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Merged
nmacholl merged 2 commits into from
Jun 2, 2025
Merged

VER: Release 0.55.1 #96

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c8a486e
FIX: Fix Python struct map for stats change
threecgreen Jun 2, 2025
389b245
VER: Release 0.55.1
nmacholl Jun 2, 2025
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5 changes: 5 additions & 0 deletions CHANGELOG.md
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Original file line number Diff line number Diff line change
@@ -1,5 +1,10 @@
# Changelog

## 0.55.1 - 2025-06-02

#### Bug fixes
- Fixed decoding of DBN versions 1 and 2 statistics in `DBNStore.to_df()`

## 0.55.0 - 2025-05-29

#### Enhancements
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63 changes: 43 additions & 20 deletions databento/common/constants.py
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Expand Up @@ -6,7 +6,6 @@
from databento_dbn import CMBP1Msg
from databento_dbn import ImbalanceMsg
from databento_dbn import InstrumentDefMsg
from databento_dbn import InstrumentDefMsgV1
from databento_dbn import MBOMsg
from databento_dbn import MBP1Msg
from databento_dbn import MBP10Msg
Expand All @@ -15,6 +14,8 @@
from databento_dbn import StatMsg
from databento_dbn import StatusMsg
from databento_dbn import TradeMsg
from databento_dbn import v1
from databento_dbn import v2

from databento.common.types import DBNRecord

Expand Down Expand Up @@ -51,26 +52,48 @@
Schema.BBO_1M: BBOMsg,
}

SCHEMA_STRUCT_MAP_V2: Final[dict[Schema, type[DBNRecord]]] = {
Schema.DEFINITION: v2.InstrumentDefMsg,
Schema.IMBALANCE: v2.ImbalanceMsg,
Schema.MBO: v2.MBOMsg,
Schema.MBP_1: v2.MBP1Msg,
Schema.MBP_10: v2.MBP10Msg,
Schema.OHLCV_1S: v2.OHLCVMsg,
Schema.OHLCV_1M: v2.OHLCVMsg,
Schema.OHLCV_1H: v2.OHLCVMsg,
Schema.OHLCV_1D: v2.OHLCVMsg,
Schema.STATISTICS: v2.StatMsg,
Schema.STATUS: v2.StatusMsg,
Schema.TBBO: v2.MBP1Msg,
Schema.TRADES: v2.TradeMsg,
Schema.CMBP_1: v2.CMBP1Msg,
Schema.CBBO_1S: v2.CBBOMsg,
Schema.CBBO_1M: v2.CBBOMsg,
Schema.TCBBO: v2.CBBOMsg,
Schema.BBO_1S: v2.BBOMsg,
Schema.BBO_1M: v2.BBOMsg,
}

SCHEMA_STRUCT_MAP_V1: Final[dict[Schema, type[DBNRecord]]] = {
Schema.DEFINITION: InstrumentDefMsgV1,
Schema.IMBALANCE: ImbalanceMsg,
Schema.MBO: MBOMsg,
Schema.MBP_1: MBP1Msg,
Schema.MBP_10: MBP10Msg,
Schema.OHLCV_1S: OHLCVMsg,
Schema.OHLCV_1M: OHLCVMsg,
Schema.OHLCV_1H: OHLCVMsg,
Schema.OHLCV_1D: OHLCVMsg,
Schema.STATISTICS: StatMsg,
Schema.STATUS: StatusMsg,
Schema.TBBO: MBP1Msg,
Schema.TRADES: TradeMsg,
Schema.CMBP_1: CMBP1Msg,
Schema.CBBO_1S: CBBOMsg,
Schema.CBBO_1M: CBBOMsg,
Schema.TCBBO: CBBOMsg,
Schema.BBO_1S: BBOMsg,
Schema.BBO_1M: BBOMsg,
Schema.DEFINITION: v1.InstrumentDefMsg,
Schema.IMBALANCE: v1.ImbalanceMsg,
Schema.MBO: v1.MBOMsg,
Schema.MBP_1: v1.MBP1Msg,
Schema.MBP_10: v1.MBP10Msg,
Schema.OHLCV_1S: v1.OHLCVMsg,
Schema.OHLCV_1M: v1.OHLCVMsg,
Schema.OHLCV_1H: v1.OHLCVMsg,
Schema.OHLCV_1D: v1.OHLCVMsg,
Schema.STATISTICS: v1.StatMsg,
Schema.STATUS: v1.StatusMsg,
Schema.TBBO: v1.MBP1Msg,
Schema.TRADES: v1.TradeMsg,
Schema.CMBP_1: v1.CMBP1Msg,
Schema.CBBO_1S: v1.CBBOMsg,
Schema.CBBO_1M: v1.CBBOMsg,
Schema.TCBBO: v1.CBBOMsg,
Schema.BBO_1S: v1.BBOMsg,
Schema.BBO_1M: v1.BBOMsg,
}


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6 changes: 5 additions & 1 deletion databento/common/dbnstore.py
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Expand Up @@ -37,6 +37,7 @@
from databento_dbn import Encoding
from databento_dbn import InstrumentDefMsg
from databento_dbn import InstrumentDefMsgV1
from databento_dbn import InstrumentDefMsgV2
from databento_dbn import Metadata
from databento_dbn import RType
from databento_dbn import Schema
Expand All @@ -47,6 +48,7 @@
from databento.common.constants import DEFINITION_TYPE_MAX_MAP
from databento.common.constants import SCHEMA_STRUCT_MAP
from databento.common.constants import SCHEMA_STRUCT_MAP_V1
from databento.common.constants import SCHEMA_STRUCT_MAP_V2
from databento.common.enums import PriceType
from databento.common.error import BentoError
from databento.common.error import BentoWarning
Expand Down Expand Up @@ -1314,6 +1316,8 @@ def _schema_struct_map(self) -> dict[Schema, type[DBNRecord]]:
"""
if self.metadata.version == 1:
return SCHEMA_STRUCT_MAP_V1
if self.metadata.version == 2:
return SCHEMA_STRUCT_MAP_V2
return SCHEMA_STRUCT_MAP


Expand Down Expand Up @@ -1456,7 +1460,7 @@ def __next__(self) -> pd.DataFrame:
columns=self._struct_type._ordered_fields,
)

if self._struct_type in (InstrumentDefMsg, InstrumentDefMsgV1):
if self._struct_type in (InstrumentDefMsg, InstrumentDefMsgV1, InstrumentDefMsgV2):
self._format_definition_fields(df)

self._format_hidden_fields(df)
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2 changes: 1 addition & 1 deletion databento/version.py
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@@ -1 +1 @@
__version__ = "0.55.0"
__version__ = "0.55.1"
2 changes: 1 addition & 1 deletion pyproject.toml
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@@ -1,6 +1,6 @@
[tool.poetry]
name = "databento"
version = "0.55.0"
version = "0.55.1"
description = "Official Python client library for Databento"
authors = [
"Databento <support@databento.com>",
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