Features:

- OMS Venue Exchange Inversion Setting (1) - OMS Venue Exchange Settings Constructor (2, 3, 4) - OMS Venue Exchange Settings Inverted (5, 6) - OMS Venue Exchange Settings Regular (7, 8) - OMS Venue Montage L1 Shell (9, 10) - OMS Venue Montage L1 TOTB (11, 12) - Venue Montage L1 Entry Shell (13, 14) - Montage L1 Entry Settings Exchange (15, 16) - Montage L1 Posted Block Ask (17, 18) - Montage L1 Posted Block Bid (19, 20) - Venue L1 Montage Entry Constructor (21, 22, 23) - Montage L1 Bid Entry Shell (26) - Montage L1 Bid Entry CleanUp (27, 28, 29) - Montage L1 Ordered Bid Book (30, 31, 32) - Montage L1 Ordered Ask Book (33, 34) - Venue L1 Montage Empty Constructor (35) - L1 Montage Add Bid Entry (36, 37, 38) - L1 Montage Add Bid Entry (39, 40, 41) - Montage L1 Size Layer Shell (42, 43, 44) - Montage L1 Ordered Entry Map (45, 46) - Montage L1 Size Layer Add (47, 48, 49) - Montage L1 Size Layer Constructor (50, 51) - Montage L1 Size Layer Peak (52, 53, 54) - Montage L1 Size Layer Aggregated (55, 56) - Montage L1 Size Layer Ask (57) - Montage L1 Size Layer Bid (58) - Montage L1 Bid Size Layer (59, 60) Bug Fixes/Re-organization: - OMS Venue Montage L1 Cleanup (24, 25) Samples: IdeaDRIP:
lakshmiDRIP · Dec 3, 2023 · be10ad5 · be10ad5
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diff --git a/ReleaseNotes/01_16_2023.txt b/ReleaseNotes/01_16_2023.txt
@@ -0,0 +1,40 @@
+
+Features:
+
+	- OMS Venue Exchange Inversion Setting (1)
+	- OMS Venue Exchange Settings Constructor (2, 3, 4)
+	- OMS Venue Exchange Settings Inverted (5, 6)
+	- OMS Venue Exchange Settings Regular (7, 8)
+	- OMS Venue Montage L1 Shell (9, 10)
+	- OMS Venue Montage L1 TOTB (11, 12)
+	- Venue Montage L1 Entry Shell (13, 14)
+	- Montage L1 Entry Settings Exchange (15, 16)
+	- Montage L1 Posted Block Ask (17, 18)
+	- Montage L1 Posted Block Bid (19, 20)
+	- Venue L1 Montage Entry Constructor (21, 22, 23)
+	- Montage L1 Bid Entry Shell (26)
+	- Montage L1 Bid Entry CleanUp (27, 28, 29)
+	- Montage L1 Ordered Bid Book (30, 31, 32)
+	- Montage L1 Ordered Ask Book (33, 34)
+	- Venue L1 Montage Empty Constructor (35)
+	- L1 Montage Add Bid Entry (36, 37, 38)
+	- L1 Montage Add Bid Entry (39, 40, 41)
+	- Montage L1 Size Layer Shell (42, 43, 44)
+	- Montage L1 Ordered Entry Map (45, 46)
+	- Montage L1 Size Layer Add (47, 48, 49)
+	- Montage L1 Size Layer Constructor (50, 51)
+	- Montage L1 Size Layer Peak (52, 53, 54)
+	- Montage L1 Size Layer Aggregated (55, 56)
+	- Montage L1 Size Layer Ask (57)
+	- Montage L1 Size Layer Bid (58)
+	- Montage L1 Bid Size Layer (59, 60)
+
+
+Bug Fixes/Re-organization:
+
+	- OMS Venue Montage L1 Cleanup (24, 25)
+
+
+Samples:
+
+IdeaDRIP:
diff --git a/ScheduleSheet.xlsx b/ScheduleSheet.xlsx
diff --git a/src/main/java/org/drip/oms/venue/ExchangeSettings.java b/src/main/java/org/drip/oms/venue/ExchangeSettings.java
@@ -116,6 +116,82 @@ public class ExchangeSettings
 	private String _code = "";
 	private boolean _isInverted = false;
 
+	/**
+	 * Generate a Regular Venue
+	 * 
+	 * @param code Venue Code
+	 * 
+	 * @return Regular Venue
+	 */
+
+	public static final ExchangeSettings Regular (
+		final String code)
+	{
+		try
+		{
+			return new ExchangeSettings (
+				code,
+				false
+			);
+		}
+		catch (Exception e)
+		{
+			e.printStackTrace();
+		}
+
+		return null;
+	}
+
+	/**
+	 * Generate an Inverted Venue
+	 * 
+	 * @param code Venue Code
+	 * 
+	 * @return Inverted Venue
+	 */
+
+	public static final ExchangeSettings Inverted (
+		final String code)
+	{
+		try
+		{
+			return new ExchangeSettings (
+				code,
+				true
+			);
+		}
+		catch (Exception e)
+		{
+			e.printStackTrace();
+		}
+
+		return null;
