VER: Release 0.45.0

.github/workflows/test.yml

@@ -10,7 +10,7 @@ jobs:
       fail-fast: false
       matrix:
         os: [ubuntu-latest, macos-latest, windows-latest]
-        python-version: ["3.9", "3.10", "3.11", "3.12"]
+        python-version: ["3.9", "3.10", "3.11", "3.12", "3.13"]
     name: build - Python ${{ matrix.python-version }} (${{ matrix.os }})
     runs-on: ${{ matrix.os }}
 

CHANGELOG.md

@@ -1,5 +1,19 @@
 # Changelog
 
+## 0.45.0 - 2024-11-12
+
+This release adds support for Python v3.13.
+
+#### Enhancements
+- Added support for Python 3.13
+- Added new IntelligentCross venues `ASPN`, `ASMT`, and `ASPI`
+- Upgraded `databento-dbn` to 0.23.1
+    - Fixed `pretty_activation` getter in `databento_dbn` returning `expiration` instead
+    - Fixed some `pretty_` getters in `databento_dbn` didn't correctly handle `UNDEF_PRICE`
+
+#### Deprecations
+- Deprecated `packaging` parameter for `Historical.batch.submit_job` which will be removed in a future release
+
 ## 0.44.1 - 2024-10-29
 
 #### Enhancements

README.md

@@ -32,7 +32,7 @@ The library is fully compatible with the latest distribution of Anaconda 3.9 and
 The minimum dependencies as found in the `pyproject.toml` are also listed below:
 - python = "^3.9"
 - aiohttp = "^3.8.3"
-- databento-dbn = "0.23.0"
+- databento-dbn = "0.23.1"
 - numpy= ">=1.23.5"
 - pandas = ">=1.5.3"
 - pip-system-certs = ">=4.0" (Windows only)

databento/common/publishers.py

@@ -102,6 +102,12 @@ class Venue(StringyMixin, str, Enum):
         Long-Term Stock Exchange, Inc..
     XOFF
         Off-Exchange Transactions - Listed Instruments.
+    ASPN
+        IntelligentCross ASPEN Intelligent Bid/Offer.
+    ASMT
+        IntelligentCross ASPEN Maker/Taker.
+    ASPI
+        IntelligentCross ASPEN Inverted.
 
     """
 
@@ -148,6 +154,9 @@ class Venue(StringyMixin, str, Enum):
     SPHR = "SPHR"
     LTSE = "LTSE"
     XOFF = "XOFF"
+    ASPN = "ASPN"
+    ASMT = "ASMT"
+    ASPI = "ASPI"
 
     @classmethod
     def from_int(cls, value: int) -> Venue:
@@ -240,6 +249,12 @@ def from_int(cls, value: int) -> Venue:
             return Venue.LTSE
         if value == 43:
             return Venue.XOFF
+        if value == 44:
+            return Venue.ASPN
+        if value == 45:
+            return Venue.ASMT
+        if value == 46:
+            return Venue.ASPI
         raise ValueError(f"Integer value {value} does not correspond with any Venue variant")
 
     def to_int(self) -> int:
@@ -332,6 +347,12 @@ def to_int(self) -> int:
             return 42
         if self == Venue.XOFF:
             return 43
+        if self == Venue.ASPN:
+            return 44
+        if self == Venue.ASMT:
+            return 45
+        if self == Venue.ASPI:
+            return 46
         raise ValueError("Invalid Venue")
 
     @property
@@ -425,6 +446,12 @@ def description(self) -> str:
             return "Long-Term Stock Exchange, Inc."
         if self == Venue.XOFF:
             return "Off-Exchange Transactions - Listed Instruments"
+        if self == Venue.ASPN:
+            return "IntelligentCross ASPEN Intelligent Bid/Offer"
+        if self == Venue.ASMT:
+            return "IntelligentCross ASPEN Maker/Taker"
+        if self == Venue.ASPI:
+            return "IntelligentCross ASPEN Inverted"
         raise ValueError("Unexpected Venue value")
 
