From e2375e2a019202cc3b4c770f061ff11c4a02e226 Mon Sep 17 00:00:00 2001
From: Carter Green <carter@databento.com>
Date: Wed, 3 Jul 2024 08:17:57 -0500
Subject: [PATCH 1/4] ADD: Add separate `BboMsg` to DBN

---
 CHANGELOG.md                         |  15 ++-
 python/python/databento_dbn/_lib.pyi | 128 +++++++++++++++++++-
 python/src/lib.rs                    |   3 +-
 rust/dbn/src/compat.rs               |   4 +-
 rust/dbn/src/decode/dbn/async.rs     |   8 +-
 rust/dbn/src/decode/dbn/sync.rs      |  56 ++-------
 rust/dbn/src/decode/dbz.rs           |   4 +-
 rust/dbn/src/enums.rs                |   3 +-
 rust/dbn/src/lib.rs                  |   8 +-
 rust/dbn/src/python/record.rs        | 168 ++++++++++++++++++++++++---
 rust/dbn/src/record.rs               |  92 +++++++++++++--
 rust/dbn/src/record/impl_default.rs  |  38 ++++--
 rust/dbn/src/record/methods.rs       |  22 +++-
 13 files changed, 440 insertions(+), 109 deletions(-)

diff --git a/CHANGELOG.md b/CHANGELOG.md
index caa4600..fcd098e 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -1,5 +1,16 @@
 # Changelog
 
+## 0.19.0 - TBD
+
+### Enhancements
+- Added `BboMsg` record struct for future `bbo-1m` and `bbo-1s` schemas
+
+### Breaking changes
+- Added `Default` trait implementation for `Mbp1Msg` due to it no longer needing
+  to support multiple `rtype` values. The `default_for_schema` function has been removed
+- Changed `Bbo1sMsg` and `Bbo1mMsg` to be aliases for `BboMsg`
+- Changed the default value of the `side` fields to `Side::None`
+
 ## 0.18.3 - 2024-07-02
 
 ### Bug fixes
@@ -78,8 +89,8 @@
 ## 0.17.0 - 2024-04-01
 
 ### Enhancements
-- Added new record type `CbboMsg`, new rtypes and schema types for `Cbbo`, `Cbbo1s`,
-  `Cbbo1m`, `Tcbbo`, `Bbo1s`, and `Bbo1m`
+- Added new record type `CbboMsg`, new rtypes and schema types for `Cbbo`, `Cbbo1S`,
+  `Cbbo1M`, `Tcbbo`, `Bbo1S`, and `Bbo1M`
 - Added `Volatility` and `Delta` `StatType` variants
 - Added `Undefined` and `TimeProRata` `MatchAlgorithm` variants
 - Exported more enums to Python:
diff --git a/python/python/databento_dbn/_lib.pyi b/python/python/databento_dbn/_lib.pyi
index 44791a2..c7373b1 100644
--- a/python/python/databento_dbn/_lib.pyi
+++ b/python/python/databento_dbn/_lib.pyi
@@ -26,6 +26,7 @@ _DBNRecord = Union[
     Metadata,
     MBOMsg,
     MBP1Msg,
+    BBOMsg,
     CBBOMsg,
     MBP10Msg,
     OHLCVMsg,
@@ -1721,6 +1722,127 @@ class MBP1Msg(Record, _MBPBase):
 
         """
 
+class BBOMsg(Record):
+    """
+    Subsampled market by price with a known book depth of 1.
+    """
+
+    @property
+    def pretty_price(self) -> float:
+        """
+        The price of the last trade as a float.
+
+        Returns
+        -------
+        float
+
+        See Also
+        --------
+        price
+
+        """
+
+    @property
+    def price(self) -> int:
+        """
+        The price of the last trade expressed as a signed integer where every 1 unit
+        corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.
+
+        Returns
+        -------
+        int
+
+        See Also
+        --------
+        pretty_price
+
+        """
+
+    @property
+    def size(self) -> int:
+        """
+        The quantity of the last trade.
+
+        Returns
+        -------
+        int
+
+        """
+
+    @property
+    def side(self) -> str:
+        """
+        The side that initiated the last trade. Can be `A`sk for a sell order (or sell
+        aggressor in a trade), `B`id for a buy order (or buy aggressor in a trade), or
+        `N`one where no side is specified by the original source.
+
+        Returns
+        -------
+        str
+
+        """
+
+    @property
+    def flags(self) -> int:
+        """
+        A bit field indicating event end, message characteristics, and data quality.
+
+        Returns
+        -------
+        int
+
+        """
+
+    @property
+    def pretty_ts_recv(self) -> dt.datetime:
+        """
+        The capture-server-received timestamp as a datetime or
+        `pandas.Timestamp`, if available.
+
+        Returns
+        -------
+        datetime.datetime
+
+        """
+
+    @property
+    def ts_recv(self) -> int:
+        """
+        The capture-server-received timestamp expressed as number of
+        nanoseconds since the UNIX epoch.
+
+        Returns
+        -------
+        int
+
+        """
+
+    @property
+    def sequence(self) -> int:
+        """
+        The message sequence number assigned at the venue of the last update.
+
+        Returns
+        -------
+        int
+
+        """
+
+    @property
+    def levels(self) -> list[BidAskPair]:
+        """
+        The top of the order book.
+
+        Returns
+        -------
+        list[BidAskPair]
+
+        Notes
+        -----
+        BBOMsg contains 1 level of BidAskPair.
+
+        """
+
 class CBBOMsg(Record):
     """
     Consolidated best bid and offer implementation.
@@ -1816,8 +1938,7 @@ class CBBOMsg(Record):
     @property
     def pretty_ts_recv(self) -> dt.datetime:
         """
-        The capture-server-received timestamp as a datetime or
-        `pandas.Timestamp`, if available.
+        The interval timestamp as a datetime or `pandas.Timestamp` if available.
 
         Returns
         -------
@@ -1828,8 +1949,7 @@ class CBBOMsg(Record):
     @property
     def ts_recv(self) -> int:
         """
-        The capture-server-received timestamp expressed as number of
-        nanoseconds since the UNIX epoch.
+        The interval timestamp expressed as number of nanoseconds since the UNIX epoch.
 
         Returns
         -------
diff --git a/python/src/lib.rs b/python/src/lib.rs
index d2f0b53..3b6ff88 100644
--- a/python/src/lib.rs
+++ b/python/src/lib.rs
@@ -6,7 +6,7 @@ use dbn::{
     compat::{ErrorMsgV1, InstrumentDefMsgV1, SymbolMappingMsgV1, SystemMsgV1},
     flags,
     python::{DBNError, EnumIterator},
-    Action, BidAskPair, CbboMsg, Compression, ConsolidatedBidAskPair, Encoding, ErrorMsg,
+    Action, BboMsg, BidAskPair, CbboMsg, Compression, ConsolidatedBidAskPair, Encoding, ErrorMsg,
     ImbalanceMsg, InstrumentClass, InstrumentDefMsg, MatchAlgorithm, MboMsg, Mbp10Msg, Mbp1Msg,
     Metadata, OhlcvMsg, RType, RecordHeader, SType, Schema, SecurityUpdateAction, Side, StatMsg,
     StatType, StatUpdateAction, StatusAction, StatusMsg, StatusReason, SymbolMappingMsg, SystemMsg,
@@ -54,6 +54,7 @@ fn databento_dbn(_py: Python<'_>, m: &Bound<PyModule>) -> PyResult<()> {
     checked_add_class::<SystemMsg>(m)?;
     checked_add_class::<SystemMsgV1>(m)?;
     checked_add_class::<StatMsg>(m)?;
+    checked_add_class::<BboMsg>(m)?;
     checked_add_class::<CbboMsg>(m)?;
     // PyClass enums
     checked_add_class::<Action>(m)?;
diff --git a/rust/dbn/src/compat.rs b/rust/dbn/src/compat.rs
index a0a6c23..0256b23 100644
--- a/rust/dbn/src/compat.rs
+++ b/rust/dbn/src/compat.rs
@@ -644,7 +644,7 @@ mod tests {
     use time::OffsetDateTime;
     use type_layout::{Field, TypeLayout};
 
-    use crate::{Mbp1Msg, Record, Schema, MAX_RECORD_LEN};
+    use crate::{Mbp1Msg, Record, MAX_RECORD_LEN};
 
     use super::*;
 
@@ -727,7 +727,7 @@ mod tests {
         let rec = Mbp1Msg {
             price: 1_250_000_000,
             side: b'A' as c_char,
-            ..Mbp1Msg::default_for_schema(Schema::Mbp1)
+            ..Mbp1Msg::default()
         };
         let orig = WithTsOut::new(rec, OffsetDateTime::now_utc().unix_timestamp_nanos() as u64);
         let mut compat_buffer = [0; MAX_RECORD_LEN];
diff --git a/rust/dbn/src/decode/dbn/async.rs b/rust/dbn/src/decode/dbn/async.rs
index ca50825..7b6a014 100644
--- a/rust/dbn/src/decode/dbn/async.rs
+++ b/rust/dbn/src/decode/dbn/async.rs
@@ -672,8 +672,8 @@ mod tests {
     #[case::mbo(Schema::Mbo, MboMsg::default())]
     #[case::trades(Schema::Trades, TradeMsg::default())]
     #[case::tbbo(Schema::Cbbo, CbboMsg::default_for_schema(Schema::Cbbo))]
-    #[case::tbbo(Schema::Tbbo, TbboMsg::default_for_schema(Schema::Tbbo))]
-    #[case::mbp1(Schema::Mbp1, Mbp1Msg::default_for_schema(Schema::Mbp1))]
+    #[case::tbbo(Schema::Tbbo, TbboMsg::default())]
+    #[case::mbp1(Schema::Mbp1, Mbp1Msg::default())]
     #[case::mbp10(Schema::Mbp10, Mbp10Msg::default())]
     #[case::ohlcv1d(Schema::Ohlcv1D, OhlcvMsg::default_for_schema(Schema::Ohlcv1D))]
     #[case::ohlcv1h(Schema::Ohlcv1H, OhlcvMsg::default_for_schema(Schema::Ohlcv1H))]
@@ -716,8 +716,8 @@ mod tests {
     #[case::mbo(Schema::Mbo, MboMsg::default())]
     #[case::trades(Schema::Trades, TradeMsg::default())]
     #[case::cbbo(Schema::Cbbo, CbboMsg::default_for_schema(Schema::Cbbo))]
-    #[case::tbbo(Schema::Tbbo, TbboMsg::default_for_schema(Schema::Tbbo))]
-    #[case::mbp1(Schema::Mbp1, Mbp1Msg::default_for_schema(Schema::Mbp1))]
+    #[case::tbbo(Schema::Tbbo, TbboMsg::default())]
+    #[case::mbp1(Schema::Mbp1, Mbp1Msg::default())]
     #[case::mbp10(Schema::Mbp10, Mbp10Msg::default())]
     #[case::ohlcv1d(Schema::Ohlcv1D, OhlcvMsg::default_for_schema(Schema::Ohlcv1D))]
     #[case::ohlcv1h(Schema::Ohlcv1H, OhlcvMsg::default_for_schema(Schema::Ohlcv1H))]
diff --git a/rust/dbn/src/decode/dbn/sync.rs b/rust/dbn/src/decode/dbn/sync.rs
index 8a51b6a..4b8b38f 100644
--- a/rust/dbn/src/decode/dbn/sync.rs
+++ b/rust/dbn/src/decode/dbn/sync.rs
@@ -736,18 +736,8 @@ mod tests {
     #[rstest]
     #[case::uncompressed_mbo_v1(1, Schema::Mbo, Compression::None, MboMsg::default())]
     #[case::uncompressed_trades_v1(1, Schema::Trades, Compression::None, TradeMsg::default())]
-    #[case::uncompressed_tbbo_v1(
-        1,
-        Schema::Tbbo,
-        Compression::None,
-        TbboMsg::default_for_schema(Schema::Tbbo)
-    )]
-    #[case::uncompressed_mbp1_v1(
-        1,
-        Schema::Mbp1,
-        Compression::None,
-        Mbp1Msg::default_for_schema(Schema::Tbbo)
-    )]
+    #[case::uncompressed_tbbo_v1(1, Schema::Tbbo, Compression::None, TbboMsg::default())]
+    #[case::uncompressed_mbp1_v1(1, Schema::Mbp1, Compression::None, Mbp1Msg::default())]
     #[case::uncompressed_mbp10_v1(1, Schema::Mbp10, Compression::None, Mbp10Msg::default())]
     #[case::uncompressed_ohlcv1d_v1(
         1,
@@ -793,18 +783,8 @@ mod tests {
     )]
     #[case::zstd_mbo_v1(1, Schema::Mbo, Compression::ZStd, MboMsg::default())]
     #[case::zstd_trades_v1(1, Schema::Trades, Compression::ZStd, TradeMsg::default())]
-    #[case::zstd_tbbo_v1(
-        1,
-        Schema::Tbbo,
-        Compression::ZStd,
-        TbboMsg::default_for_schema(Schema::Tbbo)
-    )]
-    #[case::zstd_mbp1_v1(
-        1,
-        Schema::Mbp1,
-        Compression::ZStd,
-        Mbp1Msg::default_for_schema(Schema::Mbp1)
-    )]
+    #[case::zstd_tbbo_v1(1, Schema::Tbbo, Compression::ZStd, TbboMsg::default())]
+    #[case::zstd_mbp1_v1(1, Schema::Mbp1, Compression::ZStd, Mbp1Msg::default())]
     #[case::zstd_mbp10_v1(1, Schema::Mbp10, Compression::ZStd, Mbp10Msg::default())]
     #[case::zstd_ohlcv1d_v1(
         1,
@@ -840,18 +820,8 @@ mod tests {
     #[case::zstd_statistics_v1(1, Schema::Statistics, Compression::ZStd, StatMsg::default())]
     #[case::uncompressed_mbo_v2(2, Schema::Mbo, Compression::None, MboMsg::default())]
     #[case::uncompressed_trades_v2(2, Schema::Trades, Compression::None, TradeMsg::default())]
-    #[case::uncompressed_tbbo_v2(
-        2,
-        Schema::Tbbo,
-        Compression::None,
-        TbboMsg::default_for_schema(Schema::Tbbo)
-    )]
-    #[case::uncompressed_mbp1_v2(
-        2,
-        Schema::Mbp1,
-        Compression::None,
-        Mbp1Msg::default_for_schema(Schema::Mbp1)
-    )]
+    #[case::uncompressed_tbbo_v2(2, Schema::Tbbo, Compression::None, TbboMsg::default())]
+    #[case::uncompressed_mbp1_v2(2, Schema::Mbp1, Compression::None, Mbp1Msg::default())]
     #[case::uncompressed_mbp10_v2(2, Schema::Mbp10, Compression::None, Mbp10Msg::default())]
     #[case::uncompressed_ohlcv1d_v2(
         2,
@@ -897,18 +867,8 @@ mod tests {
     )]
     #[case::zstd_mbo_v2(2, Schema::Mbo, Compression::ZStd, MboMsg::default())]
     #[case::zstd_trades_v2(2, Schema::Trades, Compression::ZStd, TradeMsg::default())]
-    #[case::zstd_tbbo_v2(
-        2,
-        Schema::Tbbo,
-        Compression::ZStd,
-        TbboMsg::default_for_schema(Schema::Tbbo)
-    )]
-    #[case::zstd_mbp1_v2(
-        2,
-        Schema::Mbp1,
-        Compression::ZStd,
-        Mbp1Msg::default_for_schema(Schema::Mbp1)
-    )]
+    #[case::zstd_tbbo_v2(2, Schema::Tbbo, Compression::ZStd, TbboMsg::default())]
+    #[case::zstd_mbp1_v2(2, Schema::Mbp1, Compression::ZStd, Mbp1Msg::default())]
     #[case::zstd_cbbo_v2(
         2,
         Schema::Cbbo,
diff --git a/rust/dbn/src/decode/dbz.rs b/rust/dbn/src/decode/dbz.rs
index fed71c0..1ec3376 100644
--- a/rust/dbn/src/decode/dbz.rs
+++ b/rust/dbn/src/decode/dbz.rs
@@ -418,13 +418,13 @@ mod tests {
 
