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VER: Release 0.23.0
2 parents 832b63f + b7fa98a commit 20379b8

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‎.github/workflows/build.yaml‎

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@@ -12,7 +12,7 @@ jobs:
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fail-fast: false
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matrix:
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os: [ubuntu-latest, windows-latest]
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python-version: ["3.9", "3.10", "3.11", "3.12"]
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python-version: ["3.9", "3.10", "3.11", "3.12", "3.13"]
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name: build - Python ${{ matrix.python-version }} (x86_64 ${{ matrix.os }})
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runs-on: ${{ matrix.os }}
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strategy:
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fail-fast: false
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matrix:
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python-version: ["3.9", "3.10", "3.11", "3.12"]
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python-version: ["3.9", "3.10", "3.11", "3.12", "3.13"]
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name: build - Python ${{ matrix.python-version }} (aarch64 linux)
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runs-on: ubuntu-latest
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strategy:
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fail-fast: false
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matrix:
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python-version: ["3.9", "3.10", "3.11", "3.12"]
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python-version: ["3.9", "3.10", "3.11", "3.12", "3.13"]
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name: build - Python ${{ matrix.python-version }} (macOS)
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runs-on: macos-latest
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‎.github/workflows/release.yaml‎

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strategy:
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fail-fast: false
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matrix:
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python-version: ["3.9", "3.10", "3.11", "3.12"]
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python-version: ["3.9", "3.10", "3.11", "3.12", "3.13"]
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runs-on: macos-latest
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steps:
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- name: Checkout repository
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strategy:
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fail-fast: false
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matrix:
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python-version: ["3.9", "3.10", "3.11", "3.12"]
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python-version: ["3.9", "3.10", "3.11", "3.12", "3.13"]
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runs-on: windows-latest
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steps:
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- name: Checkout repository
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strategy:
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fail-fast: false
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matrix:
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python-version: ["3.9", "3.10", "3.11", "3.12"]
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python-version: ["3.9", "3.10", "3.11", "3.12", "3.13"]
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target: [x86_64, aarch64]
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runs-on: ubuntu-latest
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steps:
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strategy:
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fail-fast: false
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matrix:
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python-version: ["3.9", "3.10", "3.11", "3.12"]
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python-version: ["3.9", "3.10", "3.11", "3.12", "3.13"]
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target: [x86_64-unknown-linux-musl, aarch64-unknown-linux-musl]
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runs-on: ubuntu-latest
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steps:

‎CHANGELOG.md‎

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# Changelog
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## 0.23.0 - 2024-10-22
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### Enhancements
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- Added new `None` `Action` variant that will be gradually rolled out
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to historical and live `GLBX.MDP3` data
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- Added consistent escaping of non-printable and non-ASCII values when text encoding
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`c_char` fields
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- Implemented `Default` for `Action` and `Side`
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- Added support for Python 3.13 to `databento_dbn`
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- Implemented missing `Serialize` for (with `serde` feature enabled) for `Venue`,
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`Dataset`, `Publisher`, `Compression`, `SType`, `Schema`, and `Encoding`
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## 0.22.1 - 2024-10-08
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### Enhancements
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- Added Python type stubs for Record `__init__` methods
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### Breaking changes
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- Combine `_reserved3` and `_reserved4` fields in `CbboMsg`
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- Combined `_reserved3` and `_reserved4` fields in `CbboMsg`
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- Changed setters for `char` Record fields to accept a single-character strings
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- Changed `rtype` and `length` to no longer be settable from Python. Users should
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use the Record type `__init__` methods to initialize records

‎Cargo.lock‎

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‎Cargo.toml‎

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[workspace.package]
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authors = ["Databento <[email protected]>"]
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edition = "2021"
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version = "0.22.1"
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documentation = "https://docs.databento.com"
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version = "0.23.0"
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documentation = "https://databento.com/docs"
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repository = "https://github.com/databento/dbn"
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license = "Apache-2.0"
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‎python/pyproject.toml‎

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[tool.poetry]
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name = "databento-dbn"
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version = "0.22.1"
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version = "0.23.0"
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description = "Python bindings for encoding and decoding Databento Binary Encoding (DBN)"
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authors = ["Databento <[email protected]>"]
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license = "Apache-2.0"
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[project]
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name = "databento-dbn"
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version = "0.22.1"
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version = "0.23.0"
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authors = [
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{ name = "Databento", email = "[email protected]" }
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]

‎python/python/databento_dbn/_lib.pyi‎

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A new order was added.
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CLEAR
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Reset the book; clear all orders for an instrument.
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NONE
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Has no effect on the book, but may carry `flags` or other information.
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"""
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CANCEL: str
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ADD: str
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CLEAR: str
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NONE: str
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@classmethod
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def from_str(cls, value: str) -> Action: ...

