VER: Release 0.17.0

.github/pull_request_template.md

@@ -1,6 +1,10 @@
-# Pull Request
+# Pull request
 
 Please include a summary of the changes.
+Please also include relevant motivation and context.
+List any dependencies that are required for this change.
+
+Fixes # (issue)
 
 ## Type of change
 
@@ -13,4 +17,22 @@ Please delete options that are not relevant.
 
 ## How has this change been tested?
 
-Please describe how this code was/is tested.
+Please describe the tests that you ran to verify your changes.
+Provide instructions so we can reproduce.
+Please also list any relevant details for your test configuration.
+
+- [ ] Test A
+- [ ] Test B
+
+## Checklist
+
+- [ ] My code builds locally with no new warnings (`scripts/build.sh`)
+- [ ] My code follows the style guidelines (`scripts/lint.sh` and `scripts/format.sh`)
+- [ ] New and existing unit tests pass locally with my changes (`scripts/test.sh`)
+- [ ] I have made corresponding changes to the documentation
+- [ ] I have added tests that prove my fix is effective or that my feature works
+
+## Declaration
+
+I confirm this contribution is made under an Apache 2.0 license and that I have the authority
+necessary to make this contribution on behalf of its copyright owner.

.github/workflows/build.yaml

@@ -2,7 +2,9 @@ name: build
 
 # Build and test dbn
 
-on: push
+on:
+  pull_request:
+  push:
 
 jobs:
   x86_64-build:

CHANGELOG.md

@@ -1,5 +1,43 @@
 # Changelog
 
+## 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 `Volatility` and `Delta` `StatType` variants
+- Added `Undefined` and `TimeProRata` `MatchAlgorithm` variants
+- Exported more enums to Python:
+  - `Action`
+  - `InstrumentClass`
+  - `MatchAlgorithm`
+  - `SecurityUpdateAction`
+  - `Side`
+  - `StatType`
+  - `StatUpdateAction`
+  - `StatusAction`
+  - `StatusReason`
+  - `TradingEvent`
+  - `TriState`
+  - `UserDefinedInstrument`
+
+### Breaking changes
+- Removed `Default` trait implementation for `Mbp1Msg` due to it now having multiple
+  permissible `rtype` values. Users should use `default_for_schema` instead
+- Changed the default `match_algorithm` for `InstrumentDefMsg` and `InstrumentDefMsgV1`
+  from `Fifo` to `Undefined`
+- Made `Dataset`, `Venue`, and `Publisher` non-exhaustive to allow future additions
+  without breaking changes
+- Renamed publishers from deprecated datasets to their respective sources (`XNAS.NLS`
+  and `XNYS.TRADES` respectively)
+
+### Deprecations
+- Deprecated dataset values `FINN.NLS` and `FINY.TRADES`
+
+### Bug fixes
+- Fixed an issue where the Python `MappingIntervalDict` was not exported
+- Fixed Python type stubs for `VersionUpgradePolicy` and `SType`
+
 ## 0.16.0 - 2024-03-01
 ### Enhancements
 - Updated `StatusMsg` and made it public in preparation for releasing a status schema
@@ -8,7 +46,7 @@
 - Added `-t` and `--tsv` flags to DBN CLI to encode tab-separated values (TSV)
 - Added `delimiter` method to builders for `DynEncoder` and `CsvEncoder` to customize the
   field delimiter character, allowing DBN to be encoded as tab-separated values (TSV)
-- Document cancellation safety for `AsyncRecordDecoder::decode_ref` (credit: @yongqli)
+- Documented cancellation safety for `AsyncRecordDecoder::decode_ref` (credit: @yongqli)
 - Added new publisher values for consolidated DBEQ.MAX
 - Added C FFI conversion functions from `ErrorMsgV1` to `ErrorMsg` and `SystemMsgV1`
   to `SystemMsg`

CONTRIBUTING.md

@@ -1,3 +1,4 @@
-We welcome feedback through discussions and issues on GitHub, however we don't currently accept pull requests due to the open-source repository being a downstream mirror of our internal codebase.
-
-Please direct email feedback to [email protected] or [email protected].
+Thank you for taking the time to contribute to our project.
+We welcome feedback through discussions and issues on GitHub, as well as our [community Slack](https://databento.com/support).
+While we don't merge pull requests directly due to the open-source repository being a downstream
+mirror of our internal codebase, we can commit the changes upstream with the original author.

Cargo.toml

@@ -11,7 +11,7 @@ resolver = "2"
 [workspace.package]
 authors = ["Databento <[email protected]>"]
 edition = "2021"
-version = "0.16.0"
+version = "0.17.0"
 documentation = "https://docs.databento.com"
 repository = "https://github.com/databento/dbn"
 license = "Apache-2.0"

python/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "databento-dbn"
-version = "0.16.0"
+version = "0.17.0"
 description = "Python bindings for encoding and decoding Databento Binary Encoding (DBN)"
 authors = ["Databento <[email protected]>"]
 license = "Apache-2.0"
@@ -17,7 +17,7 @@ build-backend = "maturin"
 
 [project]
 name = "databento-dbn"
-version = "0.16.0"
+version = "0.17.0"
 authors = [
     { name = "Databento", email = "[email protected]" }
 ]

python/python/databento_dbn/__init__.py

@@ -1,5 +1,7 @@
 import datetime as dt
-from typing import Protocol, Sequence
+from typing import Protocol
+from typing import Sequence
+from typing import TypedDict
 
 # Import native module
 from ._lib import *  # noqa: F403
@@ -24,6 +26,27 @@ class MappingInterval(Protocol):
     end_date: dt.date
     symbol: str
 
+
+class MappingIntervalDict(TypedDict):
+    """
+    Represents a symbol mapping over a start and end date range interval.
+
+    Parameters
+    ----------
+    start_date : dt.date
+        The start of the mapping period.
+    end_date : dt.date
+        The end of the mapping period.
+    symbol : str
+        The symbol value.
+
+    """
+
+    start_date: dt.date
+    end_date: dt.date
+    symbol: str
+
+
 class SymbolMapping(Protocol):
     """
     Represents the mappings for one native symbol.