VER: Release 0.27.0

CHANGELOG.md

@@ -1,5 +1,17 @@
 # Changelog
 
+## 0.27.0 - 2024-01-23
+
+#### Enhancements
+- Added `Session.session_id` property which will contain the numerical session ID once a live session has been authenticated
+- Upgraded `databento-dbn` to 0.15.1
+
+#### Breaking changes
+- Renamed `DatabentoLiveProtocol.started` to `DatabentoLiveProtocol.is_started` which now returns a bool instead of an `asyncio.Event`
+
+#### Bug fixes
+- Fixed an issue where an error message from the live gateway would not properly raise an exception if the connection closed before `Live.start` was called
+
 ## 0.26.0 - 2024-01-16
 
 This release adds support for transcoding DBN data into Apache parquet.
@@ -246,7 +258,7 @@ This release includes updates to the fields in text encodings (CSV and JSON), yo
 ## 0.14.0 - 2023-06-14
 
 #### Enhancements
-- Added `DatatbentoLiveProtocol` class
+- Added `DatabentoLiveProtocol` class
 - Added `metadata` property to `Live`
 - Added support for reusing a `Live` client to reconnect
 - Added support for emitting warnings in API response headers

README.md

@@ -32,7 +32,7 @@ The library is fully compatible with the latest distribution of Anaconda 3.8 and
 The minimum dependencies as found in the `pyproject.toml` are also listed below:
 - python = "^3.8"
 - aiohttp = "^3.8.3"
-- databento-dbn = "0.15.0"
+- databento-dbn = "0.15.1"
 - numpy= ">=1.23.5"
 - pandas = ">=1.5.3"
 - pyarrow = ">=13.0.0"

databento/common/dbnstore.py

@@ -132,7 +132,7 @@ class FileDataSource(DataSource):
         The name of the file.
     nbytes : int
         The size of the data in bytes; equal to the file size.
-    path : PathLike or str
+    path : PathLike[str] or str
         The path of the file.
     reader : IO[bytes]
         A `BufferedReader` for this file-backed data.
@@ -634,7 +634,7 @@ def from_file(cls, path: PathLike[str] | str) -> DBNStore:
 
         Parameters
         ----------
-        path : Path or str
+        path : PathLike[str] or str
             The path to read from.
 
         Returns
@@ -695,7 +695,7 @@ def replay(self, callback: Callable[[Any], None]) -> None:
     def request_full_definitions(
         self,
         client: Historical,
-        path: Path | str | None = None,
+        path: PathLike[str] | str | None = None,
     ) -> DBNStore:
         """
         Request full instrument definitions based on the metadata properties.
@@ -706,7 +706,7 @@ def request_full_definitions(
         ----------
         client : Historical
             The historical client to use for the request (contains the API key).
-        path : Path or str, optional
+        path : PathLike[str] or str, optional
             The path to stream the data to on disk (will then return a `DBNStore`).
 
         Returns
@@ -768,7 +768,7 @@ def request_symbology(self, client: Historical) -> dict[str, Any]:
 
     def to_csv(
         self,
-        path: Path | str,
+        path: PathLike[str] | str,
         pretty_px: bool = True,
         pretty_ts: bool = True,
         map_symbols: bool = True,
@@ -780,7 +780,7 @@ def to_csv(
 
         Parameters
         ----------
-        path : Path or str
+        path : PathLike[str] or str
             The file path to write to.
         pretty_px : bool, default True
             If all price columns should be converted from `int` to `float` at
@@ -922,7 +922,7 @@ def to_df(
 
     def to_parquet(
         self,
-        path: Path | str,
+        path: PathLike[str] | str,
         price_type: Literal["fixed", "float"] = "float",
         pretty_ts: bool = True,
         map_symbols: bool = True,
@@ -995,13 +995,13 @@ def to_parquet(
             if writer is not None:
                 writer.close()
 
-    def to_file(self, path: Path | str) -> None:
+    def to_file(self, path: PathLike[str] | str) -> None:
         """
         Write the data to a DBN file at the given path.
 
         Parameters
         ----------
-        path : str
+        path : PathLike[str] or str
             The file path to write to.
 