+	}
+
+	/**
+	 * ExchangeSettings Constructor
+	 * 
+	 * @param code Venue Code
+	 * @param isInverted TRUE - The Venue is Inverted
+	 * 
+	 * @throws Exception Thrown if the Inputs are Invalid
+	 */
+
+	public ExchangeSettings (
+		final String code,
+		final boolean isInverted)
+		throws Exception
+	{
+		if (null == (_code = code) || code.isEmpty())
+		{
+			throw new Exception (
+				"ExchangeSettings Constructor => Invalid Inputs"
+			);
+		}
+
+		_isInverted = isInverted;
+	}
+
 	/**
 	 * Retrieve the Venue Code
 	 * 
@@ -126,4 +202,15 @@ public String code()
 	{
 		return _code;
 	}
+
+	/**
+	 * Indicate if the Venue is Inverted
+	 * 
+	 * @return TRUE - The Venue is Inverted
+	 */
+
+	public boolean isInverted()
+	{
+		return _isInverted;
+	}
 }
diff --git a/src/main/java/org/drip/oms/venue/MontageL1.java b/src/main/java/org/drip/oms/venue/MontageL1.java
@@ -0,0 +1,181 @@
+
+package org.drip.oms.venue;
+
+import java.util.TreeMap;
+
+/*
+ * -*- mode: java; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
+ */
+
+/*!
+ * Copyright (C) 2023 Lakshmi Krishnamurthy
+ * 
+ *  This file is part of DROP, an open-source library targeting analytics/risk, transaction cost analytics,
+ *  	asset liability management analytics, capital, exposure, and margin analytics, valuation adjustment
+ *  	analytics, and portfolio construction analytics within and across fixed income, credit, commodity,
+ *  	equity, FX, and structured products. It also includes auxiliary libraries for algorithm support,
+ *  	numerical analysis, numerical optimization, spline builder, model validation, statistical learning,
+ *  	graph builder/navigator, and computational support.
+ *  
+ *  	https://lakshmidrip.github.io/DROP/
+ *  
+ *  DROP is composed of three modules:
+ *  
+ *  - DROP Product Core - https://lakshmidrip.github.io/DROP-Product-Core/
+ *  - DROP Portfolio Core - https://lakshmidrip.github.io/DROP-Portfolio-Core/
+ *  - DROP Computational Core - https://lakshmidrip.github.io/DROP-Computational-Core/
+ * 
+ * 	DROP Product Core implements libraries for the following:
+ * 	- Fixed Income Analytics
+ * 	- Loan Analytics
+ * 	- Transaction Cost Analytics
+ * 
+ * 	DROP Portfolio Core implements libraries for the following:
+ * 	- Asset Allocation Analytics
+ *  - Asset Liability Management Analytics
+ * 	- Capital Estimation Analytics
+ * 	- Exposure Analytics
+ * 	- Margin Analytics
+ * 	- XVA Analytics
+ * 
+ * 	DROP Computational Core implements libraries for the following:
+ * 	- Algorithm Support
+ * 	- Computation Support
+ * 	- Function Analysis
+ *  - Graph Algorithm
+ *  - Model Validation
+ * 	- Numerical Analysis
+ * 	- Numerical Optimizer
+ * 	- Spline Builder
+ *  - Statistical Learning
+ * 
+ * 	Documentation for DROP is Spread Over:
+ * 
+ * 	- Main                     => https://lakshmidrip.github.io/DROP/
+ * 	- Wiki                     => https://github.com/lakshmiDRIP/DROP/wiki
+ * 	- GitHub                   => https://github.com/lakshmiDRIP/DROP
+ * 	- Repo Layout Taxonomy     => https://github.com/lakshmiDRIP/DROP/blob/master/Taxonomy.md
+ * 	- Javadoc                  => https://lakshmidrip.github.io/DROP/Javadoc/index.html
+ * 	- Technical Specifications => https://github.com/lakshmiDRIP/DROP/tree/master/Docs/Internal
+ * 	- Release Versions         => https://lakshmidrip.github.io/DROP/version.html
+ * 	- Community Credits        => https://lakshmidrip.github.io/DROP/credits.html
+ * 	- Issues Catalog           => https://github.com/lakshmiDRIP/DROP/issues
+ * 
+ *  Licensed under the Apache License, Version 2.0 (the "License");
+ *   	you may not use this file except in compliance with the License.
