databento-dbn 0.41.0__cp311-cp311-musllinux_1_2_aarch64.whl → 0.43.0__cp311-cp311-musllinux_1_2_aarch64.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
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- databento_dbn/_lib.cpython-311-aarch64-linux-musl.so +0 -0
- databento_dbn/_lib.pyi +130 -78
- databento_dbn/v1.py +1 -1
- databento_dbn/v2.py +1 -1
- databento_dbn/v3.py +1 -1
- {databento_dbn-0.41.0.dist-info → databento_dbn-0.43.0.dist-info}/METADATA +7 -3
- databento_dbn-0.43.0.dist-info/RECORD +11 -0
- {databento_dbn-0.41.0.dist-info → databento_dbn-0.43.0.dist-info}/WHEEL +1 -1
- databento_dbn.libs/{libgcc_s-e52197c3.so.1 → libgcc_s-39080030.so.1} +0 -0
- databento_dbn-0.41.0.dist-info/RECORD +0 -11
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Binary file
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databento_dbn/_lib.pyi
CHANGED
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@@ -20,6 +20,13 @@ UNDEF_PRICE: int
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UNDEF_ORDER_SIZE: int
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UNDEF_STAT_QUANTITY: int
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UNDEF_TIMESTAMP: int
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F_LAST: int
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F_TOB: int
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F_SNAPSHOT: int
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F_MBP: int
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F_BAD_TS_RECV: int
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F_MAYBE_BAD_BOOK: int
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F_PUBLISHER_SPECIFIC: int
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_DBNRecord = Union[
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Metadata,
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@@ -326,6 +333,44 @@ class Record(SupportsBytes):
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"""
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@property
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def ts_index(self) -> int:
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"""
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The raw primary timestamp for the record as the number of nanoseconds since the
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UNIX epoch. For records that define a `ts_recv` and `ts_event`, this method will
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return the appropriate timestamp for indexing based on the record's type.
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This timestamp should be used for sorting records as well as indexing into any
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symbology data structure.
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See `ts_event` https://databento.com/docs/standards-and-conventions/common-fields-enums-types#ts-event.
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See `ts_recv` https://databento.com/docs/standards-and-conventions/common-fields-enums-types#ts-recv.
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Returns
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-------
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int
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"""
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@property
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def pretty_ts_index(self) -> dt.datetime | None:
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"""
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The primary timestamp for the record as the expressed as a datetime or a
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`pandas.Timestamp`, if available. For records that define a `ts_recv` and `ts_event`,
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this method will return the appropriate timestamp for indexing based on the record's type.
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This timestamp should be used for sorting records as well as indexing into any
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symbology data structure.
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See `ts_event` https://databento.com/docs/standards-and-conventions/common-fields-enums-types#ts-event.
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See `ts_recv` https://databento.com/docs/standards-and-conventions/common-fields-enums-types#ts-recv.
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Returns
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-------
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datetime.datetime
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"""
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@property
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def pretty_ts_event(self) -> dt.datetime | None:
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"""
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@@ -1255,6 +1300,8 @@ class ErrorCode(Enum):
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There was an issue with a subscription request (other than symbol resolution).
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INTERNAL_ERROR
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An error occurred in the gateway.
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UNSET
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No error code was specified or this record was upgraded from a version 1 struct where the code field didn't exist.
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"""
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SYMBOL_RESOLUTION_FAILED: int
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INVALID_SUBSCRIPTION: int
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INTERNAL_ERROR: int
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UNSET: int
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def __init__(self, value: int) -> None: ...
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@classmethod
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Indicates a replay subscription has caught up with real-time data.
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END_OF_INTERVAL
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Signals that all records for interval-based schemas have been published for the given timestamp.
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UNSET
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No system code was specified or this record was upgraded from a version 1 struct where
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the code field didn't exist.
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"""
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SLOW_READER_WARNING: int
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REPLAY_COMPLETED: int
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END_OF_INTERVAL: int
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UNSET: int
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def __init__(self, value: int) -> None: ...
