VER: Release 0.35.0

Author: threecgreen

CHANGELOG.md

@@ -1,5 +1,61 @@
 # Changelog
 
+## 0.35.0 - 2025-05-28
+This version marks the release of DBN version 3 (DBNv3), which is the new default.
+Decoders support decoding all versions of DBN and the DBN encoders default to
+upgrading the input to DBNv3.
+
+### Enhancements
+- Added a new `UpgradeToV3` `VersionUpgradePolicy` variant
+- Consolidated DBN decoding logic in a new sans-I/O style state machine. All existing
+  decoders now use `DbnFsm` internally
+- Added an internal buffer to DBN decoders so wrapping the reader in a `BufReader` is no
+  longer recommended
+- Added `with_upgrade_policy()` construction methods to `MetadataDecoder` and
+  `AsyncMetadataDecoder` to match other decoders
+- Implemented conversion from `RecordRef` to `IoSlice` for use with
+  `Write::write_vectored`
+- Improved performance of the Python `DBNDecoder` by batching acquisition of the GIL for
+  multiple records
+- Added `version()` setter to `CsvEncoderBuilder` to configure the output version
+- Upgraded `pyo3` version to 0.25.0
+
+### Breaking changes
+- Release of DBN version 3
+  - Definition schema:
+    - Updated `InstrumentDefMsg` with new `leg_` fields to support multi-leg strategy
+      definitions.
+    - Expanded `asset` to 11 bytes and `ASSET_CSTR_LEN` to match
+    - Expanded `raw_instrument_id` to 64 bits to support more venues. Like other 64-bit
+      integer fields, its value will now be quoted in JSON
+    - Removed `trading_reference_date`, `trading_reference_price`, and
+      `settl_price_type` fields which will be normalized in the statistics schema
+    - Removed `md_security_trading_status` better served by the status schema
+  - Statistics schema:
+    - Updated `StatMsg` has an expanded 64-bit `quantity` field. Like other 64-bit
+      integer fields, its value will now be quoted in JSON
+    - The previous `StatMsg` has been moved to `v2::StatMsg` or `StatMsgV2`
+  - Changed the default `VersionUpgradePolicy` to `UpgradeToV3`
+  - Metadata will now always be encoded with a length divisible by 8 bytes for better
+    alignment
+  - Version 1 and 2 structs can be converted to version 3 structs with the `From` trait
+- Added a `version` parameter to the `encode_header_for_schema()` method on `CsvEncoder`
+  and `DynEncoder` to handle change in definition schema fields between versions
+- Changed the return type of `DbnDecoder::from_file` and `AsyncDbnDecoder::from_file` to
+  no longer include a `BufReader`
+- The `set_upgrade_policy()` methods on `DbnDecoder`, `AsyncDbnDecoder`,
+  `DbnRecordDecoder`, `AsyncDbnRecordDecoder` now return a `Result`
+- Removed `compat::decode_record_ref`. It's recommended to use `DbnFsm` or the decoders
+  directly
+- Updated the minimum supported `tokio` version to 1.38, which was released one year ago
+
+### Bug fixes
+- Fixed conversion of `v1::StatMsg` to `v3::StatMsg`
+- Changed default `upgrade_policy` of synchronous `DbnRecord`
+- Fixed Python `Transcoder` not writing CSV header when `has_metadata=False`
+- Removed incorrect `sequence` and `depth` Python type stubs for `CMBP1Msg` and `CBBOMsg`
+- Fixed missing export of `Mbp1Msg` and `Mbp10Msg` from `v1`, `v2`, and `v3` modules
+
 ## 0.34.0 - 2025-05-13
 
 ### Enhancements

Cargo.lock

@@ -11,16 +11,16 @@ resolver = "2"
 [workspace.package]
 authors = ["Databento <[email protected]>"]
 edition = "2021"
-version = "0.34.0"
+version = "0.35.0"
 documentation = "https://databento.com/docs"
 repository = "https://github.com/databento/dbn"
 license = "Apache-2.0"
 
 [workspace.dependencies]
 anyhow = "1.0.98"
 csv = "1.3"
-pyo3 = "0.24.2"
-pyo3-build-config = "0.24.2"
+pyo3 = "0.25.0"
+pyo3-build-config = "0.25.0"
 rstest = "0.25.0"
 serde = { version = "1.0", features = ["derive"] }
 time = "0.3.41"

