0.43.0

Release notes

Enhancements

• Upgraded DBN version to 0.51.0:
  • Added logic to set code when upgrading version 1 ErrorMsg to newer versions
  • Upgraded async-compression dependency version to 0.4.41
  • Upgraded time version to 0.3.47
  • Fixed miri issue with potential for unaligned data when decoding DBN through DbnFsm

0.42.0

Release notes

Enhancements

• Upgraded DBN version to 0.50.0:
  • Added SkippedRecordsAfterSlowReading to the ErrorCode enum for gateway errors
    originating from slow client catch-up
• Upgraded reqwest version to 0.13

0.41.0

Release notes

Enhancements

• Added three new methods to the Live client for more control over when I/O occurs. Together
  they provide an alternative to next_record():
  • fill_buf(): reads available data from the socket into the internal buffer without
    processing records
  • try_next_record(): returns the next record from the internal buffer without
    performing any I/O. Returns Ok(None) if no complete records are available in the buffer.
  • is_closed(): returns whether the connection has been closed
• Added SlowReaderBehavior enum and slow_reader_behavior() setter on the live client builder to configure
  gateway behavior when client falls behind
• Added slow_reader_behavior() getter to LiveClient
• Upgraded DBN version to 0.49.0:
  • Added encode_records to EncodeRecord and AsyncEncodeRecord traits for more
    efficient batch encoding
  • Added encode_record_refs to EncodeRecordRef and AsyncEncodeRecordRef traits with
    more efficient vectored I/O implementation for DBN

Breaking changes

• From DBN:
  • Moved encode_records method from the EncodeDbn trait to EncodeRecord

0.40.0

Release notes

Enhancements

• Added support for using compression in the live API:
  • Added compression() setter on the live client builder
  • Added compression() getter on the live client
• A new Unknown(String) variant was added to the reference data enums Country,
  Currency, Event, and EventSubType. This allows for forward compatibility when
  new variants are added
• Upgraded DBN version to 0.48.0:
  • Added initial support for splitting DBN files
  • Added new publisher for Blue Ocean ATS (OCEA_MEMOIR_OCEA)
• Added http_client_builder method to the reference and historical client builders
  to allow more customization over the HTTP client used
• Improved logging in Historical and Reference APIs
• The following reference data enums now implement Display:
  • Country
  • Currency
  • Event
  • EventSubType
  • Frequency
  • OutturnStyle
  • SecurityType

Breaking changes

• Refactor live::protocol messages to implement a new RawApiMsg trait
• Move optional session parameters into SessionOptions struct which implements
  Default
• As part of adding the new variant to the four reference data enums:
  • Country, Currency, Event, and EventSubType are no longer Copy
  • The Error type of the FromStr implementation was changed to Infallible: any
    unknown string will be parsed to the Unknown variant
  • The as_str method on these enums was removed: use as_ref instead
• Event has been marked non-exhaustive
• historical::ClientBuilder and reference::ClientBuilder are no longer Clone

Bug fixes

• From DBN:
  • Fixed issue where AsyncDynReader instances created from with_buffer() would only
    decode the first frame of multi-frame Zstandard files

0.39.0

Release notes

Enhancements

• Upgraded DBN version to 0.47.0:
  • Added new off-market publisher for Cboe Futures Exchange (XCBF_PITCH_XOFF)
  • Added new StatType variants to be used by XCBF.PITCH dataset:
    • UpperPriceLimit
    • LowerPriceLimit
    • BlockVolume
    • VenueSpecificVolume1
  • Upgraded time version to 0.3.45
• Improved documentation of heartbeat intervals

0.38.0

Release notes

Breaking changes

• Changed Error::BadArgument::param_name from a String to a &'static str

Bug fixes

• Fixed panic on failed write during authentication

0.37.0

Release notes

Enhancements

• Added optional chrono feature for converting chrono date and datetime types to
  DateRange, DateTimeRange, and Subscription::start (credit: @wtn)
• Upgraded DBN version to 0.45.0:
  • Added new venue, dataset, and publisher for Cboe Futures Exchange (XCBF.PITCH)

Breaking changes

• Changed the default to true for the map_symbols parameter in
  SubmitJobParams::builder() for JSON and CSV encodings
• Moved DateTimeLike trait to top level

Bug fixes

• Fixed checksum verification for resumed downloads in batch().download(). Previously,
  it would erroneously fail

0.36.0

Release notes

Enhancements

• Added support for using built-in range syntax for specifying date and datetime ranges
  in the historical API, e.g. date!(2020-01-01)..=date!(2020-12-31)
• Changed metadata().get_dataset_range(), metadata().list_schemas(), and
  metadata().list_unit_prices() to accept any impl AsRef<str> as the dataset
  parameter
• Upgraded DBN version to 0.44.0:
  • Added logic to set code when upgrading version 1 SystemMsg to newer versions
  • Added Dataset::publishers() method to retrieve all Publisher values for a
    dataset

Breaking changes

• Updated the minimum supported tokio version to 1.41, which was released one year ago
• Made reference enums Country, Currency, and EventSubType non-exhaustive
• Removed variants from Country and Currency that were not present in any data
• Added more variants to EventSubType

0.35.0

Release notes

Enhancements

• Initial release with Reference API support
• Upgraded DBN version to 0.43.0:
  • Added explicit Unset variant for SystemCode and ErrorCode
  • Added Default implementation for SystemCode and ErrorCode

0.34.1

Release notes

Enhancements

• Upgraded DBN version to 0.42.0

Bug fixes

• Fixed visibility of fields in DateRange and DateTimeRange

Release notes

Enhancements

• Initial release with Reference API support