vis, _mkt_break_lines.high_render_index ?? -1, _settings.session_high_line.color);
+         }
      }

      void _refresh_last_trade() {
         var last_index = LadderRender.index_of(_price_list, _last_trade.price, _price_comparer);
         if (last_index > 0)
-            LadderRender.render_last(_last_vis_tup.visual, _last_vis_tup.glyph_context, _last_trade, last_index, _settings.row_height, _settings.last_column, _fmt_mkt_quantity);
+            LadderRender.render_last(
+               _last_vis_tup.visual,
+               _last_vis_tup.glyph_context,
+               _last_trade,
+               last_index,
+               _settings.row_height,
+               _settings.last_column,
+               _fmt_mkt_depth_item);
      }

      void _refresh_piq() {
         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, _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,
+            _price_list,
+            _vm.price_vs_piq,
+            _settings.row_height,
+            _spec,
+            _settings.piq_column,
+            _fmt_mkt_quantity);
      }

      void _refresh_sizes() {
         Log.assert_d(_price_list != null);
         int origin_index = LadderRender.index_of(_price_list, _mkt_break_lines.origin, _price_comparer);
-         var bidItems = _bids.Select(nps => (nps.price, (double)nps.size, nps.price * nps.size));
-         var askItems = _asks.Select(nps => (nps.price, (double)nps.size, nps.price * nps.size));
-         LadderRender.render_sizes(_bid_vis_tup.visual, _bid_vis_tup.glyph_context, origin_index, _price_list, bidItems, _settings.row_height, _spec, _settings.bid_column, _fmt_price_level);
-         LadderRender.render_sizes(_ask_vis_tup.visual, _ask_vis_tup.glyph_context, origin_index, _price_list, askItems, _settings.row_height, _spec, _settings.ask_column, _fmt_price_level);
+         LadderRender.render_sizes(_bid_vis_tup.visual, _bid_vis_tup.glyph_context, origin_index, _price_list, _depth.Bids, _settings.row_height, _spec, _settings.bid_column, _fmt_price_level);
+         LadderRender.render_sizes(_ask_vis_tup.visual, _ask_vis_tup.glyph_context, origin_index, _price_list, _depth.Asks, _settings.row_height, _spec, _settings.ask_column, _fmt_price_level);
      }

      /// <summary>
@@ -1273,9 +1408,12 @@ namespace mbts.spark {
      void _clear_visuals() {
         if (_settings == null)
            return;
-         _price_list = new double[_row_count];
-         for (int i = 0; i < _price_list.Count; i++)
-            _price_list[i] = double.NaN;
+         if (_price_list is null) {
+            _price_list = new LadderPriceList {
+               regional_tick = _spec
+            };
+         }
+         _price_list.reset(null, null, _initial_row_count);
         Array.Clear(_bids, 0, _bids.Length);
         Array.Clear(_asks, 0, _asks.Length);
         _price_dirty = true;
@@ -1283,6 +1421,7 @@ namespace mbts.spark {
         _refresh_bid_mkt_break();
         _refresh_ask_mkt_break();
         _refresh_mid_mkt_break();
+         _refresh_fair_value_lines(true);
         _refresh_session_low_line();
         _refresh_session_high_line();
         _refresh_session_range();
@@ -1292,38 +1431,58 @@ namespace mbts.spark {
      #endregion

      #region Market Break, Session Low/High Utils
-      static double _get_top_price(NativePriceSize[] prices) =>
-         prices != null && prices.Length > 0 ? prices[0].price : double.NaN;
+      static double _get_top_price(NativePriceSize[] prices) {
+         if (prices == null) {
+            return double.NaN;
+         }
+         if (prices.Length == 0) {
+            return double.NaN;
+         }
+         if (prices[0].size == 0) {
+            return double.NaN;
+         }
+         return prices[0].price;
+      }

      double _get_bid_market_break() {
         double best_bid = _get_top_price(_bids);
         double best_ask = _get_top_price(_asks);
-         return double.IsNaN(best_bid) ?
-            double.IsNaN(best_ask) ? _vm.settlement : _spec.tickdown(best_ask) :
-            best_bid;
+         var v = best_bid
+            .if_nan(_spec.tickdown(best_ask))
+            .if_nan(_vm?.settlement ?? double.NaN);
+         return _spec.round_to_tick(v, RoundingMode.AbsDown);
      }

      double _normalize_price(double price) =>
         TickUtils.normalize_price(_spec, price);

      double _get_ask_market_break() {
+         if (_vm is null) {
+            return double.NaN;
+         }
         double best_bid = _get_top_price(_bids);
         double best_ask = _get_top_price(_asks);
-         return double.IsNaN(best_ask) ?
-            double.IsNaN(best_bid) ? _vm.settlement : best_bid :
-            _spec.tickdown(best_ask);
+         var v = _spec.tickdown(best_ask)
+            .if_nan(best_bid)
+            .if_nan(_vm?.settlement ?? double.NaN);
+         return _spec.round_to_tick(v, RoundingMode.AbsDown);
      }

      double _get_mid_market_break() {
         double best_bid = _get_top_price(_bids);
         double best_ask = _get_top_price(_asks);
-         return double.IsNaN(best_bid) ?
-            double.IsNaN(best_ask) ? _vm.settlement : _spec.tickdown(best_ask) :
-            double.IsNaN(best_ask) ? best_bid : TickUtils.mid_tick(_spec, best_bid, best_ask);
+         var v = TickUtils.mid_tick(_spec, best_bid, best_ask)
+            .if_nan(best_bid)
+            .if_nan(_spec?.tickdown(best_ask) ?? double.NaN)
+            .if_nan(_vm?.settlement ?? double.NaN);
+         return _spec.round_to_tick(v, RoundingMode.AbsDown);
      }

-      double _get_session_low() => _vm.md.session_low;
-      double _get_session_high() => _vm.md.session_high;
+      double _get_session_low() => _normalize_price(_get_session_low_raw());
+      double _get_session_high() => _normalize_price(_get_session_high_raw());
+
+      double _get_session_low_raw() => _vm?.md?.session_low ?? double.NaN;
+      double _get_session_high_raw() => _vm?.md?.session_high ?? double.NaN;

      void _render_mkt_break(DrawingVisual vis, double price, uint color) =>
         LadderRender.render_mkt_break(vis, _row_for_price(price), _settings.row_height, color);
@@ -1347,6 +1506,15 @@ namespace mbts.spark {
         _settings = _vm?.get_save_state() ?? s;
         _pending_scroll_to_origin |= _settings == null;
         _invalidate_spec();
+         if (_price_list != null) {
+            _pending_price_list = null;
+            if (_price_list.Count > 0) {
+               var high_price = _price_list.First();
+               var new_tickdiff = _spec.count_ticks(high_price);
+               _price_list.high_tick = (long)new_tickdiff;
+            }
+            _price_list.regional_tick = _spec;
+         }
         _bid_vis_tup.glyph_context = glyph_context(s.bid_column);
         _ask_vis_tup.glyph_context = glyph_context(s.ask_column);
         _price_vis_tup.glyph_context = glyph_context(s.price_column);
@@ -1430,22 +1598,9 @@ namespace mbts.spark {
         // if (_scroll_viewer != null) {
         //    _scroll_viewer.Background = s.last_column.background.rgb_brush();
         // }
+         scroll_to_pending_target();
         visible_columns_changed?.Invoke();
-         if (_scroll_viewer is not null && _settings is not null) {
-            _vm.md.get_last_trade(ref lastTradeTime, out _last_trade, out DateTime _, out ulong __);
-            _vm.md.get_depth(ref _prices_updated, ref _bids, ref _asks, NativePriceHelpers.COCONUT_MAX_DEPTH);
-            _mkt_break_lines.refresh();
-            double low = _bids == null ? double.NaN : TickUtils.low_tick(_bids, _asks);
-            double high = _asks == null ? double.NaN : TickUtils.high_tick(_bids, _asks);
-            _refresh_price_range(low, high);
-            _refresh_price_list();
-            _refresh_all_visuals();
-            _refresh_piq();
-            _piq_dirty = false;
-            _refresh_volume_at_price();
-            _last_origin_price = _mkt_break_lines.origin;
-            _price_dirty = false;
-         }
+         _refresh_all_visuals();
      }

      // This is designed to be a redundant null check for _fmt_mkt_depth_item_impl.
@@ -1476,9 +1631,6 @@ namespace mbts.spark {
         return impl is null ? value.ToString() : impl(value, price);
      }

-      string _fmt_mkt_quantity(NativePriceSize nps) =>
-         _fmt_mkt_quantity(nps.size, nps.price);
-
      void _init_tactile_adorner() {
         Disposable.dispose(ref _tactile_adorner);
         if (_scroll_viewer != null)
@@ -1593,7 +1745,7 @@ namespace mbts.spark {
                  return null;
               }
               if (!double.IsNaN(_session_low)) {
-                  _low_index = LadderRender.index_of(_owner._price_list, _session_low, _owner._price_comparer);
+                  _low_index = _owner._price_list.IndexOf(_session_low);
                  if (_session_low < _owner._price_list.Last()) {
                     _low_index = _owner._price_list.Count - 1;
                  }
@@ -1,7 +1,6 @@
 using bts.api;
 using bts.utils;

-using Spark.Core;
 using Spark.Core.Diagnostics;

 using System;
@@ -31,16 +30,6 @@ namespace mbts.spark {
         regional_tick = other.regional_tick;
      }

-      public LadderPriceList(RegionalTickFactors regionalTick, IList<double> prices) {
-         regional_tick = regionalTick;
-         _length = prices.Count;
-         checked {
-            _high_tick = prices.Count > 0
-               ? (int)regionalTick.tickdiff(prices[0], 0).assert_value()
-               : 0;
-         }
-      }
-
      public event NotifyCollectionChangedEventHandler CollectionChanged;

      RegionalTickFactors _regional_tick;
@@ -1,4 +1,4 @@
-using bts;
+using bts;
 using bts.api;
 using bts.api.md.auxiliary;
 using bts.collections;
@@ -101,24 +101,6 @@ namespace mbts.spark {
            settings.font_size, settings.width, row_height, HorizontalAlignment.Right,
            -4, VerticalAlignment.Center, row * row_height, true);

-      public static double[] gen_prices(double mid, int row_count, RegionalTickFactors spec) {
-         // require odd number
-         Log.assert(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,
@@ -214,45 +196,6 @@ namespace mbts.spark {
         }
      }

-      public static double[] render_prices(DrawingVisual price, GlyphContext glyph_context, double mid, double wrt_price, bool format_in_tick_terms, int row_count, double row_height,
-         LadderColumnSettings settings, RegionalTickFactors spec) {
-         var dprices = gen_prices(mid, row_count, spec);
-         render_prices(price, glyph_context, row_count, row_height, dprices, wrt_price, format_in_tick_terms, settings, spec);
-         return dprices;
-      }
-
-      public static double[] render_prices(DrawingVisual price, GlyphContext glyph_context, double mid, int row_count, double row_height,
-         LadderColumnSettings settings, RegionalTickFactors spec, LadderSettings.PriceDisplayFormat price_display_format) {
-         var dprices = gen_prices(mid, row_count, spec);
-         render_prices(price, glyph_context, row_count, row_height, dprices, settings, spec, price_display_format);
-         return dprices;
-      }
-
-      public static void render_prices(DrawingVisual price, GlyphContext glyph_context, int row_count, double row_height, IList<double> dprices, double wrt_price, bool format_in_tick_terms, LadderColumnSettings settings, RegionalTickFactors spec) {
-         var foreground = settings.foreground.rgb_brush();
-         //var background = new SolidColorBrush(settings.background.rgb_color());
-         var terms = format_in_tick_terms ? LadderSettings.NetChangeTerms.Ticks : LadderSettings.NetChangeTerms.Dollars;
-         var fprices = format_prices(dprices, wrt_price, terms, row_height, settings, glyph_context, spec);
-         using (var dc = price.RenderOpen())
-         using (_draw_with_clip(dc, settings, row_height, row_count)) {
-            //dc.DrawRectangle(background, null, new Rect(0, 0, settings.width, row_count * row_height));
-            for (int x = 0; x < row_count; ++x)
-               dc.DrawGlyphRun(foreground, fprices[x]);
-         }
-      }
-
-      public static void render_prices(DrawingVisual price, GlyphContext glyph_context, int row_count, double row_height, IList<double> dprices, LadderColumnSettings settings, RegionalTickFactors 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, double.NaN, LadderSettings.NetChangeTerms.Dollars, row_height, settings, glyph_context, spec, price_display_format);
-         using (var dc = price.RenderOpen())
-         using (_draw_with_clip(dc, settings, row_height, row_count)) {
-            //dc.DrawRectangle(background, null, new Rect(0, 0, settings.width, row_count * row_height));
-            for (int x = 0; x < row_count; ++x)
-               dc.DrawGlyphRun(foreground, fprices[x]);
-         }
-      }
-
      public static void render_grid(DrawingVisual dv, IEnumerable<LadderGridHost.IColumn> columns, int rowcount, double row_height, UInt32 line_color) {
         var height = rowcount * row_height;
         var brush = line_color.rgb_brush();
@@ -26,7 +26,7 @@ namespace bts.shell.orderbook {
      [ProtoMember(5)]
      public string[] accounts;

-      [ProtoMember(28)]
+      [ProtoMember(5)]
      public string Tag { get; set; }

      [ProtoMember(6)]
@@ -407,16 +407,16 @@ namespace bts.shell.pnl {
      void _show_auxiliary_popup<T>(T content, string context_desc, string title_desc, Color fg) {
         var view = new HeaderedContentControl {
            Content = content,
-            Header = new OrderAuxiliaryPopupHeader {
+            Header = new AuxiliaryDataHeader {
               context = context_desc,
               title = title_desc,
               title_foreground = fg
            },
            HorizontalAlignment = HorizontalAlignment.Left,
            VerticalAlignment = VerticalAlignment.Top,
-            Resources = new OrderAuxiliaryPopupResources()
+            Resources = new AuxiliaryDataResources()
         };
-         view.Style = view.Resources[OrderAuxiliaryPopupResources.PopupChildStyleKey] as Style;
+         view.Style = view.Resources[AuxiliaryDataResources.PopupChildStyleKey] as Style;
         _popup_man.show(view);
      }

