MOD: Upgrade databento-dbn to v0.18.0

Author: nmacholl

CHANGELOG.md

@@ -2,8 +2,13 @@
 
 ## 0.35.0 - TBD
 
+#### Enhancements
+- Upgraded `databento-dbn` to 0.18.0
+
 #### Breaking changes
-- Rename `use_snapshot` parameter in `Live.subscribe` function to `snapshot`
+- Renamed `CbboMsg` to `CBBOMsg`.
+- Renamed `use_snapshot` parameter in `Live.subscribe` function to `snapshot`
+- All Python exceptions raised by `databento-dbn` have been changed to use the `DBNError` type
 
 ## 0.34.1 - 2024-05-21
 
@@ -14,7 +19,7 @@
 
 #### Enhancements
 - Added `pip-system-certs` dependency for Windows platforms to prevent a connection issue in `requests` when behind a proxy
-- Iteration of the `Live` client will now automatically call `Live.stop` when the iterator is destroyed, such as when a for loop is escaped with an exception or `break` statement.
+- Iteration of the `Live` client will now automatically call `Live.stop` when the iterator is destroyed, such as when a for loop is escaped with an exception or `break` statement
 
 #### Bug fixes
 - Fixed an issue where `batch.download` and `batch.download_async` would fail if requested files already existed in the output directory

README.md

@@ -32,7 +32,7 @@ The library is fully compatible with the latest distribution of Anaconda 3.8 and
 The minimum dependencies as found in the `pyproject.toml` are also listed below:
 - python = "^3.8"
 - aiohttp = "^3.8.3"
-- databento-dbn = "0.17.1"
+- databento-dbn = "0.18.0"
 - numpy= ">=1.23.5"
 - pandas = ">=1.5.3"
 - pip-system-certs = ">=4.0" (Windows only)

databento/common/constants.py

@@ -3,7 +3,7 @@
 from typing import Final
 
 import numpy as np
-from databento_dbn import CbboMsg
+from databento_dbn import CBBOMsg
 from databento_dbn import ImbalanceMsg
 from databento_dbn import InstrumentDefMsg
 from databento_dbn import InstrumentDefMsgV1
@@ -41,10 +41,10 @@
     Schema.STATISTICS: StatMsg,
     Schema.TBBO: MBP1Msg,
     Schema.TRADES: TradeMsg,
-    Schema.CBBO: CbboMsg,
-    Schema.CBBO_1S: CbboMsg,
-    Schema.CBBO_1M: CbboMsg,
-    Schema.TCBBO: CbboMsg,
+    Schema.CBBO: CBBOMsg,
+    Schema.CBBO_1S: CBBOMsg,
+    Schema.CBBO_1M: CBBOMsg,
+    Schema.TCBBO: CBBOMsg,
     Schema.BBO_1S: MBP1Msg,
     Schema.BBO_1M: MBP1Msg,
 }

databento/common/types.py

@@ -9,7 +9,7 @@
 
 
 DBNRecord = Union[
-    databento_dbn.CbboMsg,
+    databento_dbn.CBBOMsg,
     databento_dbn.MBOMsg,
     databento_dbn.MBP1Msg,
     databento_dbn.MBP10Msg,

databento/common/validation.py

@@ -8,6 +8,8 @@
 from urllib.parse import urlsplit
 from urllib.parse import urlunsplit
 
+from databento_dbn import DBNError
+
 
 E = TypeVar("E", bound=Enum)
 
@@ -109,7 +111,7 @@ def validate_enum(
     """
     try:
         return enum(value)
-    except ValueError:
+    except (ValueError, DBNError):
         if hasattr(enum, "variants"):
             valid = list(map(str, enum.variants()))  # type: ignore [attr-defined]
         else:

databento/live/protocol.py

@@ -360,7 +360,7 @@ def _process_gateway(self, data: bytes) -> None:
         try:
             self._gateway_decoder.write(data)
             controls = self._gateway_decoder.decode()
-        except ValueError:
+        except Exception:
             logger.exception("error decoding control message")
             self.transport.close()
             raise

pyproject.toml

@@ -32,7 +32,7 @@ aiohttp = [
     {version = "^3.8.3", python = "<3.12"},
     {version = "^3.9.0", python = "^3.12"}
 ]
-databento-dbn = "0.17.1"
+databento-dbn = "0.18.0"
 numpy = [
     {version = ">=1.23.5", python = "<3.12"},
     {version = "^1.26.0", python = "^3.12"}

tests/test_common_enums.py

@@ -7,6 +7,7 @@
 from enum import Enum
 from enum import Flag
 from itertools import combinations
+from typing import Final
 
 import pytest
 from databento.common.enums import Delivery
@@ -20,31 +21,35 @@
 from databento.common.enums import SymbologyResolution
 from databento.common.publishers import Dataset
 from databento_dbn import Compression
+from databento_dbn import DBNError
 from databento_dbn import Encoding
 from databento_dbn import Schema
 from databento_dbn import SType
 
