ADD: Add stub data for BBO-1s BBO-1m and Status

Author: nmacholl

databento/common/constants.py

@@ -13,6 +13,7 @@
 from databento_dbn import OHLCVMsg
 from databento_dbn import Schema
 from databento_dbn import StatMsg
+from databento_dbn import StatusMsg
 from databento_dbn import TradeMsg
 
 from databento.common.types import DBNRecord
@@ -39,6 +40,7 @@
     Schema.OHLCV_1D: OHLCVMsg,
     Schema.OHLCV_EOD: OHLCVMsg,
     Schema.STATISTICS: StatMsg,
+    Schema.STATUS: StatusMsg,
     Schema.TBBO: MBP1Msg,
     Schema.TRADES: TradeMsg,
     Schema.CBBO: CBBOMsg,
@@ -60,6 +62,13 @@
     Schema.OHLCV_1H: OHLCVMsg,
     Schema.OHLCV_1D: OHLCVMsg,
     Schema.STATISTICS: StatMsg,
+    Schema.STATUS: StatusMsg,
     Schema.TBBO: MBP1Msg,
     Schema.TRADES: TradeMsg,
+    Schema.CBBO: CBBOMsg,
+    Schema.CBBO_1S: CBBOMsg,
+    Schema.CBBO_1M: CBBOMsg,
+    Schema.TCBBO: CBBOMsg,
+    Schema.BBO_1S: MBP1Msg,
+    Schema.BBO_1M: MBP1Msg,
 }

tests/data/GLBX.MDP3/test_data.bbo-1m.dbn.zst

@@ -29,6 +29,8 @@
         (Schema.MBO, ["ESH1"], "2020-12-28"),
         (Schema.MBP_1, ["ESH1"], "2020-12-28"),
         (Schema.MBP_10, ["ESH1"], "2020-12-28"),
+        (Schema.BBO_1S, ["ESH1"], "2020-12-28"),
+        (Schema.BBO_1M, ["ESH1"], "2020-12-28"),
         (Schema.TBBO, ["ESH1"], "2020-12-28"),
         (Schema.TRADES, ["ESH1"], "2020-12-28"),
         (Schema.OHLCV_1S, ["ESH1"], "2020-12-28"),
@@ -37,6 +39,7 @@
         (Schema.OHLCV_1D, ["ESH1"], "2020-12-28"),
         (Schema.DEFINITION, ["ESH1"], "2020-12-28"),
         (Schema.STATISTICS, ["ESH1"], "2020-12-28"),
+        (Schema.STATUS, ["ESH1"], "2020-12-28"),
     ],
     Dataset.XNAS_ITCH: [
         (Schema.MBO, ["NVDA"], "2020-12-28"),

tests/data/GLBX.MDP3/test_data.bbo-1s.dbn.zst

@@ -1487,9 +1487,6 @@ async def test_live_stream_with_reconnect(
 
     """
     # Arrange
-    # TODO: Remove when status schema is available
-    if schema == "status":
-        pytest.skip("no stub data for status schema")
     if schema == "ohlcv-eod":
         pytest.skip("no stub data for ohlcv-eod schema")
     if schema == "imbalance":
@@ -1500,10 +1497,6 @@ async def test_live_stream_with_reconnect(
         pytest.skip("no stub data for cbbo-1s schema")
     if schema == "cbbo-1m":
         pytest.skip("no stub data for cbbo-1m schema")
-    if schema == "bbo-1s":
-        pytest.skip("no stub data for bbo-1s schema")
-    if schema == "bbo-1m":
-        pytest.skip("no stub data for bbo-1m schema")
     if schema == "tcbbo":
         pytest.skip("no stub data for tcbbo schema")