@@ -250,19 +250,6 @@ namespace BCG
         return Double.NaN;
      }

-       private double _get_rep_driver() {
-         var map =
-            _threaded_bb.read_state(SparkTags.OptionDriverBBOTag((_nmsheet_symbol.option_name, _nmsheet_symbol.option_exchange)));
-         if (map == null)
-            return Double.NaN;
-         var price_map = map.get_price_map();
-         if (price_map == null || price_map.Count == 0)
-            return Double.NaN;
-         var md = price_map.ElementAt(0).Value;
-         double pr = md.get_driver();
-         return pr;
-      }
-
      private IDictionary<DateTime, ATMData> _get_atm_data(ExpStrikeKeyedData<mbts.spark.TheoPoint> theo_data)
      {
         NMSheetSettings sheet_settings = _threaded_bb.read_state(_in_bb_sheet_settings_tag) ?? new NMSheetSettings();
@@ -274,7 +261,7 @@ namespace BCG
               exp.security_type == SecurityType.Option)
            ?.ToDictionaryCrushed(kv => kv.Key.expiration, kv => kv.Value)
            ?? new();
-         IDictionary<DateTime, ATMData> atm_data = OptionATMDataSource.compute_atm_data(_get_onefive(), theo_data, option_exp_roll_data, _get_rep_driver());
+         IDictionary<DateTime, ATMData> atm_data = OptionATMDataSource.compute_atm_data(_get_onefive(), theo_data, option_exp_roll_data);
         if (sheet_settings.setting_atm.select_atm_nearest_strike_only)
            foreach (ATMData exp_atm_data in atm_data.Values)
               exp_atm_data.reduce_to_nearest_expiration();
@@ -5,7 +5,6 @@ using mbts.ui;
 using mbts;
 using BCG.Utilities;
 using mbts.spark;
-using mbts.ui.converters;

