Databento-dbn

Latest version: v0.24.0

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0.7.0

Enhancements
- Added publishers enums
- Added export to Python for `Compression`, `Encoding`, `SType`, and `Schema`
enums
- Improved Python string representation of `ErrorMsg` and `SystemMsg`
- Added async JSON encoder

Breaking changes
- Dropped support for Python 3.7

Bug fixes
- Fixed pretty timestamp formatting to match API

0.6.1

- Added `--fragment` and `--zstd-fragment` CLI arguments to read DBN streams
without metadata
- Added `csv::Decoder::get_ref` that returns reference to the underlying writer
- Added missing Python getter for `InstrumentDefMsg::group`
- Added dataset constants
- Changed `c_char` fields to be exposed to Python as `str`

0.6.0

Enhancements
- Added `--limit NUM` CLI argument to output only the first `NUM` records
- Added `AsRef<[u8]>` implementation for `RecordRef`
- Added Python `size_hint` classmethod for DBN records
- Improved DBN encoding performance of `RecordRef`s
- Added `use_pretty_px` for price formatting and `use_pretty_ts` for datetime formatting
to CSV and JSON encoders
- Added `UNDEF_TIMESTAMP` constant for when timestamp fields are unset

Breaking changes
- Renamed `booklevel` MBP field to `levels` for brevity and consistent naming
- Renamed `--pretty-json` CLI flag to `--pretty` and added support for CSV. Passing this
flag now also enables `use_pretty_px` and `use_pretty_ts`
- Removed `open_interest_qty` and `cleared_volume` fields that were always unset from
definition schema
- Changed Python `DBNDecoder.decode` to return records with a `ts_out` attribute, instead
of a tuple
- Rename Python `DbnDecoder` to `DBNDecoder`

Bug fixes
- Fixed `Action` conversion methods (credit: thomas-k-cameron)

0.5.1

- Added `F`ill action type for MBO messages
- Added Python type stub for `StatMsg`

0.5.0

Enhancements
- Added support for Statistics schema
- Added `RType` enum for exhaustive pattern matching
- Added `&str` getters for more `c_char` array record fields
- Changed `DbnDecoder.decode` to always return a list of tuples

Breaking changes
- Changed `schema` and `stype_in` to optional in `Metadata` to support live data
- Renamed `SType::ProductId` to `SType::InstrumentId` and `SType::Native` to `SType::RawSymbol`
- Renamed `RecordHeader::product_id` to `instrument_id`
- Renamed `InstrumentDefMsg::symbol` to `raw_symbol`
- Renamed `SymbolMapping::native_symbol` to `raw_symbol`
- Deprecated `SType::Smart` to split into `SType::Parent` and `SType::Continuous`

Bug fixes
- Fixed value associated with `Side::None`
- Fixed issue with decoding partial records in Python `DbnDecoder`
- Fixed missing type hint for Metadata bytes support
- Added support for equality comparisons in Python classes

0.4.3

- Fixed typo in Python type stubs

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