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@classmethod
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side: Side,
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ts_recv: int,
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flags: int | None = None,
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channel_id: int =
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channel_id: int | None = None,
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ts_in_delta: int = 0,
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sequence: int = 0,
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) -> None: ...
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"""
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@property
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def action(self) -> Action:
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def action(self) -> Action | str:
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"""
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The event action. Can be **A**dd, **C**ancel, **M**odify, clea**R** book, **T**rade, **F**ill, or **N**one.
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@@ -1414,12 +1466,12 @@ class MBOMsg(Record):
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Returns
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-------
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Action
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Action | str
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"""
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@property
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def side(self) -> Side:
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def side(self) -> Side | str:
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"""
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The side that initiates the event. Can be **A**sk for a sell order (or sell aggressor in
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a trade), **B**id for a buy order (or buy aggressor in a trade), or **N**one where no side is specified.
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Returns
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-------
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-
Side
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Side | str
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"""
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"""
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@property
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def action(self) -> Action:
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def action(self) -> Action | str:
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"""
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The event action. Always **T**rade in the trades schema.
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Returns
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-------
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Action
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Action | str
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"""
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@property
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def side(self) -> Side:
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def side(self) -> Side | str:
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"""
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The side that initiates the trade. Can be **A**sk for a sell aggressor in a trade, **B**id for a buy aggressor in a trade, or **N**one where no side is specified.
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Returns
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-------
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Side
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"""
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"""
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@property
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def action(self) -> Action:
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def action(self) -> Action | str:
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"""
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The event action. Can be **A**dd, **C**ancel, **M**odify, clea**R** book, or **T**rade.
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Returns
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-------
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Action
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Action | str
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"""
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@property
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def side(self) -> Side:
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def side(self) -> Side | str:
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"""
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The side that initiates the event. Can be **A**sk for a sell order (or sell aggressor in
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a trade), **B**id for a buy order (or buy aggressor in a trade), or **N**one where no side is specified.
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Returns
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-------
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Side
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Side | str
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"""
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"""
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@property
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def action(self) -> Action:
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def action(self) -> Action | str:
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"""
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The event action. Can be **A**dd, **C**ancel, **M**odify, clea**R** book, or **T**rade.
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Returns
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-------
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Action
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Action | str
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"""
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@property
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def side(self) -> Side:
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def side(self) -> Side | str:
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"""
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The side that initiates the event. Can be **A**sk for a sell order (or sell aggressor in
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a trade), **B**id for a buy order (or buy aggressor in a trade), or **N**one where no side is specified.
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Returns
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-------
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Side
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Side | str
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"""
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"""
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@property
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def side(self) -> Side:
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def side(self) -> Side | str:
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"""
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The side that initiated the last trade. Can be **A**sk for a sell order (or sell
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aggressor in a trade), **B**id for a buy order (or buy aggressor in a trade), or
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Returns
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-------
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Side
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Side | str
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"""
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"""
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@property
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def action(self) -> Action:
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def action(self) -> Action | str:
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"""
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The event action. Can be **A**dd, **C**ancel, **M**odify, clea**R** book, or **T**rade.
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Returns
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-------
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Action
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Action | str
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"""
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@property
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def side(self) -> Side:
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def side(self) -> Side | str:
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"""
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The side that initiates the event. Can be **A**sk for a sell order (or sell aggressor in
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a trade), **B**id for a buy order (or buy aggressor in a trade), or **N**one where no side is specified.
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@@ -2496,7 +2548,7 @@ class CMBP1Msg(Record):
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Returns
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Side
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Side | str
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"""
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@@ -2630,7 +2682,7 @@ class CBBOMsg(Record):
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"""
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@property
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def side(self) -> Side:
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def side(self) -> Side | str:
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"""
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The side that initiated the last trade. Can be **A**sk for a sell order (or sell
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aggressor in a trade), **B**id for a buy order (or buy aggressor in a trade), or
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@@ -2640,7 +2692,7 @@ class CBBOMsg(Record):
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Returns
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Side
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Side | str
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"""
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"""
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@property
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def action(self) -> StatusAction:
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def action(self) -> StatusAction | int:
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"""
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The type of status change.
