MOD: Upgrade python client for DBN v3

Author: nmacholl

CHANGELOG.md

@@ -380,7 +380,7 @@ def __init__(self, data_source: DataSource) -> None:
     def __iter__(self) -> Generator[DBNRecord, None, None]:
         reader = self.reader
         decoder = DBNDecoder(
-            upgrade_policy=VersionUpgradePolicy.UPGRADE_TO_V2,
+            upgrade_policy=VersionUpgradePolicy.UPGRADE_TO_V3,
         )
         while True:
             raw = reader.read(DBNStore.DBN_READ_SIZE)
@@ -394,6 +394,9 @@ def __iter__(self) -> Generator[DBNRecord, None, None]:
                         self._instrument_map.insert_symbol_mapping_msg(record)
                     yield record
             else:
+                # This call to decode is required to seek past the decoded records
+                # This behavior will be fixed in the next version of databento_dbn
+                _ = decoder.decode()
                 if len(decoder.buffer()) > 0:
                     warnings.warn(
                         BentoWarning("DBN file is truncated or contains an incomplete record"),

README.md

@@ -21,8 +21,9 @@
     databento_dbn.ImbalanceMsg,
     databento_dbn.InstrumentDefMsg,
     databento_dbn.InstrumentDefMsgV1,
-    databento_dbn.InstrumentDefMsgV3,
+    databento_dbn.InstrumentDefMsgV2,
     databento_dbn.StatMsg,
+    databento_dbn.StatMsgV1,
     databento_dbn.StatusMsg,
     databento_dbn.SymbolMappingMsg,
     databento_dbn.SymbolMappingMsgV1,

databento/common/dbnstore.py

@@ -82,7 +82,7 @@ def __init__(
         self._heartbeat_interval_s = heartbeat_interval_s
 
         self._dbn_decoder = databento_dbn.DBNDecoder(
-            upgrade_policy=VersionUpgradePolicy.UPGRADE_TO_V2,
+            upgrade_policy=VersionUpgradePolicy.UPGRADE_TO_V3,
         )
         self._gateway_decoder = GatewayDecoder()
 

databento/common/types.py

@@ -32,7 +32,7 @@ aiohttp = [
     {version = "^3.8.3", python = "<3.12"},
     {version = "^3.9.0", python = "^3.12"}
 ]
-databento-dbn = "0.34.0"
+databento-dbn = "0.35.0"
 numpy = [
     {version = ">=1.23.5", python = "<3.12"},
     {version = ">=1.26.0", python = "^3.12"}