     #[rstest]
     #[case::mbo(MboMsg::default(), Schema::Mbo, 2)]
-    #[case::mbp1(Mbp1Msg::default_for_schema(Schema::Mbp1), Schema::Mbp1, 2)]
+    #[case::mbp1(Mbp1Msg::default(), Schema::Mbp1, 2)]
     #[case::mbp10(Mbp10Msg::default(), Schema::Mbp10, 2)]
     #[case::ohlcv_1d(OhlcvMsg::default_for_schema(Schema::Ohlcv1D), Schema::Ohlcv1D, 0)]
     #[case::ohlcv_1h(OhlcvMsg::default_for_schema(Schema::Ohlcv1H), Schema::Ohlcv1H, 2)]
     #[case::ohlcv_1m(OhlcvMsg::default_for_schema(Schema::Ohlcv1M), Schema::Ohlcv1M, 2)]
     #[case::ohlcv_1s(OhlcvMsg::default_for_schema(Schema::Ohlcv1S), Schema::Ohlcv1S, 2)]
-    #[case::tbbo(TbboMsg::default_for_schema(Schema::Tbbo), Schema::Tbbo, 2)]
+    #[case::tbbo(TbboMsg::default(), Schema::Tbbo, 2)]
     #[case::trades(TradeMsg::default(), Schema::Trades, 2)]
     #[case::definition(InstrumentDefMsgV1::default(), Schema::Definition, 2)]
     fn test_decode_stream<R: HasRType>(
diff --git a/rust/dbn/src/enums.rs b/rust/dbn/src/enums.rs
index ad140d1..1153e04 100644
--- a/rust/dbn/src/enums.rs
+++ b/rust/dbn/src/enums.rs
@@ -40,8 +40,7 @@ impl From<Side> for char {
     }
 }
 
-/// A [tick action](https://databento.com/docs/standards-and-conventions/common-fields-enums-types)
-/// used to indicate order life cycle.
+/// An [order event or order book operation](https://app0.databento.com/docs/api-reference-historical/basics/schemas-and-conventions).
 ///
 /// For example usage see:
 /// - [Order actions](https://databento.com/docs/examples/order-book/order-actions)
diff --git a/rust/dbn/src/lib.rs b/rust/dbn/src/lib.rs
index 593d54c..9e647e2 100644
--- a/rust/dbn/src/lib.rs
+++ b/rust/dbn/src/lib.rs
@@ -66,10 +66,10 @@ pub use crate::{
     metadata::{MappingInterval, Metadata, MetadataBuilder, SymbolMapping},
     publishers::{Dataset, Publisher, Venue},
     record::{
-        Bbo1MMsg, Bbo1SMsg, BidAskPair, Cbbo1MMsg, Cbbo1SMsg, CbboMsg, ConsolidatedBidAskPair,
-        ErrorMsg, HasRType, ImbalanceMsg, InstrumentDefMsg, MboMsg, Mbp10Msg, Mbp1Msg, OhlcvMsg,
-        Record, RecordHeader, RecordMut, StatMsg, StatusMsg, SymbolMappingMsg, SystemMsg, TbboMsg,
-        TradeMsg, WithTsOut,
+        Bbo1MMsg, Bbo1SMsg, BboMsg, BidAskPair, Cbbo1MMsg, Cbbo1SMsg, CbboMsg,
+        ConsolidatedBidAskPair, ErrorMsg, HasRType, ImbalanceMsg, InstrumentDefMsg, MboMsg,
+        Mbp10Msg, Mbp1Msg, OhlcvMsg, Record, RecordHeader, RecordMut, StatMsg, StatusMsg,
+        SymbolMappingMsg, SystemMsg, TbboMsg, TradeMsg, WithTsOut,
     },
     record_enum::{RecordEnum, RecordRefEnum},
     record_ref::RecordRef,
diff --git a/rust/dbn/src/python/record.rs b/rust/dbn/src/python/record.rs
index 67ae212..cf0f557 100644
--- a/rust/dbn/src/python/record.rs
+++ b/rust/dbn/src/python/record.rs
@@ -10,7 +10,7 @@ use pyo3::{
 use crate::{
     compat::{ErrorMsgV1, InstrumentDefMsgV1, SymbolMappingMsgV1, SystemMsgV1},
     record::{str_to_c_chars, CbboMsg, ConsolidatedBidAskPair},
-    rtype, BidAskPair, ErrorMsg, FlagSet, HasRType, ImbalanceMsg, InstrumentDefMsg, MboMsg,
+    rtype, BboMsg, BidAskPair, ErrorMsg, FlagSet, HasRType, ImbalanceMsg, InstrumentDefMsg, MboMsg,
     Mbp10Msg, Mbp1Msg, OhlcvMsg, Publisher, Record, RecordHeader, SType, SecurityUpdateAction,
     StatMsg, StatUpdateAction, StatusAction, StatusMsg, StatusReason, SymbolMappingMsg, SystemMsg,
     TradeMsg, TradingEvent, TriState, UserDefinedInstrument, WithTsOut, FIXED_PRICE_SCALE,
@@ -113,7 +113,7 @@ impl MboMsg {
 
     #[classattr]
     fn size_hint() -> PyResult<usize> {
-        Ok(mem::size_of::<MboMsg>())
+        Ok(mem::size_of::<Self>())
     }
 
     #[getter]
@@ -211,6 +211,138 @@ impl BidAskPair {
     }
 }
 
+#[pymethods]
+impl BboMsg {
+    #[new]
+    fn py_new(
+        rtype: u8,
+        publisher_id: u16,
+        instrument_id: u32,
+        ts_event: u64,
+        price: i64,
+        size: u32,
+        side: c_char,
+        ts_recv: u64,
+        sequence: u32,
+        flags: Option<FlagSet>,
+        levels: Option<BidAskPair>,
+    ) -> Self {
+        Self {
+            hd: RecordHeader::new::<Self>(rtype, publisher_id, instrument_id, ts_event),
+            price,
+            size,
+            side,
+            flags: flags.unwrap_or_default(),
+            ts_recv,
+            sequence,
+            levels: [levels.unwrap_or_default()],
+            _reserved1: Default::default(),
+            _reserved2: Default::default(),
+            _reserved3: Default::default(),
+        }
+    }
+
+    fn __bytes__(&self) -> &[u8] {
+        self.as_ref()
+    }
+
+    fn __richcmp__(&self, other: &Self, op: CompareOp, py: Python<'_>) -> Py<PyAny> {
+        match op {
+            CompareOp::Eq => self.eq(other).into_py(py),
+            CompareOp::Ne => self.ne(other).into_py(py),
+            _ => py.NotImplemented(),
+        }
+    }
+
+    fn __repr__(&self) -> String {
+        format!("{self:?}")
+    }
+
+    #[getter]
+    fn rtype(&self) -> u8 {
+        self.hd.rtype
+    }
+
+    #[getter]
+    fn publisher_id(&self) -> u16 {
+        self.hd.publisher_id
+    }
+
+    #[getter]
+    fn instrument_id(&self) -> u32 {
+        self.hd.instrument_id
+    }
+
+    #[getter]
+    fn ts_event(&self) -> u64 {
+        self.hd.ts_event
+    }
+
+    #[getter]
+    #[pyo3(name = "pretty_price")]
+    fn py_pretty_price(&self) -> f64 {
+        self.price as f64 / FIXED_PRICE_SCALE as f64
+    }
+
+    #[getter]
+    #[pyo3(name = "pretty_ts_event")]
+    fn py_pretty_ts_event(&self, py: Python<'_>) -> PyResult<PyObject> {
+        get_utc_nanosecond_timestamp(py, self.ts_event())
+    }
+
+    #[getter]
+    #[pyo3(name = "pretty_ts_recv")]
+    fn py_pretty_ts_recv(&self, py: Python<'_>) -> PyResult<PyObject> {
+        get_utc_nanosecond_timestamp(py, self.ts_recv)
+    }
+
+    #[pyo3(name = "record_size")]
+    fn py_record_size(&self) -> usize {
+        self.record_size()
+    }
+
+    #[classattr]
+    fn size_hint() -> PyResult<usize> {
+        Ok(mem::size_of::<Self>())
+    }
+
+    #[getter]
+    #[pyo3(name = "side")]
+    fn py_side(&self) -> char {
+        self.side as u8 as char
+    }
+
+    #[classattr]
+    #[pyo3(name = "_dtypes")]
+    fn py_dtypes() -> Vec<(String, String)> {
+        Self::field_dtypes("")
+    }
+
+    #[classattr]
+    #[pyo3(name = "_price_fields")]
+    fn py_price_fields() -> Vec<String> {
+        Self::price_fields("")
+    }
+
+    #[classattr]
+    #[pyo3(name = "_timestamp_fields")]
+    fn py_timestamp_fields() -> Vec<String> {
+        Self::timestamp_fields("")
+    }
+
+    #[classattr]
+    #[pyo3(name = "_hidden_fields")]
+    fn py_hidden_fields() -> Vec<String> {
+        Self::hidden_fields("")
+    }
+
+    #[classattr]
+    #[pyo3(name = "_ordered_fields")]
+    fn py_ordered_fields() -> Vec<String> {
+        Self::ordered_fields("")
+    }
+}
+
 #[pymethods]
 impl CbboMsg {
     #[new]
@@ -305,7 +437,7 @@ impl CbboMsg {
 
     #[classattr]
     fn size_hint() -> PyResult<usize> {
-        Ok(mem::size_of::<CbboMsg>())
+        Ok(mem::size_of::<Self>())
     }
 
     #[getter]
@@ -513,7 +645,7 @@ impl TradeMsg {
 
     #[classattr]
     fn size_hint() -> PyResult<usize> {
-        Ok(mem::size_of::<TradeMsg>())
+        Ok(mem::size_of::<Self>())
     }
 
     #[getter]
@@ -653,7 +785,7 @@ impl Mbp1Msg {
 
     #[classattr]
     fn size_hint() -> PyResult<usize> {
-        Ok(mem::size_of::<Mbp1Msg>())
+        Ok(mem::size_of::<Self>())
     }
 
     #[getter]
@@ -805,7 +937,7 @@ impl Mbp10Msg {
 
     #[classattr]
     fn size_hint() -> PyResult<usize> {
-        Ok(mem::size_of::<Mbp10Msg>())
+        Ok(mem::size_of::<Self>())
     }
 
     #[getter]
@@ -948,7 +1080,7 @@ impl OhlcvMsg {
 
     #[classattr]
     fn size_hint() -> PyResult<usize> {
-        Ok(mem::size_of::<OhlcvMsg>())
+        Ok(mem::size_of::<Self>())
     }
 
     #[classattr]
@@ -1083,7 +1215,7 @@ impl StatusMsg {
 
     #[classattr]
     fn size_hint() -> PyResult<usize> {
-        Ok(mem::size_of::<StatMsg>())
+        Ok(mem::size_of::<Self>())
     }
 
     #[classattr]
@@ -1392,7 +1524,7 @@ impl InstrumentDefMsg {
 
     #[classattr]
     fn size_hint() -> PyResult<usize> {
-        Ok(mem::size_of::<InstrumentDefMsg>())
+        Ok(mem::size_of::<Self>())
     }
 
     #[getter]
@@ -1801,7 +1933,7 @@ impl InstrumentDefMsgV1 {
 
     #[classattr]
     fn size_hint() -> PyResult<usize> {
-        Ok(mem::size_of::<InstrumentDefMsgV1>())
+        Ok(mem::size_of::<Self>())
     }
 
     #[getter]
@@ -2047,7 +2179,7 @@ impl ImbalanceMsg {
 
     #[classattr]
     fn size_hint() -> PyResult<usize> {
-        Ok(mem::size_of::<ImbalanceMsg>())
+        Ok(mem::size_of::<Self>())
     }
 
     #[getter]
@@ -2205,7 +2337,7 @@ impl StatMsg {
 
     #[classattr]
     fn size_hint() -> PyResult<usize> {
-        Ok(mem::size_of::<StatMsg>())
+        Ok(mem::size_of::<Self>())
     }
 
     #[classattr]
@@ -2295,7 +2427,7 @@ impl ErrorMsg {
 
     #[classattr]
     fn size_hint() -> PyResult<usize> {
-        Ok(mem::size_of::<ErrorMsg>())
+        Ok(mem::size_of::<Self>())
     }
 
