VER: Release 0.23.0

.github/workflows/build.yaml

@@ -12,7 +12,7 @@ jobs:
       fail-fast: false
       matrix:
         os: [ubuntu-latest, windows-latest]
-        python-version: ["3.9", "3.10", "3.11", "3.12"]
+        python-version: ["3.9", "3.10", "3.11", "3.12", "3.13"]
     name: build - Python ${{ matrix.python-version }} (x86_64 ${{ matrix.os }})
     runs-on: ${{ matrix.os }}
 
@@ -63,7 +63,7 @@ jobs:
     strategy:
       fail-fast: false
       matrix:
-        python-version: ["3.9", "3.10", "3.11", "3.12"]
+        python-version: ["3.9", "3.10", "3.11", "3.12", "3.13"]
     name: build - Python ${{ matrix.python-version }} (aarch64 linux)
     runs-on: ubuntu-latest
 
@@ -110,7 +110,7 @@ jobs:
     strategy:
       fail-fast: false
       matrix:
-        python-version: ["3.9", "3.10", "3.11", "3.12"]
+        python-version: ["3.9", "3.10", "3.11", "3.12", "3.13"]
     name: build - Python ${{ matrix.python-version }} (macOS)
     runs-on: macos-latest
 

.github/workflows/release.yaml

@@ -47,7 +47,7 @@ jobs:
     strategy:
       fail-fast: false
       matrix:
-        python-version: ["3.9", "3.10", "3.11", "3.12"]
+        python-version: ["3.9", "3.10", "3.11", "3.12", "3.13"]
     runs-on: macos-latest
     steps:
       - name: Checkout repository
@@ -94,7 +94,7 @@ jobs:
     strategy:
       fail-fast: false
       matrix:
-        python-version: ["3.9", "3.10", "3.11", "3.12"]
+        python-version: ["3.9", "3.10", "3.11", "3.12", "3.13"]
     runs-on: windows-latest
     steps:
       - name: Checkout repository
@@ -137,7 +137,7 @@ jobs:
     strategy:
       fail-fast: false
       matrix:
-        python-version: ["3.9", "3.10", "3.11", "3.12"]
+        python-version: ["3.9", "3.10", "3.11", "3.12", "3.13"]
         target: [x86_64, aarch64]
     runs-on: ubuntu-latest
     steps:
@@ -181,7 +181,7 @@ jobs:
     strategy:
       fail-fast: false
       matrix:
-        python-version: ["3.9", "3.10", "3.11", "3.12"]
+        python-version: ["3.9", "3.10", "3.11", "3.12", "3.13"]
         target: [x86_64-unknown-linux-musl, aarch64-unknown-linux-musl]
     runs-on: ubuntu-latest
     steps:

CHANGELOG.md

@@ -1,5 +1,17 @@
 # Changelog
 
+## 0.23.0 - 2024-10-22
+
+### Enhancements
+- Added new `None` `Action` variant that will be gradually rolled out
+  to historical and live `GLBX.MDP3` data
+- Added consistent escaping of non-printable and non-ASCII values when text encoding
+  `c_char` fields
+- Implemented `Default` for `Action` and `Side`
+- Added support for Python 3.13 to `databento_dbn`
+- Implemented missing `Serialize` for (with `serde` feature enabled) for `Venue`,
+  `Dataset`, `Publisher`, `Compression`, `SType`, `Schema`, and `Encoding`
+
 ## 0.22.1 - 2024-10-08
 
 ### Enhancements
@@ -14,7 +26,7 @@
 - Added Python type stubs for Record `__init__` methods
 
 ### Breaking changes
-- Combine `_reserved3` and `_reserved4` fields in `CbboMsg`
+- Combined `_reserved3` and `_reserved4` fields in `CbboMsg`
 - Changed setters for `char` Record fields to accept a single-character strings
 - Changed `rtype` and `length` to no longer be settable from Python. Users should
   use the Record type `__init__` methods to initialize records

Cargo.toml

@@ -11,8 +11,8 @@ resolver = "2"
 [workspace.package]
 authors = ["Databento <[email protected]>"]
 edition = "2021"
-version = "0.22.1"
-documentation = "https://docs.databento.com"
+version = "0.23.0"
+documentation = "https://databento.com/docs"
 repository = "https://github.com/databento/dbn"
 license = "Apache-2.0"
 

python/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "databento-dbn"
-version = "0.22.1"
+version = "0.23.0"
 description = "Python bindings for encoding and decoding Databento Binary Encoding (DBN)"
 authors = ["Databento <[email protected]>"]
 license = "Apache-2.0"
@@ -17,7 +17,7 @@ build-backend = "maturin"
 
 [project]
 name = "databento-dbn"
-version = "0.22.1"
+version = "0.23.0"
 authors = [
     { name = "Databento", email = "[email protected]" }
 ]

python/python/databento_dbn/_lib.pyi

@@ -89,7 +89,8 @@ class Action(Enum):
         A new order was added.
     CLEAR
         Reset the book; clear all orders for an instrument.
-
+    NONE
+        Has no effect on the book, but may carry `flags` or other information.
     """
 
