ADD: Add client support for is_last

Author: threecgreen

CHANGELOG.md

@@ -1,5 +1,11 @@
 # Changelog
 
+## 0.55.0 - TBD
+
+#### Enhancements
+- Added `is_last` field to live subscription requests which will be used to improve
+  the handling of split subscription requests
+
 ## 0.54.0 - 2025-05-13
 
 #### Enhancements

databento/live/gateway.py

@@ -133,6 +133,7 @@ class SubscriptionRequest(GatewayControl):
     start: int | None = None
     snapshot: int = 0
     id: int | None = None
+    is_last: int = 1
 
 
 @dataclasses.dataclass

databento/live/protocol.py

@@ -325,7 +325,8 @@ def subscribe(
 
         subscriptions: list[SubscriptionRequest] = []
         chunked_symbols = list(chunk(symbols_list, SYMBOL_LIST_BATCH_SIZE))
-        for batch in chunked_symbols:
+        last_chunk_idx = len(chunked_symbols) - 1
+        for i, batch in enumerate(chunked_symbols):
             batch_str = ",".join(batch)
             message = SubscriptionRequest(
                 schema=validate_enum(schema, Schema, "schema"),
@@ -334,6 +335,7 @@ def subscribe(
                 start=optional_datetime_to_unix_nanoseconds(start),
                 snapshot=int(snapshot),
                 id=subscription_id,
+                is_last=int(i == last_chunk_idx),
             )
             subscriptions.append(message)
 

tests/test_live_client.py

@@ -581,10 +581,11 @@ async def test_live_subscribe_large_symbol_list(
     )
 
     reconstructed: list[str] = []
-    for _ in range(8):
+    for i in range(8):
         message = await mock_live_server.wait_for_message_of_type(
             message_type=gateway.SubscriptionRequest,
         )
+        assert int(message.is_last) == int(i == 7)
         reconstructed.extend(message.symbols.split(","))
 
     # Assert

tests/test_live_gateway_messages.py

@@ -352,7 +352,11 @@ def test_parse_subscription_request(
                 stype_in=SType.INSTRUMENT_ID,
                 symbols="1234,5678,90",
             ),
-            b"schema=mbo|" b"stype_in=instrument_id|" b"symbols=1234,5678,90|" b"snapshot=0\n",
+            b"schema=mbo|"
+            b"stype_in=instrument_id|"
+            b"symbols=1234,5678,90|"
+            b"snapshot=0|"
+            b"is_last=1\n",
         ),
         pytest.param(
             SubscriptionRequest(
@@ -361,12 +365,14 @@ def test_parse_subscription_request(
                 symbols="UNI,TTE,ST",
                 start=1671717080706865759,
                 snapshot=0,
+                is_last=0,
             ),
             b"schema=mbo|"
             b"stype_in=raw_symbol|"
             b"symbols=UNI,TTE,ST|"
             b"start=1671717080706865759|"
-            b"snapshot=0\n",
+            b"snapshot=0|"
+            b"is_last=0\n",
         ),
         pytest.param(
             SubscriptionRequest(
@@ -381,7 +387,8 @@ def test_parse_subscription_request(
             b"stype_in=instrument_id|"
             b"symbols=1234,5678,90|"
             b"snapshot=1|"
-            b"id=5\n",
+            b"id=5|"
+            b"is_last=1\n",
         ),
     ],
 )