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Returns
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-------
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StatusAction
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StatusAction | int
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"""
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@property
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def reason(self) -> StatusReason:
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def reason(self) -> StatusReason | int:
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"""
|
|
2936
2988
|
Additional details about the cause of the status change.
|
|
2937
2989
|
|
|
2938
2990
|
Returns
|
|
2939
2991
|
-------
|
|
2940
|
-
StatusReason
|
|
2992
|
+
StatusReason | int
|
|
2941
2993
|
|
|
2942
2994
|
"""
|
|
2943
2995
|
|
|
2944
2996
|
@property
|
|
2945
|
-
def trading_event(self) -> TradingEvent:
|
|
2997
|
+
def trading_event(self) -> TradingEvent | int:
|
|
2946
2998
|
"""
|
|
2947
2999
|
Further information about the status change and its effect on trading.
|
|
2948
3000
|
|
|
2949
3001
|
Returns
|
|
2950
3002
|
-------
|
|
2951
|
-
TradingEvent
|
|
3003
|
+
TradingEvent | int
|
|
2952
3004
|
|
|
2953
3005
|
"""
|
|
2954
3006
|
|
|
@@ -3016,7 +3068,7 @@ class InstrumentDefMsg(Record):
|
|
|
3016
3068
|
raw_instrument_id: int = 0,
|
|
3017
3069
|
leg_price: int = UNDEF_PRICE,
|
|
3018
3070
|
leg_delta: int = UNDEF_PRICE,
|
|
3019
|
-
inst_attrib_value: int =
|
|
3071
|
+
inst_attrib_value: int | None = None,
|
|
3020
3072
|
underlying_id: int = 0,
|
|
3021
3073
|
market_depth_implied: int | None = None,
|
|
3022
3074
|
market_depth: int | None = None,
|
|
@@ -3038,7 +3090,7 @@ class InstrumentDefMsg(Record):
|
|
|
3038
3090
|
appl_id: int | None = None,
|
|
3039
3091
|
maturity_year: int | None = None,
|
|
3040
3092
|
decay_start_date: int | None = None,
|
|
3041
|
-
channel_id: int =
|
|
3093
|
+
channel_id: int | None = None,
|
|
3042
3094
|
leg_count: int = 0,
|
|
3043
3095
|
leg_index: int = 0,
|
|
3044
3096
|
currency: str = "",
|
|
@@ -3938,7 +3990,7 @@ class InstrumentDefMsg(Record):
|
|
|
3938
3990
|
"""
|
|
3939
3991
|
|
|
3940
3992
|
@property
|
|
3941
|
-
def instrument_class(self) -> InstrumentClass:
|
|
3993
|
+
def instrument_class(self) -> InstrumentClass | str:
|
|
3942
3994
|
"""
|
|
3943
3995
|
The classification of the instrument.
|
|
3944
3996
|
|
|
@@ -3946,12 +3998,12 @@ class InstrumentDefMsg(Record):
|
|
|
3946
3998
|
|
|
3947
3999
|
Returns
|
|
3948
4000
|
-------
|
|
3949
|
-
InstrumentClass
|
|
4001
|
+
InstrumentClass | str
|
|
3950
4002
|
|
|
3951
4003
|
"""
|
|
3952
4004
|
|
|
3953
4005
|
@property
|
|
3954
|
-
def match_algorithm(self) -> MatchAlgorithm:
|
|
4006
|
+
def match_algorithm(self) -> MatchAlgorithm | str:
|
|
3955
4007
|
"""
|
|
3956
4008
|
The matching algorithm used for the instrument, typically **F**IFO.
