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0.26.0

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@github-actions github-actions released this 28 May 18:53
· 100 commits to main since this release
d8b0200

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_last field 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 From trait
    • Implemented conversion from RecordRef to IoSlice for use with
      Write::write_vectored

Breaking changes

  • Breaking changes from DBN:
    • Definition schema:
      • Updated InstrumentDefMsg with new leg_ fields to support multi-leg strategy
        definitions.
      • Expanded asset to 11 bytes and ASSET_CSTR_LEN to match
      • Expanded raw_instrument_id to 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_type fields which will be normalized in the statistics schema
      • Removed md_security_trading_status better served by the status schema
    • Statistics schema:
      • Updated StatMsg has an expanded 64-bit quantity field. Like other 64-bit
        integer fields, its value will now be quoted in JSON
      • The previous StatMsg has been moved to v2::StatMsg or StatMsgV2
    • Changed the default VersionUpgradePolicy to UpgradeToV3
    • Updated the minimum supported tokio version to 1.38, which was released one year ago