 
-DATABENTO_ENUMS = (
-    Compression,
+NATIVE_ENUMS: Final = (
     Dataset,
-    Encoding,
     FeedMode,
     HistoricalGateway,
     Packaging,
     Delivery,
     RecordFlags,
     RollRule,
-    Schema,
     SplitDuration,
-    SType,
     SymbologyResolution,
 )
 
+DBN_ENUMS: Final = (
+    Compression,
+    Encoding,
+    Schema,
+    SType,
+)
+
 
 @pytest.mark.parametrize(
     "enum_type",
-    (pytest.param(enum) for enum in DATABENTO_ENUMS if issubclass(enum, int)),
+    (pytest.param(enum) for enum in NATIVE_ENUMS if issubclass(enum, int)),
 )
 def test_int_enum_string_coercion(enum_type: type[Enum]) -> None:
     """
@@ -62,7 +67,7 @@ def test_int_enum_string_coercion(enum_type: type[Enum]) -> None:
 
 @pytest.mark.parametrize(
     "enum_type",
-    (pytest.param(enum) for enum in DATABENTO_ENUMS if issubclass(enum, str)),
+    (pytest.param(enum) for enum in NATIVE_ENUMS if issubclass(enum, str)),
 )
 def test_str_enum_case_coercion(enum_type: type[Enum]) -> None:
     """
@@ -81,7 +86,7 @@ def test_str_enum_case_coercion(enum_type: type[Enum]) -> None:
 
 @pytest.mark.parametrize(
     "enum_type",
-    DATABENTO_ENUMS,
+    NATIVE_ENUMS,
 )
 def test_enum_name_coercion(enum_type: type[Enum]) -> None:
     """
@@ -109,7 +114,34 @@ def test_enum_name_coercion(enum_type: type[Enum]) -> None:
 
 @pytest.mark.parametrize(
     "enum_type",
-    (pytest.param(enum) for enum in DATABENTO_ENUMS),
+    DBN_ENUMS,
+)
+def test_dbn_enum_name_coercion(enum_type: type[Enum]) -> None:
+    """
+    Test that DBN enums can be coerced from the member names.
+
+    This includes case and dash conversion to underscores.
+
+    """
+    # Arrange, Act
+    if enum_type in (Compression, Encoding, Schema, SType):
+        enum_it = iter(enum_type.variants())  # type: ignore [attr-defined]
+    else:
+        enum_it = iter(enum_type)
+
+    # Assert
+    for enum in enum_it:
+        assert enum == enum_type(enum.name)
+        assert enum == enum_type(enum.name.replace("_", "-"))
+        assert enum == enum_type(enum.name.lower())
+        assert enum == enum_type(enum.name.upper())
+        with pytest.raises(DBNError):
+            enum_type("bar")  # sanity
+
+
+@pytest.mark.parametrize(
+    "enum_type",
+    (pytest.param(enum) for enum in NATIVE_ENUMS),
 )
 def test_enum_none_not_coercible(enum_type: type[Enum]) -> None:
     """
@@ -129,7 +161,24 @@ def test_enum_none_not_coercible(enum_type: type[Enum]) -> None:
 
 @pytest.mark.parametrize(
     "enum_type",
-    (pytest.param(enum) for enum in DATABENTO_ENUMS if issubclass(enum, int)),
+    (pytest.param(enum) for enum in DBN_ENUMS),
+)
+def test_dbn_enum_none_not_coercible(enum_type: type[Enum]) -> None:
+    """
+    Test that None type is not coercible and raises a TypeError.
+    """
+    # Arrange, Act
+    if enum_type == Compression:
+        enum_type(None)
+    else:
+        # Assert
+        with pytest.raises(DBNError):
+            enum_type(None)
+
+
+@pytest.mark.parametrize(
+    "enum_type",
+    (pytest.param(enum) for enum in NATIVE_ENUMS if issubclass(enum, int)),
 )
 def test_int_enum_stringy_mixin(enum_type: type[Enum]) -> None:
     """
@@ -149,7 +198,7 @@ def test_int_enum_stringy_mixin(enum_type: type[Enum]) -> None:
 
 @pytest.mark.parametrize(
     "enum_type",
-    (pytest.param(enum) for enum in DATABENTO_ENUMS if issubclass(enum, str)),
+    (pytest.param(enum) for enum in NATIVE_ENUMS if issubclass(enum, str)),
 )
 def test_str_enum_stringy_mixin(enum_type: type[Enum]) -> None:
     """
@@ -169,7 +218,7 @@ def test_str_enum_stringy_mixin(enum_type: type[Enum]) -> None:
 
 @pytest.mark.parametrize(
     "enum_type",
-    (pytest.param(enum) for enum in DATABENTO_ENUMS if issubclass(enum, Flag)),
+    (pytest.param(enum) for enum in NATIVE_ENUMS if issubclass(enum, Flag)),
 )
 def test_int_flags_stringy_mixin(enum_type: type[Flag]) -> None:
     """