From e3961112af9828ede50952ca064ca27dbfba6eb1 Mon Sep 17 00:00:00 2001 From: Nick Macholl Date: Tue, 1 Oct 2024 10:22:18 -0500 Subject: [PATCH] MOD: Upgrade databento_dbn to 0.22.0 --- CHANGELOG.md | 3 +++ README.md | 2 +- databento/common/constants.py | 5 +++-- databento/common/types.py | 1 + pyproject.toml | 2 +- tests/test_common_symbology.py | 2 +- tests/test_live_client.py | 1 + 7 files changed, 11 insertions(+), 5 deletions(-) diff --git a/CHANGELOG.md b/CHANGELOG.md index 9f9ec85..a47ea61 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -2,6 +2,9 @@ ## 0.43.0 - TBD +#### Enhancements +- Upgraded `databento-dbn` to 0.22.0 + #### Breaking changes - Removed support for Python 3.8 due to end of life diff --git a/README.md b/README.md index cc3d583..c081ea7 100644 --- a/README.md +++ b/README.md @@ -32,7 +32,7 @@ The library is fully compatible with the latest distribution of Anaconda 3.9 and The minimum dependencies as found in the `pyproject.toml` are also listed below: - python = "^3.9" - aiohttp = "^3.8.3" -- databento-dbn = "0.20.1" +- databento-dbn = "0.22.0" - numpy= ">=1.23.5" - pandas = ">=1.5.3" - pip-system-certs = ">=4.0" (Windows only) diff --git a/databento/common/constants.py b/databento/common/constants.py index 315170c..64ca036 100644 --- a/databento/common/constants.py +++ b/databento/common/constants.py @@ -3,6 +3,7 @@ import numpy as np from databento_dbn import BBOMsg from databento_dbn import CBBOMsg +from databento_dbn import CMBP1Msg from databento_dbn import ImbalanceMsg from databento_dbn import InstrumentDefMsg from databento_dbn import InstrumentDefMsgV1 @@ -42,7 +43,7 @@ Schema.STATUS: StatusMsg, Schema.TBBO: MBP1Msg, Schema.TRADES: TradeMsg, - Schema.CBBO: CBBOMsg, + Schema.CMBP_1: CMBP1Msg, Schema.CBBO_1S: CBBOMsg, Schema.CBBO_1M: CBBOMsg, Schema.TCBBO: CBBOMsg, @@ -64,7 +65,7 @@ Schema.STATUS: StatusMsg, Schema.TBBO: MBP1Msg, Schema.TRADES: TradeMsg, - Schema.CBBO: CBBOMsg, + Schema.CMBP_1: CMBP1Msg, Schema.CBBO_1S: CBBOMsg, Schema.CBBO_1M: CBBOMsg, Schema.TCBBO: CBBOMsg, diff --git a/databento/common/types.py b/databento/common/types.py index 4cbba83..fb95bde 100644 --- a/databento/common/types.py +++ b/databento/common/types.py @@ -12,6 +12,7 @@ DBNRecord = Union[ databento_dbn.BBOMsg, databento_dbn.CBBOMsg, + databento_dbn.CMBP1Msg, databento_dbn.MBOMsg, databento_dbn.MBP1Msg, databento_dbn.MBP10Msg, diff --git a/pyproject.toml b/pyproject.toml index 15e1551..5851d46 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -32,7 +32,7 @@ aiohttp = [ {version = "^3.8.3", python = "<3.12"}, {version = "^3.9.0", python = "^3.12"} ] -databento-dbn = "0.20.1" +databento-dbn = "0.22.0" numpy = [ {version = ">=1.23.5", python = "<3.12"}, {version = "^1.26.0", python = "^3.12"} diff --git a/tests/test_common_symbology.py b/tests/test_common_symbology.py index 51159d3..4ec6401 100644 --- a/tests/test_common_symbology.py +++ b/tests/test_common_symbology.py @@ -151,7 +151,7 @@ def create_symbol_mapping_message( SymbolMappingMsg """ - return SymbolMappingMsg( # type: ignore [call-arg] + return SymbolMappingMsg( publisher_id=publisher_id, instrument_id=instrument_id, ts_event=ts_event, diff --git a/tests/test_live_client.py b/tests/test_live_client.py index 3e57b93..472e2f2 100644 --- a/tests/test_live_client.py +++ b/tests/test_live_client.py @@ -1520,6 +1520,7 @@ async def test_live_stream_with_reuse( "cbbo-1s", "cbbo-1m", "tcbbo", + "cmbp-1", "bbo-1s", "bbo-1m", ):