0.19.1

Release notes

Bug fixes

• Update rtype_dispatch and schema_dispatch macros for BboMsg
• Update RecordEnum and RecordRefEnum for BboMsg

0.19.0

Release notes

Enhancements

• Added BboMsg record struct for future bbo-1m and bbo-1s schemas
• Upgraded pyo3 version to 0.22.1
• Upgraded json-writer to 0.4

Breaking changes

• Added Default trait implementation for Mbp1Msg due to it no longer needing
  to support multiple rtype values. The default_for_schema function has been removed
• Changed Bbo1sMsg and Bbo1mMsg to be aliases for BboMsg
• Changed the default value of the side fields to Side::None
• Reordered parameters and added defaults to Python Metadata initializer to match
  required arguments in Rust

0.18.3

Release notes

Bug fixes

• Fixed issue where DBN encoders would permit symbols in the metadata that left no space
  for a null terminator
• Updated metadata length calculation to respect symbol_cstr_len field rather than
  inferring the length from version

0.18.2

Release notes

Enhancements

• Added new shutdown method to async encoders to more easily ensure the end
  of output is written and I/O cleaned up. Previously this required a call to
  .get_mut().shutdown().await
• Changed AsyncDynWriter and AsyncDbnEncoder::with_zstd to use a zstd checksum like
  the sync equivalents
• Added new publisher values for XNAS.BASIC and XNAS.NLS

Bug fixes

• Fixed bug where DBN metadata would still be upgraded after passing AsIs to
  DbnDecoder::set_upgrade_policy and AsyncDbnDecoder::set_upgrade_policy

0.18.1

Release notes

Enhancements

• Added new stat_type for UncrossingPrice
• Added new publisher values for XNAS.BASIC
• Added new off-market publisher values for IFEU.IMPACT and NDEX.IMPACT

Bug fixes

• Fix descriptions for FINN and FINY publishers.

0.18.0

Release notes

Enhancements

• Added links to example usage in documentation
• Added new predicate methods InstrumentClass::is_option, is_future, and is_spread
  to make it easier to work with multiple instrument class variants
• Implemented DecodeRecord for DbnRecordDecoder
• Added new_inferred, with_buffer, inferred_with_buffer, from_file, get_mut,
  and get_ref methods to AsyncDynReader for parity with the sync DynReader
• Improved documentation enumerating errors returned by functions
• Added new DBNError Python exception that's now the primary exception raised by
  databento_dbn
• Improved async performance of decoding DBN files
• Added StatMsg::ts_in_delta() method that returns a time::Duration for consistency
  with other records with a ts_in_delta field

Breaking changes

• Changed type of flags in MboMsg, TradeMsg, Mbp1Msg, Mbp10Msg, and CbboMsg
  from u8 to a new FlagSet type with predicate methods for the various bit flags
  as well as setters. The u8 value can still be obtained by calling the raw() method.
  • Improved Debug formatting
  • Python and encodings are unaffected
• Removed write_dbn_file function deprecated in version 0.14.0 from Python interface.
  Please use Transcoder instead
• Switched DecodeStream from streaming_iterator crate to fallible_streaming_iterator
  to allow better notification of errors
• Switched EncodeDbn::encode_stream from accepting an impl StreamingIterator to
  accepting an FallibleStreamingIterator to allow bubbling up of decoding errors
• Changed default value for stype_in and stype_out in SymbolMappingMsg to
  u8::MAX to match C++ client and to reflect an unknown value. This also changes the
  value of these fields when upgrading a SymbolMappingMsgV1 to DBNv2
• Renamed CbboMsg to CBBOMsg in Python for consistency with other schemas

Breaking changes

• Changed text serialization of display_factor to be affected by pretty_px.
  While it's not a price, it uses the same fixed-price decimal format as other prices
• Changed text serialization of unit_of_measure_qty in InstrumentDefMsgV1 to be
  affected by pretty_px to match behavior of InstrumentDefMsgV2

Release notes

Enhancements

• Added links to example usage in documentation
• Added new predicate methods InstrumentClass::is_option, is_future, and is_spread
  to make it easier to work with multiple instrument class variants
• Implemented DecodeRecord for DbnRecordDecoder
• Added new_inferred, with_buffer, inferred_with_buffer, from_file, get_mut,
  and get_ref methods to AsyncDynReader for parity with the sync DynReader
• Improved documentation enumerating errors returned by functions
• Added new DBNError Python exception that's now the primary exception raised by
  databento_dbn
• Improved async performance of decoding DBN files
• Added StatMsg::ts_in_delta() method that returns a time::Duration for consistency
  with other records with a ts_in_delta field

Breaking changes

• Changed type of flags in MboMsg, TradeMsg, Mbp1Msg, Mbp10Msg, and CbboMsg
  from u8 to a new FlagSet type with predicate methods for the various bit flags
  as well as setters. The u8 value can still be obtained by calling the raw() method.
  • Improved Debug formatting
  • Python and encodings are unaffected
• Removed write_dbn_file function deprecated in version 0.14.0 from Python interface.
  Please use Transcoder instead
• Switched DecodeStream from streaming_iterator crate to fallible_streaming_iterator
  to allow better notification of errors
• Switched EncodeDbn::encode_stream from accepting an impl StreamingIterator to
  accepting an FallibleStreamingIterator to allow bubbling up of decoding errors
• Changed default value for stype_in and stype_out in SymbolMappingMsg to
  u8::MAX to match C++ client and to reflect an unknown value. This also changes the
  value of these fields when upgrading a SymbolMappingMsgV1 to DBNv2
• Renamed CbboMsg to CBBOMsg in Python for consistency with other schemas

Breaking changes

• Changed text serialization of display_factor to be affected by pretty_px.
  While it's not a price, it uses the same fixed-price decimal format as other prices
• Changed text serialization of unit_of_measure_qty in InstrumentDefMsgV1 to be
  affected by pretty_px to match behavior of InstrumentDefMsgV2

0.17.1

Release notes

Bug fixes

• Added missing Python type stub for StatusMsg

0.17.0

Release notes

Enhancements

• Added new record type CbboMsg, new rtypes and schema types for Cbbo, Cbbo1s,
  Cbbo1m, Tcbbo, Bbo1s, and Bbo1m
• Added Volatility and Delta StatType variants
• Added Undefined and TimeProRata MatchAlgorithm variants
• Exported more enums to Python:
  • Action
  • InstrumentClass
  • MatchAlgorithm
  • SecurityUpdateAction
  • Side
  • StatType
  • StatUpdateAction
  • StatusAction
  • StatusReason
  • TradingEvent
  • TriState
  • UserDefinedInstrument

Breaking changes

• Removed Default trait implementation for Mbp1Msg due to it now having multiple
  permissible rtype values. Users should use default_for_schema instead
• Changed the default match_algorithm for InstrumentDefMsg and InstrumentDefMsgV1
  from Fifo to Undefined
• Made Dataset, Venue, and Publisher non-exhaustive to allow future additions
  without breaking changes
• Renamed publishers from deprecated datasets to their respective sources (XNAS.NLS
  and XNYS.TRADES respectively)

Deprecations

• Deprecated dataset values FINN.NLS and FINY.TRADES

Bug fixes

• Fixed an issue where the Python MappingIntervalDict was not exported
• Fixed Python type stubs for VersionUpgradePolicy and SType

0.16.0

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

0.15.1

Release notes

Bug fixes

• Fixed an import error in the Python type stub file