VER: Release 0.2.0

Author: threecgreen

CHANGELOG.md

@@ -0,0 +1,9 @@
+# Changelog
+
+## 0.2.0 - 2022-12-01
+- Add dataset condition endpoint
+- Improve Zstd CMake integration
+- Fix requesting all symbols for a dataset
+
+## 0.1.0 - 2022-11-07
+- Initial release with support for historical data

CMakeLists.txt

@@ -4,13 +4,14 @@ cmake_minimum_required(VERSION 3.14)
 # Project details
 #
 
-project("databento" VERSION 0.1.0 LANGUAGES CXX)
+project("databento" VERSION 0.2.0 LANGUAGES CXX)
 string(TOUPPER ${PROJECT_NAME} PROJECT_NAME_UPPERCASE)
 
 #
 # Set project options
 #
 
+list(APPEND CMAKE_MODULE_PATH "${CMAKE_CURRENT_SOURCE_DIR}/cmake")
 include(cmake/StandardSettings.cmake)
 include(cmake/StaticAnalyzers.cmake)
 include(cmake/Utils.cmake)
@@ -146,18 +147,18 @@ find_package(OpenSSL REQUIRED)
 if(OPENSSL_FOUND)
   set(HTTPLIB_IS_USING_OPENSSL TRUE)
 endif()
-find_library(zstd zstd REQUIRED)
+find_package(Zstd REQUIRED)
 find_package(Threads REQUIRED)
 
 target_link_libraries(
   ${PROJECT_NAME}
   PUBLIC
-    httplib
+    httplib::httplib
     nlohmann_json::nlohmann_json
     OpenSSL::Crypto
     OpenSSL::SSL
     Threads::Threads
-    zstd
+    zstd::zstd
 )
 
 target_compile_definitions(

cmake/FindZstd.cmake

@@ -0,0 +1,52 @@
+include(FindPackageHandleStandardArgs)
+
+find_library(ZSTD_LIBRARY NAMES zstd)
+find_path(ZSTD_INCLUDE_DIR NAMES zstd.h)
+
+#
+# Detect version
+#
+if(ZSTD_INCLUDE_DIR)
+  file(
+    STRINGS "${ZSTD_INCLUDE_DIR}/zstd.h"
+    version-file
+    REGEX "^#define[ \t]ZSTD_VERSION_(MAJOR|MINOR|RELEASE).*$"
+  )
+  if(NOT version-file)
+    message(AUTHOR_WARNING "ZSTD_INCLUDE_DIR found, but missing version info")
+  endif()
+  list(GET version-file 0 major-line)
+  list(GET version-file 1 minor-line)
+  list(GET version-file 2 patch-line)
+  string(REGEX MATCH "[0-9]+$" ZSTD_VERSION_MAJOR ${major-line})
+  string(REGEX MATCH "[0-9]+$" ZSTD_VERSION_MINOR ${minor-line})
+  string(REGEX MATCH "[0-9]+$" ZSTD_VERSION_PATCH ${patch-line})
+  set(ZSTD_VERSION ${ZSTD_VERSION_MAJOR}.${ZSTD_VERSION_MINOR}.${ZSTD_VERSION_PATCH} CACHE STRING "Zstd version")
+endif()
+
+find_package_handle_standard_args(
+  Zstd
+  REQUIRED_VARS ZSTD_LIBRARY ZSTD_INCLUDE_DIR
+  VERSION_VAR ZSTD_VERSION
+)
+
+if(ZSTD_FOUND)
+  mark_as_advanced(ZSTD_LIBRARY)
+  mark_as_advanced(ZSTD_INCLUDE_DIR)
+  mark_as_advanced(ZSTD_VERSION)
+endif()
+
+#
+# Create namespaced target
+#
+if(ZSTD_FOUND AND NOT TARGET zstd::zstd)
+  add_library(zstd::zstd UNKNOWN IMPORTED)
+  set_target_properties(
+    zstd::zstd
+    PROPERTIES
+      IMPORTED_LOCATION ${ZSTD_LIBRARY}
+      # target_include_directories doesn't work with unknown imported libraries in older
+      # cmake versions
+      INTERFACE_INCLUDE_DIRECTORIES ${ZSTD_INCLUDE_DIR}
+  )
+endif()

cmake/SourcesAndHeaders.cmake

@@ -15,6 +15,8 @@ set(headers
   include/databento/detail/file_stream.hpp
   include/databento/detail/http_client.hpp
   include/databento/detail/shared_channel.hpp
+  include/databento/detail/socket.hpp
+  include/databento/detail/tcp_client.hpp
   src/scoped_thread.hpp
   src/stream_op_helper.hpp
 )
@@ -28,9 +30,12 @@ set(sources
   src/exceptions.cpp
   src/file_bento.cpp
   src/historical.cpp
+  src/metadata.cpp
   src/record.cpp
   src/symbology.cpp
   src/detail/file_stream.cpp
   src/detail/http_client.cpp
   src/detail/shared_channel.cpp
+  src/detail/socket.cpp
+  src/detail/tcp_client.cpp
 )

example/metadata.cpp

@@ -50,6 +50,10 @@ int main() {
   }
   std::cout << '\n';
 
