VER: Release 0.36.0

Author: threecgreen

CHANGELOG.md

@@ -1,5 +1,23 @@
 # Changelog
 
+## 0.36.0 - 2025-06-10
+
+### Enhancements
+- Added support for width, fill, and padding when formatting `pretty::Ts`
+- Added support for sign, precision, width, fill, and padding when formatting
+  `pretty::Px`
+- Optimized pretty formatting of prices and timestamps
+
+### Breaking changes
+- Moved core async decoding and encoding functionality to new traits to
+  match the sync interface and present a standardized interface
+  - Decoding: `AsyncDecodeRecordRef` and `AsyncDecodeRecord`
+  - Encoding: `AsyncEncodeRecord`, `AsyncEncodeRecordRef`, and
+    `AsyncEncodeRecordTextExt`
+
+### Bug fixes
+- Added missing Python type stubs for several leg properties of `InstrumentDefMsg`
+
 ## 0.35.1 - 2025-06-03
 
 ### Enhancements

Cargo.lock

@@ -11,7 +11,7 @@ resolver = "2"
 [workspace.package]
 authors = ["Databento <[email protected]>"]
 edition = "2021"
-version = "0.35.1"
+version = "0.36.0"
 documentation = "https://databento.com/docs"
 repository = "https://github.com/databento/dbn"
 license = "Apache-2.0"

Cargo.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "databento-dbn"
-version = "0.35.1"
+version = "0.36.0"
 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 = "0.35.1"
+version = "0.36.0"
 authors = [
     { name = "Databento", email = "[email protected]" }
 ]

python/pyproject.toml

@@ -1130,7 +1130,7 @@ class RecordHeader:
         """
         The publisher ID assigned by Databento, which denotes the dataset and venue.
 
-        See `Publishers` https://databento.com/docs/standards-and-conventions/common-fields-enums-types#prices.
+        See `Publishers` https://databento.com/docs/standards-and-conventions/common-fields-enums-types#publishers-datasets-and-venues.
 
         Returns
         -------
@@ -1222,7 +1222,7 @@ class Record(SupportsBytes):
         """
         The publisher ID assigned by Databento, which denotes the dataset and venue.
 
-        See `Publishers` https://databento.com/docs/standards-and-conventions/common-fields-enums-types#prices.
+        See `Publishers` https://databento.com/docs/standards-and-conventions/common-fields-enums-types#publishers-datasets-and-venues.
 
         Returns
         -------
@@ -1699,7 +1699,7 @@ class ConsolidatedBidAskPair:
         """
         The publisher ID indicating the venue containing the best bid.
 
-        See `Publishers` https://databento.com/docs/standards-and-conventions/common-fields-enums-types#prices.
+        See `Publishers` https://databento.com/docs/standards-and-conventions/common-fields-enums-types#publishers-datasets-and-venues.
 
         Returns
         -------
@@ -1723,7 +1723,7 @@ class ConsolidatedBidAskPair:
         """
         The publisher ID indicating the venue containing the best ask.
 
-        See `Publishers` https://databento.com/docs/standards-and-conventions/common-fields-enums-types#prices.
+        See `Publishers` https://databento.com/docs/standards-and-conventions/common-fields-enums-types#publishers-datasets-and-venues.
 
         Returns
         -------
@@ -3495,6 +3495,36 @@ class InstrumentDefMsg(Record):
 
         """
 
+    @property
+    def leg_count(self) -> int:
+        """
+        The number of legs in the strategy or spread. Will be 0 for outrights.
+
+        Returns
+        -------
+        int
+
+        See Also
+        --------
+        leg_index
+
+        """
+
+    @property
+    def leg_index(self) -> int:
+        """
+        The 0-based index of the leg.
+
+        Returns
+        -------
+        int
+
+        See Also
+        --------
+        leg_count
+
+        """
+
     @property
     def pretty_leg_price(self) -> float:
         """
@@ -3561,6 +3591,136 @@ class InstrumentDefMsg(Record):
 
         """
 
+    @property
+    def leg_instrument_id(self) -> int:
+        """
+        The numeric ID assigned to the leg instrument.
+        See [Instrument identifiers] https://databento.com/docs/standards-and-conventions/common-fields-enums-types#instrument-identifiers.
+
+        Returns
+        -------
+        int
+
+        See Also
+        --------
+        leg_raw_symbol
+
+        """
+
+    @property
+    def leg_ratio_price_numerator(self) -> int:
+        """
+        The numerator of the price ratio of the leg within the spread.
+
+        Returns
+        -------
+        int
+
+        See Also
+        --------
+        leg_ratio_price_denominator
+
+        """
+
+    @property
+    def leg_ratio_price_denominator(self) -> int:
+        """
+        The denominator of the price ratio of the leg within the spread.
+
+        Returns
+        -------
+        int
+
+        See Also
+        --------
+        leg_ratio_price_numerator
+
+        """
+
+    @property
+    def leg_ratio_qty_numerator(self) -> int:
+        """
+        The numerator of the quantity ratio of the leg within the spread.
+
+        Returns
+        -------
+        int
+
+        See Also
+        --------
+        leg_ratio_qty_denominator
+
+        """
+
+    @property
+    def leg_ratio_qty_denominator(self) -> int:
+        """
+        The denominator of the quantity ratio of the leg within the spread.
+
+        Returns
+        -------
+        int
+
+        See Also
+        --------
+        leg_ratio_qty_numerator
+
+        """
+
+    @property
+    def leg_underlying_id(self) -> int:
+        """
+        The numeric ID of the leg instrument's underlying instrument.
+        See [Instrument identifiers] https://databento.com/docs/standards-and-conventions/common-fields-enums-types#instrument-identifiers.
+
+        Returns
+        -------
+        int
+
+        See Also
+        --------
+        instrument_id
+
+        """
+
+    @property
+    def leg_raw_symbol(self) -> str:
+        """
+        The leg instrument's raw symbol assigned by the publisher.
+
+        Returns
+        -------
+        str
+
+        See Also
+        --------
+        leg_instrument_id
+
+        """
+
+    @property
+    def leg_instrument_class(self) -> str | None:
+        """
+        The matching algorithm used for the instrument, typically **F**IFO.
+        See `Matching algorithm` https://databento.com/docs/schemas-and-data-formats/instrument-definitions#matching-algorithm.
+
+        Returns
+        -------
+        str | None
+
+        """
+
+    @property
+    def leg_side(self) -> str | None:
+        """
+        The side taken for the leg when purchasing the spread.
+
+        Returns
+        -------
+        str | None
+
+        """
+
 class InstrumentDefMsgV2(Record):
     """
     Definition of an instrument in DBN version 2.

python/python/databento_dbn/_lib.pyi

@@ -16,7 +16,7 @@ name = "dbn"
 path = "src/main.rs"
 
 [dependencies]
-dbn = { path = "../dbn", version = "=0.35.1", default-features = false }
+dbn = { path = "../dbn", version = "=0.36.0", 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 = "=0.35.1", path = "../dbn-macros" }
+dbn-macros = { version = "=0.36.0", path = "../dbn-macros" }
 
 async-compression = { version = "0.4.23", features = ["tokio", "zstd"], optional = true }
 csv = { workspace = true }