VER: Release 0.41.0

Author: threecgreen

CHANGELOG.md

@@ -1,5 +1,18 @@
 # Changelog
 
+## 0.41.0 - 2025-08-26
+
+### Enhancements
+- Added `interval` method `RType` and `Schema` to get the duration for subsample schemas
+  like `Ohlcv1H` and `Cbbo1S`
+
+### Breaking changes
+- Changed the default value for `channel_id` to be `u8::MAX` in `MboMsg` and `u16::MAX`
+  elsewhere since 0 is a valid channel ID
+
+### Bug fixes
+- Changed default `inst_attrib_value` value from 0 to `i32::MAX` to match Rust
+
 ## 0.40.0 - 2025-08-19
 
 ### Enhancements

Cargo.lock

@@ -11,7 +11,7 @@ resolver = "2"
 [workspace.package]
 authors = ["Databento <[email protected]>"]
 edition = "2021"
-version = "0.40.0"
+version = "0.41.0"
 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 = "0.40.0"
+version = "0.41.0"
 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 = "0.40.0"
+version = "0.41.0"
 authors = [
     { name = "Databento", email = "[email protected]" }
 ]

python/pyproject.toml

@@ -16,7 +16,7 @@ name = "dbn"
 path = "src/main.rs"
 
 [dependencies]
-dbn = { path = "../dbn", version = "=0.40.0", default-features = false }
+dbn = { path = "../dbn", version = "=0.41.0", 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 = "=0.40.0", path = "../dbn-macros" }
+dbn-macros = { version = "=0.41.0", path = "../dbn-macros" }
 
 async-compression = { version = "0.4.27", features = ["tokio", "zstd"], optional = true }
 csv = { workspace = true }

rust/dbn/Cargo.toml

@@ -82,6 +82,26 @@ impl RType {
             _ => None,
         }
     }
+
+    /// Returns the interval associated with the `RType` if it's a subsampled
+    /// record type, otherwise `None`.
+    pub const fn interval(self) -> Option<time::Duration> {
+        match self {
+            RType::Ohlcv1S | RType::Cbbo1S | RType::Bbo1S => Some(time::Duration::SECOND),
+            RType::Ohlcv1M | RType::Cbbo1M | RType::Bbo1M => Some(time::Duration::MINUTE),
+            RType::Ohlcv1H => Some(time::Duration::HOUR),
+            RType::Ohlcv1D | RType::OhlcvEod => Some(time::Duration::DAY),
+            _ => None,
+        }
+    }
+}
+
+impl Schema {
+    /// Returns the interval associated with the `Schema` if it's a subsampled
+    /// schema, otherwise `None`.
+    pub fn interval(self) -> Option<time::Duration> {
+        RType::from(self).interval()
+    }
 }
 
