0.18.0

Release notes

Enhancements

• Added links to example usage in documentation
• Added new predicate methods InstrumentClass::is_option, is_future, and is_spread
  to make it easier to work with multiple instrument class variants
• Implemented DecodeRecord for DbnRecordDecoder
• Added new_inferred, with_buffer, inferred_with_buffer, from_file, get_mut,
  and get_ref methods to AsyncDynReader for parity with the sync DynReader
• Improved documentation enumerating errors returned by functions
• Added new DBNError Python exception that's now the primary exception raised by
  databento_dbn
• Improved async performance of decoding DBN files
• Added StatMsg::ts_in_delta() method that returns a time::Duration for consistency
  with other records with a ts_in_delta field

Breaking changes

• Changed type of flags in MboMsg, TradeMsg, Mbp1Msg, Mbp10Msg, and CbboMsg
  from u8 to a new FlagSet type with predicate methods for the various bit flags
  as well as setters. The u8 value can still be obtained by calling the raw() method.
  • Improved Debug formatting
  • Python and encodings are unaffected
• Removed write_dbn_file function deprecated in version 0.14.0 from Python interface.
  Please use Transcoder instead
• Switched DecodeStream from streaming_iterator crate to fallible_streaming_iterator
  to allow better notification of errors
• Switched EncodeDbn::encode_stream from accepting an impl StreamingIterator to
  accepting an FallibleStreamingIterator to allow bubbling up of decoding errors
• Changed default value for stype_in and stype_out in SymbolMappingMsg to
  u8::MAX to match C++ client and to reflect an unknown value. This also changes the
  value of these fields when upgrading a SymbolMappingMsgV1 to DBNv2
• Renamed CbboMsg to CBBOMsg in Python for consistency with other schemas

Breaking changes

• Changed text serialization of display_factor to be affected by pretty_px.
  While it's not a price, it uses the same fixed-price decimal format as other prices
• Changed text serialization of unit_of_measure_qty in InstrumentDefMsgV1 to be
  affected by pretty_px to match behavior of InstrumentDefMsgV2

Release notes

Enhancements

• Added links to example usage in documentation
• Added new predicate methods InstrumentClass::is_option, is_future, and is_spread
  to make it easier to work with multiple instrument class variants
• Implemented DecodeRecord for DbnRecordDecoder
• Added new_inferred, with_buffer, inferred_with_buffer, from_file, get_mut,
  and get_ref methods to AsyncDynReader for parity with the sync DynReader
• Improved documentation enumerating errors returned by functions
• Added new DBNError Python exception that's now the primary exception raised by
  databento_dbn
• Improved async performance of decoding DBN files
• Added StatMsg::ts_in_delta() method that returns a time::Duration for consistency
  with other records with a ts_in_delta field

Breaking changes

• Changed type of flags in MboMsg, TradeMsg, Mbp1Msg, Mbp10Msg, and CbboMsg
  from u8 to a new FlagSet type with predicate methods for the various bit flags
  as well as setters. The u8 value can still be obtained by calling the raw() method.
  • Improved Debug formatting
  • Python and encodings are unaffected
• Removed write_dbn_file function deprecated in version 0.14.0 from Python interface.
  Please use Transcoder instead
• Switched DecodeStream from streaming_iterator crate to fallible_streaming_iterator
  to allow better notification of errors
• Switched EncodeDbn::encode_stream from accepting an impl StreamingIterator to
  accepting an FallibleStreamingIterator to allow bubbling up of decoding errors
• Changed default value for stype_in and stype_out in SymbolMappingMsg to
  u8::MAX to match C++ client and to reflect an unknown value. This also changes the
  value of these fields when upgrading a SymbolMappingMsgV1 to DBNv2
• Renamed CbboMsg to CBBOMsg in Python for consistency with other schemas

Breaking changes

• Changed text serialization of display_factor to be affected by pretty_px.
  While it's not a price, it uses the same fixed-price decimal format as other prices
• Changed text serialization of unit_of_measure_qty in InstrumentDefMsgV1 to be
  affected by pretty_px to match behavior of InstrumentDefMsgV2