MOD: Timestamp parsing for SymbolMappingMsg

Author: nmacholl

CHANGELOG.md

@@ -1,5 +1,13 @@
 # Changelog
 
+## 0.30.0 - TBD
+
+#### Enhancements
+- Changed how `SymbolMappingMsg` objects are ingested by `InstrumentMap` to single source the timestamp parsing from the `dbn` package.
+
+#### Breaking changes
+- Changed `Live.add_stream` to use the exclusive write mode when handling file paths so existing files won't be overwritten.
+
 ## 0.29.0 - 2024-02-13
 
 #### Enhancements

databento/common/symbology.py

@@ -297,12 +297,12 @@ def insert_symbol_mapping_msg(
         if msg.start_ts == UNDEF_TIMESTAMP:
             start_ts = pd.Timestamp.min
         else:
-            start_ts = msg.start_ts
+            start_ts = msg.pretty_start_ts
 
         if msg.end_ts == UNDEF_TIMESTAMP:
             end_ts = pd.Timestamp.max
         else:
-            end_ts = msg.end_ts
+            end_ts = msg.pretty_end_ts
 
         # Need to decide if we care about the input or output symbol
         # For smart symbology, the output symbol is more useful
@@ -314,8 +314,8 @@ def insert_symbol_mapping_msg(
         self._insert_interval(
             msg.hd.instrument_id,
             MappingInterval(
-                start_date=pd.Timestamp(start_ts, unit="ns", tz="utc").date(),
-                end_date=pd.Timestamp(end_ts, unit="ns", tz="utc").date(),
+                start_date=start_ts.date(),
+                end_date=end_ts.date(),
                 symbol=symbol,
             ),
         )

databento/live/client.py

@@ -357,14 +357,15 @@ def add_stream(
             If `stream` is not a writable byte stream.
         OSError
             If `stream` is not a path to a writeable file.
+            If `stream` is a path to a file that exists.
 
         See Also
         --------
         Live.add_callback
 
         """
         if isinstance(stream, (str, PathLike)):
-            stream = pathlib.Path(stream).open("wb")
+            stream = pathlib.Path(stream).open("xb")
 
         if not hasattr(stream, "write"):
             raise ValueError(f"{type(stream).__name__} does not support write()")