0.36.1

Release notes

Bug fixes

• Updated conversion error messages in TryFrom<RecordRef> for RecordRefEnum for
  release of DBN version 3
• Updated TryFrom<RecordRef> for RecordRefEnum for versioning of StatMsg,
  SystemMsg, and ErrorMsg
• Fixed conversion of BboMsg in TryFrom<RecordRef> for RecordRefEnum
• Implemented AsyncDecodeRecordRef and AsyncDecodeRecord for AsyncDecoder and
  AsyncRecordDecoder
• Fixed setting of ts_out property of DbnFsm based on decoded metadata. This
  was preventing ts_out from being correctly decoded in the Python DBNDecoder
• Fixed decoding of ts_out with first records in DBNDecoder

0.36.0

Release notes

Enhancements

• Added support for width, fill, and padding when formatting pretty::Ts
• Added support for sign, precision, width, fill, and padding when formatting
  pretty::Px
• Optimized pretty formatting of prices and timestamps

Breaking changes

• Moved core async decoding and encoding functionality to new traits to
  match the sync interface and present a standardized interface
  • Decoding: AsyncDecodeRecordRef and AsyncDecodeRecord
  • Encoding: AsyncEncodeRecord, AsyncEncodeRecordRef, and
    AsyncEncodeRecordTextExt

Bug fixes

• Added missing Python type stubs for several leg properties of InstrumentDefMsg

0.35.1

Release notes

Enhancements

• Documented AsyncMetadataDecoder::decode, AsyncDecoder::new, and
  AsyncDecoder::with_upgrade_policy() as now being cancellation safe
• Added DbnFsm::reset() method that resets state to facilitate reuse
• Added DbnFsm::has_decoded_metadata() method to check the internal
  state

Bug fixes

• Fixed behavior where encoding metadata could lower the version
• Changed DbnFsm::data() to exclude all processed data
• Fixed Metadata::upgrade() behavior with UpgradeToV2

0.35.0

Release notes

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

Release notes

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

Release notes

Enhancements

• Added with_compression_level methods to DynWriter, AsyncDynWriter, and
  AsyncDynBufWriter

Bug fixes

• Fixed AsyncDynBufWriter interface

0.33.1

Release notes

Enhancements

• Added InstitutionalPrioritization variant to MatchAlgorithm

Release notes

Enhancements

• Added InstitutionalPrioritization variant to MatchAlgorithm

0.33.0

Release notes

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

Release notes

Enhancements

• Refactored the rtype_dispatch macro to be more flexible: it supports ts_out
  dispatching, async functions and methods, and now always verifies the record length
• 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,
  rtype_ts_out_method_dispatch, and rtype_ts_out_async_method_dispatch in favor of
  an updated, more flexible rtype_dispatch macro

Bug fixes

• Fixed RType variant names in Python to match Schema
• Added missing Python type declarations for RType variants
• Fixed issue with Python _hidden_fields definition that caused KeyError: _reserved1_00
  with CMBP1Msg and other records with ConsolidatedBidAskPair

0.31.0

Release notes

Enhancements

• Added Ord and PartialOrd implementations for all enums and FlagSet to allow
  for use in ordered containers like BTreeMap
• Added decode_records() method to AsyncDbnDecoder and AsyncDbnRecordDecoder
  which is similar to the sync decoder methods of the same name
• Upgraded pyo3 version to 0.24.1
• Upgraded time version to 0.3.41

Breaking changes

• Removed deprecated dataset module. The top-level Dataset enum and its const as_str()
  method provide the same functionality for all datasets
• Removed deprecated SymbolIndex::get_for_rec_ref() method

Bug fixes

• Fixed Python type annotation for SystemMsg::is_heartbeat() method that was previously
  annotated as a property