VER: Release 0.19.1

Author: threecgreen

CHANGELOG.md

@@ -1,5 +1,11 @@
 # Changelog
 
+## 0.19.1 - 2024-07-16
+
+### Bug fixes
+- Update `rtype_dispatch` and `schema_dispatch` macros for `BboMsg`
+- Update `RecordEnum` and `RecordRefEnum` for `BboMsg`
+
 ## 0.19.0 - 2024-07-09
 
 ### Enhancements

Cargo.lock

@@ -11,7 +11,7 @@ resolver = "2"
 [workspace.package]
 authors = ["Databento <[email protected]>"]
 edition = "2021"
-version = "0.19.0"
+version = "0.19.1"
 documentation = "https://docs.databento.com"
 repository = "https://github.com/databento/dbn"
 license = "Apache-2.0"

Cargo.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "databento-dbn"
-version = "0.19.0"
+version = "0.19.1"
 description = "Python bindings for encoding and decoding Databento Binary Encoding (DBN)"
 authors = ["Databento <[email protected]>"]
 license = "Apache-2.0"
@@ -17,7 +17,7 @@ build-backend = "maturin"
 
 [project]
 name = "databento-dbn"
-version = "0.19.0"
+version = "0.19.1"
 authors = [
     { name = "Databento", email = "[email protected]" }
 ]

python/pyproject.toml

@@ -16,7 +16,7 @@ name = "dbn"
 path = "src/main.rs"
 
 [dependencies]
-dbn = { path = "../dbn", version = "=0.19.0", default-features = false }
+dbn = { path = "../dbn", version = "=0.19.1", default-features = false }
 
 anyhow = { workspace = true }
 clap = { version = "4.5", features = ["derive", "wrap_help"] }

rust/dbn-cli/Cargo.toml

@@ -25,7 +25,7 @@ serde = ["dep:serde", "time/parsing", "time/serde"]
 trivial_copy = []
 
 [dependencies]
-dbn-macros = { version = "=0.19.0", path = "../dbn-macros" }
+dbn-macros = { version = "=0.19.1", path = "../dbn-macros" }
 
 async-compression = { version = "0.4.11", features = ["tokio", "zstd"], optional = true }
 csv = { workspace = true }

rust/dbn/Cargo.toml

@@ -17,7 +17,7 @@ macro_rules! rtype_dispatch_base {
         match $rec_ref.rtype() {
             Ok(rtype) => Ok(match rtype {
                 RType::Mbp0 => $handler!(TradeMsg),
-                RType::Mbp1 | RType::Bbo1S | RType::Bbo1M => $handler!(Mbp1Msg),
+                RType::Mbp1 => $handler!(Mbp1Msg),
                 RType::Mbp10 => $handler!(Mbp10Msg),
                 #[allow(deprecated)]
                 RType::OhlcvDeprecated
@@ -61,6 +61,7 @@ macro_rules! rtype_dispatch_base {
                 RType::Statistics => $handler!(StatMsg),
                 RType::Mbo => $handler!(MboMsg),
                 RType::Cbbo | RType::Cbbo1S | RType::Cbbo1M | RType::Tcbbo => $handler!(CbboMsg),
+                RType::Bbo1S | RType::Bbo1M => $handler!(BboMsg),
             }),
             Err(e) => Err(e),
         }
@@ -75,7 +76,8 @@ macro_rules! schema_dispatch_base {
         use $crate::record::*;
         match $schema {
             Schema::Mbo => $handler!(MboMsg),
-            Schema::Mbp1 | Schema::Tbbo | Schema::Bbo1S | Schema::Bbo1M => $handler!(Mbp1Msg),
+            Schema::Mbp1 | Schema::Tbbo => $handler!(Mbp1Msg),
+            Schema::Bbo1S | Schema::Bbo1M => $handler!(BboMsg),
             Schema::Mbp10 => $handler!(Mbp10Msg),
             Schema::Trades => $handler!(TradeMsg),
             Schema::Ohlcv1D

rust/dbn/src/macros.rs

@@ -1,7 +1,7 @@
 use crate::{
-    record::CbboMsg, Error, ErrorMsg, ImbalanceMsg, InstrumentDefMsg, MboMsg, Mbp10Msg, Mbp1Msg,
-    OhlcvMsg, RType, Record, RecordMut, RecordRef, StatMsg, StatusMsg, SymbolMappingMsg, SystemMsg,
-    TradeMsg,
+    record::CbboMsg, BboMsg, Error, ErrorMsg, ImbalanceMsg, InstrumentDefMsg, MboMsg, Mbp10Msg,
+    Mbp1Msg, OhlcvMsg, RType, Record, RecordMut, RecordRef, StatMsg, StatusMsg, SymbolMappingMsg,
+    SystemMsg, TradeMsg,
 };
 