|
|
3957
4009
|
|
|
@@ -3959,7 +4011,7 @@ class InstrumentDefMsg(Record):
|
|
|
3959
4011
|
|
|
3960
4012
|
Returns
|
|
3961
4013
|
-------
|
|
3962
|
-
MatchAlgorithm
|
|
4014
|
+
MatchAlgorithm | str
|
|
3963
4015
|
|
|
3964
4016
|
"""
|
|
3965
4017
|
|
|
@@ -4008,13 +4060,13 @@ class InstrumentDefMsg(Record):
|
|
|
4008
4060
|
"""
|
|
4009
4061
|
|
|
4010
4062
|
@property
|
|
4011
|
-
def security_update_action(self) -> SecurityUpdateAction:
|
|
4063
|
+
def security_update_action(self) -> SecurityUpdateAction | str:
|
|
4012
4064
|
"""
|
|
4013
4065
|
Indicates if the instrument definition has been added, modified, or deleted.
|
|
4014
4066
|
|
|
4015
4067
|
Returns
|
|
4016
4068
|
-------
|
|
4017
|
-
SecurityUpdateAction
|
|
4069
|
+
SecurityUpdateAction | str
|
|
4018
4070
|
|
|
4019
4071
|
"""
|
|
4020
4072
|
|
|
@@ -4052,13 +4104,13 @@ class InstrumentDefMsg(Record):
|
|
|
4052
4104
|
"""
|
|
4053
4105
|
|
|
4054
4106
|
@property
|
|
4055
|
-
def user_defined_instrument(self) -> UserDefinedInstrument:
|
|
4107
|
+
def user_defined_instrument(self) -> UserDefinedInstrument | str:
|
|
4056
4108
|
"""
|
|
4057
4109
|
Indicates if the instrument is user defined: **Y**es or **N**o.
|
|
4058
4110
|
|
|
4059
4111
|
Returns
|
|
4060
4112
|
-------
|
|
4061
|
-
UserDefinedInstrument
|
|
4113
|
+
UserDefinedInstrument | str
|
|
4062
4114
|
|
|
4063
4115
|
"""
|
|
4064
4116
|
|
|
@@ -4096,24 +4148,24 @@ class InstrumentDefMsg(Record):
|
|
|
4096
4148
|
"""
|
|
4097
4149
|
|
|
4098
4150
|
@property
|
|
4099
|
-
def leg_instrument_class(self) -> InstrumentClass:
|
|
4151
|
+
def leg_instrument_class(self) -> InstrumentClass | str:
|
|
4100
4152
|
"""
|
|
4101
4153
|
The classification of the leg instrument.
|
|
4102
4154
|
|
|
4103
4155
|
Returns
|
|
4104
4156
|
-------
|
|
4105
|
-
InstrumentClass
|
|
4157
|
+
InstrumentClass | str
|
|
4106
4158
|
|
|
4107
4159
|
"""
|
|
4108
4160
|
|
|
4109
4161
|
@property
|
|
4110
|
-
def leg_side(self) -> Side:
|
|
4162
|
+
def leg_side(self) -> Side | str:
|
|
4111
4163
|
"""
|
|
4112
4164
|
The side taken for the leg when purchasing the spread.
|
|
4113
4165
|
|
|
4114
4166
|
Returns
|
|
4115
4167
|
-------
|
|
4116
|
-
Side
|
|
4168
|
+
Side | str
|
|
4117
4169
|
|
|
4118
4170
|
"""
|
|
4119
4171
|
|
|
@@ -4473,7 +4525,7 @@ class ImbalanceMsg(Record):
|
|
|
4473
4525
|
"""
|
|
4474
4526
|
|
|
4475
4527
|
@property
|
|
4476
|
-
def side(self) -> Side:
|
|
4528
|
+
def side(self) -> Side | str:
|
|
4477
4529
|
"""
|
|
4478
4530
|
The market side of the `total_imbalance_qty`. Can be **A**sk, **B**id, or **N**one.
