0.26.0
Release notes
This version marks the release of DBN version 3 (DBNv3), which is the new default.
API methods and decoders support decoding all versions of DBN, but now default to
upgrading data to version 3.
Enhancements - Added From<DatasetRange> conversion for DateTimeRange
- Added
is_lastfield to live subscription requests which will be used to improve the
handling of split subscription requests - Upgraded DBN version to 0.35.0:
- Version 1 and 2 structs can be converted to version 3 structs with the
Fromtrait - Implemented conversion from
RecordReftoIoSlicefor use with
Write::write_vectored
- Version 1 and 2 structs can be converted to version 3 structs with the
Breaking changes
- Breaking changes from DBN:
- Definition schema:
- Updated
InstrumentDefMsgwith newleg_fields to support multi-leg strategy
definitions. - Expanded
assetto 11 bytes andASSET_CSTR_LENto match - Expanded
raw_instrument_idto 64 bits to support more venues. Like other 64-bit
integer fields, its value will now be quoted in JSON - Removed
trading_reference_date,trading_reference_price, and
settl_price_typefields which will be normalized in the statistics schema - Removed
md_security_trading_statusbetter served by the status schema
- Updated
- Statistics schema:
- Updated
StatMsghas an expanded 64-bitquantityfield. Like other 64-bit
integer fields, its value will now be quoted in JSON - The previous
StatMsghas been moved tov2::StatMsgorStatMsgV2
- Updated
- Changed the default
VersionUpgradePolicytoUpgradeToV3 - Updated the minimum supported
tokioversion to 1.38, which was released one year ago
- Definition schema: