Databento-dbn

Latest version: v0.24.0

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0.4.2

- Fixed support for `ErrorMsg`, `SystemMsg`, and `SymbolMappingMsg` in Python

0.4.1

Enhancements
- Added enums `MatchAlgorithm`, `UserDefinedInstrument`
- Added constants `UNDEF_PRICE` and `UNDEF_ORDER_SIZE`
- Added Python type stubs for `databento_dbn` package

Bug fixes
- Fixed `Metadata.__bytes__` method to return valid DBN
- Fixed panics when decoding invalid records
- Fixed issue with attempting to decode partial records in Python `DbnDecoder`
- Fixed support for `ImbalanceMsg` in Python `DbnDecoder`

0.4.0

Enhancements
- Added support for Imbalance schema
- Updated `InstrumentDefMsg` to include options-related fields and `instrument_class`
- Added support for encoding and decoding `ts_out`
- Added `ts_out` to `Metadata`
- Improved enum API
- Relaxed requirement for slice passed to `RecordRef::new` to be mutable
- Added error forwarding from `DecodeDbn` methods
- Added `SystemMsg` record
- Exposed constructor and additional methods for DBN records and `Metadata` to Python
- Made `RecordRef` implement `Sync` and `Send`

Breaking changes
- Introduced separate rtypes for each OHLCV schema
- Removed `record_count` from `Metadata`
- Changed serialization of `c_char` fields to strings instead of ints
- Renamed `dbn::RecordDecoder::decode_record` to `decode`
- Renamed `dbn::RecordDecoder::decode_record_ref` to `decode_ref`
- Renamed `HasRType::size` to `record_size` to avoid confusion with order size fields
- Stopped serializing `related` and `related_security_id` fields in `InstrumentDefMsg`

0.3.2

Enhancements
- Added records and `Metadata` as exports of `databento_dbn` Python package
- Improved how `Metadata` appears in Python and added `__repr__`

Bug fixes
- Fixed bug where `dbn` CLI tool didn't truncate existing files

0.3.1

Enhancements
- Added improved Python bindings for decoding DBN
- Standardized documentation for `start`, `end`, and `limit`

Bug fixes
- Fixed bug with `encode_metadata` Python function

0.3.0

Enhancements
- Added ability to migrate legacy DBZ to DBN through CLI
- Relaxed requirement that DBN be Zstandard-compressed
- Folded in `databento-defs`
- Added support for async encoding and decoding
- Added billable size calculation to `dbn` CLI
- Added `MetadataBuilder` to assist with defaults
- Refactored into encoder and decoder types

Breaking changes
- Renamed DBZ to DBN
- Renamed python package to `databento-dbn`
- Moved metadata out of skippable frame

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