 impl From<TriState> for Option<bool> {

rust/dbn/src/enums/methods.rs

@@ -30,7 +30,7 @@ impl MboMsg {
         side,
         ts_recv,
         flags = None,
-        channel_id = 0,
+        channel_id = None,
         ts_in_delta = 0,
         sequence = 0,
     ))]
@@ -45,7 +45,7 @@ impl MboMsg {
         side: Side,
         ts_recv: u64,
         flags: Option<FlagSet>,
-        channel_id: u8,
+        channel_id: Option<u8>,
         ts_in_delta: i32,
         sequence: u32,
     ) -> PyResult<Self> {
@@ -55,7 +55,7 @@ impl MboMsg {
             price,
             size,
             flags: flags.unwrap_or_default(),
-            channel_id,
+            channel_id: channel_id.unwrap_or(u8::MAX),
             action: action as u8 as c_char,
             side: side as u8 as c_char,
             ts_recv,
@@ -1538,7 +1538,7 @@ impl InstrumentDefMsg {
         raw_instrument_id = 0,
         leg_price = UNDEF_PRICE,
         leg_delta = UNDEF_PRICE,
-        inst_attrib_value = 0,
+        inst_attrib_value = None,
         underlying_id = 0,
         market_depth_implied = None,
         market_depth = None,
@@ -1560,7 +1560,7 @@ impl InstrumentDefMsg {
         appl_id = None,
         maturity_year = None,
         decay_start_date = None,
-        channel_id = 0,
+        channel_id = None,
         leg_count = 0,
         leg_index = 0,
         currency = "",
@@ -1612,7 +1612,7 @@ impl InstrumentDefMsg {
         raw_instrument_id: u64,
         leg_price: i64,
         leg_delta: i64,
-        inst_attrib_value: i32,
+        inst_attrib_value: Option<i32>,
         underlying_id: u32,
         market_depth_implied: Option<i32>,
         market_depth: Option<i32>,
@@ -1634,7 +1634,7 @@ impl InstrumentDefMsg {
         appl_id: Option<i16>,
         maturity_year: Option<u16>,
         decay_start_date: Option<u16>,
-        channel_id: u16,
+        channel_id: Option<u16>,
         leg_count: u16,
         leg_index: u16,
         currency: &str,
@@ -1684,7 +1684,7 @@ impl InstrumentDefMsg {
             raw_instrument_id,
             leg_price,
             leg_delta,
-            inst_attrib_value,
+            inst_attrib_value: inst_attrib_value.unwrap_or(i32::MAX),
             underlying_id,
             market_depth_implied: market_depth_implied.unwrap_or(i32::MAX),
             market_depth: market_depth.unwrap_or(i32::MAX),
@@ -1706,7 +1706,7 @@ impl InstrumentDefMsg {
             appl_id: appl_id.unwrap_or(i16::MAX),
             maturity_year: maturity_year.unwrap_or(u16::MAX),
             decay_start_date: decay_start_date.unwrap_or(u16::MAX),
-            channel_id,
+            channel_id: channel_id.unwrap_or(u16::MAX),
             leg_count,
             leg_index,
             currency: str_to_c_chars(currency)?,
@@ -2280,7 +2280,7 @@ impl StatMsg {
         stat_type,
         sequence = 0,
         ts_in_delta = 0,
-        channel_id = 0,
+        channel_id = None,
         update_action = None,
         stat_flags = 0,
     ))]
@@ -2295,7 +2295,7 @@ impl StatMsg {
         stat_type: StatType,
         sequence: u32,
         ts_in_delta: i32,
-        channel_id: u16,
+        channel_id: Option<u16>,
         update_action: Option<StatUpdateAction>,
         stat_flags: u8,
     ) -> PyResult<Self> {
@@ -2308,7 +2308,7 @@ impl StatMsg {
             sequence,
             ts_in_delta,
             stat_type: stat_type as u16,
-            channel_id,
+            channel_id: channel_id.unwrap_or(u16::MAX),
             update_action: update_action.unwrap_or_default() as u8,
             stat_flags,
             _reserved: Default::default(),
@@ -3363,7 +3363,7 @@ impl v1::StatMsg {
         stat_type,
         sequence = 0,
         ts_in_delta = 0,
-        channel_id = 0,
+        channel_id = None,
         update_action = None,
         stat_flags = 0,
     ))]
@@ -3378,7 +3378,7 @@ impl v1::StatMsg {
         stat_type: StatType,
         sequence: u32,
         ts_in_delta: i32,
-        channel_id: u16,
+        channel_id: Option<u16>,
         update_action: Option<StatUpdateAction>,
         stat_flags: u8,
     ) -> PyResult<Self> {
@@ -3391,7 +3391,7 @@ impl v1::StatMsg {
             sequence,
             ts_in_delta,
             stat_type: stat_type as u16,
-            channel_id,
+            channel_id: channel_id.unwrap_or(u16::MAX),
             update_action: update_action.unwrap_or_default() as u8,
             stat_flags,
             _reserved: Default::default(),