VER: Release 0.62.0

Author: nmacholl

CHANGELOG.md

@@ -1,5 +1,37 @@
 # Changelog
 
+## 0.62.0 - 2025-08-19
+
+This release delivers a number of breaking changes to the Python interface for DBN records to provide a cleaner and more consistent API.
+
+#### Breaking changes
+- Removed `bill_id` from the response of `batch.list_jobs()` and `batch.submit_job()`
+- Upgraded `databento-dbn` to 0.40.0
+  - Removed `hd` property from records in Python. Header fields are accessible
+    directly from the record
+  - Removed ability to directly instantiate most enums from an `int` in Python and coercion
+    from `int` in `__eq__`. They can still be instantitated with the `from_int` class method.
+    Write `Side.from_int(66)` instead of `Side(66)` and `Side.BID == Side.from_int(66)`
+    instead of `Side.BID == 66`. Affected enums:
+    - `Side`
+    - `Action`
+    - `InstrumentClass`
+    - `MatchAlgorithm`
+    - `UserDefinedInstrument`
+    - `SecurityUpdateAction`
+    - `SType`
+    - `Schema`
+    - `Encoding`
+    - `Compression`
+    - `TriState`
+  - Removed string coercion in `__init__` and `__eq__` for `RType`, `SystemCode`, and
+    `ErrorCode` enums in Python. It can still be instantiated from a `str` with the
+    `from_str` class method. Write `RType.from_str("mbo")`  instead of `RType("mbo")`
+    and `RType.TRADES == RType.from_str("trades")` instead of `RType.TRADES == "trades"`
+
+#### Enhancements
+- Added `END_OF_INTERVAL` variant to `SystemCode` enum
+
 ## 0.61.0 - 2025-08-12
 
 #### Breaking changes
@@ -19,7 +51,7 @@
 - Added `parquet_schema` option to `DBNStore.to_parquet()` for overriding the pyarrow schema.
 - Upgraded `databento-dbn` to 0.39.0
   - Added `side()` and `unpaired_side()` methods to `ImbalanceMsg` that convert the fields
-of the same name to the `Side` enum
+    of the same name to the `Side` enum
   - Added `pretty_auction_time` property in Python for `ImbalanceMsg`
   - Added `action` and `ts_in_delta` getters to `BboMsg`
   - Added `ts_recv` getter to `StatusMsg`

databento/common/dbnstore.py

@@ -584,10 +584,7 @@ def stype_in(self) -> SType | None:
         SType or None
 
         """
-        stype = self._metadata.stype_in
-        if stype:
-            return SType(self._metadata.stype_in)
-        return None
+        return self._metadata.stype_in
 
     @property
     def stype_out(self) -> SType:
@@ -599,7 +596,7 @@ def stype_out(self) -> SType:
         SType
 
         """
-        return SType(self._metadata.stype_out)
+        return self._metadata.stype_out
 
     @property
     def symbology(self) -> dict[str, Any]:

databento/common/symbology.py

@@ -245,9 +245,6 @@ def insert_metadata(self, metadata: Metadata) -> None:
             # Nothing to do
             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
-
         for symbol_in, entries in metadata.mappings.items():
             for entry in entries:
                 if not entry["symbol"]:
@@ -263,9 +260,9 @@ def insert_metadata(self, metadata: Metadata) -> None:
 
                 symbol, instrument_id = _resolve_mapping_tuple(
                     symbol_in=symbol_in,
-                    stype_in=stype_in,
+                    stype_in=metadata.stype_in,
                     symbol_out=entry["symbol"],
-                    stype_out=stype_out,
+                    stype_out=metadata.stype_out,
                 )
 
                 self._insert_interval(
@@ -313,7 +310,7 @@ def insert_symbol_mapping_msg(
             symbol = msg.stype_out_symbol
 
         self._insert_interval(
-            msg.hd.instrument_id,
+            msg.instrument_id,
             MappingInterval(
                 start_date=start_ts.date(),
                 end_date=end_ts.date(),

databento/version.py

@@ -1 +1 @@
-__version__ = "0.61.0"
+__version__ = "0.62.0"

pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "databento"
-version = "0.61.0"
+version = "0.62.0"
 description = "Official Python client library for Databento"
 authors = [
     "Databento <[email protected]>",
@@ -32,7 +32,7 @@ aiohttp = [
     {version = "^3.8.3", python = "<3.12"},
     {version = "^3.9.0", python = "^3.12"}
 ]
-databento-dbn = "~=0.39.0"
+databento-dbn = "~=0.40.0"
 numpy = [
     {version = ">=1.23.5", python = "<3.12"},
     {version = ">=1.26.0", python = "^3.12"}

tests/mockliveserver/server.py

@@ -297,7 +297,11 @@ def _replay_done_callback(self, task: asyncio.Task[Any]) -> None:
 