|
|
4479
4531
|
|
|
@@ -4481,7 +4533,7 @@ class ImbalanceMsg(Record):
|
|
|
4481
4533
|
|
|
4482
4534
|
Returns
|
|
4483
4535
|
-------
|
|
4484
|
-
Side
|
|
4536
|
+
Side | str
|
|
4485
4537
|
|
|
4486
4538
|
"""
|
|
4487
4539
|
|
|
@@ -4519,13 +4571,13 @@ class ImbalanceMsg(Record):
|
|
|
4519
4571
|
"""
|
|
4520
4572
|
|
|
4521
4573
|
@property
|
|
4522
|
-
def unpaired_side(self) -> Side:
|
|
4574
|
+
def unpaired_side(self) -> Side | str:
|
|
4523
4575
|
"""
|
|
4524
4576
|
Reserved for future use.
|
|
4525
4577
|
|
|
4526
4578
|
Returns
|
|
4527
4579
|
-------
|
|
4528
|
-
Side
|
|
4580
|
+
Side | str
|
|
4529
4581
|
|
|
4530
4582
|
"""
|
|
4531
4583
|
|
|
@@ -4559,7 +4611,7 @@ class StatMsg(Record):
|
|
|
4559
4611
|
stat_type: StatType,
|
|
4560
4612
|
sequence: int = 0,
|
|
4561
4613
|
ts_in_delta: int = 0,
|
|
4562
|
-
channel_id: int =
|
|
4614
|
+
channel_id: int | None = None,
|
|
4563
4615
|
update_action: StatUpdateAction | None = None,
|
|
4564
4616
|
stat_flags: int = 0,
|
|
4565
4617
|
) -> None: ...
|
|
@@ -4684,14 +4736,14 @@ class StatMsg(Record):
|
|
|
4684
4736
|
"""
|
|
4685
4737
|
|
|
4686
4738
|
@property
|
|
4687
|
-
def stat_type(self) -> StatType:
|
|
4739
|
+
def stat_type(self) -> StatType | int:
|
|
4688
4740
|
"""
|
|
4689
4741
|
The type of statistic value contained in the message. Refer to the
|
|
4690
4742
|
`StatType` enum for possible variants.
|
|
4691
4743
|
|
|
4692
4744
|
Returns
|
|
4693
4745
|
-------
|
|
4694
|
-
StatType
|
|
4746
|
+
StatType | int
|
|
4695
4747
|
|
|
4696
4748
|
"""
|
|
4697
4749
|
|
|
@@ -4707,14 +4759,14 @@ class StatMsg(Record):
|
|
|
4707
4759
|
"""
|
|
4708
4760
|
|
|
4709
4761
|
@property
|
|
4710
|
-
def update_action(self) -> StatUpdateAction:
|
|
4762
|
+
def update_action(self) -> StatUpdateAction | int:
|
|
4711
4763
|
"""
|
|
4712
4764
|
Indicates if the statistic is newly added (1) or deleted (2). (Deleted is only
|
|
4713
4765
|
used with some stat types).
|
|
4714
4766
|
|
|
4715
4767
|
Returns
|
|
4716
4768
|
-------
|
|
4717
|
-
StatUpdateAction
|
|
4769
|
+
StatUpdateAction | int
|
|
4718
4770
|
|
|
4719
4771
|
"""
|
|
4720
4772
|
|
|
@@ -4750,13 +4802,13 @@ class ErrorMsg(Record):
|
|
|
4750
4802
|
"""
|
|
4751
4803
|
|
|
4752
4804
|
@property
|
|
4753
|
-
def code(self) -> ErrorCode:
|
|
4805
|
+
def code(self) -> ErrorCode | int:
|
|
4754
4806
|
"""
|
|
4755
4807
|
The error code. See the `ErrorCode` enum for possible values.
|
|
4756
4808
|
|
|
4757
4809
|
Returns
|
|
4758
4810
|
-------
|
|
4759
|
-
ErrorCode
|
|
4811
|
+
ErrorCode | int
|
|
4760
4812
|
|
|
4761
4813
|
"""
|
|
4762
4814
|
|
|
@@ -4792,13 +4844,13 @@ class SymbolMappingMsg(Record):
|
|
|
4792
4844
|
end_ts: int,
|
|
4793
4845
|
) -> None: ...