         Raises
@@ -1021,7 +1021,7 @@ def to_file(self, path: Path | str) -> None:
 
     def to_json(
         self,
-        path: Path | str,
+        path: PathLike[str] | str,
         pretty_px: bool = True,
         pretty_ts: bool = True,
         map_symbols: bool = True,
@@ -1033,7 +1033,7 @@ def to_json(
 
         Parameters
         ----------
-        path : Path or str
+        path : PathLike[str] or str
             The file path to write to.
         pretty_px : bool, default True
             If all price columns should be converted from `int` to `float` at
@@ -1319,7 +1319,7 @@ def __next__(self) -> np.ndarray[Any, Any]:
         except ValueError:
             raise BentoError(
                 "DBN file is truncated or contains an incomplete record",
-            )
+            ) from None
 
 
 class DataFrameIterator:

databento/common/symbology.py

@@ -43,8 +43,8 @@ class MappingInterval(NamedTuple):
 
 
 def _validate_path_pair(
-    in_file: Path | PathLike[str] | str,
-    out_file: Path | PathLike[str] | str | None,
+    in_file: PathLike[str] | str,
+    out_file: PathLike[str] | str | None,
 ) -> tuple[Path, Path]:
     in_file_valid = Path(in_file)
 
@@ -74,22 +74,22 @@ def _validate_path_pair(
 
 
 def map_symbols_csv(
-    symbology_file: Path | PathLike[str] | str,
-    csv_file: Path | PathLike[str] | str,
-    out_file: Path | PathLike[str] | str | None = None,
+    symbology_file: PathLike[str] | str,
+    csv_file: PathLike[str] | str,
+    out_file: PathLike[str] | str | None = None,
 ) -> Path:
     """
     Use a `symbology.json` file to map a symbols column onto an existing CSV
     file. The result is written to `out_file`.
 
     Parameters
     ----------
-    symbology_file: Path | PathLike[str] | str
+    symbology_file: PathLike[str] | str
         Path to a `symbology.json` file to use as a symbology source.
-    csv_file: Path | PathLike[str] | str
+    csv_file: PathLike[str] | str
         Path to a CSV file that contains encoded DBN data; must contain
         a `ts_recv` or `ts_event` and `instrument_id` column.
-    out_file: Path | PathLike[str] | str (optional)
+    out_file: PathLike[str] | str (optional)
         Path to a file to write results to. If unspecified, `_mapped` will be
         appended to the `csv_file` name.
 
@@ -119,21 +119,21 @@ def map_symbols_csv(
 
 
 def map_symbols_json(
-    symbology_file: Path | PathLike[str] | str,
-    json_file: Path | PathLike[str] | str,
-    out_file: Path | PathLike[str] | str | None = None,
+    symbology_file: PathLike[str] | str,
+    json_file: PathLike[str] | str,
+    out_file: PathLike[str] | str | None = None,
 ) -> Path:
     """
     Use a `symbology.json` file to insert a symbols key into records of an
     existing JSON file. The result is written to `out_file`.
 
     Parameters
     ----------
-    symbology_file: Path | PathLike[str] | str
+    symbology_file: PathLike[str] | str
         Path to a `symbology.json` file to use as a symbology source.
-    json_file: Path | PathLike[str] | str
+    json_file: PathLike[str] | str
         Path to a JSON file that contains encoded DBN data.
-    out_file: Path | PathLike[str] | str (optional)
+    out_file: PathLike[str] | str (optional)
         Path to a file to write results to. If unspecified, `_mapped` will be
         appended to the `json_file` name.
 
@@ -243,7 +243,9 @@ def insert_metadata(self, metadata: Metadata) -> None:
             return
 
         stype_in = SType(metadata.stype_in) if metadata.stype_in is not None else None
-        stype_out = SType(metadata.stype_out) if metadata.stype_out is not None else None
+        stype_out = (
+            SType(metadata.stype_out) if metadata.stype_out is not None else None
+        )
 
         for symbol_in, entries in metadata.mappings.items():
             for entry in entries:
@@ -395,19 +397,19 @@ def insert_json(
 
     def map_symbols_csv(
         self,
-        csv_file: Path | PathLike[str] | str,
-        out_file: Path | PathLike[str] | str | None = None,
+        csv_file: PathLike[str] | str,
+        out_file: PathLike[str] | str | None = None,
     ) -> Path:
         """
         Use the loaded symbology data to map a symbols column onto an existing
         CSV file. The result is written to `out_file`.
 
         Parameters
         ----------
-        csv_file: Path | PathLike[str] | str
+        csv_file: PathLike[str] | str
             Path to a CSV file that contains encoded DBN data; must contain
             a `ts_recv` or `ts_event` and `instrument_id` column.
-        out_file: Path | PathLike[str] | str (optional)
+        out_file: PathLike[str] | str (optional)
             Path to a file to write results to. If unspecified, `_mapped` will be
             appended to the `csv_file` name.
 
@@ -474,18 +476,18 @@ def map_symbols_csv(
 
     def map_symbols_json(
         self,
-        json_file: Path | PathLike[str] | str,
-        out_file: Path | PathLike[str] | str | None = None,
+        json_file: PathLike[str] | str,
+        out_file: PathLike[str] | str | None = None,
     ) -> Path:
         """
         Use the loaded symbology data to insert a symbols key into records of
         an existing JSON file. The result is written to `out_file`.
 