+  const auto dataset_condition = client.MetadataGetDatasetCondition(
+      "GLBX.MDP3", "2019-06-01", "2019-08-01");
+  std::cout << dataset_condition << "\n\n";
+
   const auto compressions = client.MetadataListCompressions();
   std::cout << "Compressions:\n";
   for (const auto compression : compressions) {

example/symbology_resolve.cpp

@@ -8,7 +8,7 @@
 #include "databento/symbology.hpp"
 
 int main(int argc, char* argv[]) {
-  if (argc < 6) {
+  if (argc < 7) {
     std::cerr << "USAGE: symbology-resolve <DATASET> <STYPE_IN> <STYPE_OUT> "
                  "<START_DATE> <END_DATE> <SYMBOLS...>\n";
     return EX_USAGE;

include/databento/detail/socket.hpp

@@ -0,0 +1,23 @@
+#pragma once
+
+#include <cstdint>
+#include <string>
+namespace databento {
+namespace detail {
+// RAII wrapper around a socket.
+class Socket {
+ public:
+  Socket(const std::string& addr, std::uint16_t port);
+  Socket(const Socket&) = delete;
+  Socket& operator=(const Socket&) = delete;
+  Socket(Socket&& other) noexcept;
+  Socket& operator=(Socket&& other) noexcept;
+  ~Socket();
+
+  int Get() const { return fd_; }
+
+ private:
+  int fd_;
+};
+}  // namespace detail
+}  // namespace databento

include/databento/detail/tcp_client.hpp

@@ -0,0 +1,24 @@
+#pragma once
+
+#include <array>
+#include <cstdint>
+#include <string>
+
+#include "databento/detail/socket.hpp"
+
+namespace databento {
+namespace detail {
+class TcpClient {
+ public:
+  TcpClient(const std::string& gateway, std::uint16_t port);
+
+  void WriteAll(const char* buffer, std::size_t size);
+  // returns bytes read
+  std::size_t Read(char* buffer, std::size_t max_size);
+  void ReadExact(char* buffer, std::size_t size);
+
+ private:
+  Socket socket_;
+};
+}  // namespace detail
+}  // namespace databento

include/databento/enums.hpp

@@ -7,14 +7,12 @@
 namespace databento {
 // Represents a historical data center gateway location.
 enum class HistoricalGateway : std::uint8_t {
-  Nearest = 0,
   Bo1,
 };
 
 // Represents a live data center gateway location.
 enum class LiveGateway : std::uint8_t {
   Origin = 0,
-  Nearest,
   Ny4,
   Dc3,
 };
@@ -101,6 +99,12 @@ enum class JobState : std::uint8_t {
   Expired,
 };
 
+// The condition of a dataset at a point in time.
+enum class DatasetCondition : std::uint8_t {
+  Available,
+  Bad,
+};
+
 // Convert a HistoricalGateway to a URL.
 const char* UrlFromGateway(HistoricalGateway gateway);
 
@@ -113,6 +117,7 @@ const char* ToString(SplitDuration duration_interval);
 const char* ToString(Packaging packaging);
 const char* ToString(Delivery delivery);
 const char* ToString(JobState state);
+const char* ToString(DatasetCondition condition);
 
 std::ostream& operator<<(std::ostream& out, Schema schema);
 std::ostream& operator<<(std::ostream& out, Encoding encoding);
@@ -123,6 +128,7 @@ std::ostream& operator<<(std::ostream& out, SplitDuration duration_interval);
 std::ostream& operator<<(std::ostream& out, Packaging packaging);
 std::ostream& operator<<(std::ostream& out, Delivery delivery);
 std::ostream& operator<<(std::ostream& out, JobState state);
+std::ostream& operator<<(std::ostream& out, DatasetCondition condition);
 
 template <typename T>
 T FromString(const std::string& str);
@@ -144,4 +150,6 @@ template <>
 Delivery FromString(const std::string& str);
 template <>
 JobState FromString(const std::string& str);
+template <>
+DatasetCondition FromString(const std::string& str);
 }  // namespace databento

include/databento/exceptions.hpp

@@ -65,6 +65,21 @@ class HttpResponseError : public Exception {
   const std::string response_body_;
 };
 
+// Exception indicating an issue with the TCP connection.
+class TcpError : public Exception {
+ public:
+  explicit TcpError(int err_num, std::string message)
+      : Exception{BuildMessage(err_num, std::move(message))},
+        err_num_{err_num} {};
+
+  int err_num() const { return err_num_; }
+
+ private:
+  static std::string BuildMessage(int err_num, std::string message);
+
+  int err_num_;
+};
+
 // Exception indicating an argument to a callable is invalid.
 class InvalidArgumentError : public Exception {
  public: