0.15.0

Release notes

Enhancements

• Improved Debug implementation for all record types
  • Prices are formatted as decimals
  • Fixed-length strings are formatted as strings
  • Bit flag fields are formatted as binary
  • Several fields are formatted as enums instead of their raw representations
• Improved Debug implementation for RecordRef to show RecordHeader
• Added --schema option to dbn CLI tool to filter a DBN to a particular schema. This
  allows outputting saved live data to CSV
• Allowed passing --limit option to dbn CLI tool with --metadata flag
• Improved performance of decoding uncompressed DBN fragments with the dbn CLI tool
• Added builders to CsvEncoder, DynEncoder, and JsonEncoder to assist with the
  growing number of customizations
  • Added option to write CSV header as part of creating CsvEncoder to make it harder
    to forget
• Added -s/--map-symbols flag to CLI to create a symbol field in the output with
  the text symbol mapped from the instrument ID
• Added version param to Python Metadata contructor choose between DBNv1 and DBNv2
• Implemented EncodeRecordTextExt for DynEncoder
• Implemented Deserialize and Serialize for all records and enums (with serde
  feature enabled). This allows serializing records with additional encodings not
  supported by the DBN crate
• Implemented Hash for all record types
• Added new publisher value for OPRA MIAX Sapphire
• Added Python type definition for Metadata.__init__
• Added metadata_mut method to decoders to get a mutable reference to the decoded
  metadata
• Improved panic message on RecordRef::get when length doesn't match expected to be
  actionable
• Added encode::ZSTD_COMPRESSION_LEVEL constant

Breaking changes

• Increased size of SystemMsg and ErrorMsg to provide better messages from Live
  gateway
  • Increased length of err and msg fields for more detailed messages
  • Added is_last field to ErrorMsg to indicate the last error in a chain
  • Added code field to SystemMsg and ErrorMsg, although currently unused
  • Added new is_last parameter to ErrorMsg::new
  • Decoding these is backwards-compatible and records with longer messages won't be
    sent during the DBN version 2 migration period
  • Renamed previous records to compat::ErrorMsgV1 and compat::SystemMsgV1
• Split DecodeDbn trait into DecodeRecord and DbnMetadata traits for more
  flexibility. DecodeDbn continues to exist as a trait alias
• Moved decode_stream out of DecodeDbn to its own separate trait DecodeStream
• Changed trait bounds of EncodeDbn::encode_decoded and encode_decoded_with_limit to
  DecodeRecordRef + DbnMetadata

Bug fixes

• Fixed panic in TsSymbolMap when start_date == end_date
• Added missing Python __eq__ and __ne__ implementations for BidAskPair
• Fixed Python size_hint return value for InstrumentDefMsgV1 and
  SymbolMappingMsgV1
• Fixed cases where dbn CLI tool would write a broken pipe error to standard error
  such as when piping to head
• Fixed bug in sync and async MetadataEncoders where version was used to determine
  the encoded length of fixed-length symbols instead of the symbol_cstr_len field