|
|
4794
4846
|
@property
|
|
4795
|
-
def stype_in(self) -> SType:
|
|
4847
|
+
def stype_in(self) -> SType | int:
|
|
4796
4848
|
"""
|
|
4797
4849
|
The input symbology type of `stype_in_symbol`.
|
|
4798
4850
|
|
|
4799
4851
|
Returns
|
|
4800
4852
|
-------
|
|
4801
|
-
SType
|
|
4853
|
+
SType | int
|
|
4802
4854
|
|
|
4803
4855
|
"""
|
|
4804
4856
|
|
|
@@ -4814,13 +4866,13 @@ class SymbolMappingMsg(Record):
|
|
|
4814
4866
|
"""
|
|
4815
4867
|
|
|
4816
4868
|
@property
|
|
4817
|
-
def stype_out(self) -> SType:
|
|
4869
|
+
def stype_out(self) -> SType | int:
|
|
4818
4870
|
"""
|
|
4819
4871
|
The output symbology type of `stype_out_symbol`.
|
|
4820
4872
|
|
|
4821
4873
|
Returns
|
|
4822
4874
|
-------
|
|
4823
|
-
SType
|
|
4875
|
+
SType | int
|
|
4824
4876
|
|
|
4825
4877
|
"""
|
|
4826
4878
|
|
|
@@ -4914,13 +4966,13 @@ class SystemMsg(Record):
|
|
|
4914
4966
|
"""
|
|
4915
4967
|
|
|
4916
4968
|
@property
|
|
4917
|
-
def code(self) -> SystemCode:
|
|
4969
|
+
def code(self) -> SystemCode | int:
|
|
4918
4970
|
"""
|
|
4919
4971
|
Type of system message. See the `SystemCode` enum for possible values.
|
|
4920
4972
|
|
|
4921
4973
|
Returns
|
|
4922
4974
|
-------
|
|
4923
|
-
SystemCode
|
|
4975
|
+
SystemCode | int
|
|
4924
4976
|
|
|
4925
4977
|
"""
|
|
4926
4978
|
|
|
@@ -5734,7 +5786,7 @@ class InstrumentDefMsgV1(Record):
|
|
|
5734
5786
|
"""
|
|
5735
5787
|
|
|
5736
5788
|
@property
|
|
5737
|
-
def instrument_class(self) -> InstrumentClass:
|
|
5789
|
+
def instrument_class(self) -> InstrumentClass | str:
|
|
5738
5790
|
"""
|
|
5739
5791
|
The classification of the instrument.
|
|
5740
5792
|
|
|
@@ -5742,7 +5794,7 @@ class InstrumentDefMsgV1(Record):
|
|
|
5742
5794
|
|
|
5743
5795
|
Returns
|
|
5744
5796
|
-------
|
|
5745
|
-
InstrumentClass
|
|
5797
|
+
InstrumentClass | str
|
|
5746
5798
|
|
|
5747
5799
|
"""
|
|
5748
5800
|
|
|
@@ -5780,7 +5832,7 @@ class InstrumentDefMsgV1(Record):
|
|
|
5780
5832
|
"""
|
|
5781
5833
|
|
|
5782
5834
|
@property
|
|
5783
|
-
def match_algorithm(self) -> MatchAlgorithm:
|
|
5835
|
+
def match_algorithm(self) -> MatchAlgorithm | str:
|
|
5784
5836
|
"""
|
|
5785
5837
|
The matching algorithm used for the instrument, typically **F**IFO.
|
|
5786
5838
|
|
|
@@ -5788,7 +5840,7 @@ class InstrumentDefMsgV1(Record):
|
|
|
5788
5840
|
|
|
5789
5841
|
Returns
|
|
5790
5842
|
-------
|
|
5791
|
-
MatchAlgorithm
|
|
5843
|
+
MatchAlgorithm | str
|
|
5792
5844
|
|
|
5793
5845
|
"""
|
|
5794
5846
|
|
|
@@ -5965,7 +6017,7 @@ class StatMsgV1(Record):
|
|
|
5965
6017
|
stat_type: StatType,
|
|
5966
6018
|
sequence: int = 0,
|
|
5967
6019
|
ts_in_delta: int = 0,
|
|
5968
|
-
channel_id: int =
|
|
6020
|
+
channel_id: int | None = None,
|
|
5969
6021
|
update_action: StatUpdateAction | None = None,
|
|
5970
6022
|
stat_flags: int = 0,
|
|
5971
6023
|
) -> None: ...
