0.11.2

Release notes

Enhancements

• Added historical::timeseries::get_range_to_file method to persist the data stream to
  a given path before returning an AsyncDbnDecoder
• Upgraded DBN version to 0.18.2

0.11.1

Release notes

Enhancements

• Added getter for heartbeat_interval to LiveClient

Bug fixes

• Fixed potential incorrect DNS resolution when overriding the live gateway address
  with live::Builder::addr

0.11.0

Release notes

Enhancements

• Added configurable heartbeat_interval parameter for live client that determines the
  timeout before heartbeat SystemMsg records will be sent. It can be configured via
  the heartbeat_interval and heartbeat_interval_s methods of the
  live::ClientBuilder
• Added addr function to live::ClientBuilder for configuring a custom gateway
  address without using LiveClient::connect_with_addr directly
• Upgraded DBN version to 0.18.1

Breaking changes

• Added heartbeat_interval parameter to LiveClient::connect and
  LiveClient::connect_with_addr
• Removed deprecated start_date and end_date fields from DatasetRange struct

0.10.0

Release notes

Enhancements

• Added use_snapshot attribute to Subscription, defaults to false
• Upgraded reqwest version to 0.12

Breaking changes

• Upgraded DBN version to 0.18.0
  • Changed type of flags in MboMsg, TradeMsg, Mbp1Msg, Mbp10Msg, and CbboMsg
    from u8 to a new FlagSet type with predicate methods for the various bit flags
    as well as setters. The u8 value can still be obtained by calling the raw() method.
    • Improved Debug formatting
  • Switched DecodeStream from streaming_iterator crate to fallible_streaming_iterator
    to allow better notification of errors
  • Changed default value for stype_in and stype_out in SymbolMappingMsg to
    u8::MAX to match C++ client and to reflect an unknown value. This also changes the
    value of these fields when upgrading a SymbolMappingMsgV1 to DBNv2

0.9.1

Release notes

Bug fixes

• Fixed build when only live feature is enabled

0.9.0

Release notes

Enhancements

• Added start and end fields to the DatasetRange struct which provide time resolution and an exclusive end date
• Upgraded DBN version to 0.17.1

Deprecations

• The start_date and end_date fields of the DatasetRange struct are deprecated and will be removed in a future release

0.8.0

Release notes

Enhancements

• Upgraded DBN version to 0.17.0
  • Added new record types and schema variants for consolidated BBO and subsampled BBO
  • Added Volatility and Delta StatType variants

0.7.1

Release notes

Enhancements

• Improve error handling when a historical HTTP error response is not in the
  expected JSON format

0.7.0

Release notes

Enhancements

• Document cancellation safety of LiveClient methods (credit: @yongqli)
• Document live::Subscription::start is based on ts_event
• Allow constructing a DateRange and DateTimeRange with an end based on a
  time::Duration
• Implemented Debug for LiveClient, LiveClientBuilder, HistoricalClient,
  HistoricalClientBuilder, BatchClient, MetadataClient, SymbologyClient, and
  TimeseriesClient
• Derived Clone for LiveClientBuilder and HistoricalClientBuilder
• Added ApiKey type for safely deriving Debug for types containing an API key

Breaking changes

• Changed default upgrade_policy in LiveBuilder and GetRangeParams to Upgrade so
  by default the primary record types can always be used
• Simplified DateRange and DateTimeRange by removing FwdFill variant that didn't
  work correctly
• Upgraded DBN version to 0.16.0
  • Updated StatusMsg in preparation for status schema release
  • Fixed handling of ts_out when upgrading DBNv1 records to version 2
  • Fixed handling of ErrorMsgV1 and SystemMsgV1 in rtype dispatch macros

0.6.0

Release notes

Enhancements

• Relaxed version requirements for tokio, tokio-util, and thiserror

Breaking changes

• Updated DBN version to 0.15.0
  • Added support for larger SystemMsg and ErrorMsg records
  • Improved Debug implementations for records and RecordRef
  • Improved panic messages for RecordRef::get
• Upgraded typed-builder to 0.18

Bug fixes

• Fixed documentation for end in DateRange::Closed and DateTimeRange::Closed