VER: Release 0.4.2

CHANGELOG.md

@@ -1,5 +1,8 @@
 # Changelog
 
+## 0.4.2 - 2023-04-06
+- Fixed support for `ErrorMsg`, `SystemMsg`, and `SymbolMappingMsg` in Python
+
 ## 0.4.1 - 2023-04-05
 - Added enums `MatchAlgorithm`, `UserDefinedInstrument`
 - Added constants `UNDEF_PRICE` and `UNDEF_ORDER_SIZE`

c/Cargo.toml

@@ -1,7 +1,7 @@
 [package]
 name = "dbn-c"
 authors = ["Databento <support@databento.com>"]
-version = "0.4.1"
+version = "0.4.2"
 edition = "2021"
 description = "C bindings for working with Databento Binary Encoding (DBN)"
 license = "Apache-2.0"

python/Cargo.toml

@@ -1,7 +1,7 @@
 [package]
 name = "databento-dbn"
 authors = ["Databento <support@databento.com>"]
-version = "0.4.1"
+version = "0.4.2"
 edition = "2021"
 description = "Python library written in Rust for working with Databento Binary Encoding (DBN)"
 license = "Apache-2.0"

python/databento_dbn.pyi

@@ -1,19 +1,5 @@
 """Type stubs for databento_dbn"""
-from typing import Any, BinaryIO, Dict, Optional, Sequence, Union
-
-DBNRecord = Union[
-    "Metadata",
-    "MBOMsg",
-    "TradeMsg",
-    "MBP1Msg",
-    "MBP10Msg",
-    "OhlcvMsg",
-    "InstrumentDefMsg",
-    "ImbalanceMsg",
-    "ErrorMsg",
-    "SymbolMappingMsg",
-    "SystemMsg",
-]
+from typing import Any, BinaryIO, Dict, Optional, Sequence, SupportsBytes
 
 class Metadata:
     """
@@ -215,7 +201,7 @@ class RecordHeader:
 
         """
 
-class _Record:
+class Record(SupportsBytes):
     """
     Base class for DBN records.
     """
@@ -347,7 +333,7 @@ class _MBOBase:
 
         """
 
-class MBOMsg(_Record, _MBOBase):
+class MBOMsg(Record, _MBOBase):
     """
     A market-by-order (MBO) tick message.
     """
@@ -515,13 +501,13 @@ class _MBPBase:
 
         """
 
-class TradeMsg(_Record, _MBPBase):
+class TradeMsg(Record, _MBPBase):
     """
     Market by price implementation with a book depth of 0. Equivalent to
     MBP-0. The record of the `Trades` schema.
     """
 
-class MBP1Msg(_Record, _MBPBase):
+class MBP1Msg(Record, _MBPBase):
     """
     Market by price implementation with a known book depth of 1.
     """
@@ -541,7 +527,7 @@ class MBP1Msg(_Record, _MBPBase):
 
         """
 
-class MBP10Msg(_Record, _MBPBase):
+class MBP10Msg(Record, _MBPBase):
     """
     Market by price implementation with a known book depth of 10.
     """
@@ -561,7 +547,7 @@ class MBP10Msg(_Record, _MBPBase):
 
         """
 
-class OhlcvMsg(_Record):
+class OHLCVMsg(Record):
     """
     Open, high, low, close, and volume message.
     """
@@ -617,7 +603,7 @@ class OhlcvMsg(_Record):
 
         """
 
-class InstrumentDefMsg(_Record):
+class InstrumentDefMsg(Record):
     """
     Definition of an instrument.
     """
@@ -1246,7 +1232,7 @@ class InstrumentDefMsg(_Record):
 
         """
 
-class ImbalanceMsg(_Record):
+class ImbalanceMsg(Record):
     """
     An auction imbalance message.
     """
@@ -1454,7 +1440,7 @@ class ImbalanceMsg(_Record):
 
         """
 
-class ErrorMsg(_Record):
+class ErrorMsg(Record):
     """
     An error message from the Databento Live Subscription Gateway (LSG).
     """
@@ -1470,7 +1456,7 @@ class ErrorMsg(_Record):
 
         """
 
-class SymbolMappingMsg(_Record):
+class SymbolMappingMsg(Record):
     """
     A symbol mapping message which maps a symbol of one `SType` to another.
     """
@@ -1518,7 +1504,7 @@ class SymbolMappingMsg(_Record):
 
         """
 
-class SystemMsg(_Record):
+class SystemMsg(Record):
     """
     A non-error message from the Databento Live Subscription Gateway (LSG). Also used
     for heartbeating.
@@ -1552,13 +1538,13 @@ class DbnDecoder:
         """
     def decode(
         self,
-    ) -> Sequence[DBNRecord]:
+    ) -> Sequence[Record]:
         """
         Decode the buffered data into DBN records.
 