Cargo.toml

@@ -19,4 +19,4 @@ dbn = { path = "../rust/dbn", features = [] }
 libc = "0.2.172"
 
 [build-dependencies]
-cbindgen = { version = "0.28.0", default-features = false }
+cbindgen = { version = "0.29.0", default-features = false }

c/Cargo.toml

@@ -15,6 +15,7 @@ renaming_overrides_prefixing = true
 "FILE" = "FILE"
 # Workaround for cbindgen not understanding constants defined in terms of other constants
 "SYMBOL_CSTR_LEN_V2" = "DbnSYMBOL_CSTR_LEN"
+"ASSET_CSTR_LEN" = "DbnASSET_CSTR_LEN_V3"
 
 [enum]
 prefix_with_name = true

c/cbindgen.toml

@@ -1,6 +1,6 @@
 use dbn::{
     compat::{
-        ErrorMsgV1, InstrumentDefMsgV1, InstrumentDefMsgV3, StatMsgV3, SymbolMappingMsgV1,
+        ErrorMsgV1, InstrumentDefMsgV1, InstrumentDefMsgV2, StatMsgV1, SymbolMappingMsgV1,
         SystemMsgV1,
     },
     ErrorMsg, InstrumentDefMsg, StatMsg, SymbolMappingMsg, SystemMsg,
@@ -14,26 +14,26 @@ pub extern "C" fn from_error_v1_to_v2(def_v1: &ErrorMsgV1) -> ErrorMsg {
 
 /// Converts an V1 InstrumentDefMsg to V2.
 #[no_mangle]
-pub extern "C" fn from_instrument_def_v1_to_v2(def_v1: &InstrumentDefMsgV1) -> InstrumentDefMsg {
-    InstrumentDefMsg::from(def_v1)
+pub extern "C" fn from_instrument_def_v1_to_v2(def_v1: &InstrumentDefMsgV1) -> InstrumentDefMsgV2 {
+    InstrumentDefMsgV2::from(def_v1)
 }
 
 /// Converts a V1 InstrumentDefMsg to V3.
 #[no_mangle]
-pub extern "C" fn from_instrument_def_v1_to_v3(def_v1: &InstrumentDefMsgV1) -> InstrumentDefMsgV3 {
-    InstrumentDefMsgV3::from(def_v1)
+pub extern "C" fn from_instrument_def_v1_to_v3(def_v1: &InstrumentDefMsgV1) -> InstrumentDefMsg {
+    InstrumentDefMsg::from(def_v1)
 }
 
 /// Converts a V2 InstrumentDefMsg to V3.
 #[no_mangle]
-pub extern "C" fn from_instrument_def_v2_to_v3(def_v2: &InstrumentDefMsg) -> InstrumentDefMsgV3 {
-    InstrumentDefMsgV3::from(def_v2)
+pub extern "C" fn from_instrument_def_v2_to_v3(def_v2: &InstrumentDefMsgV2) -> InstrumentDefMsg {
+    InstrumentDefMsg::from(def_v2)
 }
 
 /// Converts a V1 StatMsg to V3.
 #[no_mangle]
-pub extern "C" fn from_stat_v1_to_v3(stat_v1: &StatMsg) -> StatMsgV3 {
-    StatMsgV3::from(stat_v1)
+pub extern "C" fn from_stat_v1_to_v3(stat_v1: &StatMsgV1) -> StatMsg {
+    StatMsg::from(stat_v1)
 }
 
 /// Converts an V1 SymbolMappingMsg to V2.

c/src/compat.rs

@@ -14,11 +14,12 @@ name = "databento_dbn" # Python modules can't contain dashes
 
 [dependencies]
 dbn = { path = "../rust/dbn", features = ["python"] }
-pyo3 = { workspace = true }
-time = { workspace = true }
+pyo3.workspace = true
+time.workspace = true
 
 [build-dependencies]
-pyo3-build-config = { workspace = true }
+pyo3-build-config.workspace = true
 
 [dev-dependencies]
-rstest = { workspace = true }
+rstest.workspace = true
+zstd.workspace = true

python/Cargo.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "databento-dbn"
-version = "0.34.0"
+version = "0.35.0"
 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 = "0.34.0"
+version = "0.35.0"
 authors = [
     { name = "Databento", email = "[email protected]" }
 ]