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MOD: Upgrade databento_dbn to 0.19.0
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nmacholl committed Jul 9, 2024
1 parent d712a7a commit a57cf33
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4 changes: 2 additions & 2 deletions CHANGELOG.md
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# Changelog

## 0.36.4 - TBD
## 0.37.0 - TBD

#### Enhancements
- A disconnected `Live` client can now be reused with a different dataset
- Upgraded `databento-dbn` to 0.18.3
- Upgraded `databento-dbn` to 0.19.0

## 0.36.3 - 2024-07-02

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2 changes: 1 addition & 1 deletion README.md
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Expand Up @@ -32,7 +32,7 @@ The library is fully compatible with the latest distribution of Anaconda 3.8 and
The minimum dependencies as found in the `pyproject.toml` are also listed below:
- python = "^3.8"
- aiohttp = "^3.8.3"
- databento-dbn = "0.18.3"
- databento-dbn = "0.19.0"
- numpy= ">=1.23.5"
- pandas = ">=1.5.3"
- pip-system-certs = ">=4.0" (Windows only)
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9 changes: 5 additions & 4 deletions databento/common/constants.py
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Expand Up @@ -3,6 +3,7 @@
from typing import Final

import numpy as np
from databento_dbn import BBOMsg
from databento_dbn import CBBOMsg
from databento_dbn import ImbalanceMsg
from databento_dbn import InstrumentDefMsg
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Schema.CBBO_1S: CBBOMsg,
Schema.CBBO_1M: CBBOMsg,
Schema.TCBBO: CBBOMsg,
Schema.BBO_1S: MBP1Msg,
Schema.BBO_1M: MBP1Msg,
Schema.BBO_1S: BBOMsg,
Schema.BBO_1M: BBOMsg,
}

SCHEMA_STRUCT_MAP_V1: Final[dict[Schema, type[DBNRecord]]] = {
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Schema.CBBO_1S: CBBOMsg,
Schema.CBBO_1M: CBBOMsg,
Schema.TCBBO: CBBOMsg,
Schema.BBO_1S: MBP1Msg,
Schema.BBO_1M: MBP1Msg,
Schema.BBO_1S: BBOMsg,
Schema.BBO_1M: BBOMsg,
}
1 change: 1 addition & 0 deletions databento/common/types.py
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Expand Up @@ -9,6 +9,7 @@


DBNRecord = Union[
databento_dbn.BBOMsg,
databento_dbn.CBBOMsg,
databento_dbn.MBOMsg,
databento_dbn.MBP1Msg,
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2 changes: 1 addition & 1 deletion pyproject.toml
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Expand Up @@ -32,7 +32,7 @@ aiohttp = [
{version = "^3.8.3", python = "<3.12"},
{version = "^3.9.0", python = "^3.12"}
]
databento-dbn = "0.18.3"
databento-dbn = "0.19.0"
numpy = [
{version = ">=1.23.5", python = "<3.12"},
{version = "^1.26.0", python = "^3.12"}
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