Databento

This release adds support for transcoding DBN data into Apache parquet.

Enhancements
- Added `DBNStore.to_parquet` for transcoding DBN data into Apache parquet using `pyarrow`
- Upgraded `databento-dbn` to 0.15.0

Breaking changes
- Removed deprecated `pretty_px` parameter for `DBNStore.to_df`; `price_type` can be used instead

Bug fixes
- Fixed an issue where the `Live` client would not raise an exception when reading an incompatible DBN version
- Fixed an issue where sending lots of subscriptions could cause a `BufferError`
- Fixed an issue where `Historical.batch.download` was slow
- Fixed an issue where `Historical.timeseries.get_range` was slow
- Fixed an issue where reading a DBN file with non-empty metadata symbol mappings and mixed `SType` would cause an error when mapping symbols (credit: Jakob Lövhall)

Enhancements
- Added new publisher value for OPRA MIAX Sapphire

Bug fixes
- Fixed issue where a large unreadable symbol subscription message could be sent
- Fixed issue where calling `Live.stop` could cause a truncated DBN record to be written to a stream

This release adds support for DBN v2 as well as Python v3.12.

DBN v2 delivers improvements to the `Metadata` header symbology, new `stype_in` and `stype_out` fields for `SymbolMappingMsg`, and extends the symbol field length for `SymbolMappingMsg` and `InstrumentDefMsg`. The entire change notes are available [here](https://github.com/databento/dbn/releases/tag/v0.14.0). Users who wish to convert DBN v1 files to v2 can use the `dbn-cli` tool available in the [databento-dbn](https://github.com/databento/dbn/) crate. On a future date, the Databento live and historical APIs will stop serving DBN v1.

This release of `databento-python` is fully compatible with both DBN v1 and v2, so this upgrade should be seamless for most users.

In some cases, DBN v1 records will be converted to their v2 counterparts:
- When iterating a `DBNStore` and with `DBNStore.replay`
- When iterating a `Live` client and records dispatched to callbacks

Enhancements
- Added support for Python 3.12
- Improved the performance for stream writes in the `Live` client
- Upgraded `databento-dbn` to 0.14.2
- Added `databento.common.types` module to hold common type annotations

Bug fixes
- Fixed an issue where specifying an OHLCV schema in `DBNStore.to_ndarray` or `DBNStore.to_df` would not properly filter records by their interval
- Fixed an issue where `DBNStore.to_ndarray` and `DBNStore.to_df` with a non-zero count could get stuck in a loop if the DBN data did not contain any records

Breaking Changes
- `DBNStore` iteration and `DBNStore.replay` will upgrade DBN version 1 messages to version 2
- `Live` client iteration and callbacks upgrade DBN version 1 messages to version 2
- Moved `DBNRecord`, `RecordCallback`, and `ExceptionCallback` types to them `databento.common.types` module
- Moved `AUTH_TIMEOUT_SECONDS` and `CONNECT_TIMEOUT_SECONDS` constants from the `databento.live` module to `databento.live.session`
- Moved `INT64_NULL` from the `databento.common.dbnstore` module to `databento.common.constants`
- Moved `SCHEMA_STRUCT_MAP` from the `databento.common.data` module to `databento.common.constants`
- Removed `schema` parameter from `DataFrameIterator` constructor, `struct_type` is to be used instead
- Removed `NON_SCHEMA_RECORD_TYPES` constant as it is no longer used
- Removed `DERIV_SCHEMAS` constant as it is no longer used
- Removed `SCHEMA_COLUMNS` constant as it is no longer used
- Removed `SCHEMA_DTYPES_MAP` constant as it is no longer used
- Removed empty `databento.common.data` module

Enhancements
- Added new publishers for consolidated DBEQ.BASIC and DBEQ.PLUS

Bug fixes
- Fixed an issue where `Live.block_for_close` and `Live.wait_for_close` would not flush streams if the timeout was reached
- Fixed a performance regression when reading a historical DBN file into a numpy array

Enhancements
- Added `map_symbols_csv` function to the `databento` module for using `symbology.json` files to map a symbol column onto a CSV file
- Added `map_symbols_json` function to the `databento` module for using `symbology.json` files to add a symbol key to a file of JSON records
- Added new publisher values in preparation for IFEU.IMPACT and NDEX.IMPACT datasets

Bug fixes
- Fixed issue where a large unreadable symbol subscription message could be sent
- Fixed an issue where `DBNStore.to_df` with `pretty_ts=True` was very slow