VER: Release DBN 0.8.0

CHANGELOG.md

@@ -1,20 +1,26 @@
 # Changelog
 
-## 0.8.0 - TBD
+## 0.8.0 - 2023-07-19
 ### Enhancements
 - Switched from `anyhow::Error` to custom `dbn::Error` for all public fallible functions
   and methods. This should make it easier to disambiguate between error types.
 - `EncodeDbn::encode_record` and `EncodeDbn::record_record_ref` no longer treat a
   `BrokenPipe` error differently
+- Added `AsyncDbnDecoder`
 - Added `pretty::Px` and `pretty::Ts` newtypes to expose price and timestamp formatting
   logic outside of CSV and JSON encoding
 - Added interning for Python strings
+- Added `rtype` to encoded JSON and CSV to aid differeniating between different record types.
+  This is particularly important when working with live data.
 - Added `pretty_` Python attributes for DBN price fields
 - Added `pretty_` Python attributes for DBN UTC timestamp fields
 
 ### Breaking changes
 - All fallible operations now return a `dbn::Error` instead of an `anyhow::Error`
 - Updated serialization order to serialize `ts_recv` and `ts_event` first
+- Moved header fields (`rtype`, `publisher_id`, `instrument_id`, and `ts_event`) to
+  nested object under the key `hd` in JSON encoding to match structure definitions
+- Changed JSON encoding of all 64-bit integers to strings to avoid loss of precision
 - Updated `MboMsg` serialization order to serialize `action`, `side`, and `channel_id`
   earlier given their importance
 - Updated `Mbp1Msg`, `Mbp10Msg`, and `TradeMsg` serialization order to serialize

c/Cargo.toml

@@ -1,7 +1,7 @@
 [package]
 name = "dbn-c"
 authors = ["Databento <[email protected]>"]
-version = "0.7.1"
+version = "0.8.0"
 edition = "2021"
 description = "C bindings for working with Databento Binary Encoding (DBN)"
 license = "Apache-2.0"

python/Cargo.toml

@@ -1,7 +1,7 @@
 [package]
 name = "databento-dbn"
 authors = ["Databento <[email protected]>"]
-version = "0.7.1"
+version = "0.8.0"
 edition = "2021"
 description = "Python library written in Rust for working with Databento Binary Encoding (DBN)"
 license = "Apache-2.0"

python/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "databento-dbn"
-version = "0.7.1"
+version = "0.8.0"
 description = "Python bindings for encoding and decoding Databento Binary Encoding (DBN)"
 authors = ["Databento <[email protected]>"]
 license = "Apache-2.0"

rust/dbn-cli/Cargo.toml

@@ -1,7 +1,7 @@
 [package]
 name = "dbn-cli"
 authors = ["Databento <[email protected]>"]
-version = "0.7.1"
+version = "0.8.0"
 edition = "2021"
 description = "Command-line utility for converting Databento Binary Encoding (DBN) files to text-based formats"
 default-run = "dbn"
@@ -17,7 +17,7 @@ path = "src/main.rs"
 
 [dependencies]
 # Databento common DBN library
-dbn = { path = "../dbn", version = "=0.7.1", default_features = false }
+dbn = { path = "../dbn", version = "=0.8.0", default_features = false }
 
 # Error handling
 anyhow = "1.0.70"

rust/dbn-macros/Cargo.toml

@@ -1,7 +1,7 @@
 [package]
 name = "dbn-macros"
 authors = ["Databento <[email protected]>"]
-version = "0.7.1"
+version = "0.8.0"
 edition = "2021"
 description = "Proc macros for dbn crate"
 license = "Apache-2.0"

rust/dbn/Cargo.toml

@@ -1,7 +1,7 @@
 [package]
 name = "dbn"
 authors = ["Databento <[email protected]>"]
-version = "0.7.1"
+version = "0.8.0"
 edition = "2021"
 description = "Library for working with Databento Binary Encoding (DBN)"
 license = "Apache-2.0"
@@ -19,7 +19,7 @@ serde = ["dep:serde", "time/parsing", "time/serde"]
 trivial_copy = []
 
 [dependencies]
-dbn-macros = { version = "=0.7.1", path = "../dbn-macros" }
+dbn-macros = { version = "=0.8.0", path = "../dbn-macros" }
 