     MODIFY: str
@@ -98,6 +99,7 @@ class Action(Enum):
     CANCEL: str
     ADD: str
     CLEAR: str
+    NONE: str
 
     @classmethod
     def from_str(cls, value: str) -> Action: ...

rust/dbn-cli/Cargo.toml

@@ -16,7 +16,7 @@ name = "dbn"
 path = "src/main.rs"
 
 [dependencies]
-dbn = { path = "../dbn", version = "=0.22.1", default-features = false }
+dbn = { path = "../dbn", version = "=0.23.0", default-features = false }
 
 anyhow = { workspace = true }
 clap = { version = "4.5", features = ["derive", "wrap_help"] }

rust/dbn/Cargo.toml

@@ -25,7 +25,7 @@ serde = ["dep:serde", "time/parsing", "time/serde"]
 trivial_copy = []
 
 [dependencies]
-dbn-macros = { version = "=0.22.1", path = "../dbn-macros" }
+dbn-macros = { version = "=0.23.0", path = "../dbn-macros" }
 
 async-compression = { version = "0.4.11", features = ["tokio", "zstd"], optional = true }
 csv = { workspace = true }

rust/dbn/src/decode/dbn/async.rs

@@ -656,16 +656,18 @@ mod tests {
             dbn::{AsyncEncoder, AsyncRecordEncoder},
             DbnEncodable,
         },
-        rtype, CbboMsg, Cmbp1Msg, Error, ErrorMsg, ImbalanceMsg, InstrumentDefMsg, MboMsg,
-        Mbp10Msg, Mbp1Msg, OhlcvMsg, RecordHeader, Result, Schema, StatMsg, StatusMsg, TbboMsg,
-        TradeMsg, WithTsOut,
+        rtype, Bbo1SMsg, CbboMsg, Cmbp1Msg, Error, ErrorMsg, ImbalanceMsg, InstrumentDefMsg,
+        MboMsg, Mbp10Msg, Mbp1Msg, OhlcvMsg, RecordHeader, Result, Schema, StatMsg, StatusMsg,
+        TbboMsg, TradeMsg, WithTsOut,
     };
 
     #[rstest]
     #[case::mbo(Schema::Mbo, MboMsg::default())]
     #[case::trades(Schema::Trades, TradeMsg::default())]
     #[case::cmbp1(Schema::Cmbp1, Cmbp1Msg::default_for_schema(Schema::Cmbp1))]
-    #[case::cbbo(Schema::Cbbo1S, CbboMsg::default_for_schema(Schema::Cbbo1S))]
+    #[case::cbbo1s(Schema::Cbbo1S, CbboMsg::default_for_schema(Schema::Cbbo1S))]
+    #[case::bbo1s(Schema::Bbo1S, Bbo1SMsg::default_for_schema(Schema::Bbo1S))]
+    #[case::bbo1m(Schema::Bbo1M, Bbo1SMsg::default_for_schema(Schema::Bbo1M))]
     #[case::tbbo(Schema::Tbbo, TbboMsg::default())]
     #[case::mbp1(Schema::Mbp1, Mbp1Msg::default())]
     #[case::mbp10(Schema::Mbp10, Mbp10Msg::default())]
@@ -711,6 +713,9 @@ mod tests {
     #[case::mbo(Schema::Mbo, MboMsg::default())]
     #[case::trades(Schema::Trades, TradeMsg::default())]
     #[case::cmbp1(Schema::Cmbp1, Cmbp1Msg::default_for_schema(Schema::Cmbp1))]
+    #[case::cbbo1s(Schema::Cbbo1S, CbboMsg::default_for_schema(Schema::Cbbo1S))]
+    #[case::bbo1s(Schema::Bbo1S, Bbo1SMsg::default_for_schema(Schema::Bbo1S))]
+    #[case::bbo1m(Schema::Bbo1M, Bbo1SMsg::default_for_schema(Schema::Bbo1M))]
     #[case::tbbo(Schema::Tbbo, TbboMsg::default())]
     #[case::mbp1(Schema::Mbp1, Mbp1Msg::default())]
     #[case::mbp10(Schema::Mbp10, Mbp10Msg::default())]

rust/dbn/src/decode/dbn/sync.rs

@@ -684,9 +684,9 @@ mod tests {
         encode::{
             dbn::Encoder, DbnEncodable, DbnRecordEncoder, DynWriter, EncodeDbn, EncodeRecord,
         },
-        rtype, Cmbp1Msg, Compression, Error, ErrorMsg, ImbalanceMsg, InstrumentDefMsg, MboMsg,
-        Mbp10Msg, Mbp1Msg, MetadataBuilder, OhlcvMsg, RecordHeader, Result, StatMsg, StatusMsg,
-        TbboMsg, TradeMsg, WithTsOut, SYMBOL_CSTR_LEN,
+        rtype, Bbo1MMsg, Bbo1SMsg, Cbbo1SMsg, Cmbp1Msg, Compression, Error, ErrorMsg, ImbalanceMsg,
+        InstrumentDefMsg, MboMsg, Mbp10Msg, Mbp1Msg, MetadataBuilder, OhlcvMsg, RecordHeader,
+        Result, StatMsg, StatusMsg, TbboMsg, TradeMsg, WithTsOut, SYMBOL_CSTR_LEN,
     };
 