     #[getter]
@@ -2391,7 +2523,7 @@ impl ErrorMsgV1 {
 
     #[classattr]
     fn size_hint() -> PyResult<usize> {
-        Ok(mem::size_of::<ErrorMsg>())
+        Ok(mem::size_of::<Self>())
     }
 
     #[getter]
@@ -2522,7 +2654,7 @@ impl SymbolMappingMsg {
 
     #[classattr]
     fn size_hint() -> PyResult<usize> {
-        Ok(mem::size_of::<SymbolMappingMsg>())
+        Ok(mem::size_of::<Self>())
     }
 
     #[getter]
@@ -2668,7 +2800,7 @@ impl SymbolMappingMsgV1 {
 
     #[classattr]
     fn size_hint() -> PyResult<usize> {
-        Ok(mem::size_of::<SymbolMappingMsgV1>())
+        Ok(mem::size_of::<Self>())
     }
 
     #[getter]
@@ -2770,7 +2902,7 @@ impl SystemMsg {
 
     #[classattr]
     fn size_hint() -> PyResult<usize> {
-        Ok(mem::size_of::<SystemMsg>())
+        Ok(mem::size_of::<Self>())
     }
 
     #[getter]
@@ -2871,7 +3003,7 @@ impl SystemMsgV1 {
 
     #[classattr]
     fn size_hint() -> PyResult<usize> {
-        Ok(mem::size_of::<SystemMsg>())
+        Ok(mem::size_of::<Self>())
     }
 
     #[getter]
diff --git a/rust/dbn/src/record.rs b/rust/dbn/src/record.rs
index fa42596..789b7ed 100644
--- a/rust/dbn/src/record.rs
+++ b/rust/dbn/src/record.rs
@@ -170,16 +170,14 @@ pub struct ConsolidatedBidAskPair {
     /// The bid publisher ID assigned by Databento, which denotes the dataset and venue.
     #[dbn(fmt_method)]
     pub bid_pb: u16,
-    // Reserved for later usage
-    #[dbn(skip)]
+    // Reserved for later usage.
     #[doc(hidden)]
     #[cfg_attr(feature = "serde", serde(skip))]
     pub _reserved1: [c_char; 2],
     /// The ask publisher ID assigned by Databento, which denotes the dataset and venue.
     #[dbn(fmt_method)]
     pub ask_pb: u16,
-    // Reserved for later usage
-    #[dbn(skip)]
+    // Reserved for later usage.
     #[doc(hidden)]
     #[cfg_attr(feature = "serde", serde(skip))]
     pub _reserved2: [c_char; 2],
@@ -253,7 +251,7 @@ pub struct TradeMsg {
 )]
 #[cfg_attr(not(feature = "python"), derive(MockPyo3))] // bring `pyo3` attribute into scope
 #[cfg_attr(test, derive(type_layout::TypeLayout))]
-#[dbn_record(rtype::MBP_1, rtype::BBO_1S, rtype::BBO_1M)]
+#[dbn_record(rtype::MBP_1)]
 pub struct Mbp1Msg {
     /// The common header.
     #[pyo3(get)]
@@ -358,8 +356,67 @@ pub struct Mbp10Msg {
     pub levels: [BidAskPair; 10],
 }
 
+/// Subsampled market by price with a known book depth of 1. The record of the
+/// [`Bbo1S`](crate::Schema::Bbo1S) and [`Bbo1M`](crate::Schema::Bbo1M) schemas.
+#[repr(C)]
+#[derive(Clone, CsvSerialize, JsonSerialize, PartialEq, Eq, Hash)]
+#[cfg_attr(feature = "trivial_copy", derive(Copy))]
+#[cfg_attr(feature = "serde", derive(serde::Serialize, serde::Deserialize))]
+#[cfg_attr(
+    feature = "python",
+    pyo3::pyclass(set_all, dict, module = "databento_dbn", name = "BBOMsg"),
+    derive(crate::macros::PyFieldDesc)
+)]
+#[cfg_attr(not(feature = "python"), derive(MockPyo3))] // bring `pyo3` attribute into scope
+#[cfg_attr(test, derive(type_layout::TypeLayout))]
+#[dbn_record(rtype::BBO_1S, rtype::BBO_1M)]
+pub struct BboMsg {
+    /// The common header.
+    #[pyo3(get)]
+    pub hd: RecordHeader,
+    /// The price of the last trade expressed as a signed integer where every 1 unit
+    /// corresponds to 1e-9, i.e. 1/1,000,000,000 or 0.000000001.
+    #[dbn(fixed_price)]
+    #[pyo3(get)]
+    pub price: i64,
+    /// The quantity of the last trade.
+    #[pyo3(get)]
+    pub size: u32,
+    // Reserved for later usage.
+    #[doc(hidden)]
+    #[cfg_attr(feature = "serde", serde(skip))]
+    pub _reserved1: u8,
+    /// The side that initiated the last trade. Can be **A**sk for a sell order (or sell
+    /// aggressor in a trade), **B**id for a buy order (or buy aggressor in a trade), or
+    /// **N**one where no side is specified by the original source.
+    #[dbn(c_char, encode_order(2))]
+    pub side: c_char,
+    /// A bit field indicating event end, message characteristics, and data quality. See
+    /// [`enums::flags`](crate::enums::flags) for possible values.
+    #[pyo3(get)]
+    pub flags: FlagSet,
+    // Reserved for later usage.
+    #[doc(hidden)]
+    #[cfg_attr(feature = "serde", serde(skip))]
+    pub _reserved2: u8,
+    /// The interval timestamp expressed as number of nanoseconds since the UNIX epoch.
+    #[dbn(encode_order(0), index_ts, unix_nanos)]
+    #[pyo3(get)]
+    pub ts_recv: u64,
+    // Reserved for later usage.
+    #[doc(hidden)]
+    #[cfg_attr(feature = "serde", serde(skip))]
+    pub _reserved3: [u8; 4],
+    /// The sequence number assigned at the venue of the last update.
+    #[pyo3(get)]
+    pub sequence: u32,
+    /// The top of the order book.
+    #[pyo3(get)]
+    pub levels: [BidAskPair; 1],
+}
+
 /// Consolidated market by price implementation with a known book depth of 1. The record of the
-/// [`Cbbo`](crate::enums::Schema::Cbbo) schema.
+/// [`Cbbo`](crate::Schema::Cbbo) schema.
 #[repr(C)]
 #[derive(Clone, CsvSerialize, JsonSerialize, PartialEq, Eq, Hash)]
 #[cfg_attr(feature = "trivial_copy", derive(Copy))]
@@ -420,9 +477,9 @@ pub struct CbboMsg {
 /// The record of the [`Tbbo`](crate::enums::Schema::Tbbo) schema.
 pub type TbboMsg = Mbp1Msg;
 /// The record of the [`Bbo1S`](crate::enums::Schema::Bbo1S) schema.
-pub type Bbo1SMsg = Mbp1Msg;
+pub type Bbo1SMsg = BboMsg;
 /// The record of the [`Bbo1M`](crate::enums::Schema::Bbo1M) schema.
-pub type Bbo1MMsg = Mbp1Msg;
+pub type Bbo1MMsg = BboMsg;
 /// The record of the [`Cbbo1S`](crate::enums::Schema::Cbbo1S) schema.
 pub type Cbbo1SMsg = CbboMsg;
 /// The record of the [`Cbbo1M`](crate::enums::Schema::Cbbo1M) schema.
@@ -1113,6 +1170,7 @@ pub struct WithTsOut<T: HasRType> {
 
 #[cfg(test)]
 mod tests {
+    use mem::offset_of;
     use rstest::rstest;
     use type_layout::{Field, TypeLayout};
 
@@ -1180,8 +1238,9 @@ mod tests {
     #[case::header(RecordHeader::default::<MboMsg>(rtype::MBO), 16)]
     #[case::mbo(MboMsg::default(), 56)]
     #[case::ba_pair(BidAskPair::default(), 32)]
-    #[case::mbp1(Mbp1Msg::default_for_schema(Schema::Mbp1), mem::size_of::<TradeMsg>() + mem::size_of::<BidAskPair>())]
+    #[case::mbp1(Mbp1Msg::default(), mem::size_of::<TradeMsg>() + mem::size_of::<BidAskPair>())]
     #[case::mbp10(Mbp10Msg::default(), mem::size_of::<TradeMsg>() + mem::size_of::<BidAskPair>() * 10)]
+    #[case::bbo(BboMsg::default_for_schema(Schema::Bbo1S), mem::size_of::<Mbp1Msg>())]
     #[case::cbbo(CbboMsg::default_for_schema(Schema::Cbbo), mem::size_of::<Mbp1Msg>())]
     #[case::trade(TradeMsg::default(), 48)]
     #[case::definition(InstrumentDefMsg::default(), 400)]
@@ -1201,7 +1260,8 @@ mod tests {
     #[case::header(RecordHeader::default::<MboMsg>(rtype::MBO))]
     #[case::mbo(MboMsg::default())]
     #[case::ba_pair(BidAskPair::default())]
-    #[case::mbp1(Mbp1Msg::default_for_schema(crate::Schema::Mbp1))]
+    #[case::mbp1(Mbp1Msg::default())]
+    #[case::bbo(BboMsg::default_for_schema(crate::Schema::Bbo1S))]
     #[case::cbbo(CbboMsg::default_for_schema(crate::Schema::Cbbo))]
     #[case::mbp10(Mbp10Msg::default())]
     #[case::trade(TradeMsg::default())]
@@ -1223,6 +1283,18 @@ mod tests {
         }
     }
 
+    #[test]
+    fn test_bbo_alignment_matches_mbp1() {
+        assert_eq!(offset_of!(BboMsg, hd), offset_of!(Mbp1Msg, hd));
+        assert_eq!(offset_of!(BboMsg, price), offset_of!(Mbp1Msg, price));
+        assert_eq!(offset_of!(BboMsg, size), offset_of!(Mbp1Msg, size));
+        assert_eq!(offset_of!(BboMsg, side), offset_of!(Mbp1Msg, side));
+        assert_eq!(offset_of!(BboMsg, flags), offset_of!(Mbp1Msg, flags));
+        assert_eq!(offset_of!(BboMsg, ts_recv), offset_of!(Mbp1Msg, ts_recv));
+        assert_eq!(offset_of!(BboMsg, sequence), offset_of!(Mbp1Msg, sequence));
+        assert_eq!(offset_of!(BboMsg, levels), offset_of!(Mbp1Msg, levels));
+    }
+
     #[test]
     fn test_mbo_index_ts() {
         let rec = MboMsg {
diff --git a/rust/dbn/src/record/impl_default.rs b/rust/dbn/src/record/impl_default.rs
index 3a969d4..cfee0ae 100644
--- a/rust/dbn/src/record/impl_default.rs
+++ b/rust/dbn/src/record/impl_default.rs
@@ -26,7 +26,7 @@ impl Default for MboMsg {
             flags: FlagSet::default(),
             channel_id: 0,
             action: 0,
-            side: 0,
+            side: Side::None as c_char,
             ts_recv: UNDEF_TIMESTAMP,
             ts_in_delta: 0,
             sequence: 0,
@@ -69,7 +69,7 @@ impl Default for TradeMsg {
             price: UNDEF_PRICE,
             size: UNDEF_ORDER_SIZE,
             action: 0,
-            side: 0,
+            side: Side::None as c_char,
             flags: FlagSet::default(),
             depth: 0,
             ts_recv: UNDEF_TIMESTAMP,
@@ -79,15 +79,14 @@ impl Default for TradeMsg {
     }
 }
 
-impl Mbp1Msg {
-    /// Creates a new default Mbp1Msg for the given `schema`.
-    pub fn default_for_schema(schema: Schema) -> Self {
+impl Default for Mbp1Msg {
+    fn default() -> Self {
         Self {
-            hd: RecordHeader::default::<Self>(RType::from(schema) as u8),
+            hd: RecordHeader::default::<Self>(rtype::MBP_1),
             price: UNDEF_PRICE,
             size: UNDEF_ORDER_SIZE,
             action: 0,
-            side: 0,
+            side: Side::None as c_char,
             flags: FlagSet::default(),
             depth: 0,
             ts_recv: UNDEF_TIMESTAMP,
@@ -98,15 +97,34 @@ impl Mbp1Msg {
     }
 }
 
+impl BboMsg {
+    /// Creates a new default `BboMsg` for the given `schema`.
+    pub fn default_for_schema(schema: Schema) -> Self {
+        Self {
+            hd: RecordHeader::default::<Self>(RType::from(schema) as u8),
+            price: UNDEF_PRICE,
+            size: UNDEF_ORDER_SIZE,
+            side: Side::None as c_char,
+            flags: FlagSet::default(),
+            ts_recv: UNDEF_TIMESTAMP,
+            sequence: 0,
+            levels: Default::default(),
+            _reserved1: Default::default(),
+            _reserved2: Default::default(),
+            _reserved3: Default::default(),
+        }
+    }
+}
+
 impl CbboMsg {
-    /// Creates a new default CbboMsg for the given `schema`.
+    /// Creates a new default `CbboMsg` for the given `schema`.
     pub fn default_for_schema(schema: Schema) -> Self {
         Self {
             hd: RecordHeader::default::<Self>(RType::from(schema) as u8),
             price: UNDEF_PRICE,
             size: UNDEF_ORDER_SIZE,
             action: 0,
-            side: 0,
+            side: Side::None as c_char,
             flags: FlagSet::default(),
             _reserved: [0; 1],
             ts_recv: UNDEF_TIMESTAMP,
@@ -124,7 +142,7 @@ impl Default for Mbp10Msg {
             price: UNDEF_PRICE,
             size: UNDEF_ORDER_SIZE,
             action: 0,
-            side: 0,
+            side: Side::None as c_char,
             flags: FlagSet::default(),
             depth: 0,
             ts_recv: UNDEF_TIMESTAMP,
diff --git a/rust/dbn/src/record/methods.rs b/rust/dbn/src/record/methods.rs
index 8d77b88..a0ff160 100644
--- a/rust/dbn/src/record/methods.rs
+++ b/rust/dbn/src/record/methods.rs
@@ -109,8 +109,8 @@ impl MboMsg {
             .map_err(|_| Error::conversion::<Action>(format!("{:#04X}", self.action as u8)))
     }
 
