0.22.0

Release notes

Enhancements

• Added Python type stubs for Record __init__ methods

Breaking changes

• Combine _reserved3 and _reserved4 fields in CbboMsg
• Changed setters for char Record fields to accept a single-character strings
• Changed rtype and length to no longer be settable from Python. Users should
  use the Record type __init__ methods to initialize records

Bug fixes

• Added missing Python type stub for CMBP_1 variant in Schema

0.21.0

Release notes

Enhancements

• Added --omit-header option to dbn CLI to skip encoding the header row when
  encoding CSVs
• Added Python setter for ts_event on all records
• Upgraded pyo3 version to 0.22.3
• Added new consolidated publishers for XNAS.BASIC and DBEQ.MAX

Breaking changes

• Changed handling of write_header parameter for CsvEncoder and DynEncoder. It
  now determines whether a header is written automatically in general, not only during
  instantiation of the encoder. This makes it possible to use encode_records and
  encode_decoded without writing a header
• CsvEncoder::new creates an encoder that will always try to write a header. Use the builder with
  write_header(false) to create an encoder that won't write a header row
• schema is now always optional for the CsvEncoder builder and no longer returns a Result
• Changed the layout of CbboMsg to better match BboMsg
• Renamed Schema::Cbbo to Schema::Cmbp1

Bug fixes

• Removed debug_assert! on rtype in RecordRef::get_unchecked that was too strict.
  The method is already marked unsafe and it's okay to interpret one record type as another type
  as long as latter type's size is not greater than the former's

0.20.1

Release notes

Enhancements

• Added DynAsyncBufWriter for buffering compressed or uncompressed async output
• Added new publisher values for XCIS.BBOTRADES and XNYS.BBOTRADES

Bug fixes

• Added missing Python type stub for pretty_ts_ref in StatMsg

0.20.0

Release notes

Enhancements

• Added new SType variants for reference data: Isin, UsCode, BbgCompId, BbgCompTicker, Figi, FigiTicker
• Added new publisher value for DBEQ.SUMMARY

Breaking changes

• Renamed SType::Nasdaq variant to SType::NasdaqSymbol
• Renamed SType::Cms variant to SType::CmsSymbol

0.19.2

Release notes

Bug fixes

• Fixed issue where AsyncDynReader would only decode the first frame of multi-frame
  Zstandard files

0.19.1

Release notes

Bug fixes

• Update rtype_dispatch and schema_dispatch macros for BboMsg
• Update RecordEnum and RecordRefEnum for BboMsg

0.19.0

Release notes

Enhancements

• Added BboMsg record struct for future bbo-1m and bbo-1s schemas
• Upgraded pyo3 version to 0.22.1
• Upgraded json-writer to 0.4

Breaking changes

• Added Default trait implementation for Mbp1Msg due to it no longer needing
  to support multiple rtype values. The default_for_schema function has been removed
• Changed Bbo1sMsg and Bbo1mMsg to be aliases for BboMsg
• Changed the default value of the side fields to Side::None
• Reordered parameters and added defaults to Python Metadata initializer to match
  required arguments in Rust

0.18.3

Release notes

Bug fixes

• Fixed issue where DBN encoders would permit symbols in the metadata that left no space
  for a null terminator
• Updated metadata length calculation to respect symbol_cstr_len field rather than
  inferring the length from version

0.18.2

Release notes

Enhancements

• Added new shutdown method to async encoders to more easily ensure the end
  of output is written and I/O cleaned up. Previously this required a call to
  .get_mut().shutdown().await
• Changed AsyncDynWriter and AsyncDbnEncoder::with_zstd to use a zstd checksum like
  the sync equivalents
• Added new publisher values for XNAS.BASIC and XNAS.NLS

Bug fixes

• Fixed bug where DBN metadata would still be upgraded after passing AsIs to
  DbnDecoder::set_upgrade_policy and AsyncDbnDecoder::set_upgrade_policy

0.18.1

Release notes

Enhancements

• Added new stat_type for UncrossingPrice
• Added new publisher values for XNAS.BASIC
• Added new off-market publisher values for IFEU.IMPACT and NDEX.IMPACT

Bug fixes

• Fix descriptions for FINN and FINY publishers.