VER: Release 0.33.0

Author: threecgreen

CHANGELOG.md

@@ -1,5 +1,26 @@
 # Changelog
 
+## 0.33.0 - 2025-04-22
+
+### Enhancements
+- Added `SystemCode` and `ErrorCode` enums to indicate types of system and error
+  messages
+- Added `code()` methods to `SystemMsg` and `ErrorMsg` to retrieve the enum value if
+  one exists and equivalent properties in Python
+- Converting a `v1::SystemMsg` to a `v2::SystemMsg` now sets to `code` to the heartbeat
+  value
+- Added `ASSET_CSTR_LEN` constants for the size of `asset` field in `InstrumentDefMsg`
+  in different DBN versions
+- Added `encode_record_with_sym()`  method to `AsyncJsonEncoder` which encodes a record
+  along with its text symbol to match the sync encoder
+
+### Breaking changes
+- Added `code` parameter to `SystemCode::new()` and `ErrorMsg::new()`
+- Updated the `rtype_dispatch` and `schema_dispatch` macro invocations to look more like
+  function invocation
+- Increased the size of `asset` field in `v3::InstrumentDefMsg` from 7 to 11. The
+  `InstrumentDefMsgV3` message size remains 520 bytes.
+
 ## 0.32.0 - 2025-04-14
 
 ### Enhancements
@@ -8,10 +29,6 @@
 - Refactored the `schema_dispatch` macro to be more flexible: it supports `ts_out`
   dispatching and async functions and methods
 
-### Breaking changes
-- Updated the `rtype_dispatch` and `schema_dispatch` macro invocations to look more like
-  function invocation
-
 ### Deprecations
 - Deprecated macros `rtype_async_dispatch`, `rtype_ts_out_dispatch`,
   `rtype_dispatch_with_ts_out`, `rtype_ts_out_async_dispatch`,

Cargo.lock

@@ -11,16 +11,16 @@ resolver = "2"
 [workspace.package]
 authors = ["Databento <[email protected]>"]
 edition = "2021"
-version = "0.32.0"
+version = "0.33.0"
 documentation = "https://databento.com/docs"
 repository = "https://github.com/databento/dbn"
 license = "Apache-2.0"
 
 [workspace.dependencies]
-anyhow = "1.0.97"
+anyhow = "1.0.98"
 csv = "1.3"
-pyo3 = "0.24.1"
-pyo3-build-config = "0.24.1"
+pyo3 = "0.24.2"
+pyo3-build-config = "0.24.2"
 rstest = "0.25.0"
 serde = { version = "1.0", features = ["derive"] }
 time = "0.3.41"

Cargo.toml

@@ -16,7 +16,7 @@ crate-type = ["staticlib"]
 [dependencies]
 anyhow = { workspace = true }
 dbn = { path = "../rust/dbn", features = [] }
-libc = "0.2.171"
+libc = "0.2.172"
 
 [build-dependencies]
 cbindgen = { version = "0.28.0", default-features = false }

c/Cargo.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "databento-dbn"
-version = "0.32.0"
+version = "0.33.0"
 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 = "0.32.0"
+version = "0.33.0"
 authors = [
     { name = "Databento", email = "[email protected]" }
 ]

python/pyproject.toml

@@ -822,6 +822,60 @@ class VersionUpgradePolicy(Enum):
     AS_IS: int
     UPGRADE_TO_V2: int
 