|
|
@@ -6090,14 +6142,14 @@ class StatMsgV1(Record):
|
|
|
6090
6142
|
"""
|
|
6091
6143
|
|
|
6092
6144
|
@property
|
|
6093
|
-
def stat_type(self) -> StatType:
|
|
6145
|
+
def stat_type(self) -> StatType | int:
|
|
6094
6146
|
"""
|
|
6095
6147
|
The type of statistic value contained in the message. Refer to the
|
|
6096
6148
|
`StatType` enum for possible variants.
|
|
6097
6149
|
|
|
6098
6150
|
Returns
|
|
6099
6151
|
-------
|
|
6100
|
-
StatType
|
|
6152
|
+
StatType | int
|
|
6101
6153
|
|
|
6102
6154
|
"""
|
|
6103
6155
|
|
|
@@ -6113,14 +6165,14 @@ class StatMsgV1(Record):
|
|
|
6113
6165
|
"""
|
|
6114
6166
|
|
|
6115
6167
|
@property
|
|
6116
|
-
def update_action(self) -> StatUpdateAction:
|
|
6168
|
+
def update_action(self) -> StatUpdateAction | int:
|
|
6117
6169
|
"""
|
|
6118
6170
|
Indicates if the statistic is newly added (1) or deleted (2). (Deleted is only
|
|
6119
6171
|
used with some stat types).
|
|
6120
6172
|
|
|
6121
6173
|
Returns
|
|
6122
6174
|
-------
|
|
6123
|
-
StatUpdateAction
|
|
6175
|
+
StatUpdateAction | int
|
|
6124
6176
|
|
|
6125
6177
|
"""
|
|
6126
6178
|
|
|
@@ -7076,7 +7128,7 @@ class InstrumentDefMsgV2(Record):
|
|
|
7076
7128
|
"""
|
|
7077
7129
|
|
|
7078
7130
|
@property
|
|
7079
|
-
def instrument_class(self) -> InstrumentClass:
|
|
7131
|
+
def instrument_class(self) -> InstrumentClass | str:
|
|
7080
7132
|
"""
|
|
7081
7133
|
The classification of the instrument.
|
|
7082
7134
|
|
|
@@ -7084,12 +7136,12 @@ class InstrumentDefMsgV2(Record):
|
|
|
7084
7136
|
|
|
7085
7137
|
Returns
|
|
7086
7138
|
-------
|
|
7087
|
-
InstrumentClass
|
|
7139
|
+
InstrumentClass | str
|
|
7088
7140
|
|
|
7089
7141
|
"""
|
|
7090
7142
|
|
|
7091
7143
|
@property
|
|
7092
|
-
def match_algorithm(self) -> MatchAlgorithm:
|
|
7144
|
+
def match_algorithm(self) -> MatchAlgorithm | str:
|
|
7093
7145
|
"""
|
|
7094
7146
|
The matching algorithm used for the instrument, typically **F**IFO.
|
|
7095
7147
|
|
|
@@ -7097,7 +7149,7 @@ class InstrumentDefMsgV2(Record):
|
|
|
7097
7149
|
|
|
7098
7150
|
Returns
|
|
7099
7151
|
-------
|
|
7100
|
-
MatchAlgorithm
|
|
7152
|
+
MatchAlgorithm | str
|
|
7101
7153
|
|
|
7102
7154
|
"""
|
|
7103
7155
|
|
|
@@ -7168,13 +7220,13 @@ class InstrumentDefMsgV2(Record):
|
|
|
7168
7220
|
"""
|
|
7169
7221
|
|
|
7170
7222
|
@property
|
|
7171
|
-
def security_update_action(self) -> SecurityUpdateAction:
|
|
7223
|
+
def security_update_action(self) -> SecurityUpdateAction | str:
|
|
7172
7224
|
"""
|
|
7173
7225
|
Indicates if the instrument definition has been added, modified, or deleted.
