VER: Release 0.17.1

CHANGELOG.md

@@ -1,5 +1,14 @@
 # Changelog
 
+## 0.17.1 - 2024-04-08
+
+### Enhancements
+- Added support for Conan-installed zstd (credit: @Hailios)
+
+### Bug fixes
+- Added missing copying of `ts_event` when upgrading structs from DBNv1 to DBNv2
+- Fixed setting of compiler warnings and warnings that had accumulated
+
 ## 0.17.0 - 2024-04-01
 
 ### Enhancements

CMakeLists.txt

@@ -4,7 +4,7 @@ cmake_minimum_required(VERSION 3.14)
 # Project details
 #
 
-project("databento" VERSION 0.17.0 LANGUAGES CXX)
+project("databento" VERSION 0.17.1 LANGUAGES CXX)
 string(TOUPPER ${PROJECT_NAME} PROJECT_NAME_UPPERCASE)
 
 #
@@ -102,16 +102,14 @@ message(STATUS "Added all header and implementation files.")
 
 target_compile_features(${PROJECT_NAME} PUBLIC cxx_std_11)
 include(cmake/CompilerWarnings.cmake)
-set_project_warnings(${PROJECT_NAME})
+set_target_warnings(${PROJECT_NAME})
 include(cmake/Sanitizers.cmake)
 
 # Ensure std::string debug info is included
 if(CMAKE_CXX_COMPILER_ID STREQUAL "Clang" AND CMAKE_BUILD_TYPE STREQUAL "Debug")
   target_compile_options(${PROJECT_NAME} PRIVATE -fstandalone-debug)
 endif()
 
-verbose_message("Applied compiler warnings.")
-
 #
 # Model project dependencies
 #
@@ -211,7 +209,7 @@ target_link_libraries(
     OpenSSL::Crypto
     OpenSSL::SSL
     Threads::Threads
-    zstd::zstd
+    ${ZSTD_TARGET}
 )
 
 target_compile_definitions(

README.md

@@ -157,7 +157,7 @@ These examples can be compiled by enabling the cmake option `DATABENTO_ENABLE_EX
 
 ## Documentation
 
-You can find more detailed examples and the full API documentation on the [Databento doc site](https://docs.databento.com/getting-started?historical=cpp&live=cpp).
+You can find more detailed examples and the full API documentation on the [Databento doc site](https://databento.com/docs/getting-started?historical=cpp&live=cpp).
 
 ## License
 

cmake/CompilerWarnings.cmake

@@ -1,10 +1,9 @@
 # from here:
 #
-# https://github.com/lefticus/cppbestpractices/blob/master/02-Use_the_Tools_Avai
-# lable.md
+# https://github.com/lefticus/cppbestpractices/blob/master/02-Use_the_Tools_Available.md
 # Courtesy of Jason Turner
 
-function(set_project_warnings project_name)
+function(set_target_warnings target)
   set(MSVC_WARNINGS
       /w14242 # 'identifier': conversion from 'type1' to 'type1', possible loss
               # of data
@@ -71,6 +70,7 @@ function(set_project_warnings project_name)
                      # probably wanted
       -Wuseless-cast # warn if you perform a cast to the same type
       -Wno-ignored-attributes
+      -Wno-dangling-reference # False positives with nlohmann_json
   )
 
   if (${PROJECT_NAME}_WARNINGS_AS_ERRORS)
@@ -80,18 +80,14 @@ function(set_project_warnings project_name)
   endif()
 
   if(MSVC)
-    set(PROJECT_WARNINGS ${MSVC_WARNINGS})
+    set(WARNINGS ${MSVC_WARNINGS})
   elseif(CMAKE_CXX_COMPILER_ID MATCHES ".*Clang")
-    set(PROJECT_WARNINGS ${CLANG_WARNINGS})
+    set(WARNINGS ${CLANG_WARNINGS})
   elseif(CMAKE_CXX_COMPILER_ID STREQUAL "GNU")
-    set(PROJECT_WARNINGS ${GCC_WARNINGS})
+    set(WARNINGS ${GCC_WARNINGS})
   else()
     message(AUTHOR_WARNING "No compiler warnings set for '${CMAKE_CXX_COMPILER_ID}' compiler.")
   endif()
 
