VER: Release 0.34.0

Author: threecgreen

CHANGELOG.md

@@ -1,5 +1,22 @@
 # Changelog
 
+## 0.34.0 - 2025-05-13
+
+### Enhancements
+- Added a `v3::StatMsg` record with an expanded 64-bit `quantity` field
+- Added `with_compression_level` methods to `DynWriter`, `AsyncDynWriter`, and
+  `AsyncDynBufWriter`
+- Added `DBN_VERSION` constants to each version module: `v1`, `v2`, and `v3`
+- Added `UNDEF_STAT_QUANTITY` constants to each version module
+- Added statistics compatibility trait `StatRec` for generalizing across different
+  versions of the statistics record
+- Added `AsRef<[u8]>` implementations for `RecordEnum` and `RecordRefEnum`
+- Added new off-market publishers for Eurex and European Energy Exchange (EEX)
+
+### Breaking changes
+- Made `Record` a subtrait of `AsRef<[u8]>` as all records should be convertible to
+  bytes
+
 ## 0.33.2 - 2025-05-06
 
 ### Enhancements
@@ -125,7 +142,7 @@
 ### Enhancements
 - Added `v3` namespace in preparation for future DBN version 3 release. DBN version 2
   remains the current and default version
-- Added `v3::InstrumentDefMsg` record with new fields to support normalizing multi-leg
+- Added a `v3::InstrumentDefMsg` record with new fields to support normalizing multi-leg
   strategy definitions
   - Removal of statistics-schema related fields `trading_reference_price`,
     `trading_reference_date`, and `settl_price_type`

Cargo.lock

@@ -11,7 +11,7 @@ resolver = "2"
 [workspace.package]
 authors = ["Databento <[email protected]>"]
 edition = "2021"
-version = "0.33.2"
+version = "0.34.0"
 documentation = "https://databento.com/docs"
 repository = "https://github.com/databento/dbn"
 license = "Apache-2.0"

Cargo.toml

@@ -1,6 +1,9 @@
 use dbn::{
-    compat::{ErrorMsgV1, InstrumentDefMsgV1, InstrumentDefMsgV3, SymbolMappingMsgV1, SystemMsgV1},
-    ErrorMsg, InstrumentDefMsg, SymbolMappingMsg, SystemMsg,
+    compat::{
+        ErrorMsgV1, InstrumentDefMsgV1, InstrumentDefMsgV3, StatMsgV3, SymbolMappingMsgV1,
+        SystemMsgV1,
+    },
+    ErrorMsg, InstrumentDefMsg, StatMsg, SymbolMappingMsg, SystemMsg,
 };
 
 /// Converts an V1 ErrorMsg to V2.
@@ -27,6 +30,12 @@ pub extern "C" fn from_instrument_def_v2_to_v3(def_v2: &InstrumentDefMsg) -> Ins
     InstrumentDefMsgV3::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)
+}
+
 /// Converts an V1 SymbolMappingMsg to V2.
 #[no_mangle]
 pub extern "C" fn from_symbol_mapping_v1_to_v2(def_v1: &SymbolMappingMsgV1) -> SymbolMappingMsg {

c/src/compat.rs

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "databento-dbn"
-version = "0.33.2"
+version = "0.34.0"
 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 = "0.33.2"
+version = "0.34.0"
 authors = [
     { name = "Databento", email = "[email protected]" }
 ]

python/pyproject.toml

@@ -43,6 +43,7 @@ _DBNRecord = Union[
     SystemMsg,
     SystemMsgV1,
     StatMsg,
+    StatMsgV3,
     StatusMsg,
 ]
 
@@ -5991,6 +5992,15 @@ class StatusMsg(Record):
 
         """
 
+class StatMsgV3(StatMsg):
+    """
+    A statistics message.
+
+    A catchall for various data disseminated by publishers. The
+    `stat_type` field indicates the statistic contained in the message.
+
+    """
+
 class ErrorMsg(ErrorMsgV1):
     """
     An error message from the Databento Live Subscription Gateway (LSG).

python/python/databento_dbn/_lib.pyi

@@ -9,7 +9,7 @@
 from ._lib import MBP1Msg
 from ._lib import MBP10Msg
 from ._lib import OHLCVMsg
-from ._lib import StatMsg
+from ._lib import StatMsgV3 as StatMsg
 from ._lib import StatusMsg
 from ._lib import SymbolMappingMsg
 from ._lib import SystemMsg

python/python/databento_dbn/v3.py

@@ -3,7 +3,10 @@
 use pyo3::{prelude::*, wrap_pyfunction, PyClass};
 
 use dbn::{
-    compat::{ErrorMsgV1, InstrumentDefMsgV1, InstrumentDefMsgV3, SymbolMappingMsgV1, SystemMsgV1},
+    compat::{
+        ErrorMsgV1, InstrumentDefMsgV1, InstrumentDefMsgV3, StatMsgV3, SymbolMappingMsgV1,
+        SystemMsgV1,
+    },
     flags,
     python::{DBNError, EnumIterator},
     Action, BboMsg, BidAskPair, CbboMsg, Cmbp1Msg, Compression, ConsolidatedBidAskPair, Encoding,
@@ -56,6 +59,7 @@ fn databento_dbn(_py: Python<'_>, m: &Bound<PyModule>) -> PyResult<()> {
     checked_add_class::<SystemMsg>(m)?;
     checked_add_class::<SystemMsgV1>(m)?;
     checked_add_class::<StatMsg>(m)?;
+    checked_add_class::<StatMsgV3>(m)?;
     checked_add_class::<BboMsg>(m)?;
     checked_add_class::<CbboMsg>(m)?;
     checked_add_class::<Cmbp1Msg>(m)?;

python/src/lib.rs

@@ -16,7 +16,7 @@ name = "dbn"
 path = "src/main.rs"
 
 [dependencies]
-dbn = { path = "../dbn", version = "=0.33.2", default-features = false }
+dbn = { path = "../dbn", version = "=0.34.0", 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 = "=0.33.2", path = "../dbn-macros" }
+dbn-macros = { version = "=0.34.0", path = "../dbn-macros" }
 
 async-compression = { version = "0.4.23", features = ["tokio", "zstd"], optional = true }
 csv = { workspace = true }