 namespace BCG {
   /// <summary>
@@ -35,10 +34,8 @@ namespace BCG {
      }

      internal static IDictionary<DateTime, ATMData> compute_atm_data(
-         double one_five, ExpStrikeKeyedData<TheoPoint> theo_data, IDictionary<DateTime, double> opt_exp_rolls,
-         double rep_driver) {
+         double one_five, ExpStrikeKeyedData<TheoPoint> theo_data, IDictionary<DateTime, double> opt_exp_rolls) {
         IDictionary<DateTime, double> exp_vs_drivers = _get_computed_drivers(theo_data);
-         exp_vs_drivers = exp_vs_drivers.ToDictionary(kv => kv.Key, kv => rep_driver);
         IDictionary<DateTime, ATMData> rv = new Dictionary<DateTime, ATMData>();
         if (one_five != 0)
            foreach (DateTime exp in new List<DateTime>(exp_vs_drivers.Keys))
@@ -1,236 +0,0 @@
-#nullable enable
-namespace mbts.spark;
-
-using bts;
-using bts.api;
-using bts.api.domain;
-using bts.api.orderman;
-
-using mbts.co2;
-using mbts.ui;
-using mbts.ui.shell;
-
-using Spark.Core.Disposables;
-
-using System;
-using System.Collections.Generic;
-using System.Collections.ObjectModel;
-using System.Linq;
-using System.Reactive.Linq;
-using System.Windows.Input;
-using System.Windows.Threading;
-
-class ExistingOrderTicketLadderVM : DisposableViewModelBase, IRequestViewClose {
-   const ushort numPriceLevels = 5;
-
-   readonly Property<SecurityImmutable> security;
-   readonly Property<TickDisplaySettingsImmutable> priceDisplay;
-   readonly Property<TickDisplaySettingsImmutable> quantityDisplay;
-   readonly Property<user.settings.RegionalTickFactors> priceTick;
-   readonly ObservableCollection<OrderTicketLadderPriceLevelVM> bids = [];
-   readonly ObservableCollection<OrderTicketLadderPriceLevelVM> asks = [];
-
-   readonly Property<double> price, currentPrice;
-   readonly Property<uint> currentQuantity;
-   readonly Property<AccountTuple> currentAccount;
-   readonly Property<TimeInForce> currentTimeInForce;
-   readonly Property<CustomOrderDefinition.CustomOneofCase> currentOrderType;
-   readonly Property<bool> priceDirty, quantityDirty, accountDirty, timeInForceDirty, orderTypeDirty;
-
-   Side side = Side.Buy;
-
-   public ExistingOrderTicketLadderVM(
-      OrdersModel model,
-      IObservable<(SecurityMD? SecurityMd, OrderRecordImmutable Order)> orderSource,
-      IObservable<IReadOnlyDictionary<uint, AccountTuple>> accountsSource,
-      IObservable<double[]?> calculatorButtons,
-      Action<SecurityMD> showLadder,
-      TickDisplaySettingsImmutable? quantityDisplay = null
-   ) {
-      SecurityMD? currentSecurityMd = null;
-      uint? key = null;
-      DispatcherTimer? mdPollTimer = null;
-      var nativeBids = new NativePriceSize[numPriceLevels];
-      var nativeAsks = new NativePriceSize[numPriceLevels];
-      for (int i = 0; i < numPriceLevels; i++) {
-         nativeBids[i] = NativePriceSize.NO_MARKET;
-         nativeAsks[i] = NativePriceSize.NO_MARKET;
-         Bids.Add(new(Side.Buy));
-         Asks.Add(new(Side.Sell));
-      }
-
-      var secMdSrc = orderSource.Where(ot => ot.SecurityMd.HasValue).Select(ot => ot.SecurityMd!.Value);
-      security = backing(nameof(Security), secMdSrc.Select(smd => smd.security), bts.api.Security.Defaults.SecurityImmutable);
-      priceTick = backing(nameof(PriceTick), user.settings.RegionalTickFactors.Default);
-      PropertiesVm = new OrderPropertiesEditorVM(
-         model,
-         secMdSrc,
-         accountsSource,
-         orderSource.Select(ot => new InlineOrderProperties(model, ot.Order.Def)));
-      this.quantityDisplay = backing(nameof(QuantityDisplay), quantityDisplay ?? bts.api.Security.Defaults.quantity_display_settingsi);
-      priceDisplay = backing(nameof(PriceDisplay), bts.api.Security.Defaults.price_display_settingsi);
-      SizeCalculator = new(0, calculatorButtons);
-      SetPriceCmd = new DelegateCommand<double>(SetPrice);
-      ShowLadderCmd = new DelegateCommand(() => {
-         if (currentSecurityMd.HasValue)
-            showLadder(currentSecurityMd.Value);
-      });
-
-      price = backing(nameof(Price), double.NaN);
-      currentPrice = backing(nameof(CurrentPrice), orderSource.Select(ort => ort.Order.State.Price));
-      currentQuantity = backing(nameof(CurrentQuantity), orderSource.Select(ort => ort.Order.State.Quantity));
-      currentAccount = backing(nameof(CurrentAccount), orderSource.Select(ort => new AccountTuple(ort.Order.Def.AccountId, ort.Order.Def.Account)));
-      currentTimeInForce = backing(nameof(CurrentTimeInForce), orderSource.Select(ort => ort.Order.Def.TimeInForce));
-      currentOrderType = backing(nameof(CurrentOrderType), orderSource.Select(ort => ort.Order.Def.CustomDef.CustomCase));
-      //
-      priceDirty = backing(
-         nameof(PriceDirty),
-         price.observe_current(true).CombineLatest(
-         currentPrice.observe_current(true),
-         (val, curr) => !double.IsNaN(val) && val != curr));
-      quantityDirty = backing(
-         nameof(QuantityDirty),
-         SizeCalculator.observe_actual_value()
-         .CombineLatest(currentQuantity.observe_current(true),
-         (val, curr) => val.HasValue && val.Value != curr));
-      accountDirty = backing(
-         nameof(AccountDirty),
-         PropertiesVm.observe_account(true)
-         .CombineLatest(currentAccount.observe_current(true),
-         (val, curr) => val != curr));
-      timeInForceDirty = backing(
-         nameof(TimeInForceDirty),
-         PropertiesVm.observe_time_in_force(true)
-         .CombineLatest(currentTimeInForce.observe_current(true),
-         (val, curr) => val != curr));
-      orderTypeDirty = backing(
-         nameof(OrderTypeDirty),
-         PropertiesVm.observe_order_type(true)
-         .CombineLatest(currentOrderType.observe_current(true),
-         (val, curr) => val != null && val.order_type != curr));
-      //
-      var priceDirtySrc = priceDirty.Select(vals => vals.newval).StartWith(false);
-      var quantityDirtySrc = quantityDirty.Select(vals => vals.newval).StartWith(false);
-      var sendOrderCmd = new ObservantCommand(SendOrder);
-      SendOrderCmd = sendOrderCmd;
-      var canSendOrderSrc = priceDirty.observe_current(true)
-         .CombineLatest(quantityDirty.observe_current(true), (pd, sd) => pd || sd)
-         .DistinctUntilChanged();
-      var isDirtySrc = Observable.Merge(priceDirty, quantityDirty, accountDirty, timeInForceDirty, orderTypeDirty);
-      _dispose = Disposable.Create(
-         SizeCalculator,
-         PropertiesVm,
-         secMdSrc.OnDispatcher().Subscribe(OnSecurityMd),
-         orderSource.OnDispatcher().Subscribe(ort => {
-            key = ort.Order.Key;
-            if (DoubleHelper.IsNaNOrInfinity(Price))
-               Price = ort.Order.State.Price;
-            if (!SizeCalculator.value.HasValue || !SizeCalculator.value_setter_called)
-               SizeCalculator.bypass_value_setter(ort.Order.State.Quantity, true);
-         }),
-         isDirtySrc.OnDispatcher().Subscribe(_ => RaisePropertyChanged(nameof(DirtyItemsText))),
-         canSendOrderSrc.OnDispatcher().Subscribe(sendOrderCmd));
-
-      void SetPrice(double price) {
-         Price = price;
-         RaisePropertyChanged(nameof(Price));
-      }
-
-      void SendOrder() {
-         if (!key.HasValue) {
-            return;
-         }
-         if (priceDirty.Value) {
-            if (quantityDirty.Value) {
-               model.update_order(key.Value, Price, SizeCalculator.value!.Value).ignore();
-            } else {
-               model.update_order_price(key.Value, Price).ignore();
-            }
-         } else if (quantityDirty.Value) {
-            model.update_order_size(key.Value, SizeCalculator.value!.Value).ignore();
-         } else {
-            SizeCalculator.flash_error();
-            flash_error(nameof(Price)).ignore();
-            return;
-         }
-         RequestClose?.Invoke(this, new EventArgs());
-      }
-
-      void OnSecurityMd(SecurityMD smd) {
-         currentSecurityMd = smd;
-         priceTick.set(smd.security.regional_ticks());
-         priceDisplay.set(smd.price_display);
-         this.quantityDisplay.set(smd.quantity_display);
-         SizeCalculator.display_settings = smd.quantity_display;
-         ulong lastMdPollTime = 0;
-         mdPollTimer?.Stop();
-         mdPollTimer = new DispatcherTimer(TimeSpan.FromSeconds(0.1), DispatcherPriority.DataBind, PollMd, Dispatcher.CurrentDispatcher);
-
-         void PollMd(object? sender, EventArgs e) {
-            if (smd.md.get_depth(ref lastMdPollTime, ref nativeBids, ref nativeAsks, numPriceLevels)) {
-               for (int i = 0; i < numPriceLevels; i++) {
-                  asks[numPriceLevels - i - 1].Price = nativeAsks[i].price;
-                  asks[numPriceLevels - i - 1].Quantity = nativeAsks[i].size;
-               }
-               for (int i = 0; i < numPriceLevels; i++) {
-                  bids[i].Price = nativeBids[i].price;
-                  bids[i].Quantity = nativeBids[i].size;
-               }
-            }
-         }
-      }
-   }
-
-   public event EventHandler? RequestClose;
-
-   public SecurityImmutable Security => security.Value;
-   public string Title => Security.ToString() ?? string.Empty;
-   public double Price { get; set; }
-   public user.settings.RegionalTickFactors PriceTick => priceTick.Value;
-   public TickDisplaySettingsImmutable PriceDisplay => priceDisplay.Value;
-   public TickDisplaySettingsImmutable QuantityDisplay => quantityDisplay.Value;
-   public CalculatorLogic<double> SizeCalculator { get; }
-   public Side Side {
-      get => side;
-      set => Set(ref side, value);
-   }
-
-   public OrderPropertiesEditorVM PropertiesVm { get; }
-   public ObservableCollection<OrderTicketLadderPriceLevelVM> Bids => bids;
-   public ObservableCollection<OrderTicketLadderPriceLevelVM> Asks => asks;
-
-   public double CurrentPrice => currentPrice.Value;
-   public uint CurrentQuantity => currentQuantity.Value;
-   public AccountTuple CurrentAccount => currentAccount.Value;
-   public TimeInForce CurrentTimeInForce => currentTimeInForce.Value;
-   public CustomOrderDefinition.CustomOneofCase CurrentOrderType => currentOrderType.Value;
-   public bool PriceDirty => priceDirty.Value;
-   public bool QuantityDirty => quantityDirty.Value;
-   public bool AccountDirty => accountDirty.Value;
-   public bool TimeInForceDirty => timeInForceDirty.Value;
-   public bool OrderTypeDirty => orderTypeDirty.Value;
-   public bool CanChangeAccount { get; } = false;
-   public bool CanChangeTimeInForce { get; } = false;
-   public bool CanChangeOrderType { get; } = false;
-   public string DirtyItemsText {
-      get {
-         var dirty_items = dirtyItems().ToList();
-         if (dirty_items.Count == 0) {
-            return "(no changes)";
-         }
-         return "change " + string.Join(", ", dirty_items);
-      }
-   }
-   public bool CloseOnSend { get; set; }
-   public ICommand SendOrderCmd { get; }
-   public ICommand SetPriceCmd { get; }
-   public ICommand ShowLadderCmd { get; }
-
-   IEnumerable<string> dirtyItems() {
-      if (priceDirty.Value) yield return "price";
-      if (quantityDirty.Value) yield return "quantity";
-      if (accountDirty.Value) yield return "account";
-      if (timeInForceDirty.Value) yield return "tif";
-      if (orderTypeDirty.Value) yield return "type";
-   }
-}
@@ -1,298 +0,0 @@
-#nullable enable
-namespace mbts.spark;
-
-using bts;
-using bts.api;
-using bts.api.domain;
-using bts.api.orderman;
-using bts.collections;
-using bts.utils;
-
-using mbts.co2;
-using mbts.ui;
-using mbts.ui.shell;
-using mbts.ui.spark;
-
-using Spark.Core.Disposables;
-
-using System;
-using System.Collections.Generic;
-using System.Collections.ObjectModel;
-using System.Linq;
-using System.Reactive.Linq;
-using System.Windows.Input;
-using System.Windows.Media;
-using System.Windows.Threading;
-
-class NewOrderTicketLadderVM : DisposableViewModelBase, IOrderModificationLadderVM  {
-   const ushort numPriceLevels = 5;
-   const uint numPriceRowsPerSide = 500;
-
-   readonly Property<SecurityImmutable> security;
-   readonly Property<string> title;
-   readonly Property<TickDisplaySettingsImmutable> priceDisplay;
-   readonly Property<TickDisplaySettingsImmutable> quantityDisplay;
-   readonly Property<user.settings.RegionalTickFactors> priceTick;
-   readonly ObservableCollection<OrderTicketLadderPriceLevelVM> priceLevels = [];
-   Side side = Side.Buy;
-
-   public NewOrderTicketLadderVM(
-      OrdersModel model,
-      SecurityMD securityMd,
-      IObservable<IReadOnlyDictionary<uint, AccountTuple>> accountsSource,
-      OrderDefinitionImmutable def,
-      double price,
-      double size,
-      IObservable<double[]> calculatorButtons,
-      Action<SecurityMD> showLadder)
-      : this(
-           model,
-           Observable.Return(securityMd),
-           accountsSource,
-           Observable.Return(new InlineOrderTicketProperties(model, def, price, size)),
-           calculatorButtons,
-           showLadder) { }
-
-   public NewOrderTicketLadderVM(
-      OrdersModel model,
-      SecurityMD securityMd,
-      IObservable<IReadOnlyDictionary<uint, AccountTuple>> accountsSource,
-      IObservable<LadderSettings> settings,
-      Action<SecurityMD> showLadder)
-      : this(
-           model,
-           Observable.Return(securityMd),
-           accountsSource,
-           settings.Select(s => new InlineOrderTicketProperties(model, s)),
-           settings.Select(s => s.calculator_buttons),
-           showLadder) { }
-
-   public NewOrderTicketLadderVM(
-      OrdersModel model,
-      IObservable<SecurityMD> securityMdSource,
-      IObservable<IReadOnlyDictionary<uint, AccountTuple>> accountsSource,
-      IObservable<InlineOrderTicketProperties> propsSource,
-      IObservable<double[]?> calculatorButtons,
-      Action<SecurityMD> showLadder,
-      TickDisplaySettingsImmutable? quantityDisplay = null
-   ) {
-      SecurityMD? currentSecurityMd = null;
-      DispatcherTimer? mdPollTimer = null;
-      var nativeBids = new NativePriceSize[numPriceLevels];
-      var nativeAsks = new NativePriceSize[numPriceLevels];
-      for (int i = 0; i < numPriceLevels; i++) {
-         nativeBids[i] = NativePriceSize.NO_MARKET;
-         nativeAsks[i] = NativePriceSize.NO_MARKET;
-      }
-      for (int i = 0; i < numPriceRowsPerSide; i++) {
-         priceLevels.Add(new(Side.Sell));
-      }
-      for (int i = 0; i < numPriceRowsPerSide; i++) {
-         priceLevels.Add(new(Side.Buy));
-      }
-
-      security = backing(nameof(Security), bts.api.Security.Defaults.SecurityImmutable);
-      title = backing(nameof(Title), security.observe_current(true), s => s.ToString() ?? string.Empty, string.Empty);
-      priceTick = backing(nameof(PriceTick), user.settings.RegionalTickFactors.Default);
-      PropertiesVm = new(model, securityMdSource, accountsSource, propsSource.Select(p => p.order_props));
-      this.quantityDisplay = backing(nameof(QuantityDisplay), quantityDisplay ?? bts.api.Security.Defaults.quantity_display_settingsi);
-      priceDisplay = backing(nameof(PriceDisplay), bts.api.Security.Defaults.price_display_settingsi);
-      SizeCalculator = new(0, calculatorButtons);
-      SendOrderCmd = new DelegateCommand(SendOrder);
-      SetPriceCmd = new DelegateCommand<double>(SetPrice);
-      ShowLadderCmd = new DelegateCommand(() => {
-         if (currentSecurityMd.HasValue)
-            showLadder(currentSecurityMd.Value);
-      });
-      RecenterCmd = new DelegateCommand(Recenter);
-      _dispose = Disposable.Create(
-         securityMdSource.OnDispatcher().Subscribe(OnSecurityMd),
-         SizeCalculator,
-         propsSource.OnDispatcher().Subscribe(p => OnProps(p.price, p.size)));
-
-      void OnProps(
-         InlineUserProperty<double> priceProp, InlineUserProperty<double> sizeProp) {
-         if (priceProp.has_value && (priceProp.force_override || DoubleHelper.IsNaNOrInfinity(Price)))
-            SetPrice(priceProp.value);
-         if (sizeProp.has_value && (sizeProp.force_override || SizeCalculator.value == 0))
-            SizeCalculator.value = sizeProp.value;
-      }
-
-      void SetPrice(double price) {
-         Price = price;
-         RaisePropertyChanged(nameof(Price));
-      }
-
-      void SendOrder() {
-         bool priceValid = validatePrice();
-         bool quantityValid = SizeCalculator.validate();
-         if (priceValid && quantityValid && !HasErrors && !PropertiesVm.HasErrors) {
-            model.send_order(Security, PropertiesVm.create(side), Price, SizeCalculator.value!.Value).ignore();
-         }
-      }
-
-      void Recenter() =>
-         RequestRecenter?.Invoke();
-
-      void OnSecurityMd(SecurityMD smd) {
-         currentSecurityMd = smd;
-         var spec = TickUtils.multiply_tick_size(smd.security.regional_ticks(), 1);
-         security.set(smd.security);
-         priceTick.set(smd.security.regional_ticks());
-         priceDisplay.set(smd.price_display);
-         this.quantityDisplay.set(smd.quantity_display);
-         SizeCalculator.display_settings = smd.quantity_display;
-         ulong lastMdPollTime = 0;
-         mdPollTimer?.Stop();
-         mdPollTimer = new DispatcherTimer(TimeSpan.FromSeconds(0.1), DispatcherPriority.DataBind, PollMd, Dispatcher.CurrentDispatcher);
-
-         void PollMd(object? sender, EventArgs e) {
-            if (smd.md.get_depth(ref lastMdPollTime, ref nativeBids, ref nativeAsks, numPriceLevels)) {
-               if (double.IsNaN(priceLevels[0].Price)) {
-                  // Initialize prices and recenter
-                  if (!TryGetOrigin(out var origin)) {
-                     return;
-                  }
-                  double price = spec.tickdown(origin, numPriceRowsPerSide - 1);
-                  for (int i = priceLevels.Count - 1; i >= 0; i--) {
-                     priceLevels[i].Price = price;
-                     price = spec.tickup(price);
-                  }
-                  Recenter();
-               }
-
-               var hi = priceLevels[0].Price;
-               var lo = priceLevels[^1].Price;
-               Log.assert(hi.is_real() && lo.is_real() && hi > lo);
-               var wrappedPrices = priceLevels.WrapSelector(p => p.Price, null);
-               var rPriceComp = spec.price_comparer().reverse();
-
-               // Clear old prices
-               for (int i = 0; i < numPriceLevels; i++) {
-                  // asks
-                  var px = nativeAsks[i].price;
-                  if (!double.IsNaN(px) && px.is_within_range(lo, hi)) {
-                     int idx = CollectionHelper.binary_search(wrappedPrices, px, rPriceComp);
-                     if (idx < 0)
-                        idx = ~idx;
-                     priceLevels[idx].Quantity = 0;
-                  }
-                  // bids
-                  px = nativeBids[i].price;
-                  if (!double.IsNaN(px) && px.is_within_range(lo, hi)) {
-                     int idx = CollectionHelper.binary_search(wrappedPrices, px, rPriceComp);
-                     if (idx < 0)
-                        idx = ~idx;
-                     priceLevels[idx].Quantity = 0;
-                  }
-               }
-
-               // Set new prices
-               for (int i = 0; i < numPriceLevels; i++) {
-                  // asks
-                  var px = nativeAsks[i].price;
-                  if (!double.IsNaN(px) && px.is_within_range(lo, hi)) {
-                     int idx = CollectionHelper.binary_search(wrappedPrices, px, rPriceComp);
-                     if (idx < 0)
-                        idx = ~idx;
-                     priceLevels[idx].Quantity = nativeAsks[i].size;
-                     priceLevels[idx].Side = Side.Sell;
-                  }
-                  // bids
-                  px = nativeBids[i].price;
-                  if (!double.IsNaN(px) && px.is_within_range(lo, hi)) {
-                     int idx = CollectionHelper.binary_search(wrappedPrices, px, rPriceComp);
-                     if (idx < 0)
-                        idx = ~idx;
-                     priceLevels[idx].Quantity = nativeBids[i].size;
-                     priceLevels[idx].Side = Side.Buy;
-                  }
-               }
-            }
-         }
-
-         bool TryGetOrigin(out double origin) {
-            if (!nativeBids[0].is_nan) {
-               origin = nativeBids[0].price;
-            } else if (!nativeAsks[0].is_nan) {
-               origin = nativeAsks[0].price;
-            } else {
-               origin = double.NaN;
-               return false;
-            }
-            return true;
-         }
-      }
-   }
-
-   public event Action? RequestRecenter;
-