-  add_compile_options(${PROJECT_WARNINGS})
-
-  if(NOT TARGET ${project_name})
-    message(AUTHOR_WARNING "${project_name} is not a target, thus no compiler warning were added.")
-  endif()
+  target_compile_options(${target} PRIVATE ${WARNINGS})
 endfunction()

cmake/FindZstd.cmake

@@ -50,3 +50,15 @@ if(ZSTD_FOUND AND NOT TARGET zstd::zstd)
       INTERFACE_INCLUDE_DIRECTORIES ${ZSTD_INCLUDE_DIR}
   )
 endif()
+
+# Check if the Conan-provided target exists
+if(TARGET zstd::libzstd_static)
+  # If the Conan target exists, use it
+  set(ZSTD_TARGET zstd::libzstd_static)
+elseif(TARGET zstd::zstd)
+  # If the system-installed target exists, use it
+  set(ZSTD_TARGET zstd::zstd)
+else()
+  # Error out if neither target is found
+  message(FATAL_ERROR "Zstd target not found.")
+endif()

cmake/Utils.cmake

@@ -55,4 +55,5 @@ function(add_example_target name file)
       databento::databento
   )
   target_compile_features(${name} PUBLIC cxx_std_11)
+  set_target_warnings(${name})
 endfunction()

include/databento/batch.hpp

@@ -1,12 +1,10 @@
 #pragma once
 
-#include <cstddef>
 #include <cstdint>
 #include <ostream>
 #include <string>
 #include <vector>
 
-#include "databento/datetime.hpp"  // UnixNanos
 #include "databento/enums.hpp"  // JobState, Delivery, Packaging, Schema, SType
 
 namespace databento {

include/databento/dbn_file_store.hpp

@@ -2,7 +2,6 @@
 
 #include <string>
 
-#include "databento/dbn.hpp"          // Metadata
 #include "databento/dbn_decoder.hpp"  // DbnDecoder
 #include "databento/enums.hpp"        // VersionUpgradePolicy
 #include "databento/timeseries.hpp"   // MetadataCallback, RecordCallback

include/databento/flag_set.hpp

@@ -3,7 +3,6 @@
 #include <bitset>
 #include <cstdint>
 #include <ostream>
-#include <string>
 
 namespace databento {
 // Transparent wrapper around the bit flags used in several DBN record types.

include/databento/historical.hpp

@@ -241,7 +241,6 @@ class Historical {
   DbnFileStore TimeseriesGetRangeToFile(const HttplibParams& params,
                                         const std::string& file_path);
 
-  ILogReceiver* log_receiver_;
   const std::string key_;
   const std::string gateway_;
   detail::HttpClient client_;

include/databento/live.hpp

@@ -1,6 +1,5 @@
 #pragma once
 
-#include <cstdint>
 #include <string>
 
 #include "databento/enums.hpp"  // VersionUpgradePolicy

include/databento/live_blocking.hpp

@@ -3,7 +3,6 @@
 #include <array>
 #include <chrono>  // milliseconds
 #include <cstdint>
-#include <memory>
 #include <string>
 #include <vector>
 

include/databento/live_threaded.hpp

@@ -7,10 +7,8 @@
 #include <vector>
 
 #include "databento/datetime.hpp"              // UnixNanos
-#include "databento/dbn.hpp"                   // Metadata
 #include "databento/detail/scoped_thread.hpp"  // ScopedThread
 #include "databento/enums.hpp"                 // Schema, SType
-#include "databento/record.hpp"                // Record
 #include "databento/timeseries.hpp"  // MetadataCallback, RecordCallback
 
 namespace databento {

include/databento/metadata.hpp

@@ -4,7 +4,6 @@
 #include <map>
 #include <ostream>
 #include <string>
-#include <vector>
 