-    /// Parses the raw capture-server-received timestamp into a datetime. Returns `None`
-    /// if `ts_recv` contains the sentinel for a null timestamp.
+    /// Parses the raw interval timestamp into a datetime. Returns `None` if `ts_recv`
+    /// contains the sentinel for a null timestamp.
     pub fn ts_recv(&self) -> Option<time::OffsetDateTime> {
         ts_to_dt(self.ts_recv)
     }
@@ -154,6 +154,24 @@ impl TradeMsg {
     }
 }
 
+impl BboMsg {
+    /// Tries to convert the raw `side` to an enum.
+    ///
+    /// # Errors
+    /// This function returns an error if the `side` field does not
+    /// contain a valid [`Side`].
+    pub fn side(&self) -> crate::Result<Side> {
+        Side::try_from(self.side as u8)
+            .map_err(|_| Error::conversion::<Side>(format!("{:#04X}", self.side as u8)))
+    }
+
+    /// Parses the raw capture-server-received timestamp into a datetime. Returns `None`
+    /// if `ts_recv` contains the sentinel for a null timestamp.
+    pub fn ts_recv(&self) -> Option<time::OffsetDateTime> {
+        ts_to_dt(self.ts_recv)
+    }
+}
+
 impl CbboMsg {
     /// Tries to convert the raw `side` to an enum.
     ///

From fa7afa210f00138282fd6b6d6c1072f53d246765 Mon Sep 17 00:00:00 2001
From: Carter Green <carter@databento.com>
Date: Wed, 3 Jul 2024 15:05:57 -0500
Subject: [PATCH 2/4] ADD: Add status test data

---
 rust/dbn/src/decode/dbn/async.rs    |   4 +++-
 rust/dbn/src/decode/dbn/sync.rs     |   6 ++++--
 tests/data/test_data.status.dbn     | Bin 0 -> 513 bytes
 tests/data/test_data.status.dbn.zst | Bin 0 -> 188 bytes
 4 files changed, 7 insertions(+), 3 deletions(-)
 create mode 100644 tests/data/test_data.status.dbn
 create mode 100644 tests/data/test_data.status.dbn.zst

diff --git a/rust/dbn/src/decode/dbn/async.rs b/rust/dbn/src/decode/dbn/async.rs
index 7b6a014..273b8a4 100644
--- a/rust/dbn/src/decode/dbn/async.rs
+++ b/rust/dbn/src/decode/dbn/async.rs
@@ -665,7 +665,7 @@ mod tests {
             DbnEncodable,
         },
         rtype, CbboMsg, Error, ErrorMsg, ImbalanceMsg, InstrumentDefMsg, MboMsg, Mbp10Msg, Mbp1Msg,
-        OhlcvMsg, RecordHeader, Result, Schema, StatMsg, TbboMsg, TradeMsg, WithTsOut,
+        OhlcvMsg, RecordHeader, Result, Schema, StatMsg, StatusMsg, TbboMsg, TradeMsg, WithTsOut,
     };
 
     #[rstest]
@@ -682,6 +682,7 @@ mod tests {
     #[case::definitions(Schema::Definition, InstrumentDefMsg::default())]
     #[case::imbalance(Schema::Imbalance, ImbalanceMsg::default())]
     #[case::statistics(Schema::Statistics, StatMsg::default())]
+    #[case::status(Schema::Status, StatusMsg::default())]
     #[tokio::test]
     async fn test_dbn_identity<R: DbnEncodable + HasRType + PartialEq + Clone>(
         #[case] schema: Schema,
@@ -726,6 +727,7 @@ mod tests {
     #[case::definitions(Schema::Definition, InstrumentDefMsg::default())]
     #[case::imbalance(Schema::Imbalance, ImbalanceMsg::default())]
     #[case::statistics(Schema::Statistics, StatMsg::default())]
+    #[case::status(Schema::Status, StatusMsg::default())]
     #[tokio::test]
     async fn test_dbn_zstd_identity<R: DbnEncodable + HasRType + PartialEq + Clone>(
         #[case] schema: Schema,
diff --git a/rust/dbn/src/decode/dbn/sync.rs b/rust/dbn/src/decode/dbn/sync.rs
index 4b8b38f..79a1051 100644
--- a/rust/dbn/src/decode/dbn/sync.rs
+++ b/rust/dbn/src/decode/dbn/sync.rs
@@ -685,8 +685,8 @@ mod tests {
             dbn::Encoder, DbnEncodable, DbnRecordEncoder, DynWriter, EncodeDbn, EncodeRecord,
         },
         rtype, CbboMsg, Compression, Error, ErrorMsg, ImbalanceMsg, InstrumentDefMsg, MboMsg,
-        Mbp10Msg, Mbp1Msg, MetadataBuilder, OhlcvMsg, RecordHeader, Result, StatMsg, TbboMsg,
-        TradeMsg, WithTsOut, SYMBOL_CSTR_LEN,
+        Mbp10Msg, Mbp1Msg, MetadataBuilder, OhlcvMsg, RecordHeader, Result, StatMsg, StatusMsg,
+        TbboMsg, TradeMsg, WithTsOut, SYMBOL_CSTR_LEN,
     };
 
     #[test]
@@ -865,6 +865,7 @@ mod tests {
         Compression::None,
         StatMsg::default()
     )]
+    #[case::uncompressed_status_v2(2, Schema::Status, Compression::None, StatusMsg::default())]
     #[case::zstd_mbo_v2(2, Schema::Mbo, Compression::ZStd, MboMsg::default())]
     #[case::zstd_trades_v2(2, Schema::Trades, Compression::ZStd, TradeMsg::default())]
     #[case::zstd_tbbo_v2(2, Schema::Tbbo, Compression::ZStd, TbboMsg::default())]
@@ -908,6 +909,7 @@ mod tests {
     )]
     #[case::zstd_imbalance_v2(2, Schema::Imbalance, Compression::ZStd, ImbalanceMsg::default())]
     #[case::zstd_statistics_v2(2, Schema::Statistics, Compression::ZStd, StatMsg::default())]
+    #[case::zstd_status_v2(2, Schema::Status, Compression::ZStd, StatusMsg::default())]
     fn test_dbn_identity<R: DbnEncodable + HasRType + PartialEq + Clone>(
         #[case] version: u8,
         #[case] schema: Schema,
diff --git a/tests/data/test_data.status.dbn b/tests/data/test_data.status.dbn
new file mode 100644
index 0000000000000000000000000000000000000000..9b01cd4d5f215eb4c324fafaf0809fcd51b9526f
GIT binary patch
literal 513
zcmZ>9@?(l*WMFXjaf;CMbqO$LfB<eF<zVc+BSegWq5sHzwoow^s0>Iklt~5!)Xm@;
z>|scTR$N-BXe7ue9(xl;ULZC#u`t4AB?;nOLW~SqqCgD^?M$p&LBR<LR(1xEWs#9}
zP_y9bJSOkE_cugL_tQTx%?MWKhpFz!T)&n7Lc|W~tP29sAa#rkSkx69^x6QF&+Rqv
K2GMM2_5uKesxNB*

literal 0
HcmV?d00001

diff --git a/tests/data/test_data.status.dbn.zst b/tests/data/test_data.status.dbn.zst
new file mode 100644
index 0000000000000000000000000000000000000000..1ef5d7adf7e3a14cbf7216e3fa8451f144fe36b0
GIT binary patch
literal 188
zcmdPcs{fZIB88Pfg~P?kk13Lofx+F!DMHWJCBT@0n}LDB!Pt98h!_Jy|B?G_p<*ly
zAO#?T!8O>!5X|7QH(}%jVp9_fBQ7CEhAdH_Y(hH|>(&r4_Q=ROkIDP){S6V*{q&E~
z@5o%gmH$G-4(Y55TKSK$;GowAATPJqz#Bxf2{3%Spu0f)fSg72s!q{HZ*Bu+_P(;r
cwdITs;%gh4m|qxLNF6xCa0qBU+rw^U0BY(tj{pDw

literal 0
HcmV?d00001


From c657b56e004e091fdf7072b5f2d4cf79c05c3cfe Mon Sep 17 00:00:00 2001
From: Carter Green <carter@databento.com>
Date: Mon, 8 Jul 2024 10:30:16 -0500
Subject: [PATCH 3/4] MOD: Upgrade pyo3 dependency

---
 CHANGELOG.md                         |   4 +
 Cargo.lock                           | 144 +++-----
 Cargo.toml                           |   4 +-
 python/python/databento_dbn/_lib.pyi |  30 +-
 python/src/dbn_decoder.rs            |  29 +-
 python/src/encode.rs                 |   5 +-
 python/src/transcoder.rs             | 119 ++++---
 rust/dbn-macros/Cargo.toml           |   6 +-
 rust/dbn/Cargo.toml                  |   2 +-
 rust/dbn/src/python.rs               |   2 +-
 rust/dbn/src/python/metadata.rs      |  48 ++-
 rust/dbn/src/python/record.rs        | 473 +++++++++++++++++++++------
 12 files changed, 557 insertions(+), 309 deletions(-)

diff --git a/CHANGELOG.md b/CHANGELOG.md
index fcd098e..f2bef4b 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -4,12 +4,16 @@
 
 ### Enhancements
 - Added `BboMsg` record struct for future `bbo-1m` and `bbo-1s` schemas
+- Upgraded `pyo3` version to 0.22.1
+- Upgraded `json-writer` to 0.4
 
 ### Breaking changes
 - Added `Default` trait implementation for `Mbp1Msg` due to it no longer needing
   to support multiple `rtype` values. The `default_for_schema` function has been removed
 - Changed `Bbo1sMsg` and `Bbo1mMsg` to be aliases for `BboMsg`
 - Changed the default value of the `side` fields to `Side::None`
+- Reordered parameters and added defaults to Python `Metadata` initializer to match
+  required arguments in Rust
 
 ## 0.18.3 - 2024-07-02
 
diff --git a/Cargo.lock b/Cargo.lock
index 029e176..d6149d9 100644
--- a/Cargo.lock
+++ b/Cargo.lock
@@ -130,12 +130,6 @@ dependencies = [
  "rustc-demangle",
 ]
 
-[[package]]
-name = "bitflags"
-version = "1.3.2"
-source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "bef38d45163c2f1dde094a7dfd33ccf595c92905c8f8f4fdc18d06fb1037718a"
-
 [[package]]
 name = "bitflags"
 version = "2.4.2"
@@ -165,7 +159,7 @@ version = "0.26.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "da6bc11b07529f16944307272d5bd9b22530bc7d05751717c9d416586cedab49"
 dependencies = [
- "heck",
+ "heck 0.4.1",
  "indexmap 1.9.3",
  "log",
  "proc-macro2",
@@ -221,10 +215,10 @@ version = "4.5.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "307bc0538d5f0f83b8248db3087aa92fe504e4691294d0c96c0eabc33f47ba47"
 dependencies = [
- "heck",
+ "heck 0.4.1",
  "proc-macro2",
  "quote",
- "syn 2.0.66",
+ "syn 2.0.69",
 ]
 
 [[package]]
@@ -327,7 +321,7 @@ dependencies = [
  "proc-macro-crate",
  "proc-macro2",
  "quote",
- "syn 2.0.66",
+ "syn 2.0.69",
  "trybuild",
 ]
 
@@ -446,7 +440,7 @@ checksum = "87750cf4b7a4c0625b1529e4c543c2182106e4dedc60a2a6455e00d212c489ac"
 dependencies = [
  "proc-macro2",
  "quote",
- "syn 2.0.66",
+ "syn 2.0.69",
 ]
 
 [[package]]
@@ -515,6 +509,12 @@ version = "0.4.1"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "95505c38b4572b2d910cecb0281560f54b440a19336cbbcb27bf6ce6adc6f5a8"
 
+[[package]]
+name = "heck"
+version = "0.5.0"
+source = "registry+https://github.com/rust-lang/crates.io-index"
+checksum = "2304e00983f87ffb38b55b444b5e3b60a884b5d30c0fca7d82fe33449bbe55ea"
+
 [[package]]
 name = "hermit-abi"
 version = "0.3.8"
@@ -549,15 +549,15 @@ checksum = "1e186cfbae8084e513daff4240b4797e342f988cecda4fb6c939150f96315fd8"
 
 [[package]]
 name = "itoa"
-version = "1.0.10"
+version = "1.0.11"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "b1a46d1a171d865aa5f83f92695765caa047a9b4cbae2cbf37dbd613a793fd4c"
+checksum = "49f1f14873335454500d59611f1cf4a4b0f786f9ac11f4312a78e4cf2566695b"
 
 [[package]]
 name = "json-writer"
-version = "0.3.0"
+version = "0.4.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "a46aa3d39e9495d71c03e7b68981cd900f17e7ddf2ff97a14583bfbd866f8d23"
+checksum = "279046e6427c19c86f93df06fe9dc90c32b43f4a2a85bb3083d579e4a1e7ef03"
 dependencies = [
  "itoa",
  "ryu",
@@ -575,16 +575,6 @@ version = "0.4.13"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "01cda141df6706de531b6c46c3a33ecca755538219bd484262fa09410c13539c"
 
-[[package]]
-name = "lock_api"
-version = "0.4.11"
-source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "3c168f8615b12bc01f9c17e2eb0cc07dcae1940121185446edc3744920e8ef45"
-dependencies = [
- "autocfg",
- "scopeguard",
-]
-
 [[package]]
 name = "log"
 version = "0.4.20"
@@ -673,7 +663,7 @@ dependencies = [
  "proc-macro-crate",
  "proc-macro2",
  "quote",
- "syn 2.0.66",
+ "syn 2.0.69",
 ]
 
 [[package]]
@@ -691,29 +681,6 @@ version = "1.19.0"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "3fdb12b2476b595f9358c5161aa467c2438859caa136dec86c26fdd2efe17b92"
 
