VER: Release 0.25.0

Author: threecgreen

CHANGELOG.md

@@ -1,5 +1,25 @@
 # Changelog
 
+## 0.25.0 - TBD
+
+### Enhancements
+- Increased live subscription symbol chunking size
+- Upgraded DBN version to 0.34.0:
+  - Added a `v3::StatMsg` record with an expanded 64-bit `quantity` field
+  - Added `with_compression_level` methods to `DynWriter`, `AsyncDynWriter`, and
+    `AsyncDynBufWriter`
+  - Added `DBN_VERSION` constants to each version module: `v1`, `v2`, and `v3`
+  - Added `UNDEF_STAT_QUANTITY` constants to each version module
+  - Added statistics compatibility trait `StatRec` for generalizing across different
+    versions of the statistics record
+  - Added `AsRef<[u8]>` implementations for `RecordEnum` and `RecordRefEnum`
+  - Added new off-market publishers for Eurex, and European Energy Exchange (EEX)
+
+### Breaking changes
+- From DBN:
+  - Made `Record` a subtrait of `AsRef<[u8]>` as all records should be convertible to
+    bytes
+
 ## 0.24.0 - 2025-04-22
 
 ### Enhancements

Cargo.toml

@@ -1,7 +1,7 @@
 [package]
 name = "databento"
 authors = ["Databento <support@databento.com>"]
-version = "0.24.0"
+version = "0.25.0"
 edition = "2021"
 repository = "https://github.com/databento/databento-rs"
 description = "Official Databento client library"
@@ -23,7 +23,7 @@ historical = ["dep:futures", "dep:reqwest", "dep:serde", "dep:tokio-util", "dep:
 live = ["dep:hex", "dep:sha2", "tokio/net"]
 
 [dependencies]
-dbn = { version = "0.33.0", features = ["async", "serde"] }
+dbn = { version = "0.34.0", features = ["async", "serde"] }
 # Async stream trait
 futures = { version = "0.3", optional = true }
 # Used for Live authentication

examples/live_smoke_test.rs

@@ -84,7 +84,7 @@ async fn run(args: Args, mut client: LiveClient) -> anyhow::Result<()> {
 
     client.subscribe(subscription).await?;
 
-    //For start != 0 we stop at SymbolMappingMsg so that the tests can be run outside trading hours
+    // For start != 0 we stop at SymbolMappingMsg so that the tests can be run outside trading hours
     let expected_rtype: RType = if start
         .is_some_and(|s| s == OffsetDateTime::UNIX_EPOCH || args.stype == SType::InstrumentId)
     {

src/lib.rs

@@ -74,7 +74,7 @@ impl Symbols {
     /// Splits the symbol into chunks to stay within the message length requirements of
     /// the live gateway.
     pub fn to_chunked_api_string(&self) -> Vec<String> {
-        const CHUNK_SIZE: usize = 128;
+        const CHUNK_SIZE: usize = 500;
         match self {
             Symbols::All => vec![ALL_SYMBOLS.to_owned()],
             Symbols::Ids(ids) => ids

src/live/client.rs

@@ -422,12 +422,7 @@ mod tests {
             if let Some(start) = subscription.start {
                 assert!(sub_line.contains(&format!("start={}", start.unix_timestamp_nanos())))
             }
-
-            if subscription.use_snapshot {
-                assert!(sub_line.contains("snapshot=1"));
-            } else {
-                assert!(sub_line.contains("snapshot=0"));
-            }
+            assert!(sub_line.contains(&format!("snapshot={}", subscription.use_snapshot as u8)));
         }
 
         async fn start(&mut self) {
@@ -665,7 +660,7 @@ mod tests {
     #[tokio::test]
     async fn test_subscription_chunking() {
         const SYMBOL: &str = "TEST";
-        const SYMBOL_COUNT: usize = 1000;
+        const SYMBOL_COUNT: usize = 1001;
         let (mut fixture, mut client) = setup(Dataset::XnasItch, false, None).await;
         let sub_base = Subscription::builder()
             .schema(Schema::Ohlcv1M)
@@ -674,7 +669,7 @@ mod tests {
         client.subscribe(subscription).await.unwrap();
         let mut i = 0;
         while i < SYMBOL_COUNT {
-            let chunk_size = 128.min(SYMBOL_COUNT - i);
+            let chunk_size = 500.min(SYMBOL_COUNT - i);
             fixture.expect_subscribe(sub_base.clone().symbols(vec![SYMBOL; chunk_size]).build());
             i += chunk_size;
         }

src/live/protocol.rs

@@ -133,7 +133,8 @@ where
         }
         let start_nanos = sub.start.as_ref().map(|start| start.unix_timestamp_nanos());
 
-        for sym_str in sub.symbols.to_chunked_api_string() {
+        let symbol_chunks = sub.symbols.to_chunked_api_string();
+        for sym_str in symbol_chunks {
             let sub_req = SubRequest::new(
                 *schema,
                 *stype_in,