Releases · databento/dbn

19 Jul 23:01

0.8.0

Release notes

Switched from anyhow::Error to custom dbn::Error for all public fallible functions
and methods. This should make it easier to disambiguate between error types.
EncodeDbn::encode_record and EncodeDbn::record_record_ref no longer treat a
BrokenPipe error differently
Added AsyncDbnDecoder
Added pretty::Px and pretty::Ts newtypes to expose price and timestamp formatting
logic outside of CSV and JSON encoding
Added interning for Python strings
Added rtype to encoded JSON and CSV to aid differeniating between different record types.
This is particularly important when working with live data.
Added pretty_ Python attributes for DBN price fields
Added pretty_ Python attributes for DBN UTC timestamp fields

All fallible operations now return a dbn::Error instead of an anyhow::Error
Updated serialization order to serialize ts_recv and ts_event first
Moved header fields (rtype, publisher_id, instrument_id, and ts_event) to
nested object under the key hd in JSON encoding to match structure definitions
Changed JSON encoding of all 64-bit integers to strings to avoid loss of precision
Updated MboMsg serialization order to serialize action, side, and channel_id
earlier given their importance
Updated Mbp1Msg, Mbp10Msg, and TradeMsg serialization order to serialize
action, side, and depth earlier given their importance
Updated InstrumentDefMsg serialization order to serialize raw_symbol,
security_update_action, and instrument_class earlier given their importance
Removed bool return value from EncodeDbn::encode_record and
EncodeDbn::record_record_ref. These now return dbn::Result<()>.

Assets 2

26 Jun 23:36

0.7.1

Added Python variants method to return an iterator over the enum variants for
Compression, Encoding, Schema, and SType
Improved Python enum conversions for Compression, Encoding, Schema, and SType

Assets 2

20 Jun 17:30

0.7.0

Added publishers enums
Added export to Python for Compression, Encoding, SType, and Schema
enums
Added async JSON encoder
Fixed pretty timestamp formatting to match API
Improved Python string representation of ErrorMsg and SystemMsg
Dropped support for Python 3.7