Skip to content

0.26.0

Choose a tag to compare

View all tags
@github-actions github-actions released this 07 Jan 22:09
· 149 commits to main since this release
v0.26.0
7d4e53b
This commit was created on GitHub.com and signed with GitHub’s verified signature.
GPG key ID: B5690EEEBB952194
Verified
Learn about vigilant mode.

Release notes

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
    strategy definitions
    • Removal of statistics-schema related fields trading_reference_price,
      trading_reference_date, and settl_price_type
    • Removal of the status-schema related field md_security_trading_status
  • Added from_instrument_def_v1_to_v3 and from_instrument_def_v2_to_v3 conversion
    functions to the C API
  • Updated the value of the MAX_RECORD_LEN constant for the changes to
    InstrumentDefMsg in version 3
  • Added initial support for merging DBN:
    • Decoding streams: MergeDecoder and MergeRecordDecoder structs
    • Metadata: MergeDecoder struct and Metadata::merge() method
    • In the CLI: specify more than one input file to initiate a merge
  • Relaxed DecodeRecord trait constraint on StreamIterDecoder's inner decoder
  • Added DbnMetadata implementation for StreamInnerDecoder if the inner decoder
    implements DbnMetadata
  • Eliminate unsafe in From implementations for record structs from different versions
Assets 2
Loading