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0.10.0

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@github-actions github-actions released this 07 Sep 18:52
· 266 commits to main since this release
6c72757

Release notes

Enhancements

  • Added start and end getters to Metadata that return time::OffsetDateTime
  • Added symbol_map and symbol_map_for_date methods to Metadata to aid historical
    symbology mapping from the instrument IDs in records
  • Added DynReader struct for being agnostic about whether an input stream is
    zstd-compressed
  • Improved safety of RecordRef::get by adding length check
  • Added Python DBN Transcoder class for converting DBN to JSON and CSV with optional
    zstd compression
  • Added optional has_metadata parameter to Python DBNDecoder to allow
    decoding plain records by passing False. By default DBNDecoder expects a complete
    DBN stream, which begins with metadata
  • Added get_ref methods to dbn::Decoder and dbn::RecordDecoder which return a
    reference to the inner reader
  • Added UNDEF_PRICE, UNDEF_ORDER_SIZE, UNDEF_STAT_QUANTITY, and UNDEF_TIMESTAMP
    constants to databento_dbn Python package to make it easier to filter null values
  • Added Metadata::builder() function to create a new builder instance

Breaking changes

  • Split out EncodeRecordRef trait from EncodeDbn to have a boxable trait (i.e.
    Box<dyn EncodeRecordRef>) for dynamic encoding
  • Split out EncodeRecord trait from EncodeDbn
  • Split out DecodeRecordRef trait from DecodeDbn to have a boxable trait (i.e.
    Box<dyn DecodeRecordRef>) for dynamic decoding
  • Changed DynWriter from an enum to a struct with only private fields

Bug fixes

  • Fixed typo in BATY.PITCH.BATY publisher
  • Fixed typo in README.md (credit: @thomas-k-cameron)