diff --git a/CHANGELOG.md b/CHANGELOG.md index 4ac9017..7b95957 100644 --- a/CHANGELOG.md +++ b/CHANGELOG.md @@ -1,10 +1,10 @@ # 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 diff --git a/README.md b/README.md index 676219f..e721a4e 100644 --- a/README.md +++ b/README.md @@ -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) diff --git a/databento/common/constants.py b/databento/common/constants.py index 8309694..d8c9d82 100644 --- a/databento/common/constants.py +++ b/databento/common/constants.py @@ -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 @@ -47,8 +48,8 @@ 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]]] = { @@ -69,6 +70,6 @@ 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, } diff --git a/databento/common/types.py b/databento/common/types.py index 9170d9d..eb31c52 100644 --- a/databento/common/types.py +++ b/databento/common/types.py @@ -9,6 +9,7 @@ DBNRecord = Union[ + databento_dbn.BBOMsg, databento_dbn.CBBOMsg, databento_dbn.MBOMsg, databento_dbn.MBP1Msg, diff --git a/pyproject.toml b/pyproject.toml index 126752b..df98b7a 100644 --- a/pyproject.toml +++ b/pyproject.toml @@ -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"}