‎rust/dbn-cli/Cargo.toml‎

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path = "src/main.rs"
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[dependencies]
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dbn = { path = "../dbn", version = "=0.22.1", default-features = false }
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dbn = { path = "../dbn", version = "=0.23.0", default-features = false }
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anyhow = { workspace = true }
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clap = { version = "4.5", features = ["derive", "wrap_help"] }

‎rust/dbn/Cargo.toml‎

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trivial_copy = []
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[dependencies]
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dbn-macros = { version = "=0.22.1", path = "../dbn-macros" }
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dbn-macros = { version = "=0.23.0", path = "../dbn-macros" }
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async-compression = { version = "0.4.11", features = ["tokio", "zstd"], optional = true }
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csv = { workspace = true }

‎rust/dbn/src/decode/dbn/async.rs‎

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dbn::{AsyncEncoder, AsyncRecordEncoder},
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DbnEncodable,
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},
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rtype, CbboMsg, Cmbp1Msg, Error, ErrorMsg, ImbalanceMsg, InstrumentDefMsg, MboMsg,
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Mbp10Msg, Mbp1Msg, OhlcvMsg, RecordHeader, Result, Schema, StatMsg, StatusMsg, TbboMsg,
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TradeMsg, WithTsOut,
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rtype, Bbo1SMsg, CbboMsg, Cmbp1Msg, Error, ErrorMsg, ImbalanceMsg, InstrumentDefMsg,
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MboMsg, Mbp10Msg, Mbp1Msg, OhlcvMsg, RecordHeader, Result, Schema, StatMsg, StatusMsg,
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TbboMsg, TradeMsg, WithTsOut,
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};
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#[rstest]
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#[case::mbo(Schema::Mbo, MboMsg::default())]
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#[case::trades(Schema::Trades, TradeMsg::default())]
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#[case::cmbp1(Schema::Cmbp1, Cmbp1Msg::default_for_schema(Schema::Cmbp1))]
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#[case::cbbo(Schema::Cbbo1S, CbboMsg::default_for_schema(Schema::Cbbo1S))]
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#[case::cbbo1s(Schema::Cbbo1S, CbboMsg::default_for_schema(Schema::Cbbo1S))]
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#[case::bbo1s(Schema::Bbo1S, Bbo1SMsg::default_for_schema(Schema::Bbo1S))]
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#[case::bbo1m(Schema::Bbo1M, Bbo1SMsg::default_for_schema(Schema::Bbo1M))]
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#[case::tbbo(Schema::Tbbo, TbboMsg::default())]
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#[case::mbp1(Schema::Mbp1, Mbp1Msg::default())]
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#[case::mbp10(Schema::Mbp10, Mbp10Msg::default())]
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#[case::mbo(Schema::Mbo, MboMsg::default())]
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#[case::trades(Schema::Trades, TradeMsg::default())]
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#[case::cmbp1(Schema::Cmbp1, Cmbp1Msg::default_for_schema(Schema::Cmbp1))]
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#[case::cbbo1s(Schema::Cbbo1S, CbboMsg::default_for_schema(Schema::Cbbo1S))]
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#[case::bbo1s(Schema::Bbo1S, Bbo1SMsg::default_for_schema(Schema::Bbo1S))]
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#[case::bbo1m(Schema::Bbo1M, Bbo1SMsg::default_for_schema(Schema::Bbo1M))]
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#[case::tbbo(Schema::Tbbo, TbboMsg::default())]
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#[case::mbp1(Schema::Mbp1, Mbp1Msg::default())]
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#[case::mbp10(Schema::Mbp10, Mbp10Msg::default())]

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