MOD: Stream compressed for corporate actions API

Author: cjdsellers

databento/reference/api/corporate.py

@@ -2,9 +2,12 @@
 
 from collections.abc import Iterable
 from datetime import date
+from io import BytesIO
 from io import StringIO
 
 import pandas as pd
+import zstandard
+from databento_dbn import Compression
 from databento_dbn import SType
 
 from databento.common import API_VERSION
@@ -112,6 +115,7 @@ def get_range(
             "events": ",".join(events) if events else None,
             "countries": ",".join(countries) if countries else None,
             "security_types": ",".join(security_types) if security_types else None,
+            "compression": str(Compression.ZSTD),  # Always request zstd
         }
 
         response = self._post(
@@ -120,7 +124,10 @@ def get_range(
             basic_auth=True,
         )
 
-        df = pd.read_json(StringIO(response.text), lines=True)
+        decompressor = zstandard.ZstdDecompressor()
+        decompressed_content = decompressor.stream_reader(BytesIO(response.content)).read()
+
+        df = pd.read_json(StringIO(decompressed_content.decode()), lines=True)
         if df.empty:
             return df
 

tests/test_reference_corporate.py

@@ -8,6 +8,7 @@
 import pandas as pd
 import pytest
 import requests
+import zstandard
 from databento.reference.client import Reference
 
 from tests import TESTS_ROOT
@@ -77,7 +78,7 @@ def test_corporate_actions_get_range_sends_expected_request(
 ) -> None:
     # Arrange
     mock_response = MagicMock()
-    mock_response.text = "{}"
+    mock_response.content = zstandard.compress(b"{}")
     mock_response.__enter__.return_value = mock_response
     mock_response.__exit__ = MagicMock()
     monkeypatch.setattr(requests, "post", mock_post := MagicMock(return_value=mock_response))
@@ -110,6 +111,7 @@ def test_corporate_actions_get_range_sends_expected_request(
         "events": expected_events,
         "countries": expected_countries,
         "security_types": expected_security_types,
+        "compression": "zstd",
     }
     assert call["timeout"] == (100, 100)
     assert isinstance(call["auth"], requests.auth.HTTPBasicAuth)
@@ -122,7 +124,7 @@ def test_corporate_actions_get_range_response_parsing_as_pit(
     # Arrange
     data_path = Path(TESTS_ROOT) / "data" / "REFERENCE" / "test_data.corporate-actions.ndjson"
     mock_response = MagicMock()
-    mock_response.text = data_path.read_text()
+    mock_response.content = zstandard.compress(data_path.read_bytes())
     mock_response.__enter__.return_value = mock_response
     mock_response.__exit__ = MagicMock()
     monkeypatch.setattr(requests, "post", MagicMock(return_value=mock_response))
@@ -152,7 +154,7 @@ def test_corporate_actions_get_range_response(
     # Arrange
     data_path = Path(TESTS_ROOT) / "data" / "REFERENCE" / "test_data.corporate-actions-pit.ndjson"
     mock_response = MagicMock()
-    mock_response.text = data_path.read_text()
+    mock_response.content = zstandard.compress(data_path.read_bytes())
     mock_response.__enter__.return_value = mock_response
     mock_response.__exit__ = MagicMock()
     monkeypatch.setattr(requests, "post", MagicMock(return_value=mock_response))
@@ -178,7 +180,7 @@ def test_corporate_actions_get_range_with_ts_record_index(
     # Arrange
     data_path = Path(TESTS_ROOT) / "data" / "REFERENCE" / "test_data.corporate-actions.ndjson"
     mock_response = MagicMock()
-    mock_response.text = data_path.read_text()
+    mock_response.content = zstandard.compress(data_path.read_bytes())
     mock_response.__enter__.return_value = mock_response
     mock_response.__exit__ = MagicMock()
     monkeypatch.setattr(requests, "post", MagicMock(return_value=mock_response))
@@ -212,7 +214,7 @@ def test_corporate_actions_get_range_without_flattening(
     # Arrange
     data_path = Path(TESTS_ROOT) / "data" / "REFERENCE" / "test_data.corporate-actions.ndjson"
     mock_response = MagicMock()
-    mock_response.text = data_path.read_text()
+    mock_response.content = zstandard.compress(data_path.read_bytes())
     mock_response.__enter__.return_value = mock_response
     mock_response.__exit__ = MagicMock()
     monkeypatch.setattr(requests, "post", MagicMock(return_value=mock_response))