 #include "databento/enums.hpp"  // FeedMode, DatasetCondition, Schema
 

include/databento/record.hpp

@@ -1,7 +1,6 @@
 #pragma once
 
 #include <array>
-#include <chrono>  // nanoseconds
 #include <cstddef>
 #include <cstdint>
 #include <cstring>  // strncmp

include/databento/symbology.hpp

@@ -1,6 +1,5 @@
 #pragma once
 
-#include <cstdint>
 #include <ostream>
 #include <string>
 #include <unordered_map>

pkg/PKGBUILD

@@ -1,7 +1,7 @@
 # Maintainer: Databento <[email protected]>
 _pkgname=databento-cpp
 pkgname=databento-cpp-git
-pkgver=0.17.0
+pkgver=0.17.1
 pkgrel=1
 pkgdesc="Official C++ client for Databento"
 arch=('any')

src/compat.cpp

@@ -11,7 +11,8 @@ namespace databento {
 InstrumentDefMsgV2 InstrumentDefMsgV1::ToV2() const {
   InstrumentDefMsgV2 ret{
       RecordHeader{sizeof(InstrumentDefMsgV2) / RecordHeader::kLengthMultiplier,
-                   RType::InstrumentDef, hd.publisher_id, hd.instrument_id},
+                   RType::InstrumentDef, hd.publisher_id, hd.instrument_id,
+                   hd.ts_event},
       ts_recv,
       min_price_increment,
       display_factor,
@@ -72,7 +73,7 @@ InstrumentDefMsgV2 InstrumentDefMsgV1::ToV2() const {
       contract_multiplier_unit,
       flow_schedule_type,
       tick_rule,
-  };
+      {}};
   std::copy(currency.begin(), currency.end(), ret.currency.begin());
   std::copy(settl_currency.begin(), settl_currency.end(),
             ret.settl_currency.begin());
@@ -95,7 +96,8 @@ InstrumentDefMsgV2 InstrumentDefMsgV1::ToV2() const {
 ErrorMsgV2 ErrorMsgV1::ToV2() const {
   ErrorMsgV2 ret{
       RecordHeader{sizeof(ErrorMsgV2) / RecordHeader::kLengthMultiplier,
-                   RType::Error, hd.publisher_id, hd.instrument_id},
+                   RType::Error, hd.publisher_id, hd.instrument_id,
+                   hd.ts_event},
       {},
       std::numeric_limits<std::uint8_t>::max(),
       std::numeric_limits<std::uint8_t>::max()};
@@ -106,7 +108,8 @@ ErrorMsgV2 ErrorMsgV1::ToV2() const {
 SymbolMappingMsgV2 SymbolMappingMsgV1::ToV2() const {
   SymbolMappingMsgV2 ret{
       RecordHeader{sizeof(SymbolMappingMsgV2) / RecordHeader::kLengthMultiplier,
-                   RType::SymbolMapping, hd.publisher_id, hd.instrument_id},
+                   RType::SymbolMapping, hd.publisher_id, hd.instrument_id,
+                   hd.ts_event},
       // invalid
       static_cast<SType>(std::numeric_limits<std::uint8_t>::max()),
       {},
@@ -125,7 +128,8 @@ SymbolMappingMsgV2 SymbolMappingMsgV1::ToV2() const {
 SystemMsgV2 SystemMsgV1::ToV2() const {
   SystemMsgV2 ret{
       RecordHeader{sizeof(SystemMsgV2) / RecordHeader::kLengthMultiplier,
-                   RType::System, hd.publisher_id, hd.instrument_id},
+                   RType::System, hd.publisher_id, hd.instrument_id,
+                   hd.ts_event},
       {},
       std::numeric_limits<std::uint8_t>::max()};
   std::copy(msg.begin(), msg.end(), ret.msg.begin());

src/datetime.cpp

@@ -17,10 +17,9 @@ std::string ToIso8601(UnixNanos unix_nanos) {
     return "UNDEF_TIMESTAMP";
   }
   std::array<char, 80> buf{};
-  const auto time =
-      static_cast<std::time_t>(std::chrono::duration_cast<std::chrono::seconds>(
-                                   unix_nanos.time_since_epoch())
-                                   .count());
+  const std::time_t time = std::chrono::duration_cast<std::chrono::seconds>(
+                               unix_nanos.time_since_epoch())
+                               .count();
   std::tm tm = {};
 #ifdef _WIN32
   if (::gmtime_s(&tm, &time) != 0) {

src/dbn_decoder.cpp

@@ -52,12 +52,12 @@ std::string Consume(std::vector<std::uint8_t>::const_iterator& byte_it,
                     const std::ptrdiff_t num_bytes, const char* context) {
   const auto cstr = Consume(byte_it, num_bytes);
   // strnlen isn't portable
-  const std::size_t str_len = std::find(cstr, cstr + num_bytes, '\0') - cstr;
+  const auto str_len = std::find(cstr, cstr + num_bytes, '\0') - cstr;
   if (str_len == num_bytes) {
     throw databento::DbnResponseError{std::string{"Invalid "} + context +
                                       " missing null terminator"};
   }
-  return std::string{cstr, str_len};
+  return std::string{cstr, static_cast<std::size_t>(str_len)};
 }
 }  // namespace
 

src/historical.cpp

@@ -148,15 +148,13 @@ std::string PathJoin(const std::string& dir, const std::string& path) {
 
