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0.16.0

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@github-actions github-actions released this 01 Mar 19:34
· 135 commits to main since this release
4dd8c3c

Release notes

Enhancements

  • Updated StatusMsg and made it public in preparation for releasing a status schema
  • Added StatusAction, StatusReason, TradingEvent, and TriState enums for use in
    the status schema
  • 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)
  • Added new publisher values for consolidated DBEQ.MAX
  • Added C FFI conversion functions from ErrorMsgV1 to ErrorMsg and SystemMsgV1
    to SystemMsg
  • Improved documentation for side field and Side enum
  • Upgraded async-compression to 0.4.6
  • Upgraded strum to 0.26

Breaking changes

  • Changed default for VersionUpgradePolicy to Upgrade
  • Changed default upgrade_policy for DbnDecoder, AsyncDbnDecoder, and Python
    DBNDecoder to Upgrade so by default the primary record types can always be used
  • Changed fields of previously-hidden StatusMsg record type
  • Updated text serialization order of status schema to match other schemas
  • Changed text serialization unit_of_measure_qty to be affected by pretty_px. While
    it's not a price, it uses the same fixed-price decimal format as other prices
  • Made StatType and VersionUpgradePolicy non-exhaustive to allow future additions
    without breaking changes
  • Renamed _dummy field in ImbalanceMsg and StatMsg to _reserved
  • Added ts_out parameter to RecordDecoder and AsyncRecordDecoder
    with_upgrade_policy methods

Bug fixes

  • Fixed handling of ts_out when upgrading DBNv1 records to version 2
  • Added missing StatType::Vwap variant used in the ICE datasets
  • Fixed an issue with Python stub file distribution
  • Fixed missing handling of ErrorMsgV1 and SystemMsgV1 in rtype dispatch macros