 

databento/historical/api/batch.py

@@ -29,6 +29,7 @@
 from databento.common.enums import Delivery
 from databento.common.enums import Packaging
 from databento.common.enums import SplitDuration
+from databento.common.error import BentoDeprecationWarning
 from databento.common.error import BentoError
 from databento.common.error import BentoHttpError
 from databento.common.error import BentoWarning
@@ -39,6 +40,7 @@
 from databento.common.parsing import optional_values_list_to_string
 from databento.common.parsing import symbols_list_to_list
 from databento.common.publishers import Dataset
+from databento.common.types import Default
 from databento.common.validation import validate_enum
 from databento.common.validation import validate_path
 from databento.common.validation import validate_semantic_string
@@ -73,7 +75,7 @@ def submit_job(
         split_symbols: bool = False,
         split_duration: SplitDuration | str = "day",
         split_size: int | None = None,
-        packaging: Packaging | str | None = None,
+        packaging: Packaging | str | None = Default(None),  # type: ignore [assignment]
         delivery: Delivery | str = "download",
         stype_in: SType | str = "raw_symbol",
         stype_out: SType | str = "instrument_id",
@@ -148,6 +150,15 @@ def submit_job(
         """
         stype_in_valid = validate_enum(stype_in, SType, "stype_in")
         symbols_list = symbols_list_to_list(symbols, stype_in_valid)
+
+        if isinstance(packaging, Default):
+            packaging = packaging.value
+        else:
+            warnings.warn(
+                message="The `packaging` parameter is deprecated and will be removed in a future release.",
+                category=BentoDeprecationWarning,
+            )
+
         data: dict[str, object | None] = {
             "dataset": validate_semantic_string(dataset, "dataset"),
             "start": datetime_to_string(start),

databento/version.py

@@ -1 +1 @@
-__version__ = "0.44.1"
+__version__ = "0.45.0"

pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "databento"
-version = "0.44.1"
+version = "0.45.0"
 description = "Official Python client library for Databento"
 authors = [
     "Databento <[email protected]>",
@@ -27,12 +27,12 @@ repository = "https://github.com/databento/databento-python"
 "Bug Tracker" = "https://github.com/databento/databento-python/issues"
 
 [tool.poetry.dependencies]
-python = ">=3.9,<3.13"
+python = ">=3.9,<3.14"
 aiohttp = [
     {version = "^3.8.3", python = "<3.12"},
     {version = "^3.9.0", python = "^3.12"}
 ]
-databento-dbn = "0.23.0"
+databento-dbn = "0.23.1"
 numpy = [
     {version = ">=1.23.5", python = "<3.12"},
     {version = ">=1.26.0", python = "^3.12"}

tests/conftest.py

@@ -297,4 +297,6 @@ async def fixture_live_client(
     with mock_live_server.test_context():
         yield test_client
 
-    test_client.stop()
+    if test_client.is_connected():
+        test_client.stop()
+        await test_client.wait_for_close()

tests/mockliveserver/controller.py

@@ -94,7 +94,12 @@ def _command_active_count(self, *_: str) -> None:
         """
         Log the number of active connections.
         """
-        count = self._server._active_count  # type: ignore [attr-defined]
+        # _active_count was removed in Python 3.13
+        if hasattr(self._server, "_active_count"):
+            count = self._server._active_count
+        else:
+            count = len(self._server._clients)  # type: ignore [attr-defined]
+
         logger.info("active connections: %d", count)
 
     def _command_add_key(self, key: str) -> None:

tests/test_historical_batch.py

@@ -5,6 +5,7 @@
 import databento as db
 import pytest
 import requests
+from databento.common.error import BentoDeprecationWarning
 from databento.historical.client import Historical
 
 
@@ -63,19 +64,20 @@ def test_batch_submit_job_sends_expected_request(
     monkeypatch.setattr(requests, "post", mocked_post := MagicMock())
 
     # Act
-    historical_client.batch.submit_job(
-        dataset="GLBX.MDP3",
-        symbols="ESH1",
-        schema="trades",
-        start="2020-12-28T12:00",
-        end="2020-12-29",
-        encoding="csv",
-        split_duration="day",
-        split_size=10000000000,
-        packaging="none",
-        delivery="download",
-        compression="zstd",
-    )
+    with pytest.warns(BentoDeprecationWarning):
+        historical_client.batch.submit_job(
+            dataset="GLBX.MDP3",
+            symbols="ESH1",
+            schema="trades",
+            start="2020-12-28T12:00",
+            end="2020-12-29",
+            encoding="csv",
+            split_duration="day",
+            split_size=10000000000,
+            packaging="none",
+            delivery="download",
+            compression="zstd",
+        )
 
     # Assert
     call = mocked_post.call_args.kwargs