-   public SecurityImmutable Security => security.Value;
-   public string Title => title.Value;
-   public double Price { get; set; }
-   public user.settings.RegionalTickFactors PriceTick => priceTick.Value;
-   public TickDisplaySettingsImmutable PriceDisplay => priceDisplay.Value;
-   public TickDisplaySettingsImmutable QuantityDisplay => quantityDisplay.Value;
-   public CalculatorLogic<double> SizeCalculator { get; }
-   public Side Side {
-      get => side;
-      set => Set(ref side, value);
-   }
-
-   public OrderPropertiesEditorVM PropertiesVm { get; }
-   public ObservableCollection<OrderTicketLadderPriceLevelVM> PriceLevels => priceLevels;
-   public ICommand SendOrderCmd { get; }
-   public ICommand SetPriceCmd { get; }
-   public ICommand ShowLadderCmd { get; }
-   public ICommand RecenterCmd { get; }
-
-   bool validatePrice() {
-      if (!Price.is_real()) {
-         flash_error(nameof(Price)).ignore();
-         return false;
-      }
-      return true;
-   }
-}
-
-class OrderTicketLadderPriceLevelVM : ViewModelBase {
-   Color background = Colors.Transparent;
-   Color priceForeground = BTSColors.Control.normal_foreground;
-   Side side;
-   double price = double.NaN;
-   double quantity = double.NaN;
-
-   public OrderTicketLadderPriceLevelVM(Side side) {
-      this.side = side;
-      background = BTSColors.Ladder.price_column_background;
-      priceForeground = BTSColors.Ladder.price_column_foreground;
-   }
-
-   public Side Side {
-      get => side;
-      set => Set(ref side, value, dependent_props: nameof(QuantityForeground));
-   }
-   public double Price {
-      get => price;
-      set => Set(ref price, value);
-   }
-   public double Quantity {
-      get => quantity;
-      set => Set(ref quantity, value);
-   }
-
-   public Color Background {
-      get => background;
-      set => Set(ref background, value);
-   }
-   public Color PriceForeground {
-      get => priceForeground;
-      set => Set(ref priceForeground, value);
-   }
-   public Color QuantityForeground =>
-      side switch {
-         Side.Buy => BTSColors.Ladder.bid_column_foreground,
-         Side.Sell => BTSColors.Ladder.ask_column_foreground,
-         _ => BTSColors.UI.default_foreground,
-      };
-}
@@ -1,415 +0,0 @@
-<UserControl
-  x:Class="mbts.ui.spark.OrderModificationLadderControl"
-  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
-  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
-  xmlns:api="clr-namespace:bts.api;assembly=Bts.Spark.Api"
-  xmlns:u="clr-namespace:mbts.ui"
-  xmlns:c="clr-namespace:mbts.ui.controls"
-  xmlns:cv="clr-namespace:mbts.ui.converters"
-  xmlns:usp="clr-namespace:mbts.ui.spark"
-  xmlns:uag="clr-namespace:mbts.ui.spark.algo"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
-  u:AttachedCommands.MiddleClick="{Binding RecenterCmd}" >
-  <UserControl.Resources>
-    <ResourceDictionary>
-      <ResourceDictionary.MergedDictionaries>
-        <ResourceDictionary Source="/view/Colors.xaml"/>
-        <ResourceDictionary Source="/view/Resources/Converters.xaml"/>
-        <ResourceDictionary Source="/view/Controls/Order/OrderDetailsPopupControl.xaml"/>
-      </ResourceDictionary.MergedDictionaries>
-
-      <!-- Consts -->
-      <sys:Double x:Key="HorizontalSpacing">8.0</sys:Double>
-      <sys:Double x:Key="VerticalSpacing">8.0</sys:Double>
-      <sys:Double x:Key="ButtonHeight">22.0</sys:Double>
-
-      <!-- Converters -->
-      <cv:NullableDoubleConverter x:Key="TickDefaultPriceConverter" DefaultValue="0"/>
-      <cv:ValueMap x:Key="SideToBrushConverter" Default="{x:Static Brushes.Transparent}">
-        <cv:KeyValue Key="{u:Enum Buy, Type=api:Side}" Value="{u:BTSBrush MarketData.bid, Opacity=0.33}" />
-        <cv:KeyValue Key="{u:Enum Sell, Type=api:Side}" Value="{u:BTSBrush MarketData.ask, Opacity=0.33}" />
-      </cv:ValueMap>
-      <cv:ValueMap x:Key="SideToIsBuyConverter" Default="{u:False}">
-        <cv:KeyValue Key="{u:Enum Buy, Type=api:Side}" Value="{u:True}" />
-      </cv:ValueMap>
-      <cv:ValueMap x:Key="SideToIsSellConverter" Default="{u:False}">
-        <cv:KeyValue Key="{u:Enum Sell, Type=api:Side}" Value="{u:True}" />
-      </cv:ValueMap>
-      <cv:ValueMap x:Key="SideToBidVisibilityConverter" Default="{u:Visibility Collapsed}">
-        <cv:KeyValue Key="{u:Enum Buy, Type=api:Side}" Value="{u:Visibility Visible}" />
-      </cv:ValueMap>
-      <cv:ValueMap x:Key="SideToAskVisibilityConverter" Default="{u:Visibility Collapsed}">
-        <cv:KeyValue Key="{u:Enum Sell, Type=api:Side}" Value="{u:Visibility Visible}" />
-      </cv:ValueMap>
-
-      <!-- Styles -->
-      <Style TargetType="Button" BasedOn="{StaticResource DefaultButton}">
-        <Setter Property="Height" Value="{StaticResource ButtonHeight}"/>
-        <Setter Property="HorizontalAlignment" Value="Stretch"/>
-      </Style>
-      <Style TargetType="ComboBox" BasedOn="{StaticResource {x:Type ComboBox}}">
-        <Setter Property="Height" Value="{StaticResource ButtonHeight}"/>
-        <Style.Triggers>
-          <Trigger Property="usp:OrderModificationLadderControl.IsDirty" Value="True">
-            <Setter Property="BorderBrush" Value="{u:BTSColor UI.input_dirty_border}"/>
-          </Trigger>
-        </Style.Triggers>
-      </Style>
-      <Style TargetType="usp:PriceEntryControl" BasedOn="{StaticResource {x:Type usp:PriceEntryControl}}">
-        <Style.Triggers>
-          <Trigger  Property="usp:OrderModificationLadderControl.IsDirty" Value="True">
-            <Setter Property="BorderBrush" Value="{u:BTSColor UI.input_dirty_border}"/>
-          </Trigger>
-        </Style.Triggers>
-      </Style>
-      <Style TargetType="c:TickUpDownNullableUInt32" BasedOn="{StaticResource {x:Type c:TickUpDownNullableUInt32}}">
-        <Style.Triggers>
-          <Trigger Property="usp:OrderModificationLadderControl.IsDirty" Value="True">
-            <Setter Property="BorderBrush" Value="{u:BTSColor UI.input_dirty_border}"/>
-          </Trigger>
-        </Style.Triggers>
-      </Style>
-
-      <DataTemplate x:Key="PriceLevelItemTemplate">
-        <Button
-          Background="{Binding Background, Converter={x:Static cv:ColorToBrushConverter.Instance}}"
-          HorizontalAlignment="Stretch"
-          HorizontalContentAlignment="Stretch"
-          MinWidth="96"
-          Padding="4,2"
-          Command="{Binding DataContext.SetPriceCmd, RelativeSource={RelativeSource AncestorType=usp:OrderModificationLadderControl}}"
-          CommandParameter="{Binding Price}">
-          <Grid>
-            <Grid.ColumnDefinitions>
-              <ColumnDefinition Width="Auto" MinWidth="40" SharedSizeGroup="Orders" />
-              <ColumnDefinition Width="*" MinWidth="40" SharedSizeGroup="BidSize" />
-              <ColumnDefinition Width="Auto" MinWidth="56" SharedSizeGroup="Price" />
-              <ColumnDefinition Width="*" MinWidth="40" SharedSizeGroup="AskSize" />
-            </Grid.ColumnDefinitions>
-            <TextBlock
-              Grid.Column="1"
-              HorizontalAlignment="Right"
-              Foreground="{Binding QuantityForeground, Converter={x:Static cv:ColorToBrushConverter.Instance}}"
-              FontSize="{x:Static u:FontSizes.Small}"
-              Visibility="{Binding Side, Converter={StaticResource SideToBidVisibilityConverter}}">
-              <TextBlock.Text>
-                <MultiBinding Converter="{x:Static cv:TickDisplayConverter.Instance}">
-                  <Binding Path="Quantity" Mode="OneWay"/>
-                  <Binding Path="DataContext.QuantityDisplay" RelativeSource="{RelativeSource AncestorType=usp:OrderModificationLadderControl}"/>
-                </MultiBinding>
-              </TextBlock.Text>
-            </TextBlock>
-            <TextBlock
-              Grid.Column="2"
-              HorizontalAlignment="Center"
-              Foreground="{Binding PriceForeground, Converter={x:Static cv:ColorToBrushConverter.Instance}}"
-              FontSize="{x:Static u:FontSizes.Small}">
-              <TextBlock.Text>
-                <MultiBinding Converter="{x:Static cv:TickDisplayConverter.Instance}">
-                  <Binding Path="Price" Mode="OneWay"/>
-                  <Binding Path="DataContext.PriceDisplay" RelativeSource="{RelativeSource AncestorType=usp:OrderModificationLadderControl}"/>
-                </MultiBinding>
-              </TextBlock.Text>
-            </TextBlock>
-            <TextBlock
-              Grid.Column="3"
-              HorizontalAlignment="Left"
-              Foreground="{Binding QuantityForeground, Converter={x:Static cv:ColorToBrushConverter.Instance}}"
-              FontSize="{x:Static u:FontSizes.Small}"
-              Visibility="{Binding Side, Converter={StaticResource SideToAskVisibilityConverter}}">
-              <TextBlock.Text>
-                <MultiBinding Converter="{x:Static cv:TickDisplayConverter.Instance}">
-                  <Binding Path="Quantity" Mode="OneWay"/>
-                  <Binding Path="DataContext.QuantityDisplay" RelativeSource="{RelativeSource AncestorType=usp:OrderModificationLadderControl}"/>
-                </MultiBinding>
-              </TextBlock.Text>
-            </TextBlock>
-          </Grid>
-        </Button>
-      </DataTemplate>
-
-      <ControlTemplate x:Key="BuyRadioButtonTemplate" TargetType="RadioButton">
-        <Grid>
-          <VisualStateManager.VisualStateGroups>
-            <VisualStateGroup x:Name="CommonStates">
-              <VisualState x:Name="Normal" />
-              <VisualState x:Name="MouseOver">
-                <Storyboard>
-                  <DoubleAnimation Storyboard.TargetName="hoverOverlay" Storyboard.TargetProperty="Opacity" To="0.3" BeginTime="0" Duration="0" />
-                </Storyboard>
-              </VisualState>
-              <VisualState x:Name="Pressed" />
-              <VisualState x:Name="Disabled">
-                <Storyboard>
-                  <ColorAnimation Storyboard.TargetName="background" Storyboard.TargetProperty="Background.Color" To="#555" Duration="0" />
-                </Storyboard>
-              </VisualState>
-            </VisualStateGroup>
-            <VisualStateGroup x:Name="CheckStates">
-              <VisualState x:Name="Checked">
-                <Storyboard>
-                  <ColorAnimation Storyboard.TargetName="background" Storyboard.TargetProperty="Background.Color" To="{u:BTSColor MarketData.bid}" BeginTime="0" Duration="0"/>
-                  <ColorAnimation Storyboard.TargetName="background" Storyboard.TargetProperty="BorderBrush.Color" To="{u:BTSColor MarketData.bid}" BeginTime="0" Duration="0"/>
-                </Storyboard>
-              </VisualState>
-              <VisualState x:Name="Unchecked" />
-              <VisualState x:Name="Indeterminate" />
-            </VisualStateGroup>
-          </VisualStateManager.VisualStateGroups>
-          <Border
-            x:Name="background"
-            BorderThickness="{TemplateBinding BorderThickness}"
-            VerticalAlignment="{TemplateBinding VerticalAlignment}"
-            HorizontalAlignment="{TemplateBinding HorizontalAlignment}"
-            Padding="{TemplateBinding Padding}"
-            CornerRadius="2">
-            <Border.Background>
-              <SolidColorBrush Color="Transparent" />
-            </Border.Background>
-            <Border.BorderBrush>
-              <SolidColorBrush Color="Black"/>
-            </Border.BorderBrush>
-          </Border>
-          <ContentPresenter
-            Name="presenter"
-            HorizontalAlignment="{TemplateBinding HorizontalContentAlignment}"
-            VerticalAlignment="{TemplateBinding HorizontalContentAlignment}" />
-          <Border Name="hoverOverlay" HorizontalAlignment="Stretch" VerticalAlignment="Stretch" Background="Black" Opacity="0" IsHitTestVisible="False" />
-        </Grid>
-      </ControlTemplate>
-
-      <ControlTemplate x:Key="SellRadioButtonTemplate" TargetType="RadioButton">
-        <Grid>
-          <VisualStateManager.VisualStateGroups>
-            <VisualStateGroup x:Name="CommonStates">
-              <VisualState x:Name="Normal" />
-              <VisualState x:Name="MouseOver">
-                <Storyboard>
-                  <DoubleAnimation Storyboard.TargetName="hoverOverlay" Storyboard.TargetProperty="Opacity" To="0.3" BeginTime="0" Duration="0" />
-                </Storyboard>
-              </VisualState>
-              <VisualState x:Name="Pressed" />
-              <VisualState x:Name="Disabled">
-                <Storyboard>
-                  <ColorAnimation Storyboard.TargetName="background" Storyboard.TargetProperty="Background.Color" To="#555" Duration="0" />
-                </Storyboard>
-              </VisualState>
-            </VisualStateGroup>
-            <VisualStateGroup x:Name="CheckStates">
-              <VisualState x:Name="Checked">
-                <Storyboard>
-                  <ColorAnimation Storyboard.TargetName="background" Storyboard.TargetProperty="Background.Color" To="{u:BTSColor MarketData.ask}" BeginTime="0" Duration="0"/>
-                  <ColorAnimation Storyboard.TargetName="background" Storyboard.TargetProperty="BorderBrush.Color" To="{u:BTSColor MarketData.ask}" BeginTime="0" Duration="0"/>
-                </Storyboard>
-              </VisualState>
-              <VisualState x:Name="Unchecked" />
-              <VisualState x:Name="Indeterminate" />
-            </VisualStateGroup>
-          </VisualStateManager.VisualStateGroups>
-          <Border
-            x:Name="background"
-            BorderThickness="{TemplateBinding BorderThickness}"
-            VerticalAlignment="{TemplateBinding VerticalAlignment}"
-            HorizontalAlignment="{TemplateBinding HorizontalAlignment}"
-            Padding="{TemplateBinding Padding}"
-            CornerRadius="2">
-            <Border.Background>
-              <SolidColorBrush Color="Transparent" />
-            </Border.Background>
-            <Border.BorderBrush>
-              <SolidColorBrush Color="Black"/>
-            </Border.BorderBrush>
-          </Border>
-          <ContentPresenter
-            Name="presenter"
-            HorizontalAlignment="{TemplateBinding HorizontalContentAlignment}"
-            VerticalAlignment="{TemplateBinding VerticalContentAlignment}" />
-          <Border Name="hoverOverlay" HorizontalAlignment="Stretch" VerticalAlignment="Stretch" Background="Black" Opacity="0" IsHitTestVisible="False" />
-        </Grid>
-      </ControlTemplate>
-
-      <Style x:Key="BuyRadioButtonStyle" TargetType="RadioButton">
-        <Setter Property="Padding" Value="2" />
-        <Setter Property="HorizontalContentAlignment" Value="Center" />
-        <Setter Property="VerticalContentAlignment" Value="Center" />
-        <Setter Property="Foreground" Value="{u:BTSBrush UI.default_text}" />
-        <Setter Property="Template" Value="{StaticResource BuyRadioButtonTemplate}" />
-      </Style>
-
-      <Style x:Key="SellRadioButtonStyle" TargetType="RadioButton">
-        <Setter Property="Padding" Value="2" />
-        <Setter Property="HorizontalContentAlignment" Value="Center" />
-        <Setter Property="VerticalContentAlignment" Value="Center" />
-        <Setter Property="Foreground" Value="{u:BTSBrush UI.default_text}" />
-        <Setter Property="Template" Value="{StaticResource SellRadioButtonTemplate}" />
-      </Style>
-
-    </ResourceDictionary>
-  </UserControl.Resources>
-
-  <Grid>
-    <Grid.ColumnDefinitions>
-      <ColumnDefinition />
-      <ColumnDefinition Width="{Binding Source={StaticResource HorizontalSpacing}}" />
-      <ColumnDefinition />
-    </Grid.ColumnDefinitions>
-
-    <!-- Ladder (market depth) -->
-    <Grid Grid.Column="2" Grid.IsSharedSizeScope="True">
-      <Grid.RowDefinitions>
-        <RowDefinition Height="Auto" />
-        <RowDefinition Height="Auto" />
-      </Grid.RowDefinitions>
-      <Grid
-        Grid.Row="0"
-        Background="{u:BTSBrush header}"
-        TextElement.Foreground="{u:BTSBrush header_text}"
-        TextElement.FontSize="{x:Static u:FontSizes.Small}"
-        TextElement.FontWeight="SemiBold">
-        <Grid.ColumnDefinitions>
-          <ColumnDefinition Width="Auto" MinWidth="40" SharedSizeGroup="Orders" />
-          <ColumnDefinition Width="*" MinWidth="40" SharedSizeGroup="BidSize" />
-          <ColumnDefinition Width="Auto" MinWidth="56" SharedSizeGroup="Price" />
-          <ColumnDefinition Width="*" MinWidth="40" SharedSizeGroup="AskSize" />
-        </Grid.ColumnDefinitions>
-        <TextBlock Grid.Column="0" HorizontalAlignment="Center" Text="Orders" />
-        <TextBlock Grid.Column="1" HorizontalAlignment="Center" Text="Bid" />
-        <TextBlock Grid.Column="2" HorizontalAlignment="Center" Text="Price" />
-        <TextBlock Grid.Column="3" HorizontalAlignment="Center" Text="Ask" />
-      </Grid>
-      <ScrollViewer Grid.Row="1" x:Name="priceLevelsScrollViewer" MaxHeight="240">
-        <ItemsControl ItemsSource="{Binding PriceLevels}" ItemTemplate="{StaticResource PriceLevelItemTemplate}" />
-      </ScrollViewer>
-    </Grid>
-
-    <!-- Order Inputs -->
-    <Grid Grid.Column="0">
-      <Grid.RowDefinitions>
-        <RowDefinition Height="Auto" />
-        <RowDefinition Height="{Binding Source={StaticResource VerticalSpacing}}" />
-        <RowDefinition Height="Auto" />
-        <RowDefinition Height="{Binding Source={StaticResource VerticalSpacing}}" />
-        <RowDefinition Height="Auto" />
-        <RowDefinition Height="{Binding Source={StaticResource VerticalSpacing}}" />
-        <RowDefinition Height="Auto" />
-        <RowDefinition Height="{Binding Source={StaticResource VerticalSpacing}}" />
-        <RowDefinition Height="Auto" />
-        <RowDefinition Height="{Binding Source={StaticResource VerticalSpacing}}" />
-        <RowDefinition Height="Auto" />
-        <RowDefinition Height="{Binding Source={StaticResource VerticalSpacing}}" />
-        <RowDefinition Height="*" />
-        <RowDefinition Height="{Binding Source={StaticResource VerticalSpacing}}" />
-        <RowDefinition Height="Auto" />
-      </Grid.RowDefinitions>
-
-      <!-- Buy/Sell toggle -->
-      <Grid HorizontalAlignment="Stretch" VerticalAlignment="Top">
-        <Grid.ColumnDefinitions>
-          <ColumnDefinition Width="1*" MinWidth="72" />
-          <ColumnDefinition Width="1*" MinWidth="72" />
-        </Grid.ColumnDefinitions>
-        <RadioButton
-          Grid.Column="0"
-          GroupName="Side"
-          IsChecked="{Binding Side, Converter={StaticResource SideToIsBuyConverter}}"
-          Style="{StaticResource BuyRadioButtonStyle}">
-          <TextBlock FontWeight="Bold" Foreground="{u:BTSBrush UI.default_text}">
-            Buy
-          </TextBlock>
-        </RadioButton>
-        <RadioButton
-          Grid.Column="1"
-          GroupName="Side"
-          IsChecked="{Binding Side, Converter={StaticResource SideToIsSellConverter}}"
-          Style="{StaticResource SellRadioButtonStyle}">
-          <TextBlock FontWeight="Bold" Foreground="{u:BTSBrush UI.default_text}">
-            Sell
-          </TextBlock>
-        </RadioButton>
-      </Grid>
-
-      <usp:PriceEntryControl
-        Grid.Row="2"
-        usp:OrderModificationControl.IsDirty="{Binding PriceDirty, FallbackValue={x:Null}}"
-        RegionalTick="{Binding PriceTick}"
-        Focusable="False"
-        TickDefaultValue="{Binding CurrentPrice, Converter={StaticResource TickDefaultPriceConverter}, FallbackValue={u:Double 0}}"
-        ToolTip="Price"
-        Value="{Binding Price}" />
-
-      <c:TickUpDownNullableDouble
-        Grid.Row="4"
-        usp:OrderModificationControl.IsDirty="{Binding QuantityDirty, FallbackValue={x:Null}}"
-        CommitOnEnter="True"
-        Focusable="False"
-        Increment="{Binding SizeCalculator.unit_quantity}"
-        Minimum="0"
-        TickDisplaySettings="{Binding SizeCalculator.display_settings}"
-        ToolTip="Quantity"
-        Value="{Binding SizeCalculator.display_value}" />
-
-      <uag:OrderDetailsPopupControl
-        Grid.Row="6"
-        DataContext="{Binding PropertiesVm}"
-        usp:OrderModificationControl.IsDirty="{Binding DataContext.order_type_dirty, RelativeSource={RelativeSource AncestorType=usp:OrderModificationControl}, FallbackValue={u:False}}"
-        HasEditableProperties="{Binding can_expand, FallbackValue={u:False}}"
-        IsAlgoTemplateToolBarReadOnly="True"
-        IsEnabled="{Binding DataContext.can_change_order_type, RelativeSource={RelativeSource AncestorType=usp:OrderModificationControl}, FallbackValue={u:True}}"
-        IsOpen="{Binding is_expanded, FallbackValue={u:False}}"
