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DEL: Remove sunset timeseries.stream endpoint
1 parent dfca953 commit 67a48e5

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2 files changed

+32
-52
lines changed

2 files changed

+32
-52
lines changed

databento/common/dbnstore.py

Lines changed: 19 additions & 15 deletions
Original file line numberDiff line numberDiff line change
@@ -3,6 +3,7 @@
33
import abc
44
import datetime as dt
55
import logging
6+
from collections.abc import Generator
67
from io import BytesIO
78
from os import PathLike
89
from pathlib import Path
@@ -12,7 +13,6 @@
1213
Any,
1314
Callable,
1415
Dict,
15-
Generator,
1616
List,
1717
Optional,
1818
Union,
@@ -21,20 +21,25 @@
2121
import numpy as np
2222
import pandas as pd
2323
import zstandard
24-
from databento.common.data import (
25-
COLUMNS,
26-
DEFINITION_CHARARRAY_COLUMNS,
27-
DEFINITION_PRICE_COLUMNS,
28-
DEFINITION_TYPE_MAX_MAP,
29-
DERIV_SCHEMAS,
30-
STRUCT_MAP,
31-
)
32-
from databento.common.enums import Compression, Schema, SType
24+
from databento_dbn import DBNDecoder
25+
from databento_dbn import ErrorMsg
26+
from databento_dbn import Metadata
27+
from databento_dbn import SymbolMappingMsg
28+
from databento_dbn import SystemMsg
29+
30+
from databento.common.data import COLUMNS
31+
from databento.common.data import DEFINITION_CHARARRAY_COLUMNS
32+
from databento.common.data import DEFINITION_PRICE_COLUMNS
33+
from databento.common.data import DEFINITION_TYPE_MAX_MAP
34+
from databento.common.data import DERIV_SCHEMAS
35+
from databento.common.data import STRUCT_MAP
36+
from databento.common.enums import Compression
37+
from databento.common.enums import Schema
38+
from databento.common.enums import SType
3339
from databento.common.error import BentoError
3440
from databento.common.symbology import InstrumentIdMappingInterval
3541
from databento.common.validation import validate_maybe_enum
3642
from databento.live.data import DBNStruct
37-
from databento_dbn import DBNDecoder, ErrorMsg, Metadata, SymbolMappingMsg, SystemMsg
3843

3944

4045
NON_SCHEMA_RECORD_TYPES = [
@@ -487,8 +492,7 @@ def _map_symbols(self, df: pd.DataFrame, pretty_ts: bool) -> pd.DataFrame:
487492
df_index = df.index if pretty_ts else pd.to_datetime(df.index, utc=True)
488493
dates = [ts.date() for ts in df_index]
489494
df["symbol"] = [
490-
self._instrument_id_index[dates[i]][p]
491-
for i, p in enumerate(df["instrument_id"])
495+
self._instrument_id_index[dates[i]][p] for i, p in enumerate(df["instrument_id"])
492496
]
493497

494498
return df
@@ -790,7 +794,7 @@ def request_full_definitions(
790794
"""
791795
Request full instrument definitions based on the metadata properties.
792796
793-
Makes a `GET /timeseries.stream` HTTP request.
797+
Makes a `GET /timeseries.get_range` HTTP request.
794798
795799
Parameters
796800
----------
@@ -808,7 +812,7 @@ def request_full_definitions(
808812
Calling this method will incur a cost.
809813
810814
"""
811-
return client.timeseries.stream(
815+
return client.timeseries.get_range(
812816
dataset=self.dataset,
813817
symbols=self.symbols,
814818
schema=Schema.DEFINITION,

databento/historical/api/timeseries.py

Lines changed: 13 additions & 37 deletions
Original file line numberDiff line numberDiff line change
@@ -2,21 +2,26 @@
22

33
import warnings
44
from datetime import date
5-
from io import BufferedIOBase, BytesIO
5+
from io import BufferedIOBase
6+
from io import BytesIO
67
from os import PathLike
78
from typing import List, Optional, Tuple, Union
89

910
import pandas as pd
11+
1012
from databento.common.dbnstore import DBNStore
1113
from databento.common.deprecated import deprecated
12-
from databento.common.enums import Compression, Dataset, Encoding, Schema, SType
14+
from databento.common.enums import Compression
15+
from databento.common.enums import Dataset
16+
from databento.common.enums import Encoding
17+
from databento.common.enums import Schema
18+
from databento.common.enums import SType
1319
from databento.common.error import BentoWarning
14-
from databento.common.parsing import (
15-
datetime_to_string,
16-
optional_datetime_to_string,
17-
optional_symbols_list_to_string,
18-
)
19-
from databento.common.validation import validate_enum, validate_semantic_string
20+
from databento.common.parsing import datetime_to_string
21+
from databento.common.parsing import optional_datetime_to_string
22+
from databento.common.parsing import optional_symbols_list_to_string
23+
from databento.common.validation import validate_enum
24+
from databento.common.validation import validate_semantic_string
2025
from databento.historical.api import API_VERSION
2126
from databento.historical.api.metadata import MetadataHttpAPI
2227
from databento.historical.http import BentoHttpAPI
@@ -34,35 +39,6 @@ def __init__(self, key: str, gateway: str) -> None:
3439
super().__init__(key=key, gateway=gateway)
3540
self._base_url = gateway + f"/v{API_VERSION}/timeseries"
3641

37-
@deprecated
38-
def stream(
39-
self,
40-
dataset: Union[Dataset, str],
41-
start: Union[pd.Timestamp, date, str, int],
42-
end: Optional[Union[pd.Timestamp, date, str, int]] = None,
43-
symbols: Optional[Union[List[str], str]] = None,
44-
schema: Union[Schema, str] = "trades",
45-
stype_in: Union[SType, str] = "raw_symbol",
46-
stype_out: Union[SType, str] = "instrument_id",
47-
limit: Optional[int] = None,
48-
path: Optional[Union[PathLike[str], str]] = None,
49-
) -> DBNStore:
50-
"""
51-
The `.stream` method is deprecated and will be removed in a future version.
52-
The method has been renamed to `.get_range`, which you can now use.
53-
"""
54-
return self.get_range(
55-
dataset=dataset,
56-
start=start,
57-
end=end,
58-
symbols=symbols,
59-
schema=schema,
60-
stype_in=stype_in,
61-
stype_out=stype_out,
62-
limit=limit,
63-
path=path,
64-
)
65-
6642
def get_range(
6743
self,
6844
dataset: Union[Dataset, str],

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