0.14.0

Release notes

Enhancements

• This version begins the transition to DBN version 2 (DBNv2). In this version, the
  decoders support decoding both versions of DBN and the DBN encoders default to
  keeping version of the input. However, in a future version, decoders will by default
  convert DBNv1 to DBNv2 and support will be dropped for encoding DBNv1.
  • Affects SymbolMappingMsg, InstrumentDefMsg, and Metadata. All other record
    types and market data schemas are unchanged
  • Version 1 structs can be converted to version 2 structs with the From trait
• Added symbol_cstr_len field to Metadata to indicate the length of fixed symbol
  strings
• Added stype_in and stype_out fields to SymbolMappingMsg to provide more context
  with live symbology updates
• Added smart wrapping to dbn CLI help output
• Updated rtype_dispatch family of macros to check record length to handle both
  versions of records. This is temporary during the transition period
• Added VersionUpgradePolicy enum and associated methods to the decoders to
  allow specifying how to handle decoding records from prior DBN versions
• Added Metadata::upgrade() method to update Metadata from a prior DBN version to
  the latest version
• Added -u/--upgrade flags to dbn CLI that when passed upgrades DBN data from
  previous versions. By default data is decoded as-is
• Made AsyncDbnDecoder::decode_record, AsyncDbnDecoder::decode_record_ref,
  dbn::AsyncRecordDecoder::decode, and dbn::AsyncRecordDecoder::decode_ref
  cancellation safe. This makes them safe to use within a
  tokio::select!(https://docs.rs/tokio/latest/tokio/macro.select.html) statement
• Added documention around cancellation safety for async APIs
• Improved error messages for conversion errors
• Added TOB flag to denote top-of-book messages
• Added new publisher values in preparation for IFEU.IMPACT and NDEX.IMPACT datasets
• Added new publisher values for consolidated DBEQ.BASIC and DBEQ.PLUS
• Added MAX_RECORD_LEN constant for the length of the largest record type
• Exposed record flag constants in databento_dbn with F_ prefix
• Added export to Python for RType

Breaking changes

• The old InstrumentDefMsg is now compat::InstrumentDefMsgV1
• compat::InstrumentDefMsgV2 is now an alias for InstrumentDefMsg
• The old SymbolMappingMsg is now compat::SymbolMappingMsgV1
• compat::SymbolMappingMsgV2 is now an alias for SymbolMappingMsg
• Changed SYMBOL_CSTR_LEN constant to 71. Previous value is now in
  compat::SYMBOL_CSTR_V1
• Changed DBN_VERSION constant to 2
• security_update_action was converted to a raw c_char to safely support adding
  variants in the future
• Renamed _dummy in InstrumentDefMsg to _reserved
• Removed _reserved2, _reserved3, and _reserved5 from InstrumentDefMsg
• Removed _dummy from SymbolMappingMsg
• Moved position of strike_price within InstrumentDefMsg but left text serialization
  order unchanged
• Made Error non-exhaustive, meaning it can no longer be exhaustively matched against.
  This allows adding additional error variants in the future without a breaking change
• Added upgrade_policy parameter to RecordDecoder::with_version constructor to
  control whether records of previous versions will be upgraded
• Added upgrade_policy parameter to DynDecoder constructors to control whether
  records of previous versions will be upgraded
• Renamed symbol_map parameter for Python Transcoder to symbol_interval_map to
  better reflect the date intervals it contains

Deprecations

• Deprecated unused write_dbn_file function from Python interface. Please use
  Transcoder instead

Bug fixes

• Fixed typo in Python type definition for InstrumentDefMsg.pretty_high_limit_price
• Fixed type signature for Metadata.stype_in and Metadata.stype_out Python methods
• Fixed incorrect version in pyproject.toml