         Returns
         -------
-        Sequence[DBNRecord]
+        Sequence[Record]
 
         Raises
         ------
@@ -1693,7 +1679,7 @@ def write_dbn_file(
     start: int,
     stype_in: int,
     stype_out: int,
-    records: Sequence[DBNRecord],
+    records: Sequence[Record],
     end: Optional[int] = None,
 ) -> None:
     """

python/src/lib.rs

@@ -9,7 +9,7 @@ use dbn::{
     python::to_val_err,
     record::{
         BidAskPair, ErrorMsg, ImbalanceMsg, InstrumentDefMsg, MboMsg, Mbp10Msg, Mbp1Msg, OhlcvMsg,
-        RecordHeader, SymbolMappingMsg, SystemMsg, TradeMsg,
+        RecordHeader, StatusMsg, SymbolMappingMsg, SystemMsg, TradeMsg,
     },
 };
 
@@ -36,6 +36,7 @@ fn databento_dbn(_py: Python<'_>, m: &PyModule) -> PyResult<()> {
     checked_add_class::<Mbp10Msg>(m)?;
     checked_add_class::<OhlcvMsg>(m)?;
     checked_add_class::<ImbalanceMsg>(m)?;
+    checked_add_class::<StatusMsg>(m)?;
     checked_add_class::<InstrumentDefMsg>(m)?;
     checked_add_class::<ErrorMsg>(m)?;
     checked_add_class::<SymbolMappingMsg>(m)?;
@@ -102,6 +103,7 @@ impl DbnDecoder {
                     | rtype::OHLCV_1D => {
                         recs.push(rec.get::<OhlcvMsg>().unwrap().clone().into_py(py))
                     }
+                    rtype::STATUS => recs.push(rec.get::<StatusMsg>().unwrap().clone().into_py(py)),
                     rtype::IMBALANCE => {
                         recs.push(rec.get::<ImbalanceMsg>().unwrap().clone().into_py(py))
                     }
@@ -112,6 +114,7 @@ impl DbnDecoder {
                     rtype::SYMBOL_MAPPING => {
                         recs.push(rec.get::<SymbolMappingMsg>().unwrap().clone().into_py(py))
                     }
+                    rtype::SYSTEM => recs.push(rec.get::<SystemMsg>().unwrap().clone().into_py(py)),
                     rtype::MBO => recs.push(rec.get::<MboMsg>().unwrap().clone().into_py(py)),
                     rtype => {
                         return Err(to_val_err(format!("Invalid rtype {rtype} found in record")))

rust/dbn-cli/Cargo.toml

@@ -1,7 +1,7 @@
 [package]
 name = "dbn-cli"
 authors = ["Databento <support@databento.com>"]
-version = "0.4.1"
+version = "0.4.2"
 edition = "2021"
 description = "Command-line utility for converting Databento Binary Encoding (DBN) files to text-based formats"
 default-run = "dbn"
@@ -17,7 +17,7 @@ path = "src/main.rs"
 
 [dependencies]
 # Databento common DBN library
-dbn = { path = "../dbn", version = "=0.4.1" }
+dbn = { path = "../dbn", version = "=0.4.2" }
 
 # Error handling
 anyhow = "1.0.68"

rust/dbn-macros/Cargo.toml

@@ -1,7 +1,7 @@
 [package]
 name = "dbn-macros"
 authors = ["Databento <support@databento.com>"]
-version = "0.4.1"
+version = "0.4.2"
 edition = "2021"
 description = "Proc macros for dbn crate"
 license = "Apache-2.0"

rust/dbn/Cargo.toml

@@ -1,7 +1,7 @@
 [package]
 name = "dbn"
 authors = ["Databento <support@databento.com>"]
-version = "0.4.1"
+version = "0.4.2"
 edition = "2021"
 description = "Library for working with Databento Binary Encoding (DBN)"
 license = "Apache-2.0"
@@ -18,7 +18,7 @@ python = ["pyo3"]
 trivial_copy = []
 
 [dependencies]
-dbn-macros = { version = "=0.4.1", path = "../dbn-macros" }
+dbn-macros = { version = "=0.4.2", path = "../dbn-macros" }
 
 # error handling
 anyhow = "1.0"

rust/dbn/src/encode/mod.rs

@@ -14,8 +14,8 @@ use crate::{
     decode::DecodeDbn,
     enums::{Compression, Encoding, Schema},
     record::{
-        HasRType, ImbalanceMsg, InstrumentDefMsg, MboMsg, Mbp10Msg, Mbp1Msg, OhlcvMsg, TbboMsg,
-        TradeMsg, WithTsOut,
+        HasRType, ImbalanceMsg, InstrumentDefMsg, MboMsg, Mbp10Msg, Mbp1Msg, OhlcvMsg, StatusMsg,
+        TbboMsg, TradeMsg, WithTsOut,
     },
     Metadata,
 };
@@ -97,7 +97,9 @@ pub trait EncodeDbn {
             (Schema::Imbalance, false) => {
                 self.encode_stream(decoder.decode_stream::<ImbalanceMsg>()?)
             }
-            (Schema::Statistics | Schema::Status, _) => Err(anyhow!("Not implemented")),
+            (Schema::Status, true) => self.encode_stream(decoder.decode_stream::<StatusMsg>()?),
+            (Schema::Status, false) => self.encode_stream(decoder.decode_stream::<StatusMsg>()?),
+            (Schema::Statistics, _) => Err(anyhow!("Not implemented")),
         }
     }
 }