-[[package]]
-name = "parking_lot"
-version = "0.12.1"
-source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "3742b2c103b9f06bc9fff0a37ff4912935851bee6d36f3c02bcc755bcfec228f"
-dependencies = [
- "lock_api",
- "parking_lot_core",
-]
-
-[[package]]
-name = "parking_lot_core"
-version = "0.9.9"
-source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "4c42a9226546d68acdd9c0a280d17ce19bfe27a46bf68784e4066115788d008e"
-dependencies = [
- "cfg-if",
- "libc",
- "redox_syscall",
- "smallvec",
- "windows-targets 0.48.5",
-]
-
 [[package]]
 name = "pin-project-lite"
 version = "0.2.13"
@@ -785,24 +752,24 @@ dependencies = [
 
 [[package]]
 name = "proc-macro2"
-version = "1.0.85"
+version = "1.0.86"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "22244ce15aa966053a896d1accb3a6e68469b97c7f33f284b99f0d576879fc23"
+checksum = "5e719e8df665df0d1c8fbfd238015744736151d4445ec0836b8e628aae103b77"
 dependencies = [
  "unicode-ident",
 ]
 
 [[package]]
 name = "pyo3"
-version = "0.21.2"
+version = "0.22.1"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "a5e00b96a521718e08e03b1a622f01c8a8deb50719335de3f60b3b3950f069d8"
+checksum = "4e99090d12f6182924499253aaa1e73bf15c69cea8d2774c3c781e35badc3548"
 dependencies = [
  "cfg-if",
  "indoc",
  "libc",
  "memoffset 0.9.0",
- "parking_lot",
+ "once_cell",
  "portable-atomic",
  "pyo3-build-config",
  "pyo3-ffi",
@@ -812,9 +779,9 @@ dependencies = [
 
 [[package]]
 name = "pyo3-build-config"
-version = "0.21.2"
+version = "0.22.1"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "7883df5835fafdad87c0d888b266c8ec0f4c9ca48a5bed6bbb592e8dedee1b50"
+checksum = "7879eb018ac754bba32cb0eec7526391c02c14a093121857ed09fbf1d1057d41"
 dependencies = [
  "once_cell",
  "target-lexicon",
@@ -822,9 +789,9 @@ dependencies = [
 
 [[package]]
 name = "pyo3-ffi"
-version = "0.21.2"
+version = "0.22.1"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "01be5843dc60b916ab4dad1dca6d20b9b4e6ddc8e15f50c47fe6d85f1fb97403"
+checksum = "ce2baa5559a411fc1cf519295f24c34b53d5d725818bc96b5abf94762da09041"
 dependencies = [
  "libc",
  "pyo3-build-config",
@@ -832,27 +799,27 @@ dependencies = [
 
 [[package]]
 name = "pyo3-macros"
-version = "0.21.2"
+version = "0.22.1"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "77b34069fc0682e11b31dbd10321cbf94808394c56fd996796ce45217dfac53c"
+checksum = "049621c20a23f2def20f4fe67978d1da8d8a883d64b9c21362f3b776e254edc7"
 dependencies = [
  "proc-macro2",
  "pyo3-macros-backend",
  "quote",
- "syn 2.0.66",
+ "syn 2.0.69",
 ]
 
 [[package]]
 name = "pyo3-macros-backend"
-version = "0.21.2"
+version = "0.22.1"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "08260721f32db5e1a5beae69a55553f56b99bd0e1c3e6e0a5e8851a9d0f5a85c"
+checksum = "0e969ee2e025435f1819d31a275ba4bb9cbbdf3ac535227fdbd85b9322ffe144"
 dependencies = [
- "heck",
+ "heck 0.5.0",
  "proc-macro2",
  "pyo3-build-config",
  "quote",
- "syn 2.0.66",
+ "syn 2.0.69",
 ]
 
 [[package]]
@@ -864,15 +831,6 @@ dependencies = [
  "proc-macro2",
 ]
 
-[[package]]
-name = "redox_syscall"
-version = "0.4.1"
-source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "4722d768eff46b75989dd134e5c353f0d6296e5aaa3132e776cbdb56be7731aa"
-dependencies = [
- "bitflags 1.3.2",
-]
-
 [[package]]
 name = "regex"
 version = "1.10.3"
@@ -934,7 +892,7 @@ dependencies = [
  "regex",
  "relative-path",
  "rustc_version",
- "syn 2.0.66",
+ "syn 2.0.69",
  "unicode-ident",
 ]
 
@@ -959,7 +917,7 @@ version = "0.38.31"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "6ea3e1a662af26cd7a3ba09c0297a31af215563ecf42817c98df621387f4e949"
 dependencies = [
- "bitflags 2.4.2",
+ "bitflags",
  "errno",
  "libc",
  "linux-raw-sys",
@@ -974,15 +932,9 @@ checksum = "7ffc183a10b4478d04cbbbfc96d0873219d962dd5accaff2ffbd4ceb7df837f4"
 
 [[package]]
 name = "ryu"
-version = "1.0.17"
+version = "1.0.18"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "e86697c916019a8588c99b5fac3cead74ec0b4b819707a682fd4d23fa0ce1ba1"
-
-[[package]]
-name = "scopeguard"
-version = "1.2.0"
-source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "94143f37725109f92c262ed2cf5e59bce7498c01bcc1502d7b9afe439a4e9f49"
+checksum = "f3cb5ba0dc43242ce17de99c180e96db90b235b8a9fdc9543c96d2209116bd9f"
 
 [[package]]
 name = "semver"
@@ -1007,7 +959,7 @@ checksum = "7eb0b34b42edc17f6b7cac84a52a1c5f0e1bb2227e997ca9011ea3dd34e8610b"
 dependencies = [
  "proc-macro2",
  "quote",
- "syn 2.0.66",
+ "syn 2.0.69",
 ]
 
 [[package]]
@@ -1039,12 +991,6 @@ dependencies = [
  "autocfg",
 ]
 
-[[package]]
-name = "smallvec"
-version = "1.13.1"
-source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "e6ecd384b10a64542d77071bd64bd7b231f4ed5940fba55e98c3de13824cf3d7"
-
 [[package]]
 name = "strsim"
 version = "0.11.0"
@@ -1066,11 +1012,11 @@ version = "0.26.1"
 source = "registry+https://github.com/rust-lang/crates.io-index"
 checksum = "7a3417fc93d76740d974a01654a09777cb500428cc874ca9f45edfe0c4d4cd18"
 dependencies = [
- "heck",
+ "heck 0.4.1",
  "proc-macro2",
  "quote",
  "rustversion",
- "syn 2.0.66",
+ "syn 2.0.69",
 ]
 
 [[package]]
@@ -1086,9 +1032,9 @@ dependencies = [
 
 [[package]]
 name = "syn"
-version = "2.0.66"
+version = "2.0.69"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "c42f3f41a2de00b01c0aaad383c5a45241efc8b2d1eda5661812fda5f3cdcff5"
+checksum = "201fcda3845c23e8212cd466bfebf0bd20694490fc0356ae8e428e0824a915a6"
 dependencies = [
  "proc-macro2",
  "quote",
@@ -1155,7 +1101,7 @@ checksum = "a953cb265bef375dae3de6663da4d3804eee9682ea80d8e2542529b73c531c81"
 dependencies = [
  "proc-macro2",
  "quote",
- "syn 2.0.66",
+ "syn 2.0.69",
 ]
 
 [[package]]
@@ -1210,7 +1156,7 @@ checksum = "5b8a1e28f2deaa14e508979454cb3a223b10b938b45af148bc0986de36f1923b"
 dependencies = [
  "proc-macro2",
  "quote",
- "syn 2.0.66",
+ "syn 2.0.69",
 ]
 
 [[package]]
@@ -1269,9 +1215,9 @@ dependencies = [
 
 [[package]]
 name = "trybuild"
-version = "1.0.96"
+version = "1.0.97"
 source = "registry+https://github.com/rust-lang/crates.io-index"
-checksum = "33a5f13f11071020bb12de7a16b925d2d58636175c20c11dc5f96cb64bb6c9b3"
+checksum = "5b1e5645f2ee8025c2f1d75e1138f2dd034d74e6ba54620f3c569ba2a2a1ea06"
 dependencies = [
  "glob",
  "serde",
diff --git a/Cargo.toml b/Cargo.toml
index 57f9c1e..bfb507c 100644
--- a/Cargo.toml
+++ b/Cargo.toml
@@ -19,8 +19,8 @@ license = "Apache-2.0"
 [workspace.dependencies]
 anyhow = "1.0.86"
 csv = "1.3"
-pyo3 = "0.21.2"
-pyo3-build-config = "0.21.2"
+pyo3 = "0.22.1"
+pyo3-build-config = "0.22.1"
 rstest = "0.21.0"
 serde = { version = "1.0", features = ["derive"] }
 time = ">=0.3.35"
diff --git a/python/python/databento_dbn/_lib.pyi b/python/python/databento_dbn/_lib.pyi
index c7373b1..d14a287 100644
--- a/python/python/databento_dbn/_lib.pyi
+++ b/python/python/databento_dbn/_lib.pyi
@@ -781,13 +781,13 @@ class Metadata(SupportsBytes):
         self,
         dataset: str,
         start: int,
+        stype_in: SType | None,
         stype_out: SType,
-        symbols: list[str],
-        partial: list[str],
-        not_found: list[str],
-        mappings: Sequence[SymbolMapping],
-        schema: Schema | None = None,
-        stype_in: SType | None = None,
+        schema: Schema | None,
+        symbols: list[str] | None = None,
+        partial: list[str] | None = None,
+        not_found: list[str] | None = None,
+        mappings: Sequence[SymbolMapping] | None = None,
         end: int | None = None,
         limit: int | None = None,
         ts_out: bool | None = None,
@@ -954,8 +954,8 @@ class Metadata(SupportsBytes):
         ----------
         data : bytes
             The bytes to decode from.
-        upgrade_policy : VersionUpgradePolicy
-            How to decode data from prior DBN versions. Defaults to decoding as-is.
+        upgrade_policy : VersionUpgradePolicy, default UPGRADE
+            How to decode data from prior DBN versions. Defaults to upgrade decoding.
 
         Returns
         -------
@@ -4750,8 +4750,8 @@ class DBNDecoder:
     input_version : int, default current DBN version
         Specify the DBN version of the input. Only used when transcoding data without
         metadata.
-    upgrade_policy : VersionUpgradePolicy
-        How to decode data from prior DBN versions. Defaults to decoding as-is.
+    upgrade_policy : VersionUpgradePolicy, default UPGRADE
+        How to decode data from prior DBN versions. Defaults to upgrade decoding.
     """
 
     def __init__(
@@ -4829,10 +4829,10 @@ class Transcoder:
     pretty_ts : bool, default True
         Whether to serialize nanosecond UNIX timestamps as ISO8601 datetime strings.
         Only applicable to CSV and JSON.
-    map_symbols : bool, default True
+    map_symbols : bool, default None
         If symbology mappings from the metadata should be used to create
         a 'symbol' field, mapping the instrument ID to its requested symbol for
-        every record.
+        every record. Defaults to True for text encodings and False for DBN.
     has_metadata : bool, default True
         Whether the input bytes begin with DBN metadata. Pass False to transcode
         individual records or a fragment of a DBN stream.
@@ -4848,8 +4848,8 @@ class Transcoder:
     input_version : int, default current DBN version
         Specify the DBN version of the input. Only used when transcoding data without
         metadata.
-    upgrade_policy : VersionUpgradePolicy
-        How to decode data from prior DBN versions. Defaults to decoding as-is.
+    upgrade_policy : VersionUpgradePolicy, default UPGRADE
+        How to decode data from prior DBN versions. Defaults to upgrade decoding.
     """
 
     def __init__(
@@ -4859,7 +4859,7 @@ class Transcoder:
         compression: Compression,
         pretty_px: bool = True,
         pretty_ts: bool = True,
-        map_symbols: bool = True,
+        map_symbols: bool | None = None,
         has_metadata: bool = True,
         ts_out: bool = False,
         symbol_interval_map: dict[int, list[tuple[dt.date, dt.date, str]]] | None = None,
diff --git a/python/src/dbn_decoder.rs b/python/src/dbn_decoder.rs
index 57aac9a..5bd7b63 100644
--- a/python/src/dbn_decoder.rs
+++ b/python/src/dbn_decoder.rs
@@ -20,18 +20,24 @@ pub struct DbnDecoder {
 #[pymethods]
 impl DbnDecoder {
     #[new]
+    #[pyo3(signature = (
+        has_metadata = true,
+        ts_out = false,
+        input_version = dbn::DBN_VERSION,
+        upgrade_policy = VersionUpgradePolicy::default()
+    ))]
     fn new(
-        has_metadata: Option<bool>,
-        ts_out: Option<bool>,
-        input_version: Option<u8>,
-        upgrade_policy: Option<VersionUpgradePolicy>,
+        has_metadata: bool,
+        ts_out: bool,
+        input_version: u8,
+        upgrade_policy: VersionUpgradePolicy,
     ) -> Self {
         Self {
             buffer: io::Cursor::default(),
-            has_decoded_metadata: !has_metadata.unwrap_or(true),
-            ts_out: ts_out.unwrap_or_default(),
-            input_version: input_version.unwrap_or(dbn::DBN_VERSION),
-            upgrade_policy: upgrade_policy.unwrap_or_default(),
+            has_decoded_metadata: !has_metadata,
+            ts_out,
+            input_version,
+            upgrade_policy,
         }
     }
 
@@ -128,7 +134,7 @@ mod tests {
         encode::{dbn::Encoder, EncodeRecord},
         enums::{rtype, SType, Schema},
         record::{ErrorMsg, OhlcvMsg, RecordHeader},
-        MetadataBuilder,
+        MetadataBuilder, DBN_VERSION,
     };
     use pyo3::{py_run, types::PyString};
 
@@ -138,7 +144,7 @@ mod tests {
     #[test]
     fn test_partial_metadata_and_records() {
         setup();
-        let mut target = DbnDecoder::new(None, None, None, None);
+        let mut target = DbnDecoder::new(true, false, DBN_VERSION, VersionUpgradePolicy::default());
         let buffer = Vec::new();
         let mut encoder = Encoder::new(
             buffer,
@@ -180,7 +186,8 @@ mod tests {
     #[test]
     fn test_full_with_partial_record() {
         setup();
-        let mut decoder = DbnDecoder::new(None, None, None, None);
+        let mut decoder =
+            DbnDecoder::new(true, false, DBN_VERSION, VersionUpgradePolicy::default());
         let buffer = Vec::new();
         let mut encoder = Encoder::new(
             buffer,
diff --git a/python/src/encode.rs b/python/src/encode.rs
index 157fe41..b1caa0d 100644
--- a/python/src/encode.rs
+++ b/python/src/encode.rs
@@ -8,6 +8,7 @@ use pyo3::{exceptions::PyTypeError, intern, prelude::*, types::PyBytes};
 
