0.27.1

Release notes

Enhancements

• Added range_by_schema field to DatasetRange struct

Bug fixes

• Changed type of last_modified_date in DatasetConditionDetail to
  Option<time::Date> to support missing dates

0.27.0

Release notes

Enhancements

• Made the buffer size used by the live client when reading from the TCP socket
  configurable through the LiveBuilder::buffer_size() method
• Added support for using rustls without pulling in OpenSSL. reqwest with OpenSSL is
  still the default
• Upgraded DBN version to 0.36.0:
  • Added support for width, fill, and padding when formatting pretty::Ts
  • Added support for sign, precision, width, fill, and padding when formatting
    pretty::Px
  • Optimized pretty formatting of prices and timestamps

Breaking changes

• Changed type of split_duration to Option<SplitDuration> to support setting no
  split duration
• Breaking changes from DBN:
  • Moved core async decoding and encoding functionality to new traits to
    match the sync interface and present a standardized interface
    • Decoding: AsyncDecodeRecordRef and AsyncDecodeRecord
    • Encoding: AsyncEncodeRecord, AsyncEncodeRecordRef, and
      AsyncEncodeRecordTextExt

Deprecations

• Deprecated LiveClient::connect and LiveClient::connect_with_addr methods in favor
  of using the builder so additional optional parameters can be added without a breaking
  change

Bug fixes

• Fixed bug with deserializing null split_duration in historical
  batch().list_jobs()

0.26.2

Release notes

Enhancements

• Improved performance of live client by removing redundant state
• Upgraded DBN version to 0.35.1

Bug fixes

• Fixed handling of VersionUpgradePolicy in timeseries().get_range() and
  get_range_to_file()
• Bug fixes from DBN:
  • Fixed behavior where encoding metadata could lower the version
  • Changed DbnFsm::data() to exclude all processed data
  • Fixed Metadata::upgrade() behavior with UpgradeToV2

0.26.1

Release notes

Bug fixes

• Fixed handling of VersionUpgradePolicy in live client
• Fixed default upgrade policies to UpgradeToV3 to match announcement for
  version 0.26.0

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_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

0.25.0

Release notes

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

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

0.24.0

Release notes

Enhancements

• Upgraded DBN version to 0.33.0:
  • Added SystemCode and ErrorCode enums to indicate types of system and error
    messages
  • Added code() methods to SystemMsg and ErrorMsg to retrieve the enum value if
    one exists and equivalent properties in Python
  • Converting a v1::SystemMsg to a v2::SystemMsg now sets to code to the
    heartbeat value
  • Added ASSET_CSTR_LEN constants for the size of asset field in InstrumentDefMsg
    in different DBN versions
  • Added encode_record_with_sym() method to AsyncJsonEncoder which encodes a
    record along with its text symbol to match the sync encoder

Breaking changes

• Breaking changes from DBN:
  • Added code parameter to SystemCode::new() and ErrorMsg::new()
  • Updated the rtype_dispatch and schema_dispatch macro invocations to look more
    like function invocation
  • Increased the size of asset field in v3::InstrumentDefMsg from 7 to 11. The
    InstrumentDefMsgV3 message size remains 520 bytes.

0.23.0

Release notes

Enhancements

• Added subscriptions to LiveClient Debug implementation
• Upgraded DBN version to 0.32.0:
  • Added SystemCode and ErrorCode enums to indicate types of system and error
    messages
  • Added code() methods to SystemMsg and ErrorMsg to retrieve the enum value if
    one exists and equivalent properties in Python
  • Converting a v1::SystemMsg to a v2::SystemMsg now sets to code to the heartbeat
    value
  • Added Ord and PartialOrd implementations for all enums and FlagSet to allow
    for use in ordered containers like BTreeMap
  • Added decode_records() method to AsyncDbnDecoder and AsyncDbnRecordDecoder
    which is similar to the sync decoder methods of the same name
  • Upgraded pyo3 version to 0.24.1
  • Upgraded time version to 0.3.41

Breaking changes

• Added new id field to live Subscription, which will be used for improved error
  messages
• Added new id parameter to live::protocol::SubRequest::new() method
• Breaking changes from DBN:
  • Added code parameter to SystemCode::new() and ErrorMsg::new()
  • Updated the rtype_dispatch and schema_dispatch macro invocations to look more like
    function invocation
  • Removed deprecated dataset module. The top-level Dataset enum and its const as_str()
    method provide the same functionality for all datasets
  • Removed deprecated SymbolIndex::get_for_rec_ref() method

0.22.0

Release notes

• Added an implementation From<Date> for DateRange and DateTimeRange to make it
  simpler to request a single full day's worth of data
• Added conversions between DateRange and DateTimeRange
• Added conversions from timeseries::GetRangeParams, timeseries::GetRangeToFileParams,
  and dbn::Metadata to symbology::ResolveParams
• Upgraded DBN version to 0.31.0:
  • Added support for mapping symbols from instrument definitions to PitSymbolMap
    with a new on_instrument_def() method
  • Added instrument definition compatibility trait InstrumentDefRec for generalizing
    across different versions of the instrument definition record
  • Added Ord and PartialOrd implementations for all enums and FlagSet to allow
    for use in ordered containers like BTreeMap
  • Added decode_records() method to AsyncDbnDecoder and AsyncDbnRecordDecoder
    which is similar to the sync decoder methods of the same name
  • Removed deprecated dataset module. The top-level Dataset enum and its const as_str()
    method provide the same functionality for all datasets
  • Removed deprecated SymbolIndex::get_for_rec_ref() method

0.21.0

Release notes

Enhancements

• Improved error when calling LiveClient::next_record() on an instance that hasn't
  been started
• Improved error when calling LiveClient::start() on an instance that has already
  been started
• Upgraded DBN version to 0.29.0: