VER: Release 0.26.0

CHANGELOG.md

@@ -1,5 +1,28 @@
 # Changelog
 
+## 0.26.0 - 2025-01-07
+
+### 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
+
 ## 0.25.0 - 2024-12-17
 
 ### Breaking changes

Cargo.toml

@@ -11,7 +11,7 @@ resolver = "2"
 [workspace.package]
 authors = ["Databento <[email protected]>"]
 edition = "2021"
-version = "0.25.0"
+version = "0.26.0"
 documentation = "https://databento.com/docs"
 repository = "https://github.com/databento/dbn"
 license = "Apache-2.0"

c/src/compat.rs

@@ -1,5 +1,5 @@
 use dbn::{
-    compat::{ErrorMsgV1, InstrumentDefMsgV1, SymbolMappingMsgV1, SystemMsgV1},
+    compat::{ErrorMsgV1, InstrumentDefMsgV1, InstrumentDefMsgV3, SymbolMappingMsgV1, SystemMsgV1},
     ErrorMsg, InstrumentDefMsg, SymbolMappingMsg, SystemMsg,
 };
 
@@ -15,6 +15,18 @@ pub extern "C" fn from_instrument_def_v1_to_v2(def_v1: &InstrumentDefMsgV1) -> I
     InstrumentDefMsg::from(def_v1)
 }
 
+/// Converts a V1 InstrumentDefMsg to V3.
+#[no_mangle]
+pub extern "C" fn from_instrument_def_v1_to_v3(def_v1: &InstrumentDefMsgV1) -> InstrumentDefMsgV3 {
+    InstrumentDefMsgV3::from(def_v1)
+}
+
+/// Converts a V2 InstrumentDefMsg to V3.
+#[no_mangle]
+pub extern "C" fn from_instrument_def_v2_to_v3(def_v2: &InstrumentDefMsg) -> InstrumentDefMsgV3 {
+    InstrumentDefMsgV3::from(def_v2)
+}
+
 /// Converts an V1 SymbolMappingMsg to V2.
 #[no_mangle]
 pub extern "C" fn from_symbol_mapping_v1_to_v2(def_v1: &SymbolMappingMsgV1) -> SymbolMappingMsg {

c/src/text_serialization.rs

@@ -265,17 +265,17 @@ fn write_null_and_ret(mut cursor: io::Cursor<&mut [u8]>, res: dbn::Result<()>) -
 mod tests {
     use std::os::raw::c_char;
 
-    use dbn::{compat::InstrumentDefMsgV1, InstrumentDefMsg};
+    use dbn::{v1, v2, v3};
 
     use super::*;
 
     #[test]
     fn test_serialize_def_v1() {
-        let mut def_v1 = InstrumentDefMsgV1 {
-            raw_symbol: [b'a' as c_char; dbn::compat::SYMBOL_CSTR_LEN_V1],
+        let mut def_v1 = v1::InstrumentDefMsg {
+            raw_symbol: [b'a' as c_char; v1::SYMBOL_CSTR_LEN],
             ..Default::default()
         };
-        def_v1.raw_symbol[dbn::compat::SYMBOL_CSTR_LEN_V1 - 1] = 0;
+        def_v1.raw_symbol[v1::SYMBOL_CSTR_LEN - 1] = 0;
         let mut buf = [0; 5000];
         assert!(
             unsafe {
@@ -301,11 +301,11 @@ mod tests {
 
     #[test]
     fn test_serialize_def_v2() {
-        let mut def_v2 = InstrumentDefMsg {
-            raw_symbol: [b'a' as c_char; dbn::compat::SYMBOL_CSTR_LEN_V2],
+        let mut def_v2 = v2::InstrumentDefMsg {
+            raw_symbol: [b'a' as c_char; v2::SYMBOL_CSTR_LEN],
             ..Default::default()
         };
-        def_v2.raw_symbol[dbn::compat::SYMBOL_CSTR_LEN_V2 - 1] = 0;
+        def_v2.raw_symbol[v2::SYMBOL_CSTR_LEN - 1] = 0;
         let mut buf = [0; 5000];
         assert!(
             unsafe {
@@ -325,7 +325,47 @@ mod tests {
         let res = std::str::from_utf8(buf.as_slice()).unwrap();
         assert!(res.contains(&format!(
             "\"raw_symbol\":\"{}\",",
-            "a".repeat(dbn::compat::SYMBOL_CSTR_LEN_V2 - 1)
+            "a".repeat(v2::SYMBOL_CSTR_LEN - 1)
         )));
     }
+
+    #[test]
+    fn test_serialize_def_v3() {
+        let mut def_v3 = v3::InstrumentDefMsg {
+            raw_symbol: [b'a' as c_char; v3::SYMBOL_CSTR_LEN],
+            leg_raw_symbol: [b'c' as c_char; v3::SYMBOL_CSTR_LEN],
+            ..Default::default()
+        };
+        def_v3.raw_symbol[v3::SYMBOL_CSTR_LEN - 1] = 0;
+        def_v3.leg_raw_symbol[v3::SYMBOL_CSTR_LEN - 1] = 0;
+        def_v3.leg_index = 1;
+        def_v3.leg_count = 4;
+        let mut buf = [0; 5000];
+        assert!(
+            unsafe {
+                s_serialize_record(
+                    buf.as_mut_ptr().cast(),
+                    buf.len(),
+                    &def_v3.hd,
+                    &SerializeRecordOptions {
+                        encoding: TextEncoding::Json,
+                        ts_out: false,
+                        pretty_px: false,
+                        pretty_ts: false,
+                    },
+                )
+            } > 0
+        );
+        let res = std::str::from_utf8(buf.as_slice()).unwrap();
+        assert!(res.contains(&format!(
+            "\"raw_symbol\":\"{}\",",
+            "a".repeat(v3::SYMBOL_CSTR_LEN - 1)
+        )));
+        assert!(res.contains(&format!(
+            "\"leg_raw_symbol\":\"{}\",",
+            "c".repeat(v3::SYMBOL_CSTR_LEN - 1)
+        )));
+        assert!(res.contains("\"leg_index\":1,"));
+        assert!(res.contains("\"leg_count\":4,"));
+    }
 }

python/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "databento-dbn"
-version = "0.25.0"
+version = "0.26.0"
 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 = "0.25.0"
+version = "0.26.0"
 authors = [
     { name = "Databento", email = "[email protected]" }
 ]