0.10.0

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)

0.9.0

Release notes

Enhancements

• Added publisher method to RecordHeader and all record types for converting
  the publisher_id to an enum
• Added getters that return time::OffsetDateTime for the following fields:
  ts_event, ts_recv, ts_ref, activation, expiration, start_ts, end_ts,
  ts_out
• Added getters for ts_in_delta that return time::Duration

0.8.3

Release notes

Bug fixes

• Fixed missing raw_instrument_id field in Python InstrumentDefMsg
• Fixed missing OHLCV_EOD variant in Python Schema type hint

0.8.2

Release notes

Enhancements

• Added new OhlcvEod schema variant for future use with OHLCV bars based around the
  end of the trading session
• Implemented std::fmt::Display for publisher enums (Publisher, Dataset, and
  Venue)

Bug fixes

• Fixed Python type hint for Encoding.variants()

0.8.1

Release notes

Enhancements

• Added new OHLCV_EOD rtype for future daily OHLCV schema based on the trading
  session
• Added new SType::Nasdaq and SType::Cms to support querying US equities datasets
  using either convention, regardless of the original convention of the dataset.
• Relaxed pyo3, tokio, and zstd dependency version requirements

Bug fixes

• Fixed multi-frame Zstd decoding for async decoders

0.8.0

Release notes

Enhancements

• Switched from anyhow::Error to custom dbn::Error for all public fallible functions
  and methods. This should make it easier to disambiguate between error types.
• EncodeDbn::encode_record and EncodeDbn::record_record_ref no longer treat a
  BrokenPipe error differently
• Added AsyncDbnDecoder
• Added pretty::Px and pretty::Ts newtypes to expose price and timestamp formatting
  logic outside of CSV and JSON encoding
• Added interning for Python strings
• Added rtype to encoded JSON and CSV to aid differeniating between different record types.
  This is particularly important when working with live data.
• Added pretty_ Python attributes for DBN price fields
• Added pretty_ Python attributes for DBN UTC timestamp fields

Breaking changes

• All fallible operations now return a dbn::Error instead of an anyhow::Error
• Updated serialization order to serialize ts_recv and ts_event first
• Moved header fields (rtype, publisher_id, instrument_id, and ts_event) to
  nested object under the key hd in JSON encoding to match structure definitions
• Changed JSON encoding of all 64-bit integers to strings to avoid loss of precision
• Updated MboMsg serialization order to serialize action, side, and channel_id
  earlier given their importance
• Updated Mbp1Msg, Mbp10Msg, and TradeMsg serialization order to serialize
  action, side, and depth earlier given their importance
• Updated InstrumentDefMsg serialization order to serialize raw_symbol,
  security_update_action, and instrument_class earlier given their importance
• Removed bool return value from EncodeDbn::encode_record and
  EncodeDbn::record_record_ref. These now return dbn::Result<()>.

Bug fixes

• Fixed handling of NUL byte when encoding DBN to CSV and JSON
• Fixed handling of broken pipe in dbn CLI tool

0.7.1

Release notes

• Added Python variants method to return an iterator over the enum variants for
  Compression, Encoding, Schema, and SType
• Improved Python enum conversions for Compression, Encoding, Schema, and SType

0.7.0

Release notes

• Added publishers enums
• Added export to Python for Compression, Encoding, SType, and Schema
  enums
• Added async JSON encoder
• Fixed pretty timestamp formatting to match API
• Improved Python string representation of ErrorMsg and SystemMsg
• Dropped support for Python 3.7

0.6.1

v0.6.1

Released version 0.6.1

0.6.0

v0.6.0

Released version 0.6.0