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0.12.0

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@github-actions github-actions released this 16 Oct 20:11
· 533 commits to main since this release
7798610

Release notes

Enhancements

  • Added map_symbols support to Python Transcoder
  • Added new publisher variants in preparation for DBEQ.PLUS dataset
  • Added from_dataset_venue function to Publisher to facilitate destructuring
  • Implemented Default for most records to make testing easier
  • Added from_zstd function to AsyncDbnEncoder to match synchronous encoder
  • Added re-exports for enums::flags, enums::rtype, record::BidAskPair,
    record::RecordHeader, and record::WithTsOut to simplify imports
  • Added --fragment CLI flag for writing DBN without the metadata header
  • Added --input-dbn-version CLI option for specifying the DBN version of a DBN
    fragment
  • Added serde::Deserialize implementations for Dataset, Venue, and Publisher
  • Added support for Python 3.12 to databento_dbn
  • Added RecordDecoder::with_version for future use when dealing with compatibility
    between different DBN versions
  • Added new dispatch macros: rtype_ts_out_method_dispatch,
    rtype_ts_out_async_method_dispatch, rtype_method_dispatch, and
    schema_ts_out_method_dispatch
  • Added InstrumentDefMsgV2 and SymbolMappingMsgV2 for forward compatibility with a
    version of DBN
  • Added TsSymbolMap and PitSymbolMap to aid with both historical and live symbology
    • Added support for inverse symbology, i.e. with stype_in=InstrumentId

Breaking changes

  • Changed Metadata::symbol_map to return TsSymbolMap
  • Changed Metadata::symbol_map_for_date to return PitSymbolMap
  • Changed Default implementation for BidAskPair by setting prices to UNDEF_PRICE
  • Added new publisher values in preparation for DBEQ.PLUS
  • Added ts_out parameter to encode_header_for_schema in CsvEncoder and
    DynEncoder to allow controlling whether "ts_out" is in the header
  • Added from_dataset_venue function to Publisher to facilitate
    destructuring.