MOD: Upgrade databento_dbn to 0.19.0

Author: nmacholl

CHANGELOG.md

@@ -1,10 +1,10 @@
 # Changelog
 
-## 0.36.4 - TBD
+## 0.37.0 - TBD
 
 #### Enhancements
 - A disconnected `Live` client can now be reused with a different dataset
-- Upgraded `databento-dbn` to 0.18.3
+- Upgraded `databento-dbn` to 0.19.0
 
 ## 0.36.3 - 2024-07-02
 

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 = "0.18.3"
+- databento-dbn = "0.19.0"
 - numpy= ">=1.23.5"
 - pandas = ">=1.5.3"
 - pip-system-certs = ">=4.0" (Windows only)

databento/common/constants.py

@@ -3,6 +3,7 @@
 from typing import Final
 
 import numpy as np
+from databento_dbn import BBOMsg
 from databento_dbn import CBBOMsg
 from databento_dbn import ImbalanceMsg
 from databento_dbn import InstrumentDefMsg
@@ -47,8 +48,8 @@
     Schema.CBBO_1S: CBBOMsg,
     Schema.CBBO_1M: CBBOMsg,
     Schema.TCBBO: CBBOMsg,
-    Schema.BBO_1S: MBP1Msg,
-    Schema.BBO_1M: MBP1Msg,
+    Schema.BBO_1S: BBOMsg,
+    Schema.BBO_1M: BBOMsg,
 }
 
 SCHEMA_STRUCT_MAP_V1: Final[dict[Schema, type[DBNRecord]]] = {
@@ -69,6 +70,6 @@
     Schema.CBBO_1S: CBBOMsg,
     Schema.CBBO_1M: CBBOMsg,
     Schema.TCBBO: CBBOMsg,
-    Schema.BBO_1S: MBP1Msg,
-    Schema.BBO_1M: MBP1Msg,
+    Schema.BBO_1S: BBOMsg,
+    Schema.BBO_1M: BBOMsg,
 }

databento/common/types.py

@@ -9,6 +9,7 @@
 
 
 DBNRecord = Union[
+    databento_dbn.BBOMsg,
     databento_dbn.CBBOMsg,
     databento_dbn.MBOMsg,
     databento_dbn.MBP1Msg,

pyproject.toml

@@ -32,7 +32,7 @@ aiohttp = [
     {version = "^3.8.3", python = "<3.12"},
     {version = "^3.9.0", python = "^3.12"}
 ]
-databento-dbn = "0.18.3"
+databento-dbn = "0.19.0"
 numpy = [
     {version = ">=1.23.5", python = "<3.12"},
     {version = "^1.26.0", python = "^3.12"}