+class ErrorCode(Enum):
+    """
+    An error code from the live subscription gateway.
+
+    AUTH_FAILED
+        The authentication step failed.
+    API_KEY_DEACTIVATED
+        The user account or API key were deactivated.
+    CONNECTION_LIMIT_EXCEEDED
+        The user has exceeded their open connection limit
+    SYMBOL_RESOLUTION_FAILED
+        One or more symbols failed to resolve.
+    INVALID_SUBSCRIPTION
+        There was an issue with a subscription request (other than symbol resolution).
+     INTERNAL_ERROR
+        An error occurred in the gateway.
+
+    """
+
+    AUTH_FAILED: int
+    API_KEY_DEACTIVATED: int
+    CONNECTION_LIMIT_EXCEEDED: int
+    SYMBOL_RESOLUTION_FAILED: int
+    INVALID_SUBSCRIPTION: int
+    INTERNAL_ERROR: int
+
+    @classmethod
+    def variants(cls) -> Iterable[ErrorCode]: ...
+
+class SystemCode(Enum):
+    """
+    A `SystemMsg` code indicating the type of message from the live subscription
+    gateway.
+
+    HEARTBEAT
+        A message sent in the absence of other records to indicate the connection
+        remains open.
+    SUBSCRIPTION_ACK
+        An acknowledgement of a subscription request.
+    SLOW_READER_WARNING
+        The gateway has detected this session is falling behind real-time.
+    REPLAY_COMPLETED
+        Indicates a replay subscription has caught up with real-time data.
+
+    """
+
+    HEARTBEAT: int
+    SUBSCRIPTION_ACK: int
+    SLOW_READER_WARNING: int
+    REPLAY_COMPLETED: int
+
+    @classmethod
+    def variants(cls) -> Iterable[ErrorCode]: ...
+
 class Metadata(SupportsBytes):
     """
     Information about the data contained in a DBN file or stream. DBN requires
@@ -5937,6 +5991,19 @@ class ErrorMsg(ErrorMsgV1):
     An error message from the Databento Live Subscription Gateway (LSG).
     """
 
+    def __init__(
+        self, ts_event: int, err: str, is_last: bool = True, code: ErrorCode | None = None
+    ) -> None: ...
+    @property
+    def code(self) -> ErrorCode | None:
+        """
+        The error code, if any.
+
+        Returns
+        -------
+        ErrorCode | None
+        """
+
     @property
     def is_last(self) -> int:
         """
@@ -6087,14 +6154,15 @@ class SystemMsg(SystemMsgV1):
 
     """
 
+    def __init__(self, ts_event: int, msg: str, code: SystemCode | None = None) -> None: ...
     @property
-    def code(self) -> int:
+    def code(self) -> SystemCode | None:
         """
-        Type of system message, currently unused.
+        Type of system message, if any.
 
         Returns
         -------
-        int
+        SystemCode | None
         """
 
 class SystemMsgV1(Record):

python/python/databento_dbn/_lib.pyi

@@ -164,7 +164,7 @@ mod tests {
         let metadata_pos = encoder.get_ref().len();
         assert!(matches!(target.decode(), Ok(recs) if recs.len() == 1));
         assert!(target.has_decoded_metadata);
-        let rec = ErrorMsg::new(1680708278000000000, "Python", true);
+        let rec = ErrorMsg::new(1680708278000000000, None, "Python", true);
         encoder.encode_record(&rec).unwrap();
         assert!(target.buffer.get_ref().is_empty());
         let record_pos = encoder.get_ref().len();
@@ -204,7 +204,7 @@ mod tests {
         let metadata_pos = encoder.get_ref().len();
         assert!(matches!(decoder.decode(), Ok(recs) if recs.len() == 1));
         assert!(decoder.has_decoded_metadata);
-        let rec1 = ErrorMsg::new(1680708278000000000, "Python", true);
+        let rec1 = ErrorMsg::new(1680708278000000000, None, "Python", true);
         let rec2 = OhlcvMsg {
             hd: RecordHeader::new::<OhlcvMsg>(rtype::OHLCV_1S, 1, 1, 1681228173000000000),
             open: 100,

python/src/dbn_decoder.rs

@@ -131,10 +131,10 @@ fn py_to_rs_io_err(e: PyErr) -> io::Error {
 
         match e_as_object.call_method(intern!(py, "__str__"), (), None) {
             Ok(repr) => match repr.extract::<String>() {
-                Ok(s) => io::Error::new(io::ErrorKind::Other, s),
-                Err(_e) => io::Error::new(io::ErrorKind::Other, "An unknown error has occurred"),
+                Ok(s) => io::Error::other(s),
+                Err(_e) => io::Error::other("An unknown error has occurred"),
             },
-            Err(_) => io::Error::new(io::ErrorKind::Other, "Err doesn't have __str__"),
+            Err(_) => io::Error::other("Err doesn't have __str__"),
         }
     })
 }