-        ItemsSource="{Binding algo_definitions_view}"
-        SelectedItem="{Binding selected_algo_definition}"
-        ToolTip="Order/Algo Type">
-        <uag:OrderDetailsPopupControl.Style>
-          <Style TargetType="uag:OrderDetailsPopupControl" BasedOn="{StaticResource {x:Type uag:OrderDetailsPopupControl}}">
-            <Style.Triggers>
-              <Trigger  Property="usp:OrderModificationControl.IsDirty" Value="True">
-                <Setter Property="BorderBrush" Value="{u:BTSColor UI.input_dirty_border}"/>
-              </Trigger>
-            </Style.Triggers>
-          </Style>
-        </uag:OrderDetailsPopupControl.Style>
-      </uag:OrderDetailsPopupControl>
-
-      <ComboBox
-        Grid.Row="8"
-        usp:OrderModificationControl.IsDirty="{Binding AccountDirty, FallbackValue={u:False}}"
-        IsEnabled="{Binding CanChangeAccount, FallbackValue={u:True}}"
-        ItemsSource="{Binding PropertiesVm.accounts}"
-        SelectedItem="{Binding PropertiesVm.selected_account}"
-        ToolTip="Account" />
-
-      <ComboBox
-        Grid.Row="10"
-        usp:OrderModificationControl.IsDirty="{Binding TimeInForceDirty, FallbackValue={u:False}}"
-        IsEnabled="{Binding CanChangeTimeInForce, FallbackValue={u:True}}"
-        ItemsSource="{Binding PropertiesVm.time_in_forces}" 
-        SelectedItem="{Binding PropertiesVm.selected_time_in_force}"
-        ToolTip="Time In Force" />
-
-      <Button
-        Grid.Row="12"
-        Height="NaN"
-        HorizontalAlignment="Stretch"
-        VerticalAlignment="Stretch"
-        HorizontalContentAlignment="Center"
-        VerticalContentAlignment="Center"
-        Background="Green"
-        Foreground="{u:BTSBrush UI.default_text}"
-        FontSize="{x:Static u:FontSizes.Largest}"
-        FontWeight="Bold"
-        Command="{Binding SendOrderCmd}"
-        ToolTip="{Binding Side, StringFormat='Send {0} Order'}">
-        Send
-      </Button>
-
-      <TextBlock
-        Grid.Row="14"
-        HorizontalAlignment="Center"
-        FontSize="{x:Static u:FontSizes.Small}">
-        <Hyperlink
-          Command="{Binding ShowLadderCmd}"
-          ToolTip="Open the original ladder for this security">Open full ladder</Hyperlink>
-      </TextBlock>
-    </Grid>
-  </Grid>
-</UserControl>
@@ -1,51 +0,0 @@
-#nullable enable
-
-using System;
-using System.Windows;
-using System.Windows.Controls;
-using System.Windows.Media.Animation;
-
-namespace mbts.ui.spark {
-   interface IOrderModificationLadderVM {
-      event Action? RequestRecenter;
-   }
-
-   /// <summary>
-   /// Interaction logic for OrderModificationLadderControl.xaml
-   /// </summary>
-   public partial class OrderModificationLadderControl : UserControl {
-      public static readonly DependencyProperty IsDirtyProperty = DependencyProperty.RegisterAttached(
-         "IsDirty", typeof(bool?), typeof(OrderModificationLadderControl), new PropertyMetadata(null));
-
-      public static bool? GetIsDirty(DependencyObject d) => d.GetValue(IsDirtyProperty) as bool?;
-      public static void SetIsDirty(DependencyObject d, bool? value) => d.SetValue(IsDirtyProperty, value);
-
-      public OrderModificationLadderControl() {
-         InitializeComponent();
-         DataContextChanged += onDataContextChanged;
-      }
-
-      void onDataContextChanged(object sender, DependencyPropertyChangedEventArgs e) {
-         if (e.OldValue is IOrderModificationLadderVM oldVm) {
-            oldVm.RequestRecenter -= recenter;
-         }
-         if (e.NewValue is IOrderModificationLadderVM newVm) {
-            newVm.RequestRecenter += recenter;
-         }
-      }
-
-      void recenter() {
-         var targetOffset = priceLevelsScrollViewer.ScrollableHeight / 2;
-         DoubleAnimation anim = new() {
-            From = priceLevelsScrollViewer.VerticalOffset,
-            To = targetOffset,
-            Duration = TimeSpan.FromSeconds(0.15)
-         };
-         Storyboard sb = new();
-         sb.Children.Add(anim);
-         Storyboard.SetTarget(anim, priceLevelsScrollViewer);
-         Storyboard.SetTargetProperty(anim, new PropertyPath(Behavior.AnimatedScrollViewerVerticalOffsetProperty));
-         sb.Begin();
-      }
-   }
-}
@@ -1,120 +0,0 @@
-<Window
-  x:Class="mbts.ui.spark.OrderTicketLadder"
-  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
-  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
-  xmlns:msys="clr-namespace:bts.api;assembly=Bts.Spark.Api"
-  xmlns:u="clr-namespace:mbts.ui"
-  xmlns:cv="clr-namespace:mbts.ui.converters"
-  xmlns:usp="clr-namespace:mbts.ui.spark"
-  xmlns:sys="clr-namespace:System;assembly=mscorlib"
-  u:WindowStyle.SizeToContent="WidthAndHeight"
-  u:WindowStyle.TitleContent="{Binding Title, Mode=OneWay}"
-  BorderBrush="#00C000"
-  BorderThickness="1"
-  Style="{StaticResource BTSWindowTitleTemplate}">
-  <Window.Resources>
-    <ResourceDictionary>
-      <ResourceDictionary.MergedDictionaries>
-        <ResourceDictionary Source="/view/Resources/Converters.xaml"/>
-      </ResourceDictionary.MergedDictionaries>
-      <sys:Double x:Key="HorizontalSpacing">8.0</sys:Double>
-      <sys:Double x:Key="VerticalSpacing">4.0</sys:Double>
-      <sys:Double x:Key="ButtonHeight">22.0</sys:Double>
-
-      <Style x:Key="SellButton" TargetType="Button" BasedOn="{StaticResource {x:Type Button}}">
-        <Setter Property="Background" Value="{u:BTSColor MarketData.ask_dark}" />
-        <Setter Property="Foreground" Value="White" />
-        <Setter Property="MinHeight" Value="40" />
-        <Setter Property="FontWeight" Value="Bold" />
-        <Setter Property="HorizontalAlignment" Value="Stretch" />
-        <Setter Property="VerticalAlignment" Value="Stretch" />
-        <Setter Property="Content">
-          <Setter.Value>
-            <TextBlock VerticalAlignment="Center" Text="Sell" />
-          </Setter.Value>
-        </Setter>
-        <Setter Property="Template">
-          <Setter.Value>
-            <ControlTemplate TargetType="Button">
-              <Border 
-                x:Name="Border"
-                CornerRadius="0" 
-                BorderThickness="1"
-                BorderBrush="{u:BTSColor UI.Button.normal_border}"
-                Background="{u:BTSColor MarketData.ask}"
-                Padding="2"
-                Height="Auto"
-                SnapsToDevicePixels="True">
-                  <ContentPresenter 
-                    HorizontalAlignment="Center"
-                    VerticalAlignment="Center"
-                    RecognizesAccessKey="True"
-                    Name="button_content" 
-                  />
-                </Border>
-              <ControlTemplate.Triggers>
-                <Trigger Property="IsMouseOver" Value="True">
-                  <Setter TargetName="Border" Property="Background" Value="#99c00000" />
-                  <Setter TargetName="Border" Property="BorderBrush" Value="{u:BTSColor UI.Button.mouseover_border}" />
-                </Trigger>
-              </ControlTemplate.Triggers>
-            </ControlTemplate>
-          </Setter.Value>
-        </Setter>
-      </Style>
-
-      <Style x:Key="BuyButton" TargetType="Button" BasedOn="{StaticResource {x:Type Button}}">
-        <Setter Property="Background" Value="{u:BTSColor MarketData.bid_dark}" />
-        <Setter Property="Foreground" Value="White" />
-        <Setter Property="MinHeight" Value="40" />
-        <Setter Property="FontWeight" Value="Bold" />
-        <Setter Property="HorizontalAlignment" Value="Stretch" />
-        <Setter Property="VerticalAlignment" Value="Stretch" />
-        <Setter Property="Content">
-          <Setter.Value>
-            <TextBlock VerticalAlignment="Center" Text="Buy" />
-          </Setter.Value>
-        </Setter>
-        <Setter Property="Template">
-          <Setter.Value>
-            <ControlTemplate TargetType="Button">
-              <Border 
-                x:Name="Border"
-                CornerRadius="0" 
-                BorderThickness="1"
-                BorderBrush="{u:BTSColor UI.Button.normal_border}"
-                Background="{u:BTSColor MarketData.bid}"
-                Padding="2"
-                Height="Auto"
-                SnapsToDevicePixels="True">
-                <ContentPresenter 
-                  HorizontalAlignment="Center"
-                  VerticalAlignment="Center"
-                  RecognizesAccessKey="True"
-                  Name="button_content" 
-                />
-              </Border>
-              <ControlTemplate.Triggers>
-                <Trigger Property="IsMouseOver" Value="True">
-                  <Setter TargetName="Border" Property="Background" Value="#99167ed3" />
-                  <Setter TargetName="Border" Property="BorderBrush" Value="{u:BTSColor UI.Button.mouseover_border}" />
-                </Trigger>
-              </ControlTemplate.Triggers>
-            </ControlTemplate>
-          </Setter.Value>
-        </Setter>
-      </Style>
-    </ResourceDictionary>
-  </Window.Resources>
-  <Window.InputBindings>
-    <KeyBinding Key="Esc" Command="{x:Static SystemCommands.CloseWindowCommand}"/>
-  </Window.InputBindings>
-
-  <usp:OrderModificationLadderControl Margin="10,4" />
-
-  <u:WindowStyle.TitleContentTemplate>
-    <DataTemplate>
-      <TextBlock HorizontalAlignment="Center" FontWeight="Bold" Text="{Binding}" Style="{StaticResource TextBlock.Dark}" />
-    </DataTemplate>
-  </u:WindowStyle.TitleContentTemplate>
-</Window>
@@ -1,15 +0,0 @@
-using mbts.ui.utility;
-
-using System.Windows;
-
-namespace mbts.ui.spark {
-   /// <summary>
-   /// Interaction logic for OrderTicketLadder.xaml
-   /// </summary>
-   public partial class OrderTicketLadder : Window {
-      public OrderTicketLadder() {
-         InitializeComponent();
-         WindowUtilities.listen_for_close_requests(this);
-      }
-   }
-}
@@ -1,119 +1,117 @@
-#nullable enable
-namespace mbts.ui {
-   using bts.utils;
-
-   using Spark.Core.Reflection;
-
-   using System;
-   using System.Collections.Generic;
-   using System.Linq;
-   using System.Reflection;
-   using System.Windows;
-   using System.Windows.Markup;
-   using System.Windows.Media;
-
-   [MarkupExtensionReturnType]
-   class BTSColorExtension : MarkupExtension {
-      static readonly Dictionary<string, Func<BTSColor>>
-         _color_map = _normalized_color_props(typeof(BTSColors), null).ToDictionary();
-
-      public BTSColorExtension() { }
-
-      public BTSColorExtension(string? name) =>
-         Name = name;
-
-      public BTSColorExtension(string? name, string? mixture) {
-         Name = name;
-         Mixture = mixture;
-      }
-
-      [ConstructorArgument("name")]
-      public string? Name { get; set; }
-
-      [ConstructorArgument("mixture")]
-      public string? Mixture { get; set; }
-
-      public ColorMixtureMode MixtureMode { get; set; } = ColorMixtureMode.Default;
-
-      public Type? Type { get; set; }
-
-      public double Opacity { get; set; } = double.NaN;
-
-      public static BTSColor get_color(string name) =>
-         _color_map.TryGetValue(name, out var color) ?
-            color() : throw new ColorNotFoundException(name);
-
-      public override object? ProvideValue(IServiceProvider service_provider) {
-         if (service_provider is null) {
-            return null;
-         }
-         if (Name is null) {
-            throw new InvalidOperationException("Name is null");
-         }
-         if (!Opacity.is_nan() && !Opacity.is_within_range(0, 1)) {
-            throw new InvalidOperationException("Opacity (pct) must between 0 and 1 (if not NaN)");
-         }
-
-         if (Name.Contains("Launcher.Button")) {
-         }
-         var pvt = service_provider.GetValueTargetProvider() ??
-            throw new InvalidOperationException("IProvideValueTarget is null");
-         var tgt_type = Type ?? _deduce_target_type(pvt);
-         var names = Name.Split(',');
-         var mixtures = Mixture?.Split(',');
-         var color = _get_color_blend(names, mixtures, MixtureMode);
-         if (!Opacity.is_nan()) {
-            color = color.with((byte)(Opacity * byte.MaxValue));
-         }
-         return tgt_type == typeof(Color) || tgt_type == typeof(Color?)
-            ? (Color)color
-            : (Brush)color;
-      }
-
-      static Type _deduce_target_type(IProvideValueTarget pvt) {
-         if (pvt.TargetProperty is null) {
-            return typeof(Color);
-         }
-         if (pvt.TargetProperty is DependencyProperty dp) {
-            return dp.PropertyType ?? throw new InvalidOperationException();
-         }
-         if (pvt.TargetObject is Setter setter) {
-            return setter.Property?.PropertyType ?? typeof(Brush);
-         }
-         return typeof(Brush);
-      }
-
-      /// <summary>
-      /// Creates a (potentially weighted) blend of colors
-      /// </summary>
-      static BTSColor _get_color_blend(string[] names, string[]? mixture, ColorMixtureMode mode) {
-         if (mixture is null || mixture.Length == 0) {
-            // create a uniform blend
-            return names.Select(get_color).blend(mode);
-         }
-         if (names.Length != mixture.Length) {
-            throw new InvalidOperationException(
-               "Names and Mixture must provide same number of elements");
-         }
-         return names.Select(get_color).Zip(mixture.Select(double.Parse)).blend();
-      }
-
-      static IEnumerable<(string, Func<BTSColor>)> _normalized_color_props(
-         Type type, string? prefix) {
-         var bts_colors = ReflectionHelper.static_property_getters<BTSColor>(type)
-            .Select(tup => (full_name(tup.name), tup.get));
-         var media_colors = ReflectionHelper.static_property_getters<Color>(type)
-            .Select(tup => (full_name(tup.name), new Func<BTSColor>(() => tup.get())));
-         var nested_types = type.GetNestedTypes(BindingFlags.Public | BindingFlags.Static);
-         var nested_colors = nested_types.SelectMany(
-            t => _normalized_color_props(t, full_name(t.Name))).ToList();
-
-         return bts_colors
-            .Concat(media_colors)
-            .Concat(nested_colors);
-
-         string full_name(string prop) =>
-            prefix is null ? prop : $"{prefix}.{prop}";
-      }
-   }
-}
+#nullable enable
+namespace mbts.ui {
+   using bts.utils;
+
+   using Spark.Core.Reflection;
+
+   using System;
+   using System.Collections.Generic;
+   using System.Linq;
+   using System.Reflection;
+   using System.Windows;
+   using System.Windows.Markup;
+   using System.Windows.Media;
+
+   [MarkupExtensionReturnType]
+   class BTSColorExtension : MarkupExtension {
+      static readonly Dictionary<string, Func<BTSColor>>
+         _color_map = _normalized_color_props(typeof(BTSColors), null).ToDictionary();
+
+      public BTSColorExtension() { }
+
+      public BTSColorExtension(string? name) =>
+         Name = name;
+
+      public BTSColorExtension(string? name, string? mixture) {
+         Name = name;
+         Mixture = mixture;
+      }
+
+      [ConstructorArgument("name")]
+      public string? Name { get; set; }
+
+      [ConstructorArgument("mixture")]
+      public string? Mixture { get; set; }
+
+      public ColorMixtureMode MixtureMode { get; set; } = ColorMixtureMode.Default;
+
+      public Type? Type { get; set; }
+
+      public double Opacity { get; set; } = double.NaN;
+
+      public static BTSColor get_color(string name) =>
+         _color_map.TryGetValue(name, out var color) ?
+            color() : throw new ColorNotFoundException(name);
+
+      public override object? ProvideValue(IServiceProvider service_provider) {
+         if (service_provider is null) {
+            return null;
+         }
+         if (Name is null) {
+            throw new InvalidOperationException("Name is null");
+         }
+         if (!Opacity.is_nan() && !Opacity.is_within_range(0, 1)) {
+            throw new InvalidOperationException("Opacity (pct) must between 0 and 1 (if not NaN)");
+         }
+
+         if (Name.Contains("Launcher.Button")) {
+         }
+         var pvt = service_provider.GetValueTargetProvider() ??
+            throw new InvalidOperationException("IProvideValueTarget is null");
+         var tgt_type = Type ?? _deduce_target_type(pvt);
+         var names = Name.Split(',');
+         var mixtures = Mixture?.Split(',');
+         var color = _get_color_blend(names, mixtures, MixtureMode);
+         if (!Opacity.is_nan()) {
+            color = color.with((byte)(Opacity * byte.MaxValue));
+         }
+         return tgt_type == typeof(Color) ? (Color)color : (Brush)color;
+      }
+
+      static Type _deduce_target_type(IProvideValueTarget pvt) {
+         if (pvt.TargetProperty is null) {
+            return typeof(Color);
+         }
+         if (pvt.TargetProperty is DependencyProperty dp) {
+            return dp.PropertyType ?? throw new InvalidOperationException();
+         }
+         if (pvt.TargetObject is Setter setter) {
+            return setter.Property?.PropertyType ?? typeof(Brush);
+         }
+         return typeof(Brush);
+      }
+
+      /// <summary>
+      /// Creates a (potentially weighted) blend of colors
+      /// </summary>
+      static BTSColor _get_color_blend(string[] names, string[]? mixture, ColorMixtureMode mode) {
+         if (mixture is null || mixture.Length == 0) {
+            // create a uniform blend
+            return names.Select(get_color).blend(mode);
+         }
+         if (names.Length != mixture.Length) {
+            throw new InvalidOperationException(
+               "Names and Mixture must provide same number of elements");
+         }
+         return names.Select(get_color).Zip(mixture.Select(double.Parse)).blend();
+      }
+
+      static IEnumerable<(string, Func<BTSColor>)> _normalized_color_props(
+         Type type, string? prefix) {
+         var bts_colors = ReflectionHelper.static_property_getters<BTSColor>(type)
+            .Select(tup => (full_name(tup.name), tup.get));
+         var media_colors = ReflectionHelper.static_property_getters<Color>(type)
+            .Select(tup => (full_name(tup.name), new Func<BTSColor>(() => tup.get())));
+         var nested_types = type.GetNestedTypes(BindingFlags.Public | BindingFlags.Static);
+         var nested_colors = nested_types.SelectMany(
+            t => _normalized_color_props(t, full_name(t.Name))).ToList();
+
+         return bts_colors
+            .Concat(media_colors)
+            .Concat(nested_colors);
+
+         string full_name(string prop) =>
+            prefix is null ? prop : $"{prefix}.{prop}";
+      }
+   }
+}
@@ -380,7 +380,7 @@
                <VisualState Name="Normal"/>
                <VisualState Name="MouseOver">
                  <Storyboard>
-                    <ColorAnimation Storyboard.TargetProperty="Background.Color" BeginTime="0" Duration="0" To="{u:BTSColor UI.ScrollBar.thumb_mouse_over}"/>
+                    <ColorAnimation Storyboard.TargetProperty="Background.Color" BeginTime="0" Duration="0" To="{StaticResource u:BTSColor UI.ScrollBar.thumb_mouse_over}"/>
                  </Storyboard>
                </VisualState>
                <VisualState Name="Pressed">
@@ -1,49 +0,0 @@
-#nullable enable
-using mbts.spark;
-using mbts.ui.shell;
-
-using System.Windows;
-using System.Windows.Media;
-
-namespace mbts.ui.spark {
-   partial class OrderAuxiliaryPopupResources : ResourceDictionary {
-      public OrderAuxiliaryPopupResources() =>
-         InitializeComponent();
-
-      public static string PopupChildStyleKey => nameof(PopupChildStyleKey);
-   }
-
-   class OrderAuxiliaryPopupHeader : ViewModelBase {
-      string?
-         _title,
-         _context;
-      Color _title_foreground;
-      bool _keep_open;
-
-      public Color title_foreground { get => _title_foreground; set => Set(ref _title_foreground, value); }
-      public string? title { get => _title; set => Set(ref _title, value); }
-      public string? context { get => _context; set => Set(ref _context, value); }
-      public bool keep_open { get => _keep_open; set => Set(ref _keep_open, value); }
-   }
-
-   class OrderTicketHeader : ViewModelBase {
-      bool _keep_open;
-      public BBOVM? bbo { get; set; }
-      public bool keep_open { get => _keep_open; set => Set(ref _keep_open, value); }
-   }
-
-   class OrderTicketLadderHeader : ViewModelBase {
-      bool keepOpen;
-      string? title;
-
-      public string? Title {
-         get => title;
-         set => Set(ref title, value);
-      }
-
-      public bool KeepOpen {
-         get => keepOpen;
-         set => Set(ref keepOpen, value);
-      }
-   }
-}
@@ -102,10 +102,6 @@
    </Grid>
  </DataTemplate>

