MOD: Upgrade databento_dbn to 0.22.0

Author: nmacholl

CHANGELOG.md

@@ -2,6 +2,9 @@
 
 ## 0.43.0 - TBD
 
+#### Enhancements
+- Upgraded `databento-dbn` to 0.22.0
+
 #### Breaking changes
 - Removed support for Python 3.8 due to end of life
 

README.md

@@ -32,7 +32,7 @@ The library is fully compatible with the latest distribution of Anaconda 3.9 and
 The minimum dependencies as found in the `pyproject.toml` are also listed below:
 - python = "^3.9"
 - aiohttp = "^3.8.3"
-- databento-dbn = "0.20.1"
+- databento-dbn = "0.22.0"
 - numpy= ">=1.23.5"
 - pandas = ">=1.5.3"
 - pip-system-certs = ">=4.0" (Windows only)

databento/common/constants.py

@@ -3,6 +3,7 @@
 import numpy as np
 from databento_dbn import BBOMsg
 from databento_dbn import CBBOMsg
+from databento_dbn import CMBP1Msg
 from databento_dbn import ImbalanceMsg
 from databento_dbn import InstrumentDefMsg
 from databento_dbn import InstrumentDefMsgV1
@@ -42,7 +43,7 @@
     Schema.STATUS: StatusMsg,
     Schema.TBBO: MBP1Msg,
     Schema.TRADES: TradeMsg,
-    Schema.CBBO: CBBOMsg,
+    Schema.CMBP_1: CMBP1Msg,
     Schema.CBBO_1S: CBBOMsg,
     Schema.CBBO_1M: CBBOMsg,
     Schema.TCBBO: CBBOMsg,
@@ -64,7 +65,7 @@
     Schema.STATUS: StatusMsg,
     Schema.TBBO: MBP1Msg,
     Schema.TRADES: TradeMsg,
-    Schema.CBBO: CBBOMsg,
+    Schema.CMBP_1: CMBP1Msg,
     Schema.CBBO_1S: CBBOMsg,
     Schema.CBBO_1M: CBBOMsg,
     Schema.TCBBO: CBBOMsg,

databento/common/types.py

@@ -12,6 +12,7 @@
 DBNRecord = Union[
     databento_dbn.BBOMsg,
     databento_dbn.CBBOMsg,
+    databento_dbn.CMBP1Msg,
     databento_dbn.MBOMsg,
     databento_dbn.MBP1Msg,
     databento_dbn.MBP10Msg,

pyproject.toml

@@ -32,7 +32,7 @@ aiohttp = [
     {version = "^3.8.3", python = "<3.12"},
     {version = "^3.9.0", python = "^3.12"}
 ]
-databento-dbn = "0.20.1"
+databento-dbn = "0.22.0"
 numpy = [
     {version = ">=1.23.5", python = "<3.12"},
     {version = "^1.26.0", python = "^3.12"}

tests/test_common_symbology.py

@@ -151,7 +151,7 @@ def create_symbol_mapping_message(
     SymbolMappingMsg
 
     """
-    return SymbolMappingMsg(  # type: ignore [call-arg]
+    return SymbolMappingMsg(
         publisher_id=publisher_id,
         instrument_id=instrument_id,
         ts_event=ts_event,

tests/test_live_client.py

@@ -1520,6 +1520,7 @@ async def test_live_stream_with_reuse(
         "cbbo-1s",
         "cbbo-1m",
         "tcbbo",
+        "cmbp-1",
         "bbo-1s",
         "bbo-1m",
     ):