 /// Updates existing fields that have already been written to the given file.
 #[pyfunction]
+#[pyo3(signature = (file, start, end = None, limit = None))]
 pub fn update_encoded_metadata(
     _py: Python<'_>,
     mut file: PyFileLike,
@@ -32,8 +33,8 @@ pub struct PyFileLike {
     inner: PyObject,
 }
 
-impl<'source> FromPyObject<'source> for PyFileLike {
-    fn extract(any: &'source PyAny) -> PyResult<Self> {
+impl<'py> FromPyObject<'py> for PyFileLike {
+    fn extract_bound(any: &Bound<'py, pyo3::PyAny>) -> PyResult<Self> {
         Python::with_gil(|py| {
             let obj: PyObject = any.extract()?;
             if obj.getattr(py, intern!(py, "read")).is_err() {
diff --git a/python/src/transcoder.rs b/python/src/transcoder.rs
index 0cc8106..38efefa 100644
--- a/python/src/transcoder.rs
+++ b/python/src/transcoder.rs
@@ -23,24 +23,39 @@ use crate::encode::PyFileLike;
 #[pyclass(module = "databento_dbn")]
 pub struct Transcoder(Box<dyn Transcode + Send>);
 
-pub type PySymbolIntervalMap<'py> = HashMap<u32, Vec<(&'py PyDate, &'py PyDate, String)>>;
+pub type PySymbolIntervalMap<'py> =
+    HashMap<u32, Vec<(Bound<'py, PyDate>, Bound<'py, PyDate>, String)>>;
 
 #[pymethods]
 impl Transcoder {
     #[new]
+    #[pyo3(signature  = (
+        file,
+        encoding,
+        compression,
+        pretty_px = true,
+        pretty_ts = true,
+        map_symbols = None,
+        has_metadata = true,
+        ts_out = false,
+        symbol_interval_map = None,
+        schema = None,
+        input_version = dbn::DBN_VERSION,
+        upgrade_policy = VersionUpgradePolicy::default(),
+    ))]
     fn new(
         file: PyFileLike,
         encoding: Encoding,
         compression: Compression,
-        pretty_px: Option<bool>,
-        pretty_ts: Option<bool>,
+        pretty_px: bool,
+        pretty_ts: bool,
         map_symbols: Option<bool>,
-        has_metadata: Option<bool>,
-        ts_out: Option<bool>,
+        has_metadata: bool,
+        ts_out: bool,
         symbol_interval_map: Option<PySymbolIntervalMap>,
         schema: Option<Schema>,
-        input_version: Option<u8>,
-        upgrade_policy: Option<VersionUpgradePolicy>,
+        input_version: u8,
+        upgrade_policy: VersionUpgradePolicy,
     ) -> PyResult<Self> {
         let symbol_map = if let Some(symbol_interval_map) = symbol_interval_map {
             let mut symbol_map = TsSymbolMap::new();
@@ -49,8 +64,8 @@ impl Transcoder {
                     if symbol.is_empty() {
                         continue;
                     }
-                    let start_date = py_to_time_date(start_date)?;
-                    let end_date = py_to_time_date(end_date)?;
+                    let start_date = py_to_time_date(&start_date)?;
+                    let end_date = py_to_time_date(&end_date)?;
                     symbol_map.insert(iid, start_date, end_date, Arc::new(symbol))?;
                 }
             }
@@ -158,15 +173,15 @@ impl<const OUTPUT_ENC: u8> Inner<OUTPUT_ENC> {
     fn new(
         file: PyFileLike,
         compression: Compression,
-        pretty_px: Option<bool>,
-        pretty_ts: Option<bool>,
+        pretty_px: bool,
+        pretty_ts: bool,
         map_symbols: Option<bool>,
-        has_metadata: Option<bool>,
-        ts_out: Option<bool>,
+        has_metadata: bool,
+        ts_out: bool,
         symbol_map: Option<TsSymbolMap>,
         schema: Option<Schema>,
-        input_version: Option<u8>,
-        upgrade_policy: Option<VersionUpgradePolicy>,
+        input_version: u8,
+        upgrade_policy: VersionUpgradePolicy,
     ) -> PyResult<Self> {
         if OUTPUT_ENC == Encoding::Dbn as u8 && map_symbols.unwrap_or(false) {
             return Err(PyValueError::new_err(
@@ -176,15 +191,15 @@ impl<const OUTPUT_ENC: u8> Inner<OUTPUT_ENC> {
         Ok(Self {
             buffer: io::Cursor::default(),
             output: DynWriter::new(BufWriter::new(file), compression)?,
-            use_pretty_px: pretty_px.unwrap_or(true),
-            use_pretty_ts: pretty_ts.unwrap_or(true),
+            use_pretty_px: pretty_px,
+            use_pretty_ts: pretty_ts,
             map_symbols: map_symbols.unwrap_or(true),
-            has_decoded_metadata: !has_metadata.unwrap_or(true),
-            ts_out: ts_out.unwrap_or(false),
+            has_decoded_metadata: !has_metadata,
+            ts_out,
             symbol_map: symbol_map.map(SymbolMap::Historical).unwrap_or_default(),
             schema,
-            input_version: input_version.unwrap_or(dbn::DBN_VERSION),
-            upgrade_policy: upgrade_policy.unwrap_or_default(),
+            input_version,
+            upgrade_policy,
         })
     }
 
@@ -442,7 +457,7 @@ mod tests {
         datasets::XNAS_ITCH,
         encode::{DbnEncoder, EncodeRecord},
         rtype, ErrorMsg, MappingInterval, MetadataBuilder, OhlcvMsg, RecordHeader, SType, Schema,
-        SymbolMapping, SymbolMappingMsg, WithTsOut, UNDEF_TIMESTAMP,
+        SymbolMapping, SymbolMappingMsg, WithTsOut, DBN_VERSION, UNDEF_TIMESTAMP,
     };
     use rstest::rstest;
     use time::macros::{date, datetime};
@@ -473,15 +488,15 @@ mod tests {
                 Py::new(py, file).unwrap().extract(py).unwrap(),
                 Encoding::Json,
                 Compression::None,
+                true,
+                true,
                 None,
+                true,
+                false,
                 None,
                 None,
-                None,
-                None,
-                None,
-                None,
-                None,
-                None,
+                DBN_VERSION,
+                VersionUpgradePolicy::default(),
             )
             .unwrap()
         });
@@ -548,15 +563,15 @@ mod tests {
                 Py::new(py, file).unwrap().extract(py).unwrap(),
                 Encoding::Csv,
                 Compression::None,
+                true,
+                true,
                 None,
+                true,
+                false,
                 None,
                 None,
-                None,
-                None,
-                None,
-                None,
-                None,
-                None,
+                DBN_VERSION,
+                VersionUpgradePolicy::default(),
             )
             .unwrap()
         });
@@ -622,15 +637,15 @@ mod tests {
                 Py::new(py, file).unwrap().extract(py).unwrap(),
                 encoding,
                 Compression::None,
-                None,
-                Some(false),
+                true,
+                false,
                 Some(map_symbols),
-                None,
-                Some(true),
-                None,
-                None,
+                true,
+                true,
                 None,
                 None,
+                DBN_VERSION,
+                VersionUpgradePolicy::default(),
             )
             .unwrap()
         });
@@ -748,15 +763,15 @@ mod tests {
                 Py::new(py, file).unwrap().extract(py).unwrap(),
                 encoding,
                 Compression::None,
-                None,
-                None,
+                true,
+                true,
                 Some(map_symbols),
-                None,
-                None,
+                true,
+                false,
                 None,
                 Some(Schema::Ohlcv1S),
-                None,
-                None,
+                DBN_VERSION,
+                VersionUpgradePolicy::default(),
             )
             .unwrap()
         });
@@ -881,15 +896,15 @@ mod tests {
                 Py::new(py, file).unwrap().extract(py).unwrap(),
                 encoding,
                 Compression::None,
+                true,
+                true,
                 None,
-                None,
-                None,
-                None,
-                None,
+                true,
+                false,
                 None,
                 Some(schema),
-                None,
-                None,
+                DBN_VERSION,
+                VersionUpgradePolicy::default(),
             )
             .unwrap()
         });
diff --git a/rust/dbn-macros/Cargo.toml b/rust/dbn-macros/Cargo.toml
index 9d7291b..27cc873 100644
--- a/rust/dbn-macros/Cargo.toml
+++ b/rust/dbn-macros/Cargo.toml
@@ -13,13 +13,13 @@ proc-macro = true
 [dependencies]
 # Get name of current crate in macros, like $crate in macro_rules macros
 proc-macro-crate = "3.1.0"
-proc-macro2 = "1.0.85"
+proc-macro2 = "1.0.86"
 # Convert code to token streams
 quote = "1.0.36"
 # Token parsing
-syn = { version = "2.0.66", features = ["full"] }
+syn = { version = "2.0.69", features = ["full"] }
 
 [dev-dependencies]
 csv = { workspace = true }
 dbn = { path = "../dbn" }
-trybuild = "1.0.96"
+trybuild = "1.0.97"
diff --git a/rust/dbn/Cargo.toml b/rust/dbn/Cargo.toml
index b5a23a3..3a670b2 100644
--- a/rust/dbn/Cargo.toml
+++ b/rust/dbn/Cargo.toml
@@ -34,7 +34,7 @@ fallible-streaming-iterator = { version = "0.1.9", features = ["std"] }
 itoa = "1.0"
 num_enum = "0.7"
 pyo3 = { workspace = true, optional = true }
-json-writer = "0.3"
+json-writer = "0.4"
 serde = { workspace = true, features = ["derive"], optional = true }
 # extra enum traits for Python
 strum = { version = "0.26", features = ["derive"], optional = true }
diff --git a/rust/dbn/src/python.rs b/rust/dbn/src/python.rs
index 2a490a4..384145a 100644
--- a/rust/dbn/src/python.rs
+++ b/rust/dbn/src/python.rs
@@ -83,7 +83,7 @@ impl IntoPy<PyObject> for FlagSet {
 ///
 /// # Errors
 /// This function returns an error if input has an invalid month.
-pub fn py_to_time_date(py_date: &PyDate) -> PyResult<time::Date> {
+pub fn py_to_time_date(py_date: &Bound<'_, PyDate>) -> PyResult<time::Date> {
     let month =
         time::Month::try_from(py_date.get_month()).map_err(|e| DBNError::new_err(e.to_string()))?;
     time::Date::from_calendar_date(py_date.get_year(), month, py_date.get_day())
diff --git a/rust/dbn/src/python/metadata.rs b/rust/dbn/src/python/metadata.rs
index b544c44..50dea84 100644
--- a/rust/dbn/src/python/metadata.rs
+++ b/rust/dbn/src/python/metadata.rs
@@ -20,35 +20,50 @@ use super::{py_to_time_date, to_py_err};
 #[pymethods]
 impl Metadata {
     #[new]
+    #[pyo3(signature = (
+        dataset,
+        start,
+        stype_in,
+        stype_out,
+        schema,
+        symbols=None,
+        partial=None,
+        not_found=None,
+        mappings=None,
+        end=None,
+        limit=None,
+        ts_out=None,
+        version=crate::DBN_VERSION,
+    ))]
     fn py_new(
         dataset: String,
         start: u64,
+        stype_in: Option<SType>,
         stype_out: SType,
-        symbols: Vec<String>,
-        partial: Vec<String>,
-        not_found: Vec<String>,
-        mappings: Vec<SymbolMapping>,
         schema: Option<Schema>,
-        stype_in: Option<SType>,
+        symbols: Option<Vec<String>>,
+        partial: Option<Vec<String>>,
+        not_found: Option<Vec<String>>,
+        mappings: Option<Vec<SymbolMapping>>,
         end: Option<u64>,
         limit: Option<u64>,
         ts_out: Option<bool>,
-        version: Option<u8>,
+        version: u8,
     ) -> Metadata {
         Metadata::builder()
             .dataset(dataset)
             .start(start)
             .stype_out(stype_out)
-            .symbols(symbols)
-            .partial(partial)
-            .not_found(not_found)
-            .mappings(mappings)
+            .symbols(symbols.unwrap_or_default())
+            .partial(partial.unwrap_or_default())
+            .not_found(not_found.unwrap_or_default())
+            .mappings(mappings.unwrap_or_default())
             .schema(schema)
             .stype_in(stype_in)
             .end(NonZeroU64::new(end.unwrap_or_default()))
             .limit(NonZeroU64::new(limit.unwrap_or_default()))
             .ts_out(ts_out.unwrap_or_default())
-            .version(version.unwrap_or(crate::DBN_VERSION))
+            .version(version)
             .build()
     }
 
@@ -78,14 +93,13 @@ impl Metadata {
         res
     }
 
-    #[pyo3(name = "decode")]
+    #[pyo3(name = "decode", signature = (data, upgrade_policy = VersionUpgradePolicy::default()))]
     #[classmethod]
     fn py_decode(
         _cls: &Bound<PyType>,
         data: &Bound<PyBytes>,
-        upgrade_policy: Option<VersionUpgradePolicy>,
+        upgrade_policy: VersionUpgradePolicy,
     ) -> PyResult<Metadata> {
-        let upgrade_policy = upgrade_policy.unwrap_or_default();
         let reader = io::BufReader::new(data.as_bytes());
         let mut metadata = DynDecoder::inferred_with_buffer(reader, upgrade_policy)?
             .metadata()
@@ -121,8 +135,8 @@ impl ToPyObject for SymbolMapping {
     }
 }
 
-impl<'source> FromPyObject<'source> for MappingInterval {
-    fn extract(ob: &'source PyAny) -> PyResult<Self> {
+impl<'py> FromPyObject<'py> for MappingInterval {
+    fn extract_bound(ob: &Bound<'py, PyAny>) -> PyResult<Self> {
         let start_date = ob
             .getattr(intern!(ob.py(), "start_date"))
             .map_err(|_| to_py_err("Missing start_date".to_owned()))
@@ -179,7 +193,7 @@ impl IntoPy<PyObject> for MappingInterval {
     }
 }
 