-  <DataTemplate DataType="{x:Type sp:NewOrderTicketLadderVM}">
-    <usp:OrderModificationLadderControl />
-  </DataTemplate>
-
  <DataTemplate DataType="{x:Type sp:ExistingOrderTicketVM}">
    <Grid Margin="10">
      <Grid.RowDefinitions>
@@ -1,5 +1,5 @@
 <ResourceDictionary
-  x:Class="mbts.ui.spark.OrderAuxiliaryPopupResources"
+  x:Class="mbts.ui.spark.AuxiliaryDataResources"
  x:ClassModifier="internal"
  xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation"
  xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml"
@@ -17,7 +17,7 @@
    <sp:MiniOrderBookView/>
  </DataTemplate>
  <!--Header (Title Bar)-->
-  <DataTemplate DataType="{x:Type usp:OrderAuxiliaryPopupHeader}">
+  <DataTemplate DataType="{x:Type usp:AuxiliaryDataHeader}">
    <Grid MaxWidth="{Binding ActualWidth, RelativeSource={RelativeSource AncestorType=ContentPresenter}}">
      <Grid.ColumnDefinitions>
        <ColumnDefinition Width="Auto"/>
@@ -101,20 +101,6 @@
    </Grid>
  </DataTemplate>

-  <DataTemplate DataType="{x:Type usp:OrderTicketLadderHeader}">
-    <Grid>
-      <Grid.ColumnDefinitions>
-        <ColumnDefinition Width="Auto"/>
-        <ColumnDefinition Width="*"/>
-        <ColumnDefinition Width="Auto"/>
-        <ColumnDefinition Width="Auto"/>
-      </Grid.ColumnDefinitions>
-      <TextBlock FontWeight="Bold" Text="{Binding Title}" Style="{StaticResource TextBlock.Dark}" />
-      <CheckBox Grid.Column="2" VerticalAlignment="Center" Margin="4,0,0,0" Focusable="False" IsChecked="{Binding StaysOpen, RelativeSource={RelativeSource AncestorType=Popup}}">Keep Open</CheckBox>
-      <Button Grid.Column="3" HorizontalAlignment="Right" Margin="4" Command="{x:Static ApplicationCommands.Close}" CommandTarget="{Binding RelativeSource={RelativeSource AncestorType=HeaderedContentControl}}" Style="{StaticResource RoundCloseButton}"/>
-    </Grid>
-  </DataTemplate>
-
  <ControlTemplate x:Key="PopupChildTemplate" TargetType="HeaderedContentControl">
    <Border
      Background="{TemplateBinding Background}"
@@ -0,0 +1,36 @@
+using mbts.spark;
+using mbts.ui.shell;
+using System.Windows;
+using System.Windows.Controls;
+using System.Windows.Media;
+
+namespace mbts.ui.spark {
+   partial class AuxiliaryDataResources : ResourceDictionary {
+      public AuxiliaryDataResources() =>
+         InitializeComponent();
+
+      public static string PopupChildStyleKey => nameof(PopupChildStyleKey);
+   }
+
+   class AuxiliaryDataHeader : ViewModelBase {
+      string
+         _title,
+         _context;
+      Color _title_foreground;
+      bool _keep_open;
+
+      public Color title_foreground { get => _title_foreground; set => Set(ref _title_foreground, value); }
+      public string title { get => _title; set => Set(ref _title, value); }
+      public string context { get => _context; set => Set(ref _context, value); }
+      public bool keep_open { get => _keep_open; set => Set(ref _keep_open, value); }
+   }
+
+   class OrderTicketHeader : ViewModelBase {
+      bool _keep_open;
+      public BBOVM bbo { get; set; }
+      public bool keep_open { get => _keep_open; set => Set(ref _keep_open, value); }
+   }
+
+   class ConstrainedTextBlock : TextBlock {
+   }
+}
@@ -26,39 +26,6 @@ namespace mbts.ui {
      public static void SetDoubleClickParameter(DependencyObject target, object value) { target.SetValue(DoubleClickParameterProperty, value); }
      #endregion

-      #region MiddleClick
-      public static readonly DependencyProperty MiddleClickProperty =
-         DependencyProperty.RegisterAttached("MiddleClick", typeof(ICommand), typeof(AttachedCommands), new PropertyMetadata(onMiddleClickChanged));
-
-      static void onMiddleClickChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
-         var el = (UIElement)d;
-         el.ClearMouseBindings(MouseAction.MiddleClick);
-         if (e.NewValue is ICommand cmd) {
-            var mb = new MouseBinding(cmd, new MouseGesture(MouseAction.MiddleClick));
-            var bd = new Binding { Path = new PropertyPath(MiddleClickParameterProperty), Source = d };
-            BindingOperations.SetBinding(mb, InputBinding.CommandParameterProperty, bd);
-            el.InputBindings.Add(mb);
-         }
-      }
-
-      public static ICommand GetMiddleClick(DependencyObject target) =>
-         target.GetValue(MiddleClickProperty) as ICommand;
-
-      public static void SetMiddleClick(DependencyObject target, ICommand value) =>
-         target.SetValue(MiddleClickProperty, value);
-      #endregion
-
-      #region MiddleClickParameter
-      public static readonly DependencyProperty MiddleClickParameterProperty =
-         DependencyProperty.RegisterAttached("MiddleClickParameter", typeof(object), typeof(AttachedCommands));
-
-      public static object GetMiddleClickParameter(DependencyObject target) =>
-         target.GetValue(MiddleClickParameterProperty);
-
-      public static void SetMiddleClickParameter(DependencyObject target, object value) =>
-         target.SetValue(MiddleClickParameterProperty, value);
-      #endregion
-
      #region Enter
      public static readonly DependencyProperty EnterProperty = DependencyProperty.RegisterAttached("Enter", typeof(ICommand), typeof(AttachedCommands), new PropertyMetadata(OnEnterChanged));
      static void OnEnterChanged(DependencyObject d, DependencyPropertyChangedEventArgs e) {
@@ -11,7 +11,6 @@ namespace Spark.Api.Orders {

   using Spark.Api.Admin;
   using Spark.Api.MarketData;
-   using Spark.Api.Position;
   using Spark.Api.Reactive;
   using Spark.Core.Disposables;
   using Spark.Core.Reactive;
@@ -41,12 +40,10 @@ namespace Spark.Api.Orders {
      ) {
         _order_service = order_service;
         var scheduler = ThreadPoolScheduler.Instance;
-         if(interval is not null)
-            Log.Api.info($"originally OrdersClient polling interval {interval}");
-         interval = TimeSpan.FromMilliseconds(1);
-         Log.Api.info($"OrdersClient polling interval {interval}");
+         interval ??= TimeSpan.FromSeconds(0.1);
         var bootstraps = new DisposableBuilder();

+         positions = position_service.subscribei_position_data().Table().Cache();
         _orders = bootstraps.emplace(
            admin_client
               .permission_filter(
@@ -76,11 +73,6 @@ namespace Spark.Api.Orders {
               .Cache()
               .ToObservable());

-         var raw_fills = admin_client.permission_filter(
-            order_service.subscribei_fills().Naggle(interval.Value, scheduler),
-            f => f.Account)
-            .Table();
-
         var fill_order_tuples_join = fills.LeftJoin(
            _orders,
            f => f.val.FillKey,
@@ -102,12 +94,6 @@ namespace Spark.Api.Orders {
               .Cache()
               .ToObservable());

-         var raw_manual_fills = admin_client
-            .permission_filter(
-               position_service.subscribei_manual_fills().Naggle(interval.Value, scheduler),
-               f => f.AccountId)
-            .Table();
-
         var manual_fill_tuples_account_join = manual_fills_securities.LeftJoin(
            admin_client.Accounts,
            mf => mf.val.RecordId,
@@ -131,11 +117,6 @@ namespace Spark.Api.Orders {
               .Cache()
               .ToObservable());

-         positions = bootstraps.emplace(
-            ComputedPositionsDataSource.create(raw_fills, raw_manual_fills)
-               .Cache()
-               .ToObservable());
-
         _dispose = bootstraps;
      }
      public async Task<Response> EnterOrderAsync(
@@ -1,194 +0,0 @@
-#nullable enable
-namespace Spark.Api.Position {
-   using bts;
-   using bts.api;
-   using bts.api.core;
-   using bts.api.orderman;
-   using bts.api.position;
-
-   using System;
-   using System.Collections.Generic;
-   using System.Linq;
-   using System.Reactive.Linq;
-
-   public static class ComputedPositionsDataSource {
-      public static IObservable<TableUpdate<PositionUnitImmutable, int>> create(
-         IObservable<TableUpdate<FillImmutable, string>> fills,
-         IObservable<TableUpdate<ManualFillImmutable, int>> manual_fills) {
-         var record_ids = new Dictionary<AccountSecurityKey, int>();
-         int next_record_id = 1;
-
-         return Observable.CombineLatest(
-            fills,
-            manual_fills,
-            (fill_update, manual_fill_update) => build_snapshot(
-               fill_update.Index.Values,
-               manual_fill_update.Index.Values)
-               .ToDictionary(PositionUnitImmutable.key_fn))
-            .Table(PositionUnitImmutable.key_fn);
-
-         IEnumerable<PositionUnitImmutable> build_snapshot(
-            IEnumerable<FillImmutable> electronic_fills,
-            IEnumerable<ManualFillImmutable> manual_fill_rows) {
-            var positions = new SortedDictionary<AccountSecurityKey, PositionAccumulator>();
-
-            foreach (var fill in electronic_fills) {
-               if (fill.FillStatus == Fill.Types.FillStatus.Busted ||
-                  fill.SecurityKey == 0 ||
-                  fill.InternalAccountId == 0) {
-                  continue;
-               }
-               var key = new AccountSecurityKey(fill.InternalAccountId, fill.SecurityKey);
-               var acc = get_or_create(positions, key, fill.Account);
-               acc.add_electronic_fill(fill);
-               positions[key] = acc;
-            }
-
-            foreach (var fill in manual_fill_rows) {
-               if (fill.SecurityKey == 0 || fill.AccountId == 0) {
-                  continue;
-               }
-               var key = new AccountSecurityKey(fill.AccountId, fill.SecurityKey);
-               var acc = get_or_create(positions, key, fill.AccountName);
-               acc.add_manual_fill(fill);
-               positions[key] = acc;
-            }
-
-            foreach (var (key, acc) in positions) {
-               if (!record_ids.TryGetValue(key, out var record_id)) {
-                  record_id = next_record_id++;
-                  record_ids[key] = record_id;
-               }
-               yield return acc.to_position(record_id);
-            }
-         }
-
-         static PositionAccumulator get_or_create(
-            IDictionary<AccountSecurityKey, PositionAccumulator> positions,
-            AccountSecurityKey key,
-            string account_name) {
-            if (!positions.TryGetValue(key, out var acc)) {
-               return new PositionAccumulator(key.account_id, key.security_id, account_name);
-            } else if (string.IsNullOrEmpty(acc.account) && !string.IsNullOrEmpty(account_name)) {
-               acc.account = account_name;
-            }
-            return acc;
-         }
-      }
-
-      struct PositionAccumulator {
-         public PositionAccumulator(uint account_id, uint security_id, string account) {
-            this.account_id = account_id;
-            this.security_id = security_id;
-            this.account = account;
-            day = default;
-            sod = default;
-            local = default;
-            admin_day = default;
-            admin_sod = default;
-            raw_day = default;
-         }
-
-         public readonly uint account_id;
-         public readonly uint security_id;
-         public string account;
-         PositionEntryAccumulator day;
-         PositionEntryAccumulator sod;
-         PositionEntryAccumulator local;
-         PositionEntryAccumulator admin_day;
-         PositionEntryAccumulator admin_sod;
-         PositionEntryAccumulator raw_day;
-
-         public void add_electronic_fill(FillImmutable fill) {
-            var qty = fill.Side == Side.Sell ? -fill.LastShares : fill.LastShares;
-            if (is_sod(fill.FillKind)) {
-               sod.add(qty, fill.LastPrice);
-               return;
-            }
-            day.add(qty, fill.LastPrice);
-            raw_day.add(qty, fill.LastPrice);
-         }
-
-         public void add_manual_fill(ManualFillImmutable fill) {
-            var qty = fill.Side == Side.Sell ? -fill.Quantity : fill.Quantity;
-            switch (fill.FillType) {
-               case ManualFill.Types.FillType.AdminSod:
-                  sod.add(qty, fill.Price);
-                  admin_sod.add(qty, fill.Price);
-                  break;
-               case ManualFill.Types.FillType.AdminDay:
-                  day.add(qty, fill.Price);
-                  raw_day.add(qty, fill.Price);
-                  admin_day.add(qty, fill.Price);
-                  break;
-               default:
-                  day.add(qty, fill.Price);
-                  raw_day.add(qty, fill.Price);
-                  local.add(qty, fill.Price);
-                  break;
-            }
-         }
-
-         public PositionUnitImmutable to_position(int record_id) {
-            var sod_entry = sod.to_entry();
-            var day_entry = day.to_entry();
-            var raw_day_entry = raw_day.to_entry();
-            var local_entry = local.to_entry();
-            var admin_sod_entry = admin_sod.to_entry();
-            var admin_day_entry = admin_day.to_entry();
-
-            return new PositionUnitImmutable(new PositionUnit {
-               RecordId = record_id,
-               Account = account,
-               AccountId = account_id,
-               SecurityId = security_id,
-               SodLongPos = sod_entry.LongPos,
-               SodLongAvgPrice = sod_entry.LongAvgPrice,
-               SodShortPos = sod_entry.ShortPos,
-               SodShortAvgPrice = sod_entry.ShortAvgPrice,
-               DayLongPos = day_entry.LongPos,
-               DayLongAvgPrice = day_entry.LongAvgPrice,
-               DayShortPos = day_entry.ShortPos,
-               DayShortAvgPrice = day_entry.ShortAvgPrice,
-               Sod = sod_entry,
-               Day = day_entry,
-               RawDay = raw_day_entry,
-               Local = local_entry,
-               AdminSod = admin_sod_entry,
-               AdminDay = admin_day_entry
-            });
-         }
-
-         static bool is_sod(Fill.Types.FillKind kind) =>
-            kind == Fill.Types.FillKind.Sod ||
-            kind == Fill.Types.FillKind.SodSpreadLeg ||
-            kind == Fill.Types.FillKind.SodStripLeg;
-      }
-
-      struct PositionEntryAccumulator {
-         double long_qty;
-         double long_cost;
-         double short_qty;
-         double short_cost;
-
-         public void add(double signed_qty, double price) {
-            if (signed_qty > 0) {
-               long_qty += signed_qty;
-               long_cost += signed_qty * price;
-            } else if (signed_qty < 0) {
-               var abs_qty = Math.Abs(signed_qty);
-               short_qty += abs_qty;
-               short_cost += abs_qty * price;
-            }
-         }
-
-         public PositionEntry to_entry() =>
-            new() {
-               LongPos = long_qty,
-               LongAvgPrice = long_qty == 0 ? 0 : long_cost / long_qty,
-               ShortPos = short_qty,
-               ShortAvgPrice = short_qty == 0 ? 0 : short_cost / short_qty
-            };
-      }
-   }
-}
@@ -15,7 +15,6 @@ namespace Spark.Trading {
   using Spark.Api.Data;
   using Spark.Api.MarketData;
   using Spark.Api.Orders;
-   using Spark.Api.Position;
   using Spark.Api.Reactive;
   using Spark.Core;
   using Spark.Core.Data;
@@ -61,21 +60,13 @@ namespace Spark.Trading {
               .Cache()
               .ToObservable());