 /// An owned DBN record type of flexible type. Unlike [`RecordRef`], this type allows
@@ -36,6 +36,8 @@ pub enum RecordEnum {
     System(SystemMsg),
     /// A consolidated best bid and offer message.
     Cbbo(CbboMsg),
+    /// A subsampled market-by-price message with a book depth of 1.
+    Bbo(BboMsg),
 }
 
 /// An immutable reference to a DBN record of flexible type. Unlike [`RecordRef`], this
@@ -72,6 +74,8 @@ pub enum RecordRefEnum<'a> {
     System(&'a SystemMsg),
     /// A reference to a consolidated best bid and offer message.
     Cbbo(&'a CbboMsg),
+    /// A subsampled market-by-price message with a book depth of 1.
+    Bbo(&'a BboMsg),
 }
 
 impl<'a> From<&'a RecordEnum> for RecordRefEnum<'a> {
@@ -90,6 +94,7 @@ impl<'a> From<&'a RecordEnum> for RecordRefEnum<'a> {
             RecordEnum::SymbolMapping(rec) => Self::SymbolMapping(rec),
             RecordEnum::System(rec) => Self::System(rec),
             RecordEnum::Cbbo(rec) => Self::Cbbo(rec),
+            RecordEnum::Bbo(rec) => Self::Bbo(rec),
         }
     }
 }
@@ -112,6 +117,7 @@ impl<'a> RecordRefEnum<'a> {
             Self::SymbolMapping(rec) => RecordEnum::from((*rec).clone()),
             Self::System(rec) => RecordEnum::from((*rec).clone()),
             Self::Cbbo(rec) => RecordEnum::from((*rec).clone()),
+            Self::Bbo(rec) => RecordEnum::Bbo((*rec).clone()),
         }
     }
 }
@@ -313,6 +319,7 @@ impl Record for RecordEnum {
             RecordEnum::SymbolMapping(rec) => rec.header(),
             RecordEnum::System(rec) => rec.header(),
             RecordEnum::Cbbo(rec) => rec.header(),
+            RecordEnum::Bbo(rec) => rec.header(),
         }
     }
 
@@ -331,6 +338,7 @@ impl Record for RecordEnum {
             RecordEnum::SymbolMapping(rec) => rec.raw_index_ts(),
             RecordEnum::System(rec) => rec.raw_index_ts(),
             RecordEnum::Cbbo(rec) => rec.raw_index_ts(),
+            RecordEnum::Bbo(rec) => rec.raw_index_ts(),
         }
     }
 }
@@ -351,6 +359,7 @@ impl RecordMut for RecordEnum {
             RecordEnum::SymbolMapping(rec) => rec.header_mut(),
             RecordEnum::System(rec) => rec.header_mut(),
             RecordEnum::Cbbo(rec) => rec.header_mut(),
+            RecordEnum::Bbo(rec) => rec.header_mut(),
         }
     }
 }
@@ -371,6 +380,7 @@ impl<'a> Record for RecordRefEnum<'a> {
             RecordRefEnum::SymbolMapping(rec) => rec.header(),
             RecordRefEnum::System(rec) => rec.header(),
             RecordRefEnum::Cbbo(rec) => rec.header(),
+            RecordRefEnum::Bbo(rec) => rec.header(),
         }
     }
 
@@ -389,6 +399,7 @@ impl<'a> Record for RecordRefEnum<'a> {
             RecordRefEnum::SymbolMapping(rec) => rec.raw_index_ts(),
             RecordRefEnum::System(rec) => rec.raw_index_ts(),
             RecordRefEnum::Cbbo(rec) => rec.raw_index_ts(),
+            RecordRefEnum::Bbo(rec) => rec.raw_index_ts(),
         }
     }
 }

rust/dbn/src/record_enum.rs

@@ -167,6 +167,7 @@ impl<'a> From<&'a RecordEnum> for RecordRef<'a> {
             RecordEnum::SymbolMapping(rec) => Self::from(rec),
             RecordEnum::System(rec) => Self::from(rec),
             RecordEnum::Cbbo(rec) => Self::from(rec),
+            RecordEnum::Bbo(rec) => Self::from(rec),
         }
     }
 }
@@ -187,6 +188,7 @@ impl<'a> From<RecordRefEnum<'a>> for RecordRef<'a> {
             RecordRefEnum::SymbolMapping(rec) => Self::from(rec),
             RecordRefEnum::System(rec) => Self::from(rec),
             RecordRefEnum::Cbbo(rec) => Self::from(rec),
+            RecordRefEnum::Bbo(rec) => Self::from(rec),
         }
     }
 }