-fn extract_date(any: &PyAny) -> PyResult<time::Date> {
+fn extract_date(any: Bound<'_, PyAny>) -> PyResult<time::Date> {
     let py_date = any.downcast::<PyDate>().map_err(PyErr::from)?;
     py_to_time_date(py_date)
 }
diff --git a/rust/dbn/src/python/record.rs b/rust/dbn/src/python/record.rs
index cf0f557..063fec0 100644
--- a/rust/dbn/src/python/record.rs
+++ b/rust/dbn/src/python/record.rs
@@ -22,6 +22,21 @@ use super::{to_py_err, PyFieldDesc};
 #[pymethods]
 impl MboMsg {
     #[new]
+    #[pyo3(signature = (
+        publisher_id,
+        instrument_id,
+        ts_event,
+        order_id,
+        price,
+        size,
+        channel_id,
+        action,
+        side,
+        ts_recv,
+        ts_in_delta,
+        sequence,
+        flags = None,
+    ))]
     fn py_new(
         publisher_id: u16,
         instrument_id: u32,
@@ -162,21 +177,29 @@ impl MboMsg {
 #[pymethods]
 impl BidAskPair {
     #[new]
+    #[pyo3(signature = (
+        bid_px = UNDEF_PRICE,
+        ask_px = UNDEF_PRICE,
+        bid_sz = 0,
+        ask_sz = 0,
+        bid_ct = 0,
+        ask_ct = 0,
+    ))]
     fn py_new(
-        bid_px: Option<i64>,
-        ask_px: Option<i64>,
-        bid_sz: Option<u32>,
-        ask_sz: Option<u32>,
-        bid_ct: Option<u32>,
-        ask_ct: Option<u32>,
+        bid_px: i64,
+        ask_px: i64,
+        bid_sz: u32,
+        ask_sz: u32,
+        bid_ct: u32,
+        ask_ct: u32,
     ) -> Self {
         Self {
-            bid_px: bid_px.unwrap_or(UNDEF_PRICE),
-            ask_px: ask_px.unwrap_or(UNDEF_PRICE),
-            bid_sz: bid_sz.unwrap_or_default(),
-            ask_sz: ask_sz.unwrap_or_default(),
-            bid_ct: bid_ct.unwrap_or_default(),
-            ask_ct: ask_ct.unwrap_or_default(),
+            bid_px,
+            ask_px,
+            bid_sz,
+            ask_sz,
+            bid_ct,
+            ask_ct,
         }
     }
 
@@ -214,6 +237,19 @@ impl BidAskPair {
 #[pymethods]
 impl BboMsg {
     #[new]
+    #[pyo3(signature = (
+        rtype,
+        publisher_id,
+        instrument_id,
+        ts_event,
+        price,
+        size,
+        side,
+        ts_recv,
+        sequence,
+        flags = None,
+        levels = None,
+    ))]
     fn py_new(
         rtype: u8,
         publisher_id: u16,
@@ -346,6 +382,21 @@ impl BboMsg {
 #[pymethods]
 impl CbboMsg {
     #[new]
+    #[pyo3(signature= (
+        rtype,
+        publisher_id,
+        instrument_id,
+        ts_event,
+        price,
+        size,
+        action,
+        side,
+        ts_recv,
+        ts_in_delta,
+        sequence,
+        flags = None,
+        levels = None,
+    ))]
     fn py_new(
         rtype: u8,
         publisher_id: u16,
@@ -486,23 +537,31 @@ impl CbboMsg {
 #[pymethods]
 impl ConsolidatedBidAskPair {
     #[new]
+    #[pyo3(signature = (
+        bid_px = UNDEF_PRICE,
+        ask_px = UNDEF_PRICE,
+        bid_sz = 0,
+        ask_sz = 0,
+        bid_pb = 0,
+        ask_pb = 0,
+    ))]
     fn py_new(
-        bid_px: Option<i64>,
-        ask_px: Option<i64>,
-        bid_sz: Option<u32>,
-        ask_sz: Option<u32>,
-        bid_pb: Option<u16>,
-        ask_pb: Option<u16>,
+        bid_px: i64,
+        ask_px: i64,
+        bid_sz: u32,
+        ask_sz: u32,
+        bid_pb: u16,
+        ask_pb: u16,
     ) -> Self {
         Self {
-            bid_px: bid_px.unwrap_or(UNDEF_PRICE),
-            ask_px: ask_px.unwrap_or(UNDEF_PRICE),
-            bid_sz: bid_sz.unwrap_or_default(),
-            ask_sz: ask_sz.unwrap_or_default(),
-            bid_pb: bid_pb.unwrap_or_default(),
-            ask_pb: ask_pb.unwrap_or_default(),
-            _reserved1: [0; 2],
-            _reserved2: [0; 2],
+            bid_px,
+            ask_px,
+            bid_sz,
+            ask_sz,
+            bid_pb,
+            ask_pb,
+            _reserved1: Default::default(),
+            _reserved2: Default::default(),
         }
     }
 
@@ -556,6 +615,20 @@ impl ConsolidatedBidAskPair {
 #[pymethods]
 impl TradeMsg {
     #[new]
+    #[pyo3(signature= (
+        publisher_id,
+        instrument_id,
+        ts_event,
+        price,
+        size,
+        action,
+        side,
+        depth,
+        ts_recv,
+        ts_in_delta,
+        sequence,
+        flags = None,
+    ))]
     fn py_new(
         publisher_id: u16,
         instrument_id: u32,
@@ -694,6 +767,21 @@ impl TradeMsg {
 #[pymethods]
 impl Mbp1Msg {
     #[new]
+    #[pyo3(signature = (
+        publisher_id,
+        instrument_id,
+        ts_event,
+        price,
+        size,
+        action,
+        side,
+        depth,
+        ts_recv,
+        ts_in_delta,
+        sequence,
+        flags = None,
+        levels = None,
+    ))]
     fn py_new(
         publisher_id: u16,
         instrument_id: u32,
@@ -834,6 +922,21 @@ impl Mbp1Msg {
 #[pymethods]
 impl Mbp10Msg {
     #[new]
+    #[pyo3(signature = (
+        publisher_id,
+        instrument_id,
+        ts_event,
+        price,
+        size,
+        action,
+        side,
+        depth,
+        ts_recv,
+        ts_in_delta,
+        sequence,
+        flags = None,
+        levels = None,
+    ))]
     fn py_new(
         publisher_id: u16,
         instrument_id: u32,
@@ -1117,6 +1220,18 @@ impl OhlcvMsg {
 #[pymethods]
 impl StatusMsg {
     #[new]
+    #[pyo3(signature = (
+        publisher_id,
+        instrument_id,
+        ts_event,
+        ts_recv,
+        action = None,
+        reason = None,
+        trading_event = None,
+        is_trading = None,
+        is_quoting = None,
+        is_short_sell_restricted = None,
+    ))]
     fn py_new(
         publisher_id: u16,
         instrument_id: u32,
@@ -1252,6 +1367,71 @@ impl StatusMsg {
 #[pymethods]
 impl InstrumentDefMsg {
     #[new]
+    #[pyo3(signature = (
+        publisher_id,
+        instrument_id,
+        ts_event,
+        ts_recv,
+        min_price_increment,
+        display_factor,
+        min_lot_size_round_lot,
+        raw_symbol,
+        group,
+        exchange,
+        instrument_class,
+        match_algorithm,
+        md_security_trading_status,
+        security_update_action,
+        expiration = UNDEF_TIMESTAMP,
+        activation = UNDEF_TIMESTAMP,
+        high_limit_price = UNDEF_PRICE,
+        low_limit_price = UNDEF_PRICE,
+        max_price_variation = UNDEF_PRICE,
+        trading_reference_price = UNDEF_PRICE,
+        unit_of_measure_qty = UNDEF_PRICE,
+        min_price_increment_amount = UNDEF_PRICE,
+        price_ratio = UNDEF_PRICE,
+        inst_attrib_value = None,
+        underlying_id = None,
+        raw_instrument_id = None,
+        market_depth_implied = None,
+        market_depth = None,
+        market_segment_id = None,
+        max_trade_vol = None,
+        min_lot_size = None,
+        min_lot_size_block = None,
+        min_trade_vol = None,
+        contract_multiplier = None,
+        decay_quantity = None,
+        original_contract_size = None,
+        trading_reference_date = None,
+        appl_id = None,
+        maturity_year = None,
+        decay_start_date = None,
+        channel_id = None,
+        currency = "",
+        settl_currency = "",
+        secsubtype = "",
+        asset = "",
+        cfi = "",
+        security_type = "",
+        unit_of_measure = "",
+        underlying = "",
+        strike_price_currency = "",
+        strike_price = UNDEF_PRICE,
+        main_fraction = None,
+        price_display_format = None,
+        settl_price_type = None,
+        sub_fraction = None,
+        underlying_product = None,
+        maturity_month = None,
+        maturity_day = None,
+        maturity_week = None,
+        user_defined_instrument = None,
+        contract_multiplier_unit = None,
+        flow_schedule_type = None,
+        tick_rule = None,
+    ))]
     fn py_new(
         publisher_id: u16,
         instrument_id: u32,
@@ -1267,15 +1447,15 @@ impl InstrumentDefMsg {
         match_algorithm: c_char,
         md_security_trading_status: u8,
         security_update_action: SecurityUpdateAction,
-        expiration: Option<u64>,
-        activation: Option<u64>,
-        high_limit_price: Option<i64>,
-        low_limit_price: Option<i64>,
-        max_price_variation: Option<i64>,
-        trading_reference_price: Option<i64>,
-        unit_of_measure_qty: Option<i64>,
-        min_price_increment_amount: Option<i64>,
-        price_ratio: Option<i64>,
+        expiration: u64,
+        activation: u64,
+        high_limit_price: i64,
+        low_limit_price: i64,
+        max_price_variation: i64,
+        trading_reference_price: i64,
+        unit_of_measure_qty: i64,
+        min_price_increment_amount: i64,
+        price_ratio: i64,
         inst_attrib_value: Option<i32>,
         underlying_id: Option<u32>,
         raw_instrument_id: Option<u32>,
@@ -1294,16 +1474,16 @@ impl InstrumentDefMsg {
         maturity_year: Option<u16>,
         decay_start_date: Option<u16>,
         channel_id: Option<u16>,
-        currency: Option<&str>,
-        settl_currency: Option<&str>,
-        secsubtype: Option<&str>,
-        asset: Option<&str>,
-        cfi: Option<&str>,
-        security_type: Option<&str>,
-        unit_of_measure: Option<&str>,
-        underlying: Option<&str>,
-        strike_price_currency: Option<&str>,
-        strike_price: Option<i64>,
+        currency: &str,
+        settl_currency: &str,
+        secsubtype: &str,
+        asset: &str,
+        cfi: &str,
+        security_type: &str,
+        unit_of_measure: &str,
+        underlying: &str,
+        strike_price_currency: &str,
+        strike_price: i64,
         main_fraction: Option<u8>,
         price_display_format: Option<u8>,
         settl_price_type: Option<u8>,
@@ -1327,15 +1507,15 @@ impl InstrumentDefMsg {
             ts_recv,
             min_price_increment,
             display_factor,
-            expiration: expiration.unwrap_or(UNDEF_TIMESTAMP),
-            activation: activation.unwrap_or(UNDEF_TIMESTAMP),
-            high_limit_price: high_limit_price.unwrap_or(UNDEF_PRICE),
-            low_limit_price: low_limit_price.unwrap_or(UNDEF_PRICE),
-            max_price_variation: max_price_variation.unwrap_or(UNDEF_PRICE),
-            trading_reference_price: trading_reference_price.unwrap_or(UNDEF_PRICE),
-            unit_of_measure_qty: unit_of_measure_qty.unwrap_or(i64::MAX),
-            min_price_increment_amount: min_price_increment_amount.unwrap_or(UNDEF_PRICE),
-            price_ratio: price_ratio.unwrap_or(UNDEF_PRICE),
+            expiration,
+            activation,
+            high_limit_price,
+            low_limit_price,
+            max_price_variation,
+            trading_reference_price,
+            unit_of_measure_qty,
+            min_price_increment_amount,
+            price_ratio,
             inst_attrib_value: inst_attrib_value.unwrap_or(i32::MAX),
             underlying_id: underlying_id.unwrap_or_default(),
             raw_instrument_id: raw_instrument_id.unwrap_or(instrument_id),
@@ -1355,20 +1535,20 @@ impl InstrumentDefMsg {
             maturity_year: maturity_year.unwrap_or(u16::MAX),
             decay_start_date: decay_start_date.unwrap_or(u16::MAX),
             channel_id: channel_id.unwrap_or(u16::MAX),
-            currency: str_to_c_chars(currency.unwrap_or_default())?,
-            settl_currency: str_to_c_chars(settl_currency.unwrap_or_default())?,
-            secsubtype: str_to_c_chars(secsubtype.unwrap_or_default())?,
+            currency: str_to_c_chars(currency)?,
+            settl_currency: str_to_c_chars(settl_currency)?,
+            secsubtype: str_to_c_chars(secsubtype)?,
             raw_symbol: str_to_c_chars(raw_symbol)?,
             group: str_to_c_chars(group)?,
             exchange: str_to_c_chars(exchange)?,
-            asset: str_to_c_chars(asset.unwrap_or_default())?,
-            cfi: str_to_c_chars(cfi.unwrap_or_default())?,
-            security_type: str_to_c_chars(security_type.unwrap_or_default())?,
-            unit_of_measure: str_to_c_chars(unit_of_measure.unwrap_or_default())?,
-            underlying: str_to_c_chars(underlying.unwrap_or_default())?,
-            strike_price_currency: str_to_c_chars(strike_price_currency.unwrap_or_default())?,
+            asset: str_to_c_chars(asset)?,
+            cfi: str_to_c_chars(cfi)?,
+            security_type: str_to_c_chars(security_type)?,
+            unit_of_measure: str_to_c_chars(unit_of_measure)?,
+            underlying: str_to_c_chars(underlying)?,
+            strike_price_currency: str_to_c_chars(strike_price_currency)?,
             instrument_class,
-            strike_price: strike_price.unwrap_or(UNDEF_PRICE),
+            strike_price,
             match_algorithm,
             md_security_trading_status,
             main_fraction: main_fraction.unwrap_or(u8::MAX),
@@ -1656,6 +1836,71 @@ impl InstrumentDefMsg {
 
