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VER: Release 0.26.0 #73

Merged
merged 6 commits into from
Jan 7, 2025
Merged

VER: Release 0.26.0 #73

merged 6 commits into from
Jan 7, 2025

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threecgreen
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Enhancements

  • Added v3 namespace in preparation for future DBN version 3 release. DBN version 2
    remains the current and default version
  • Added v3::InstrumentDefMsg record with new fields to support normalizing multi-leg
    strategy definitions
    • Removal of statistics-schema related fields trading_reference_price,
      trading_reference_date, and settl_price_type
    • Removal of the status-schema related field md_security_trading_status
  • Added from_instrument_def_v1_to_v3 and from_instrument_def_v2_to_v3 conversion
    functions to the C API
  • Updated the value of the MAX_RECORD_LEN constant for the changes to
    InstrumentDefMsg in version 3
  • Added initial support for merging DBN:
    • Decoding streams: MergeDecoder and MergeRecordDecoder structs
    • Metadata: MergeDecoder struct and Metadata::merge() method
    • In the CLI: specify more than one input file to initiate a merge
  • Relaxed DecodeRecord trait constraint on StreamIterDecoder's inner decoder
  • Added DbnMetadata implementation for StreamInnerDecoder if the inner decoder
    implements DbnMetadata
  • Eliminate unsafe in From implementations for record structs from different versions

@threecgreen threecgreen requested a review from a team January 7, 2025 18:21
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@nmacholl nmacholl left a comment

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LGTM 🚀

@threecgreen threecgreen merged commit 7d4e53b into main Jan 7, 2025
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2 participants