     async def _file_replay_task(self) -> None:
         for subscription in self._subscriptions:
-            schema = Schema(subscription.schema)
+            schema = (
+                Schema.from_str(subscription.schema)
+                if isinstance(subscription.schema, str)
+                else subscription.schema
+            )
             replay = self._file_replay_table[(self.dataset, schema)]
             logger.info("starting replay %s for %s", replay.name, self.peer)
             for chunk in replay:

tests/test_historical_bento.py

@@ -444,12 +444,11 @@ def test_replay_with_stub_data_record_passes_to_callback(
 
     # Assert
     assert isinstance(record, MBOMsg)
-    assert record.hd.length == 14
-    assert record.hd.rtype == 160
-    assert record.hd.rtype == 160
-    assert record.hd.publisher_id == 1
-    assert record.hd.instrument_id == 5482
-    assert record.hd.ts_event == 1609099225061045683
+    assert record.rtype == 160
+    assert record.rtype == 160
+    assert record.publisher_id == 1
+    assert record.instrument_id == 5482
+    assert record.ts_event == 1609099225061045683
     assert record.order_id == 647784248135
     assert record.price == 3675750000000
     assert record.size == 2
@@ -1036,12 +1035,11 @@ def test_dbnstore_iterable(
     second: MBOMsg = record_list[1]  # type: ignore [assignment]
 
     # Assert
-    assert first.hd.length == 14
-    assert first.hd.rtype == 160
-    assert first.hd.rtype == 160
-    assert first.hd.publisher_id == 1
-    assert first.hd.instrument_id == 5482
-    assert first.hd.ts_event == 1609099225061045683
+    assert first.rtype == 160
+    assert first.rtype == 160
+    assert first.publisher_id == 1
+    assert first.instrument_id == 5482
+    assert first.ts_event == 1609099225061045683
     assert first.order_id == 647784248135
     assert first.price == 3675750000000
     assert first.size == 2
@@ -1053,12 +1051,11 @@ def test_dbnstore_iterable(
     assert first.ts_in_delta == 0
     assert first.sequence == 1180
 
-    assert second.hd.length == 14
-    assert second.hd.rtype == 160
-    assert second.hd.rtype == 160
-    assert second.hd.publisher_id == 1
-    assert second.hd.instrument_id == 5482
-    assert second.hd.ts_event == 1609099225061045683
+    assert second.rtype == 160
+    assert second.rtype == 160
+    assert second.publisher_id == 1
+    assert second.instrument_id == 5482
+    assert second.ts_event == 1609099225061045683
     assert second.order_id == 647782686353
     assert second.price == 3675500000000
     assert second.size == 1

tests/test_historical_data.py

@@ -11,7 +11,6 @@ def test_mbo_fields() -> None:
     struct = SCHEMA_STRUCT_MAP[databento.Schema.MBO]
 
     fields = set(f for f in dir(struct) if not f.startswith(("_", "pretty_")))
-    fields.remove("hd")
     fields.remove("record_size")
     fields.remove("size_hint")
 
@@ -41,7 +40,6 @@ def test_mbp_fields(
     struct = SCHEMA_STRUCT_MAP[schema]
 
     fields = set(f for f in dir(struct) if not f.startswith(("_", "pretty_")))
-    fields.remove("hd")
     fields.remove("record_size")
     fields.remove("size_hint")
 
@@ -74,7 +72,6 @@ def test_ohlcv_fields(
     struct = SCHEMA_STRUCT_MAP[schema]
 
     fields = set(f for f in dir(struct) if not f.startswith(("_", "pretty_")))
-    fields.remove("hd")
     fields.remove("record_size")
     fields.remove("size_hint")
 
@@ -93,7 +90,6 @@ def test_trades_struct() -> None:
     struct = SCHEMA_STRUCT_MAP[databento.Schema.TRADES]
 
     fields = set(f for f in dir(struct) if not f.startswith(("_", "pretty_")))
-    fields.remove("hd")
     fields.remove("record_size")
     fields.remove("size_hint")
 
@@ -112,7 +108,6 @@ def test_definition_struct() -> None:
     struct = SCHEMA_STRUCT_MAP[databento.Schema.DEFINITION]
 
     fields = set(f for f in dir(struct) if not f.startswith(("_", "pretty_")))
-    fields.remove("hd")
     fields.remove("record_size")
     fields.remove("size_hint")
 
@@ -131,7 +126,6 @@ def test_imbalance_struct() -> None:
     struct = SCHEMA_STRUCT_MAP[databento.Schema.IMBALANCE]
 
     fields = set(f for f in dir(struct) if not f.startswith(("_", "pretty_")))
-    fields.remove("hd")
     fields.remove("record_size")
     fields.remove("size_hint")
 
@@ -150,7 +144,6 @@ def test_statistics_struct() -> None:
     struct = SCHEMA_STRUCT_MAP[databento.Schema.STATISTICS]
 
     fields = set(f for f in dir(struct) if not f.startswith(("_", "pretty_")))
-    fields.remove("hd")
     fields.remove("record_size")
     fields.remove("size_hint")