         Parameters
         ----------
-        json_file: Path | PathLike[str] | str
+        json_file: PathLike[str] | str
             Path to a JSON file that contains encoded DBN data.
-        out_file: Path | PathLike[str] | str (optional)
+        out_file: PathLike[str] | str (optional)
             Path to a file to write results to. If unspecified, `_mapped` will be
             appended to the `json_file` name.
 

databento/common/validation.py

@@ -18,7 +18,7 @@ def validate_path(value: PathLike[str] | str, param: str) -> Path:
 
     Parameters
     ----------
-    value: PathLike or str
+    value: PathLike[str] or str
         The value to validate.
     param : str
         The name of the parameter being validated (for any error message).
@@ -49,7 +49,7 @@ def validate_file_write_path(value: PathLike[str] | str, param: str) -> Path:
 
     Parameters
     ----------
-    value: PathLike or str
+    value: PathLike[str] or str
         The value to validate.
     param : str
         The name of the parameter being validated (for any error message).

databento/historical/api/batch.py

@@ -20,6 +20,7 @@
 from databento.common.enums import Delivery
 from databento.common.enums import Packaging
 from databento.common.enums import SplitDuration
+from databento.common.error import BentoError
 from databento.common.parsing import datetime_to_string
 from databento.common.parsing import optional_datetime_to_string
 from databento.common.parsing import optional_symbols_list_to_list
@@ -252,7 +253,7 @@ def download(
 
         Parameters
         ----------
-        output_dir: PathLike or str
+        output_dir: PathLike[str] or str
             The directory to download the file(s) to.
         job_id : str
             The batch job identifier.
@@ -371,8 +372,11 @@ def _download_file(
 
             logger.debug("Starting download of file %s", output_path.name)
             with open(output_path, mode=mode) as f:
-                for chunk in response.iter_content(chunk_size=None):
-                    f.write(chunk)
+                try:
+                    for chunk in response.iter_content(chunk_size=None):
+                        f.write(chunk)
+                except Exception as exc:
+                    raise BentoError(f"Error downloading file: {exc}") from None
             logger.debug("Download of %s completed", output_path.name)
 
     async def download_async(
@@ -393,7 +397,7 @@ async def download_async(
 
         Parameters
         ----------
-        output_dir: PathLike or str
+        output_dir: PathLike[str] or str
             The directory to download the file(s) to.
         job_id : str
             The batch job identifier.
@@ -512,9 +516,12 @@ async def _download_file_async(
 
                 logger.debug("Starting async download of file %s", output_path.name)
                 with open(output_path, mode=mode) as f:
-                    async for chunk in response.content.iter_chunks():
-                        data: bytes = chunk[0]
-                        f.write(data)
+                    try:
+                        async for chunk in response.content.iter_chunks():
+                            data: bytes = chunk[0]
+                            f.write(data)
+                    except Exception as exc:
+                        raise BentoError(f"Error downloading file: {exc}") from None
                 logger.debug("Download of %s completed", output_path.name)
 
     def _get_file_download_headers_and_mode(

databento/historical/api/timeseries.py

@@ -80,7 +80,7 @@ def get_range(
             The output symbology type to resolve to.
         limit : int, optional
             The maximum number of records to return. If `None` then no limit.
-        path : PathLike or str, optional
+        path : PathLike[str] or str, optional
             The file path to stream the data to on disk (will then return a `DBNStore`).
 
         Returns
@@ -177,7 +177,7 @@ async def get_range_async(
             The output symbology type to resolve to.
         limit : int, optional
             The maximum number of records to return. If `None` then no limit.
-        path : PathLike or str, optional
+        path : PathLike[str] or str, optional
             The file path to stream the data to on disk (will then return a `DBNStore`).
 
         Returns

databento/historical/http.py

@@ -18,6 +18,7 @@
 from databento.common.dbnstore import DBNStore
 from databento.common.error import BentoClientError
 from databento.common.error import BentoDeprecationWarning
+from databento.common.error import BentoError
 from databento.common.error import BentoServerError
 from databento.common.error import BentoWarning
 from databento.common.system import USER_AGENT
@@ -132,8 +133,11 @@ def _stream(
             else:
                 writer = open(path, "x+b")
 
-            for chunk in response.iter_content(chunk_size=None):
-                writer.write(chunk)
+            try:
+                for chunk in response.iter_content(chunk_size=None):
+                    writer.write(chunk)
+            except Exception as exc:
+                raise BentoError(f"Error streaming response: {exc}") from None
 
             if path is None:
                 writer.seek(0)
@@ -169,8 +173,11 @@ async def _stream_async(
                 else:
                     writer = open(path, "x+b")
 
-                async for chunk in response.content.iter_chunks():
-                    writer.write(chunk[0])
+                try:
+                    async for chunk in response.content.iter_chunks():
+                        writer.write(chunk[0])
+                except Exception as exc:
+                    raise BentoError(f"Error streaming response: {exc}") from None
 
                 if path is None:
                     writer.seek(0)