-         var raw_fills = admin_model
-            .permission_filter(
-               order_service.subscribei_fills().Naggle(interval, scheduler),
-               f => f.Account)
-            .Table();
-
-         var raw_manual_fills = admin_model
-            .permission_filter(
-               _position_service.subscribei_manual_fills().Naggle(interval, scheduler),
-               f => f.AccountId)
-            .Table();
-
         on_positions = bootstraps.emplace(
-            ComputedPositionsDataSource.create(raw_fills, raw_manual_fills)
-               .join_table(sec_resolver, pos => pos.SecurityId)
+            admin_model
+               .permission_filter(
+                  _position_service.subscribei_position_data().Naggle(interval, scheduler),
+                  p => p.AccountId)
+               .join(sec_resolver, pos => pos.SecurityId)
+               .Table()
               .Cache()
               .ToObservable());
         var users = admin_model.Users
@@ -8,7 +8,6 @@ using bts.api.core;
 using bts.api.orderman;
 using bts.api.position;
 using bts.co2;
-using bts.metrics;
 using bts.md;

 using Microsoft.Extensions.Configuration;
@@ -87,7 +86,6 @@ public static class SparkApiServices {
         services.AddSparkdService<OrderService>();
         services.AddSingleton<IOrdersClient, OrdersClient>();
      }
-      services.AddSparkdService<ShellLatencyService>();
      if (configurationSection.GetValue("EnablePosition", true)) {
         services.TryAddSingleton<ISecurityResolver>(ActivatorUtilities.GetServiceOrCreateInstance<PassiveSecurityResolver>);
         services.AddSparkdService<PositionService>()
@@ -178,7 +176,6 @@ public static class SparkApiServices {
         services.AddSparkdService<OrderService>();
         services.AddSingleton<IOrdersClient, OrdersClient>();
      }
-      services.AddSparkdService<ShellLatencyService>();
      if (isPositionsEnabled) {
         services.AddSparkdService<PositionService>();
      }
@@ -3,7 +3,6 @@ using bts.api;
 using bts.data.ticks;
 using bts.utils;

-using mbts.co2;
 using mbts.user.settings;

 using Spark.Core;
@@ -114,24 +113,6 @@ namespace mbts.spark {
         return rv;
      }

-      public static double low_tick(NativePriceSize[] bids, NativePriceSize[] asks) {
-         double low = bids[bids.Length - 1].price;
-         if (double.IsNaN(low))
-            low = bids.LastOrDefault(nps => nps.price, p => !double.IsNaN(p), double.NaN);
-         if (double.IsNaN(low))
-            low = asks[0].price;
-         return low;
-      }
-
-      public static double high_tick(NativePriceSize[] bids, NativePriceSize[] asks) {
-         double high = asks[asks.Length - 1].price;
-         if (double.IsNaN(high))
-            high = asks.LastOrDefault(nps => nps.price, p => !double.IsNaN(p), double.NaN);
-         if (double.IsNaN(high))
-            high = bids[0].price;
-         return high;
-      }
-
      public static long? tickdiff(this ContractSpecificationImmutable spec, double x, double y) =>
         get_regional_ticks(spec).tickdiff(x, y);

@@ -41,8 +41,8 @@ class TopOfBookQuoter : IHostedService {
         throw new ArgumentException("Failed to parse venue", nameof(config));
      }
      var quantity = config.Quantity;
-      if (quantity == 0 || !double.IsRealNumber(quantity)) {
-         throw new ArgumentException("Quantity must be real and non-zero", nameof(config));
+      if (!(quantity > 0)) {
+         throw new ArgumentException("Quantity is not positive", nameof(config));
      }
      this.config = new(venue, contract, account, config.OffsetTicks, quantity);
   }
@@ -86,12 +86,11 @@ class TopOfBookQuoter : IHostedService {
      if (!bk.Security.HasValue) {
         return;
      }
-      var orderQty = config.Quantity;
-      var bidPrice = bk[orderQty < 0 ? Side.Sell : Side.Buy, 0].Price;
-      orderQty = Math.Abs(orderQty);
+      var bidPrice = bk[Side.Buy, 0].Price;
      var orderPrice = bidPrice;
+      var orderQty = config.Quantity;
      if (config.OffsetTicks != 0) {
-         orderPrice = bk.Security.Value.tick_factors().tick(orderPrice, config.OffsetTicks);
+         orderPrice = bk.Security.Value.tick_factors().tickdown(orderPrice, config.OffsetTicks);
      }
      if (securityToOrderId.TryGetValue(bk.SecurityId, out var orderId)
         && orders.TryGetValue(orderId, out var orderTree)
@@ -4,7 +4,7 @@ using bts.api;

 public static class VenueParser {
   public static bool TryParse(string? venueStr, out Venue venue) {
-      if (venueStr is null || (!Enum.TryParse(venueStr, true, out venue) && !Enum.TryParse("VENUE_" + venueStr, true, out venue))) {
+      if (venueStr is null || (!Enum.TryParse(venueStr, false, out venue) && !Enum.TryParse("VENUE_" + venueStr, false, out venue))) {
         venue = Venue.Unset;
         return false;
      }
@@ -3,7 +3,6 @@ namespace Bts.Spark.Sdk;
 using bts.api;
 using bts.api.core;
 using bts.api.orderman;
-using bts.metrics;

 using global::Spark.Api.Admin;
 using global::Spark.Api.MarketData;
@@ -29,7 +28,6 @@ public class AuthenticatedSimpleSparkClient : ISimpleSparkClient, IHostedService
   readonly IOrdersClient ordersClient;
   readonly IAdminClient adminClient;
   readonly ISecurityResolver securityResolver;
-   readonly ShellLatencyService shellLatencyService;
   readonly ISparkLoginService loginService;
   readonly SimpleSparkClientConfig config;
   readonly ILogger<AuthenticatedSimpleSparkClient> logger;
@@ -41,7 +39,6 @@ public class AuthenticatedSimpleSparkClient : ISimpleSparkClient, IHostedService
      IOrdersClient ordersClient,
      IAdminClient adminClient,
      ISecurityResolver securityResolver,
-      ShellLatencyService shellLatencyService,
      ISparkLoginService loginService,
      IOptions<SimpleSparkClientConfig> config,
      ILogger<AuthenticatedSimpleSparkClient> logger) {
@@ -49,7 +46,6 @@ public class AuthenticatedSimpleSparkClient : ISimpleSparkClient, IHostedService
      this.ordersClient = ordersClient;
      this.adminClient = adminClient;
      this.securityResolver = securityResolver;
-      this.shellLatencyService = shellLatencyService;
      this.loginService = loginService;
      this.config = config.Value;
      this.logger = logger;
@@ -65,7 +61,7 @@ public class AuthenticatedSimpleSparkClient : ISimpleSparkClient, IHostedService
      }
      cancellationToken.ThrowIfCancellationRequested();
      var user = loginRes.user.Value;
-      simpleClient = new(user.name, user.id, mdClient, ordersClient, shellLatencyService, adminClient, securityResolver, config.OrderPoolCapacity, config.OrderPoolReplenishInterval);
+      simpleClient = new(user.name, user.id, mdClient, ordersClient, adminClient, securityResolver, config.OrderPoolCapacity, config.OrderPoolReplenishInterval);
      simpleClientSubject.OnNext(simpleClient);
      logger.LogInformation("SimpleSparkClient started");
   }
@@ -101,9 +97,6 @@ public class AuthenticatedSimpleSparkClient : ISimpleSparkClient, IHostedService
   public IObservable<TableUpdate<PriceTicker, uint>> PriceTicker(SecurityCriteria? securityCriteria) =>
      simpleClient?.PriceTicker(securityCriteria) ?? simpleClientSubject.Take(1).Select(c => c.PriceTicker(securityCriteria)).FlattenSeries();

-   public Task<bool> PingAsync() =>
-      simpleClient?.PingAsync() ?? pingBeforeStartAsync();
-
   public Task<Response> CreateOrder(OrderDefinition orderDef, double quantity, double price) =>
      orderOp(cli => cli.CreateOrder(orderDef, quantity, price));

@@ -141,15 +134,4 @@ public class AuthenticatedSimpleSparkClient : ISimpleSparkClient, IHostedService
      async Task<T> LateImpl() =>
         await op(await simpleClientSubject.FirstAsync());
   }
-
-   async Task<bool> pingBeforeStartAsync() {
-      var request = new BufferMessage() {
-         Sequence = (ulong)DateTimeOffset.UtcNow.ToUnixTimeMilliseconds(),
-         Data = "spark-sdk-ping"
-      };
-      var result = await shellLatencyService.ping_async(request);
-      return result.success &&
-         result.value.Sequence == request.Sequence &&
-         result.value.Data == request.Data;
-   }
 }
@@ -48,9 +48,6 @@ public class ExecutionFacadeSimpleSparkClient : ISimpleSparkClient {
   public IObservable<TableUpdate<PriceTicker, uint>> PriceTicker(SecurityCriteria? securityCriteria) =>
      sparkClient.PriceTicker(securityCriteria);

-   public Task<bool> PingAsync() =>
-      sparkClient.PingAsync();
-
   public Task<Response> CreateOrder(OrderDefinition orderDef, double quantity, double price) {
      logger.LogInformation("CreateOrder {account} {tag} {securityId} {side} {quantity} @ {price}", orderDef.Account, orderDef.Tag, orderDef.SecurityKey, orderDef.Side, quantity, price);
      return Task.FromResult(facadeResponse());
@@ -12,8 +12,6 @@ using mbts.spark;
 using System;

 public interface ISimpleSparkClient {
-   Task<bool> PingAsync();
-
   // Market Data
   IObservable<TableUpdate<SecurityImmutable, uint>> Securities(SecurityCriteria? securityCriteria);
   IObservable<TableUpdate<BookRecord, uint>> Books(SecurityCriteria? securityCriteria);
@@ -16,14 +16,12 @@ using global::Spark.Core.Disposables;
 using global::Spark.Core.Reactive;

 using mbts.spark;
-using bts.metrics;

 using System.Reactive.Linq;

 public class SimpleSparkClient : ISimpleSparkClient, IDisposable {
   readonly IMarketDataClient mdClient;
   readonly IOrdersClient ordersClient;
-   readonly ShellLatencyService shellLatencyService;
   readonly OrderPool limitOrderPool;
   readonly OrderPool marketOrderPool;
   readonly TableUpdateDemuxer<OrderRecordTupleWithRoot, uint, uint> orderSecurityDmx;
@@ -48,7 +46,6 @@ public class SimpleSparkClient : ISimpleSparkClient, IDisposable {
      uint userId,
      IMarketDataClient mdClient,
      IOrdersClient ordersClient,
-      ShellLatencyService shellLatencyService,
      IAdminClient adminClient,
      ISecurityResolver securityResolver,
      int orderPoolCapacity,
@@ -56,7 +53,6 @@ public class SimpleSparkClient : ISimpleSparkClient, IDisposable {
   ) {
      this.mdClient = mdClient;
      this.ordersClient = ordersClient;
-      this.shellLatencyService = shellLatencyService;
      limitOrderPool = new(orderPoolCapacity, () => new() { User = userName, UserId = userId, TimeInForce = TimeInForce.Gtc, CustomDef = new() { Limit = new() } });
      marketOrderPool = new(orderPoolCapacity, () => new() { User = userName, UserId = userId, TimeInForce = TimeInForce.Gtc, CustomDef = new() { Market = new() } });
      orderSecurityDmx = new TableUpdateDemuxer<OrderRecordTupleWithRoot, uint, uint>(o => o.order.order.Key, o => o.security_id);
@@ -144,17 +140,6 @@ public class SimpleSparkClient : ISimpleSparkClient, IDisposable {
      }
   }

-   public async Task<bool> PingAsync() {
-      var request = new BufferMessage() {
-         Sequence = (ulong)DateTimeOffset.UtcNow.ToUnixTimeMilliseconds(),
-         Data = "spark-sdk-ping"
-      };
-      var result = await shellLatencyService.ping_async(request);
-      return result.success &&
-         result.value.Sequence == request.Sequence &&
-         result.value.Data == request.Data;
-   }
-
   public IObservable<TableUpdate<BookRecord, uint>> Books(SecurityCriteria? securityCriteria) {
      var booksSource = this.booksSource;
      var secFilter = securityCriteria?.ToPredicate();
@@ -286,32 +271,28 @@ public class SimpleSparkClient : ISimpleSparkClient, IDisposable {
   public Task<Response> CreateLimitOrder(string account, Venue venue, string contract, Side side, double quantity, double price, string? tag) {
      var def = buildOrder(account, venue, contract, limitOrderPool);
      def.Side = side;
-      if (tag is not null)
-         def.Tag = tag;
+      def.Tag = tag;
      return ordersClient.TryEnterOrderAsync(def, price, quantity);
   }

   public Task<Response> CreateLimitOrder(string account, uint securityId, Side side, double quantity, double price, string? tag) {
      var def = buildOrder(account, securityId, limitOrderPool);
      def.Side = side;
-      if (tag is not null)
-         def.Tag = tag;
+      def.Tag = tag;
      return ordersClient.TryEnterOrderAsync(def, price, quantity);
   }

   public Task<Response> CreateMarketOrder(string account, Venue venue, string contract, Side side, double quantity, string? tag) {
      var def = buildOrder(account, venue, contract, marketOrderPool);
      def.Side = side;
-      if (tag is not null)
-         def.Tag = tag;
+      def.Tag = tag;
      return ordersClient.TryEnterOrderAsync(def, double.NaN, quantity);
   }

   public Task<Response> CreateMarketOrder(string account, uint securityId, Side side, double quantity, string? tag) {
      var def = buildOrder(account, securityId, marketOrderPool);
      def.Side = side;
-      if (tag is not null)
-         def.Tag = tag;
+      def.Tag = tag;
      return ordersClient.TryEnterOrderAsync(def, double.NaN, quantity);
   }

