Databento-dbn

Latest version: v0.24.0

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0.24.0

Enhancements
- Upgraded `async-compression` version to 0.4.18
- Upgraded `proc-macro2` version to 1.0.92

Breaking changes
- Changed async DBN decoding to return `Ok(None)` when an incomplete record remains in
the stream. This matches the existing behavior of sync DBN decoding

Bug fixes
- Added handling for `UNDEF_TIMESTAMP` in `pretty_` timestamp getters for Python. They
now return `None` in the case of `UNDEF_TIMESTAMP`

0.23.1

Enhancements
- Added floating-point getters for price fields
- Added new IntelligentCross venues `ASPN`, `ASMT`, and `ASPI`
- Upgraded `thiserror` version to 2.0
- Upgraded `pyo3` version to 0.22.6

Bug fixes
- Fixed `pretty_activation` getter in `databento_dbn` returning `expiration` instead
of `activation`
- Fixed some `pretty_` getters in `databento_dbn` didn't correctly handle `UNDEF_PRICE`

0.23.0

Enhancements
- Added new `None` `Action` variant that will be gradually rolled out
to historical and live `GLBX.MDP3` data
- Added consistent escaping of non-printable and non-ASCII values when text encoding
`c_char` fields
- Implemented `Default` for `Action` and `Side`
- Added support for Python 3.13 to `databento_dbn`
- Implemented missing `Serialize` for (with `serde` feature enabled) for `Venue`,
`Dataset`, `Publisher`, `Compression`, `SType`, `Schema`, and `Encoding`

0.22.1

Enhancements
- Removed support for Python 3.8 in `databento-dbn` due to end of life

Bug fixes
- Fixed buffer overrun in `c_chars_to_str` on non-null terminated input

0.22.0

Enhancements
- Added Python type stubs for Record `__init__` methods

Breaking changes
- Combined `_reserved3` and `_reserved4` fields in `CbboMsg`
- Changed setters for `char` Record fields to accept a single-character strings
- Changed `rtype` and `length` to no longer be settable from Python. Users should
use the Record type `__init__` methods to initialize records

Bug fixes
- Added missing Python type stub for `CMBP_1` variant in `Schema`

0.21.0

Enhancements
- Added `--omit-header` option to `dbn` CLI to skip encoding the header row when
encoding CSVs
- Added Python setter for `ts_event` on all records
- Upgraded `pyo3` version to 0.22.3
- Added new consolidated publishers for `XNAS.BASIC` and `DBEQ.MAX`

Breaking changes
- Changed handling of `write_header` parameter for `CsvEncoder` and `DynEncoder`. It
now determines whether a header is written automatically in general, not only during
instantiation of the encoder. This makes it possible to use `encode_records` and
`encode_decoded` without writing a header
- `CsvEncoder::new` creates an encoder that will always try to write a header. Use the builder with
`write_header(false)` to create an encoder that won't write a header row
- `schema` is now always optional for the `CsvEncoder` builder and no longer returns a `Result`
- Changed the layout of `CbboMsg` to better match `BboMsg`
- Renamed `Schema::Cbbo` to `Schema::Cmbp1`

Bug fixes
- Removed `debug_assert!` on `rtype` in `RecordRef::get_unchecked` that was too strict.
The method is already marked unsafe and it's okay to interpret one record type as another type
as long as latter type's size is not greater than the former's

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