+ *   
+ *  You may obtain a copy of the License at
+ *  	http://www.apache.org/licenses/LICENSE-2.0
+ *  
+ *  Unless required by applicable law or agreed to in writing, software
+ *  	distributed under the License is distributed on an "AS IS" BASIS,
+ *  	WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ *  
+ *  See the License for the specific language governing permissions and
+ *  	limitations under the License.
+ */
+
+/**
+ * <i>MontageL1</i> holds the Top-of-the Book L1 across Venues. The References are:
+ *  
+ * 	<br><br>
+ *  <ul>
+ * 		<li>
+ * 			Chen, J. (2021): Time in Force: Definition, Types, and Examples
+ * 				https://www.investopedia.com/terms/t/timeinforce.asp
+ * 		</li>
+ * 		<li>
+ * 			Cont, R., and A. Kukanov (2017): Optimal Order Placement in Limit Order Markets <i>Quantitative
+ * 				Finance</i> <b>17 (1)</b> 21-39
+ * 		</li>
+ * 		<li>
+ * 			Vassilis, P. (2005b): Slow and Fast Markets <i>Journal of Economics and Business</i> <b>57
+ * 				(6)</b> 576-593
+ * 		</li>
+ * 		<li>
+ * 			Weiss, D. (2006): <i>After the Trade is Made: Processing Securities Transactions</i> <b>Portfolio
+ * 				Publishing</b> London UK
+ * 		</li>
+ * 		<li>
+ * 			Wikipedia (2023): Central Limit Order Book
+ * 				https://en.wikipedia.org/wiki/Central_limit_order_book
+ * 		</li>
+ *  </ul>
+ *
+ *	<br><br>
+ *  <ul>
+ *		<li><b>Module </b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/ProductCore.md">Product Core Module</a></li>
+ *		<li><b>Library</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/TransactionCostAnalyticsLibrary.md">Transaction Cost Analytics</a></li>
+ *		<li><b>Project</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/oms/README.md">R<sup>d</sup> Order Specification, Handling, and Management</a></li>
+ *		<li><b>Package</b> = <a href = "https://github.com/lakshmiDRIP/DROP/tree/master/src/main/java/org/drip/oms/venue/README.md">Implementation of Venue Order Handling</a></li>
+ *  </ul>
+ *
+ * @author Lakshmi Krishnamurthy
+ */
+
+public class MontageL1
+{
+	private TreeMap<Double, MontageL1SizeLayer> _orderedAskBook = null;
+	private TreeMap<Double, MontageL1SizeLayer> _orderedBidBook = null;
+
+	/**
+	 * Empty MontageL1 Constructor
+	 */
+
+	public MontageL1()
+	{
+	}
+
+	/**
+	 * Retrieve the Ordered Bid Book
+	 * 
+	 * @return The Ordered Bid Book
+	 */
+
+	public TreeMap<Double, MontageL1SizeLayer> _orderedBidBook()
+	{
+		return _orderedBidBook;
+	}
+
+	/**
+	 * Retrieve the Ordered Ask Book
+	 * 
+	 * @return The Ordered Ask Book
+	 */
+
+	public TreeMap<Double, MontageL1SizeLayer> _orderedAskBook()
+	{
+		return _orderedAskBook;
+	}
+
+	/**
+	 * Add a Bid Venue L1 Montage Size Layer
+	 * 
+	 * @param montageL1SizeLayer Bid Venue L1 Montage Size Layer
+	 * 
+	 * @return TRUE - Successfully added the Bid Venue L1 Montage Size Layer to the Book
+	 */
+
+	public boolean addBidSizeLayer (
+		final MontageL1SizeLayer montageL1SizeLayer)
+	{
+		if (null == montageL1SizeLayer)
+		{
+			return false;
+		}
+
+		try
+		{
+			_orderedBidBook.put (
+				montageL1SizeLayer.price(),
+				montageL1SizeLayer
+			);
+		}
+		catch (Exception e)
+		{
+			return false;
+		}
+
+		return true;
+	}
+}