 Historical::Historical(ILogReceiver* log_receiver, std::string key,
                        HistoricalGateway gateway)
-    : log_receiver_{log_receiver},
-      key_{std::move(key)},
+    : key_{std::move(key)},
       gateway_{UrlFromGateway(gateway)},
       client_{log_receiver, key_, gateway_} {}
 
 Historical::Historical(ILogReceiver* log_receiver, std::string key,
                        std::string gateway, std::uint16_t port)
-    : log_receiver_{log_receiver},
-      key_{std::move(key)},
+    : key_{std::move(key)},
       gateway_{std::move(gateway)},
       client_{log_receiver, key_, gateway_, port} {}
 
@@ -908,7 +906,7 @@ void Historical::TimeseriesGetRange(const HttplibParams& params,
         break;
       }
     }
-  } catch (const std::exception& exc) {
+  } catch (const std::exception&) {
     should_continue = false;
     // wait for thread to finish before checking for exceptions
     stream.Join();

src/live_threaded.cpp

@@ -17,8 +17,8 @@ using databento::LiveThreaded;
 
 struct LiveThreaded::Impl {
   template <typename... A>
-  explicit Impl(ILogReceiver* log_receiver, A&&... args)
-      : log_receiver{log_receiver},
+  explicit Impl(ILogReceiver* log_recv, A&&... args)
+      : log_receiver{log_recv},
         blocking{log_receiver, std::forward<A>(args)...} {}
 
   void NotifyOfStop() {

test/CMakeLists.txt

@@ -51,6 +51,10 @@ set(
   src/zstd_stream_tests.cpp
 )
 add_executable(${PROJECT_NAME} ${test_headers} ${test_sources})
+if(WIN32)
+  # Disable warnings
+  target_compile_options(${PROJECT_NAME} PRIVATE /w)
+endif()
 find_package(Threads REQUIRED)
 
 target_link_libraries(

test/src/dbn_decoder_tests.cpp

@@ -157,13 +157,17 @@ TEST_F(DbnDecoderTests, TestUpgradeSymbolMappingWithTsOut) {
       DbnDecoder::DecodeRecordCompat(1, VersionUpgradePolicy::Upgrade, true,
                                      &compat_buffer, Record{&orig.rec.hd});
   const auto& upgraded = res.Get<WithTsOut<SymbolMappingMsgV2>>();
-  ASSERT_EQ(orig.ts_out, upgraded.ts_out);
-  ASSERT_STREQ(orig.rec.STypeInSymbol(), upgraded.rec.STypeInSymbol());
-  ASSERT_STREQ(orig.rec.STypeOutSymbol(), upgraded.rec.STypeOutSymbol());
+  EXPECT_EQ(orig.rec.hd.rtype, upgraded.rec.hd.rtype);
+  EXPECT_EQ(orig.rec.hd.instrument_id, upgraded.rec.hd.instrument_id);
+  EXPECT_EQ(orig.rec.hd.publisher_id, upgraded.rec.hd.publisher_id);
+  EXPECT_EQ(orig.rec.hd.ts_event, upgraded.rec.hd.ts_event);
+  EXPECT_EQ(orig.ts_out, upgraded.ts_out);
+  EXPECT_STREQ(orig.rec.STypeInSymbol(), upgraded.rec.STypeInSymbol());
+  EXPECT_STREQ(orig.rec.STypeOutSymbol(), upgraded.rec.STypeOutSymbol());
   // `length` properly set
-  ASSERT_EQ(upgraded.rec.hd.Size(), sizeof(upgraded));
+  EXPECT_EQ(upgraded.rec.hd.Size(), sizeof(upgraded));
   // used compat buffer
-  ASSERT_EQ(reinterpret_cast<const std::uint8_t*>(&upgraded),
+  EXPECT_EQ(reinterpret_cast<const std::uint8_t*>(&upgraded),
             compat_buffer.data());
 }