 #[pymethods]
 impl InstrumentDefMsgV1 {
+    #[pyo3(signature = (
+        publisher_id,
+        instrument_id,
+        ts_event,
+        ts_recv,
+        min_price_increment,
+        display_factor,
+        min_lot_size_round_lot,
+        raw_symbol,
+        group,
+        exchange,
+        instrument_class,
+        match_algorithm,
+        md_security_trading_status,
+        security_update_action,
+        expiration = UNDEF_TIMESTAMP,
+        activation = UNDEF_TIMESTAMP,
+        high_limit_price = UNDEF_PRICE,
+        low_limit_price = UNDEF_PRICE,
+        max_price_variation = UNDEF_PRICE,
+        trading_reference_price = UNDEF_PRICE,
+        unit_of_measure_qty = UNDEF_PRICE,
+        min_price_increment_amount = UNDEF_PRICE,
+        price_ratio = UNDEF_PRICE,
+        inst_attrib_value = None,
+        underlying_id = None,
+        raw_instrument_id = None,
+        market_depth_implied = None,
+        market_depth = None,
+        market_segment_id = None,
+        max_trade_vol = None,
+        min_lot_size = None,
+        min_lot_size_block = None,
+        min_trade_vol = None,
+        contract_multiplier = None,
+        decay_quantity = None,
+        original_contract_size = None,
+        trading_reference_date = None,
+        appl_id = None,
+        maturity_year = None,
+        decay_start_date = None,
+        channel_id = None,
+        currency = "",
+        settl_currency = "",
+        secsubtype = "",
+        asset = "",
+        cfi = "",
+        security_type = "",
+        unit_of_measure = "",
+        underlying = "",
+        strike_price_currency = "",
+        strike_price = UNDEF_PRICE,
+        main_fraction = None,
+        price_display_format = None,
+        settl_price_type = None,
+        sub_fraction = None,
+        underlying_product = None,
+        maturity_month = None,
+        maturity_day = None,
+        maturity_week = None,
+        user_defined_instrument = None,
+        contract_multiplier_unit = None,
+        flow_schedule_type = None,
+        tick_rule = None,
+   ))]
     #[new]
     fn py_new(
         publisher_id: u16,
@@ -1672,15 +1917,15 @@ impl InstrumentDefMsgV1 {
         match_algorithm: c_char,
         md_security_trading_status: u8,
         security_update_action: SecurityUpdateAction,
-        expiration: Option<u64>,
-        activation: Option<u64>,
-        high_limit_price: Option<i64>,
-        low_limit_price: Option<i64>,
-        max_price_variation: Option<i64>,
-        trading_reference_price: Option<i64>,
-        unit_of_measure_qty: Option<i64>,
-        min_price_increment_amount: Option<i64>,
-        price_ratio: Option<i64>,
+        expiration: u64,
+        activation: u64,
+        high_limit_price: i64,
+        low_limit_price: i64,
+        max_price_variation: i64,
+        trading_reference_price: i64,
+        unit_of_measure_qty: i64,
+        min_price_increment_amount: i64,
+        price_ratio: i64,
         inst_attrib_value: Option<i32>,
         underlying_id: Option<u32>,
         raw_instrument_id: Option<u32>,
@@ -1699,16 +1944,16 @@ impl InstrumentDefMsgV1 {
         maturity_year: Option<u16>,
         decay_start_date: Option<u16>,
         channel_id: Option<u16>,
-        currency: Option<&str>,
-        settl_currency: Option<&str>,
-        secsubtype: Option<&str>,
-        asset: Option<&str>,
-        cfi: Option<&str>,
-        security_type: Option<&str>,
-        unit_of_measure: Option<&str>,
-        underlying: Option<&str>,
-        strike_price_currency: Option<&str>,
-        strike_price: Option<i64>,
+        currency: &str,
+        settl_currency: &str,
+        secsubtype: &str,
+        asset: &str,
+        cfi: &str,
+        security_type: &str,
+        unit_of_measure: &str,
+        underlying: &str,
+        strike_price_currency: &str,
+        strike_price: i64,
         main_fraction: Option<u8>,
         price_display_format: Option<u8>,
         settl_price_type: Option<u8>,
@@ -1732,15 +1977,15 @@ impl InstrumentDefMsgV1 {
             ts_recv,
             min_price_increment,
             display_factor,
-            expiration: expiration.unwrap_or(UNDEF_TIMESTAMP),
-            activation: activation.unwrap_or(UNDEF_TIMESTAMP),
-            high_limit_price: high_limit_price.unwrap_or(UNDEF_PRICE),
-            low_limit_price: low_limit_price.unwrap_or(UNDEF_PRICE),
-            max_price_variation: max_price_variation.unwrap_or(UNDEF_PRICE),
-            trading_reference_price: trading_reference_price.unwrap_or(UNDEF_PRICE),
-            unit_of_measure_qty: unit_of_measure_qty.unwrap_or(i64::MAX),
-            min_price_increment_amount: min_price_increment_amount.unwrap_or(UNDEF_PRICE),
-            price_ratio: price_ratio.unwrap_or(UNDEF_PRICE),
+            expiration,
+            activation,
+            high_limit_price,
+            low_limit_price,
+            max_price_variation,
+            trading_reference_price,
+            unit_of_measure_qty,
+            min_price_increment_amount,
+            price_ratio,
             inst_attrib_value: inst_attrib_value.unwrap_or(i32::MAX),
             underlying_id: underlying_id.unwrap_or_default(),
             raw_instrument_id: raw_instrument_id.unwrap_or(instrument_id),
@@ -1760,20 +2005,20 @@ impl InstrumentDefMsgV1 {
             maturity_year: maturity_year.unwrap_or(u16::MAX),
             decay_start_date: decay_start_date.unwrap_or(u16::MAX),
             channel_id: channel_id.unwrap_or(u16::MAX),
-            currency: str_to_c_chars(currency.unwrap_or_default())?,
-            settl_currency: str_to_c_chars(settl_currency.unwrap_or_default())?,
-            secsubtype: str_to_c_chars(secsubtype.unwrap_or_default())?,
+            currency: str_to_c_chars(currency)?,
+            settl_currency: str_to_c_chars(settl_currency)?,
+            secsubtype: str_to_c_chars(secsubtype)?,
             raw_symbol: str_to_c_chars(raw_symbol)?,
             group: str_to_c_chars(group)?,
             exchange: str_to_c_chars(exchange)?,
-            asset: str_to_c_chars(asset.unwrap_or_default())?,
-            cfi: str_to_c_chars(cfi.unwrap_or_default())?,
-            security_type: str_to_c_chars(security_type.unwrap_or_default())?,
-            unit_of_measure: str_to_c_chars(unit_of_measure.unwrap_or_default())?,
-            underlying: str_to_c_chars(underlying.unwrap_or_default())?,
-            strike_price_currency: str_to_c_chars(strike_price_currency.unwrap_or_default())?,
+            asset: str_to_c_chars(asset)?,
+            cfi: str_to_c_chars(cfi)?,
+            security_type: str_to_c_chars(security_type)?,
+            unit_of_measure: str_to_c_chars(unit_of_measure)?,
+            underlying: str_to_c_chars(underlying)?,
+            strike_price_currency: str_to_c_chars(strike_price_currency)?,
             instrument_class,
-            strike_price: strike_price.unwrap_or(UNDEF_PRICE),
+            strike_price,
             match_algorithm,
             md_security_trading_status,
             main_fraction: main_fraction.unwrap_or(u8::MAX),
@@ -2240,6 +2485,21 @@ impl ImbalanceMsg {
 #[pymethods]
 impl StatMsg {
     #[new]
+    #[pyo3(signature= (
+        publisher_id,
+        instrument_id,
+        ts_event,
+        ts_recv,
+        ts_ref,
+        price,
+        quantity,
+        sequence,
+        ts_in_delta,
+        stat_type,
+        channel_id,
+        update_action = None,
+        stat_flags = 0,
+    ))]
     fn py_new(
         publisher_id: u16,
         instrument_id: u32,
@@ -2253,7 +2513,7 @@ impl StatMsg {
         stat_type: u16,
         channel_id: u16,
         update_action: Option<u8>,
-        stat_flags: Option<u8>,
+        stat_flags: u8,
     ) -> Self {
         Self {
             hd: RecordHeader::new::<Self>(rtype::STATISTICS, publisher_id, instrument_id, ts_event),
@@ -2266,7 +2526,7 @@ impl StatMsg {
             stat_type,
             channel_id,
             update_action: update_action.unwrap_or(StatUpdateAction::New as u8),
-            stat_flags: stat_flags.unwrap_or_default(),
+            stat_flags,
             _reserved: Default::default(),
         }
     }
@@ -2374,8 +2634,9 @@ impl StatMsg {
 #[pymethods]
 impl ErrorMsg {
     #[new]
-    fn py_new(ts_event: u64, err: &str, is_last: Option<bool>) -> PyResult<Self> {
-        Ok(ErrorMsg::new(ts_event, err, is_last.unwrap_or(true)))
+    #[pyo3(signature = (ts_event, err, is_last = true))]
+    fn py_new(ts_event: u64, err: &str, is_last: bool) -> PyResult<Self> {
+        Ok(ErrorMsg::new(ts_event, err, is_last))
     }
 
     fn __bytes__(&self) -> &[u8] {

From 8d5a851c37515389a39e835ea06ec391f39de2ed Mon Sep 17 00:00:00 2001
From: Carter Green <carter@databento.com>
Date: Tue, 9 Jul 2024 08:55:47 -0500
Subject: [PATCH 4/4] VER: Release 0.19.0

---
 CHANGELOG.md            |  2 +-
 Cargo.lock              | 10 +++++-----
 Cargo.toml              |  2 +-
 python/pyproject.toml   |  4 ++--
 rust/dbn-cli/Cargo.toml |  2 +-
 rust/dbn/Cargo.toml     |  2 +-
 6 files changed, 11 insertions(+), 11 deletions(-)

diff --git a/CHANGELOG.md b/CHANGELOG.md
index f2bef4b..30b551e 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -1,6 +1,6 @@
 # Changelog
 
-## 0.19.0 - TBD
+## 0.19.0 - 2024-07-09
 
 ### Enhancements
 - Added `BboMsg` record struct for future `bbo-1m` and `bbo-1s` schemas
diff --git a/Cargo.lock b/Cargo.lock
index d6149d9..aaa44af 100644
--- a/Cargo.lock
+++ b/Cargo.lock
@@ -256,7 +256,7 @@ dependencies = [
 
 [[package]]
 name = "databento-dbn"
-version = "0.18.3"
+version = "0.19.0"
 dependencies = [
  "dbn",
  "pyo3",
@@ -267,7 +267,7 @@ dependencies = [
 
 [[package]]
 name = "dbn"
-version = "0.18.3"
+version = "0.19.0"
 dependencies = [
  "async-compression",
  "csv",
@@ -289,7 +289,7 @@ dependencies = [
 
 [[package]]
 name = "dbn-c"
-version = "0.18.3"
+version = "0.19.0"
 dependencies = [
  "anyhow",
  "cbindgen",
@@ -299,7 +299,7 @@ dependencies = [
 
 [[package]]
 name = "dbn-cli"
-version = "0.18.3"
+version = "0.19.0"
 dependencies = [
  "anyhow",
  "assert_cmd",
@@ -314,7 +314,7 @@ dependencies = [
 
 [[package]]
 name = "dbn-macros"
-version = "0.18.3"
+version = "0.19.0"
 dependencies = [
  "csv",
  "dbn",
diff --git a/Cargo.toml b/Cargo.toml
index bfb507c..cd88b8f 100644
--- a/Cargo.toml
+++ b/Cargo.toml
@@ -11,7 +11,7 @@ resolver = "2"
 [workspace.package]
 authors = ["Databento <support@databento.com>"]
 edition = "2021"
-version = "0.18.3"
+version = "0.19.0"
 documentation = "https://docs.databento.com"
 repository = "https://github.com/databento/dbn"
 license = "Apache-2.0"
diff --git a/python/pyproject.toml b/python/pyproject.toml
index 6d01208..0bd561f 100644
--- a/python/pyproject.toml
+++ b/python/pyproject.toml
@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "databento-dbn"
-version = "0.18.3"
+version = "0.19.0"
 description = "Python bindings for encoding and decoding Databento Binary Encoding (DBN)"
 authors = ["Databento <support@databento.com>"]
 license = "Apache-2.0"
@@ -17,7 +17,7 @@ build-backend = "maturin"
 
 [project]
 name = "databento-dbn"
-version = "0.18.3"
+version = "0.19.0"
 authors = [
     { name = "Databento", email = "support@databento.com" }
 ]
diff --git a/rust/dbn-cli/Cargo.toml b/rust/dbn-cli/Cargo.toml
index 14d0f14..93bc85e 100644
--- a/rust/dbn-cli/Cargo.toml
+++ b/rust/dbn-cli/Cargo.toml
@@ -16,7 +16,7 @@ name = "dbn"
 path = "src/main.rs"
 
 [dependencies]
-dbn = { path = "../dbn", version = "=0.18.3", default-features = false }
+dbn = { path = "../dbn", version = "=0.19.0", default-features = false }
 
 anyhow = { workspace = true }
 clap = { version = "4.5", features = ["derive", "wrap_help"] }
diff --git a/rust/dbn/Cargo.toml b/rust/dbn/Cargo.toml
index 3a670b2..7fb07a3 100644
--- a/rust/dbn/Cargo.toml
+++ b/rust/dbn/Cargo.toml
@@ -25,7 +25,7 @@ serde = ["dep:serde", "time/parsing", "time/serde"]
 trivial_copy = []
 
 [dependencies]
-dbn-macros = { version = "=0.18.3", path = "../dbn-macros" }
+dbn-macros = { version = "=0.19.0", path = "../dbn-macros" }
 
 async-compression = { version = "0.4.11", features = ["tokio", "zstd"], optional = true }
 csv = { workspace = true }