     #[test]
@@ -820,6 +820,30 @@ mod tests {
     #[case::zstd_statistics_v1(1, Schema::Statistics, Compression::ZStd, StatMsg::default())]
     #[case::uncompressed_mbo_v2(2, Schema::Mbo, Compression::None, MboMsg::default())]
     #[case::uncompressed_trades_v2(2, Schema::Trades, Compression::None, TradeMsg::default())]
+    #[case::uncompressed_cmbp1_v2(
+        2,
+        Schema::Cmbp1,
+        Compression::None,
+        Cmbp1Msg::default_for_schema(Schema::Cmbp1)
+    )]
+    #[case::uncompressed_cbbo1s_v2(
+        2,
+        Schema::Cbbo1S,
+        Compression::None,
+        Cbbo1SMsg::default_for_schema(Schema::Cbbo1S)
+    )]
+    #[case::uncompressed_bbo1s_v2(
+        2,
+        Schema::Bbo1S,
+        Compression::None,
+        Bbo1SMsg::default_for_schema(Schema::Bbo1S)
+    )]
+    #[case::uncompressed_bbo1m_v2(
+        2,
+        Schema::Bbo1M,
+        Compression::None,
+        Bbo1MMsg::default_for_schema(Schema::Bbo1M)
+    )]
     #[case::uncompressed_tbbo_v2(2, Schema::Tbbo, Compression::None, TbboMsg::default())]
     #[case::uncompressed_mbp1_v2(2, Schema::Mbp1, Compression::None, Mbp1Msg::default())]
     #[case::uncompressed_mbp10_v2(2, Schema::Mbp10, Compression::None, Mbp10Msg::default())]
@@ -876,6 +900,24 @@ mod tests {
         Compression::ZStd,
         Cmbp1Msg::default_for_schema(Schema::Cmbp1)
     )]
+    #[case::zstd_cbbo1s_v2(
+        2,
+        Schema::Cbbo1S,
+        Compression::ZStd,
+        Cbbo1SMsg::default_for_schema(Schema::Cbbo1S)
+    )]
+    #[case::zstd_bbo1s_v2(
+        2,
+        Schema::Bbo1S,
+        Compression::ZStd,
+        Bbo1SMsg::default_for_schema(Schema::Bbo1S)
+    )]
+    #[case::zstd_bbo1m_v2(
+        2,
+        Schema::Bbo1M,
+        Compression::ZStd,
+        Bbo1MMsg::default_for_schema(Schema::Bbo1M)
+    )]
     #[case::zstd_mbp10_v2(2, Schema::Mbp10, Compression::ZStd, Mbp10Msg::default())]
     #[case::zstd_ohlcv1d_v2(
         2,

rust/dbn/src/encode/csv/serialize.rs

@@ -210,27 +210,40 @@ pub fn write_ts_field<W: io::Write, const PRETTY_TS: bool>(
 }
 
 pub fn write_c_char_field<W: io::Write>(csv_writer: &mut Writer<W>, c: c_char) -> csv::Result<()> {
-    // Handle NUL byte
+    // Handle NUL byte as empty
     if c == 0 {
         csv_writer.write_field([])
     } else {
-        csv_writer.write_field([c as u8])
+        let mut buf = [0; 4];
+        let mut size = 0;
+        for byte in std::ascii::escape_default(c as u8) {
+            buf[size] = byte;
+            size += 1;
+        }
+        csv_writer.write_field(&buf[..size])
     }
 }
 
 #[cfg(test)]
 mod tests {
     use super::*;
 
-    #[test]
-    fn test_write_char_nul() {
+    use rstest::*;
+
+    #[rstest]
+    #[case::nul(0, "")]
+    #[case::max(0xFF, "\\xff")]
+    #[case::reg(b'C', "C")]
+    #[case::tab(b'\t', "\\t")]
+    #[case::newline(b'\n', "\\n")]
+    fn test_write_c_char_field(#[case] c: u8, #[case] exp: &str) {
         let mut buffer = Vec::new();
         let mut writer = csv::WriterBuilder::new().from_writer(&mut buffer);
-        write_c_char_field(&mut writer, 0).unwrap();
+        write_c_char_field(&mut writer, c as c_char).unwrap();
         writer.write_field("a").unwrap();
         writer.flush().unwrap();
         drop(writer);
         let s = std::str::from_utf8(buffer.as_slice()).unwrap();
-        assert_eq!(s, ",a");
+        assert_eq!(s, format!("{exp},a"));
     }
 }