 # async (de)compression
 async-compression = { version = "0.3.15", features = ["tokio", "zstd"], optional = true }

rust/dbn/src/enums.rs

@@ -214,79 +214,83 @@ pub mod rtype {
     #[derive(Clone, Copy, Debug, PartialEq, Eq, Hash, TryFromPrimitive)]
     #[repr(u8)]
     pub enum RType {
-        /// Market by price with a book depth of 0 (used for trades).
+        /// Denotes a market-by-price record with a book depth of 0 (used for the
+        /// [`Trades`](super::Schema::Trades) schema).
         Mbp0 = 0,
-        /// Market by price with a book depth of 1 (also used for TBBO).
+        /// Denotes a market-by-price record with a book depth of 1 (also used for the
+        /// [`Tbbo`](super::Schema::Tbbo) schema).
         Mbp1 = 0x01,
-        /// Market by price with a book depth of 10.
+        /// Denotes a market-by-price record with a book depth of 10.
         Mbp10 = 0x0A,
-        /// Open, high, low, close, and volume at an unspecified cadence.
+        /// Denotes an open, high, low, close, and volume record at an unspecified cadence.
         #[deprecated(
             since = "0.3.3",
             note = "Separated into separate rtypes for each OHLCV schema."
         )]
         OhlcvDeprecated = 0x11,
-        /// Open, high, low, close, and volume at a 1-second cadence.
+        /// Denotes an open, high, low, close, and volume record at a 1-second cadence.
         Ohlcv1S = 0x20,
-        /// Open, high, low, close, and volume at a 1-minute cadence.
+        /// Denotes an open, high, low, close, and volume record at a 1-minute cadence.
         Ohlcv1M = 0x21,
-        /// Open, high, low, close, and volume at a daily cadence.
+        /// Denotes an open, high, low, close, and volume record at an hourly cadence.
         Ohlcv1H = 0x22,
-        /// Open, high, low, close, and volume at a daily cadence.
+        /// Denotes an open, high, low, close, and volume record at a daily cadence.
         Ohlcv1D = 0x23,
-        /// Exchange status.
+        /// Denotes an exchange status record.
         Status = 0x12,
-        /// Instrument definition.
+        /// Denotes an instrument definition record.
         InstrumentDef = 0x13,
-        /// Order imbalance.
+        /// Denotes an order imbalance record.
         Imbalance = 0x14,
-        /// Error from gateway.
+        /// Denotes an error from gateway.
         Error = 0x15,
-        /// Symbol mapping.
+        /// Denotes a symbol mapping record.
         SymbolMapping = 0x16,
-        /// A non-error message. Also used for heartbeats.
+        /// Denotes a non-error message from the gateway. Also used for heartbeats.
         System = 0x17,
-        /// Statistics from the publisher (not calculated by Databento).
+        /// Denotes a statistics record from the publisher (not calculated by Databento).
         Statistics = 0x18,
-        /// Market by order.
+        /// Denotes a market by order record.
         Mbo = 0xA0,
     }
 
-    /// Market by price with a book depth of 0 (used for trades).
+    /// Denotes a market-by-price record with a book depth of 0 (used for the
+    /// [`Trades`](super::Schema::Trades) schema).
     pub const MBP_0: u8 = RType::Mbp0 as u8;
-    /// Market by price with a book depth of 1 (also used for TBBO).
+    /// Denotes a market-by-price record with a book depth of 1 (also used for the
+    /// [`Tbbo`](super::Schema::Tbbo) schema).
     pub const MBP_1: u8 = RType::Mbp1 as u8;
-    /// Market by price with a book depth of 10.
+    /// Denotes a market-by-price record with a book depth of 10.
     pub const MBP_10: u8 = RType::Mbp10 as u8;
-    /// Open, high, low, close, and volume at an unspecified cadence.
+    /// Denotes an open, high, low, close, and volume record at an unspecified cadence.
     #[deprecated(
         since = "0.3.3",
         note = "Separated into separate rtypes for each OHLCV schema."
     )]
     pub const OHLCV_DEPRECATED: u8 = RType::OhlcvDeprecated as u8;
-    /// Open, high, low, close, and volume at a 1-second cadence.
+    /// Denotes an open, high, low, close, and volume record at a 1-second cadence.
     pub const OHLCV_1S: u8 = RType::Ohlcv1S as u8;
-    /// Open, high, low, close, and volume at a 1-minute cadence.
+    /// Denotes an open, high, low, close, and volume record at a 1-minute cadence.
     pub const OHLCV_1M: u8 = RType::Ohlcv1M as u8;
-    /// Open, high, low, close, and volume at an hourly cadence.
+    /// Denotes an open, high, low, close, and volume record at an hourly cadence.
     pub const OHLCV_1H: u8 = RType::Ohlcv1H as u8;
-    /// Open, high, low, close, and volume at a daily cadence.
+    /// Denotes an open, high, low, close, and volume record at a daily cadence.
     pub const OHLCV_1D: u8 = RType::Ohlcv1D as u8;
-    /// Exchange status.
+    /// Denotes an exchange status record.
     pub const STATUS: u8 = RType::Status as u8;
-    /// Instrument definition.
+    /// Denotes an instrument definition record.
     pub const INSTRUMENT_DEF: u8 = RType::InstrumentDef as u8;
-    /// Order imbalance.
+    /// Denotes an order imbalance record.
     pub const IMBALANCE: u8 = RType::Imbalance as u8;
-    /// Error from gateway.
+    /// Denotes an error from gateway.
     pub const ERROR: u8 = RType::Error as u8;
-    /// Symbol mapping.
+    /// Denotes a symbol mapping record.
     pub const SYMBOL_MAPPING: u8 = RType::SymbolMapping as u8;
-    /// A non-error message. Also used for heartbeats.
+    /// Denotes a non-error message from the gateway. Also used for heartbeats.
     pub const SYSTEM: u8 = RType::System as u8;
-    /// Statistics from the publisher (not calculated by Databento).
+    /// Denotes a statistics record from the publisher (not calculated by Databento).
     pub const STATISTICS: u8 = RType::Statistics as u8;
-    /// Market by order.
+    /// Denotes a market-by-order record.
     pub const MBO: u8 = RType::Mbo as u8;
 
     /// Get the corresponding `rtype` for the given `schema`.