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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