@@ -3,9 +3,9 @@
 # source: tools/cpp_helper/generate-cpps.ps1
 #

-CppConfig
-{
-	value
+CppConfig
+{
+	value
 	{
 		cpp_entry { key: "0A" value: 100 }
 		cpp_entry { key: "0B" value: 100 }
@@ -537,31 +537,6 @@ CppConfig
 		cpp_entry { key: "EQ1" value: 50 }
 		cpp_entry { key: "ERL" value: 5 }
 		cpp_entry { key: "ES" value: 50 }
-		cpp_entry { key: "E1A" value: 50}
-		cpp_entry { key: "E1B" value: 50}
-		cpp_entry { key: "E1C" value: 50}
-		cpp_entry { key: "E1D" value: 50}
-		cpp_entry { key: "E2A" value: 50}
-		cpp_entry { key: "E2B" value: 50}
-		cpp_entry { key: "E2C" value: 50}
-		cpp_entry { key: "E2D" value: 50}
-		cpp_entry { key: "E3A" value: 50}
-		cpp_entry { key: "E3B" value: 50}
-		cpp_entry { key: "E3C" value: 50}
-		cpp_entry { key: "E3D" value: 50}
-		cpp_entry { key: "E4A" value: 50}
-		cpp_entry { key: "E4B" value: 50}
-		cpp_entry { key: "E4C" value: 50}
-		cpp_entry { key: "E4D" value: 50}
-		cpp_entry { key: "E5A" value: 50}
-		cpp_entry { key: "E5B" value: 50}
-		cpp_entry { key: "E5C" value: 50}
-		cpp_entry { key: "E5D" value: 50}
-		cpp_entry { key: "EW" value: 50}		
-		cpp_entry { key: "EW1" value: 50}
-		cpp_entry { key: "EW2" value: 50}
-		cpp_entry { key: "EW3" value: 50}
-		cpp_entry { key: "EW4" value: 50}
 		cpp_entry { key: "ES1" value: 50 }
 		cpp_entry { key: "ES2" value: 50 }
 		cpp_entry { key: "ESB" value: 1000 }
@@ -1026,31 +1001,6 @@ CppConfig
 		cpp_entry { key: "NOO" value: 8900 }
 		cpp_entry { key: "NPG" value: 2500 }
 		cpp_entry { key: "NQ" value: 20 }
-      	cpp_entry {key: "Q1A" value: 20}
-      	cpp_entry {key: "Q1B" value: 20}
-      	cpp_entry {key: "Q1C" value: 20}
-      	cpp_entry {key: "Q1D" value: 20}
-      	cpp_entry {key: "Q2A" value: 20}
-      	cpp_entry {key: "Q2B" value: 20}
-      	cpp_entry {key: "Q2C" value: 20}
-      	cpp_entry {key: "Q2D" value: 20}
-      	cpp_entry {key: "Q3A" value: 20}
-      	cpp_entry {key: "Q3B" value: 20}
-      	cpp_entry {key: "Q3C" value: 20}
-      	cpp_entry {key: "Q3D" value: 20}
-      	cpp_entry {key: "Q4A" value: 20}
-      	cpp_entry {key: "Q4B" value: 20}
-      	cpp_entry {key: "Q4C" value: 20}
-      	cpp_entry {key: "Q4D" value: 20}
-      	cpp_entry {key: "Q5A" value: 20}
-      	cpp_entry {key: "Q5B" value: 20}
-      	cpp_entry {key: "Q5C" value: 20}
-      	cpp_entry {key: "Q5D" value: 20}
-      	cpp_entry {key: "QNE" value: 20}
-      	cpp_entry {key: "QN1" value: 20}
-      	cpp_entry {key: "QN2" value: 20}
-      	cpp_entry {key: "QN3" value: 20}
-      	cpp_entry {key: "QN4" value: 20}
 		cpp_entry { key: "NQQ" value: 20 }
 		cpp_entry { key: "NQT" value: 20 }
 		cpp_entry { key: "NR" value: 2500 }
@@ -1556,12 +1506,12 @@ CppConfig
 		cpp_entry { key: "ZT" value: 2000 }
 		cpp_entry { key: "ZW" value: 50 }
 		cpp_entry { key: "ZWT" value: 50 }
-	}
-}
+	}
+}

-CmeSymbolMics
-{
-	value
+CmeSymbolMics
+{
+	value
 	{
 		cme_mic { key: "0A" value: NYMEX }
 		cme_mic { key: "0B" value: NYMEX }
@@ -3062,5 +3012,5 @@ CmeSymbolMics
 		cme_mic { key: "ZT" value: CBT }
 		cme_mic { key: "ZW" value: CBT }
 		cme_mic { key: "ZWT" value: CBT }
-	}
+	}
 }
@@ -30,6 +30,5 @@ OrdermanCfg {
 	    poll: false 
      hosted_actor: "*"
    }
-    fallback_cust_order_handling_inst: "Y"
  }
 }
@@ -5,15 +5,9 @@ FillsSoftCleanup {
 }

 OrdersSoftCleanup {
-  value {
-     enabled: true
-  }
-}
-
-Mdp3OptionExpirationCutoff {
-  value {
-    max_days_until_expiration: 14
-  }
+   value {
+      enabled: true
+   }
 }
 PlacementInQueue {
  value{
@@ -32,17 +32,11 @@ message SoundNotifications {
  bool enabled = 1;
 }

-message FilterExpiredFills {
-  bool enabled = 1;
-}
-
-// MDP3 will not publish CME options whose maturity is beyond this many days.
-// A value of zero disables this cutoff.
-message Mdp3OptionExpirationCutoff {
-  uint32 max_days_until_expiration = 1;
-}
-
-message VolumeAtPrice {
+message FilterExpiredFills {
+  bool enabled = 1;
+}
+
+message VolumeAtPrice {
  bool enabled = 1;
 }

@@ -130,8 +124,3 @@ message VolSurfaceUsageUnit{
 message VolSurfaceUsage{
  repeated VolSurfaceUsageUnit items = 1;
 }
-
-message LogTrades{
-  string sec_name = 1;
-  bool log = 2;
-}
@@ -10,7 +10,6 @@
 #include "spark/orderman/orderman_utils/orderman_common.h"
 #include "spark/tracing/bts_trace.h"
 #include "spark/utils/TimeStamp.h"
-#include "spark/utils/bts_assert.h"
 #include "spark/utils/bts_chrono.h"
 #include "spark/utils/datetime.h"
 #include "spark/utils/thread_manager.h"
@@ -98,8 +97,7 @@ struct CoreGateway::PImpl {
       : cfg(cfg), observer(observer), make_connection(conn_factory),
         make_store(store_factory), state(State::OFF), start_of_pause(),
         session_info(), event_queue(), timer_thread(), destroy(false),
-         is_on(false), has_replayed(false), gave_up_permanently(false),
-         send_batch(), recv_batch(),
+         is_on(false), has_replayed(false), send_batch(), recv_batch(),
         connection_attempts(0), perf_log(l) {
      send_batch.reserve(1024);
      recv_batch.reserve(1024);
@@ -118,7 +116,6 @@ struct CoreGateway::PImpl {
   std::atomic<bool> destroy;
   bool is_on;
   bool has_replayed;
-   bool gave_up_permanently;
   std::vector<EventData> send_batch;
   std::vector<EventData> recv_batch;
   uint32_t connection_attempts;
@@ -332,11 +329,6 @@ void CoreGateway::sync_session_ready(EventData const &) {
   case State::WSESSION_TERMINATE:
      break;
   case State::CONNECTING:
-      LOG(Jetfix, Info,
-          "Jetfix session {} is now READY after socket connect. attempts={} "
-          "max_attempts={}",
-          me->cfg.name(), me->connection_attempts,
-          me->cfg.max_connection_attempts());
      transition(State::READY);
      me->observer.ready();
      break;
@@ -354,18 +346,10 @@ void CoreGateway::sync_session_terminated(EventData const &) {
      break;

   case State::WSESSION_TERMINATE:
-      LOG(Jetfix, Warn,
-          "Session terminated callback received for {} while waiting for "
-          "reader disconnect. attempts_so_far={}",
-          me->cfg.name(), me->connection_attempts);
      pause_or_shutdown();
      break;

   case State::READY:
-      LOG(Jetfix, Warn,
-          "Session terminated for {} from READY. Closing socket and waiting "
-          "for reader disconnect.",
-          me->cfg.name());
      me->session_info->session.reset();
      me->session_info->connection->shutdown();
      transition(State::WREADER_DISCONNECT);
@@ -373,10 +357,6 @@ void CoreGateway::sync_session_terminated(EventData const &) {
      break;

   case State::CONNECTING:
-      LOG(Jetfix, Warn,
-          "Session terminated for {} during CONNECTING before READY. "
-          "Closing socket and waiting for reader disconnect.",
-          me->cfg.name());
      me->session_info->session.reset();
      me->session_info->connection->shutdown();
      transition(State::WREADER_DISCONNECT);
@@ -396,28 +376,17 @@ void CoreGateway::sync_reader_disconnected(EventData const &) {
      break;

   case State::READY:
-      LOG(Jetfix, Warn,
-          "Socket reader disconnected for {} from READY. "
-          "The exchange or network closed the TCP session.",
-          me->cfg.name());
      me->session_info->session.reset();
      me->observer.disconnect();
      transition(State::WSESSION_TERMINATE);
      break;

   case State::CONNECTING:
-      LOG(Jetfix, Warn,
-          "Socket reader disconnected for {} during CONNECTING before READY. "
-          "The TCP socket connected, but the session never completed logon.",
-          me->cfg.name());
      me->session_info->session.reset();
      transition(State::WSESSION_TERMINATE);
      break;

   case State::WREADER_DISCONNECT:
-      LOG(Jetfix, Info,
-          "Reader disconnect completed for {} after session shutdown.",
-          me->cfg.name());
      pause_or_shutdown();
      break;

@@ -461,46 +430,27 @@ void CoreGateway::sync_in_msg_sequenced(EventData const &ev) {
      bts_assert(false);
   }
 }
+
 void CoreGateway::sync_time(EventData const &ev) {
   switch (me->state) {
   case State::OFF:
      break;
   case State::PAUSED:
-      if (me->gave_up_permanently)
-         break;
-
      if (datetime::is_at_least_secs_old(
              me->start_of_pause, me->cfg.seconds_to_pause())) {
-         LOG(Jetfix, Info,
-             "Pause ended for jetfix connection {}. pause_secs={} "
-             "attempts_so_far={} max_attempts={} host={}:{} segment={} "
-             "session_window={}-{} {}-{} replayed={}",
-             me->cfg.name(), me->cfg.seconds_to_pause(),
-             me->connection_attempts, me->cfg.max_connection_attempts(),
-             me->cfg.socket_connect_host_ip(), me->cfg.socket_connect_port(),
-             me->cfg.cme_market_segment_id(), me->cfg.start_time(),
-             me->cfg.end_time(), me->cfg.start_day(), me->cfg.end_day(),
-             me->has_replayed);
+         LOG(Jetfix, Info, "Pause period ended for jetfix connection {}",
+             me->cfg.name());
         me->session_info = std::make_unique<SessionInfo>();
+
         me->session_info->store.reset(me->make_store(me->cfg));
-         auto const session_active = me->session_info->store->session_active();
-         LOG(Jetfix, Info,
-             "Loaded FIX store for {}. session_active={} next_attempt={} "
-             "max_attempts={}",
-             me->cfg.name(), session_active, me->connection_attempts + 1,
-             me->cfg.max_connection_attempts());
-         if (session_active) {
+
+         if (me->session_info->store->session_active()) {
            me->connection_attempts++;
-            LOG(Jetfix, Info,
-                "Attempting socket connect for jetfix connection {}. "
-                "attempt={} max_attempts={}",
-                me->cfg.name(), me->connection_attempts,
-                me->cfg.max_connection_attempts());
+
            if (!me->has_replayed) {
               auto msgs_to_replay = me->session_info->store->replay();
-               LOG(Jetfix, Warn,
-                   "Replaying {} FIX msgs for {} before reconnect",
-                   msgs_to_replay.size(), me->cfg.name());
+               LOG(Jetfix, Warn, "Replaying {} FIX msgs",
+                   msgs_to_replay.size());
               me->observer.replay(msgs_to_replay);
               me->has_replayed = true;
            }
@@ -508,20 +458,14 @@ void CoreGateway::sync_time(EventData const &ev) {
            if (me->connection_attempts > me->cfg.max_connection_attempts()) {
               me->session_info.reset();
               me->start_of_pause = datetime::now();
-               me->gave_up_permanently = true;
               LOG(Jetfix, Error,
                   "Failed to connect to exchange gateway {} too many "
-                   "times. Giving up permanently. attempts={} "
-                   "max_attempts={} pause_secs={} host={}:{} segment={}. "
-                   "You must bounce the server to recover.",
-                   me->cfg.name(), me->connection_attempts,
-                   me->cfg.max_connection_attempts(),
-                   me->cfg.seconds_to_pause(),
-                   me->cfg.socket_connect_host_ip(),
-                   me->cfg.socket_connect_port(),
-                   me->cfg.cme_market_segment_id());
+                   "times. Giving up permanently. You must bounce "
+                   "the server to recover.",
+                   me->cfg.name());
               break;
            }
+
            me->session_info->connection.reset(me->make_connection(me->cfg));
            LOG(Jetfix, Warn, "Trying to connect to exchange for {} ({}/{})",
                me->cfg.name(), me->connection_attempts,
@@ -545,18 +489,11 @@ void CoreGateway::sync_time(EventData const &ev) {
               me->session_info.reset();
               me->start_of_pause = datetime::now();
               LOG(Jetfix, Warn,
-                   "Failed to connect to exchange for {}. ({}/{}) "
-                   "Will retry after {} seconds.",
+                   "Failed to connect to exchange for {}. ({}/{}) ",
                   me->cfg.name(), me->connection_attempts,
-                   me->cfg.max_connection_attempts(),
-                   me->cfg.seconds_to_pause());
+                   me->cfg.max_connection_attempts());
            }
         } else {
-            LOG(Jetfix, Warn,
-                "FIX store for {} is not active yet. Deferring reconnect. "
-                "session_window={}-{} {}-{}",
-                me->cfg.name(), me->cfg.start_time(), me->cfg.end_time(),
-                me->cfg.start_day(), me->cfg.end_day());
            me->session_info.reset();
            me->start_of_pause = datetime::now();
         }
@@ -579,12 +516,6 @@ void CoreGateway::pause_or_shutdown() {

   if (me->is_on) {
      me->start_of_pause = datetime::now();
-      LOG(Jetfix, Info,
-          "Pausing jetfix gateway {}. pause_secs={} attempts_so_far={} "
-          "max_attempts={} gave_up_permanently={}",
-          me->cfg.name(), me->cfg.seconds_to_pause(),
-          me->connection_attempts, me->cfg.max_connection_attempts(),
-          me->gave_up_permanently);
      transition(State::PAUSED);
   } else
      transition(State::OFF);
@@ -114,15 +114,6 @@ void Session::start() {
   me->start_of_logon = me->now();
   me->last_seq_num = me->begin_of_this_session;
   me->last_seq_num_processed = me->store.last_seq_num_processed();
-   LOG(Jetfix, Info,
-       "Starting jetfix session {}. sender_compid={} sender_subid={} "
-       "target_compid={} target_subid={} secure_logon={} raw_data_len={} "
-       "user_name_present={} seq_num={} last_processed={}",
-       me->cfg.name(), me->cfg.sender_compid(), me->cfg.sender_subid(),
-       me->cfg.target_compid(), me->cfg.target_subid(),
-       me->cfg.use_cme_secure_logon(), me->cfg.raw_data().size(),
-       !me->cfg.user_name().empty(), me->last_seq_num + 1,
-       me->last_seq_num_processed);
   transition(State::WLOGON);
   internal_send(make_logon(
       me->last_seq_num + 1, me->last_seq_num_processed, *me->current_time,
Author	SHA1	Message	Date
Taha Afzal	6e0a92fd65	Adding logs to CME MD	2026-06-15 00:38:02 -04:00
Taha	a9c4173b02	Position cols in TC2 work again now	2026-05-06 14:32:36 -04:00
Taha Afzal	7c99fe90de	Sim execution works with live cme md now	2026-04-23 03:43:12 +00:00
Taha Afzal	feff24bf10	Sim execution works with live cme md now	2026-04-23 03:41:42 +00:00
				`@@ -0,0 +1 @@`
				`r=TimeSeriesStream(ReplayFutureLiveBBOStream("ES"))`