|
|
7174
7226
|
|
|
7175
7227
|
Returns
|
|
7176
7228
|
-------
|
|
7177
|
-
SecurityUpdateAction
|
|
7229
|
+
SecurityUpdateAction | str
|
|
7178
7230
|
|
|
7179
7231
|
"""
|
|
7180
7232
|
|
|
@@ -7346,7 +7398,7 @@ class Transcoder:
|
|
|
7346
7398
|
pretty_px : bool, default True
|
|
7347
7399
|
Whether to serialize fixed-precision prices as decimal strings. Only applicable
|
|
7348
7400
|
to CSV and JSON.
|
|
7349
|
-
pretty_ts : bool, default
|
|
7401
|
+
pretty_ts : bool, default True | None
|
|
7350
7402
|
Whether to serialize nanosecond UNIX timestamps as ISO8601 datetime strings.
|
|
7351
7403
|
Only applicable to CSV and JSON.
|
|
7352
7404
|
map_symbols : bool, default None
|
databento_dbn/v1.py
CHANGED
databento_dbn/v2.py
CHANGED
databento_dbn/v3.py
CHANGED
|
@@ -1,18 +1,22 @@
|
|
|
1
1
|
Metadata-Version: 2.4
|
|
2
2
|
Name: databento-dbn
|
|
3
|
-
Version: 0.
|
|
3
|
+
Version: 0.43.0
|
|
4
4
|
Classifier: Programming Language :: Rust
|
|
5
5
|
Classifier: Programming Language :: Python :: Implementation :: CPython
|
|
6
6
|
Summary: Python bindings for encoding and decoding Databento Binary Encoding (DBN)
|
|
7
7
|
Author-email: Databento <support@databento.com>
|
|
8
8
|
License-Expression: Apache-2.0
|
|
9
|
-
Requires-Python: >=3.
|
|
9
|
+
Requires-Python: >=3.10
|
|
10
10
|
Description-Content-Type: text/markdown; charset=UTF-8; variant=GFM
|
|
11
|
+
Project-URL: Homepage, https://databento.com
|
|
12
|
+
Project-URL: Documentation, https://databento.com/docs
|
|
13
|
+
Project-URL: Repository, https://github.com/databento/dbn
|
|
14
|
+
Project-URL: Bug Tracker, https://github.com/databento/dbn/issues
|
|
11
15
|
|
|
12
16
|
# databento-dbn
|
|
13
17
|
|
|
14
18
|
[](https://github.com/databento/dbn/actions/workflows/build.yaml)
|
|
15
|
-

|
|
16
20
|

|
|
17
21
|
[](https://pypi.org/project/databento-dbn)
|
|
18
22
|
|
|
@@ -0,0 +1,11 @@
|
|
|
1
|
+
databento_dbn-0.43.0.dist-info/METADATA,sha256=0m38L2sRsmA2BJq1AzerWM-_ktHMUZy-3tklyyQbC7k,2293
|
|
2
|
+
databento_dbn-0.43.0.dist-info/WHEEL,sha256=RTupvt3KjBqW4fONQuqr1HwvPqoYW9mQBlJLEFpBg0I,108
|
|
3
|
+
databento_dbn.libs/libgcc_s-39080030.so.1,sha256=fIO6GHOh8Ft9CR0Geu7wSUb9Xnl122iTtrxQQ9TAkTQ,789673
|
|
4
|
+
databento_dbn/__init__.py,sha256=yIvmw2ScoiVm1H5uQhdWdVYGg97vjRMoKiekICqWPyQ,1123
|
|
5
|
+
databento_dbn/_lib.cpython-311-aarch64-linux-musl.so,sha256=OPUsuKA5zggSZMv2Xs3ub4AIKUM4tJG6otQk7l8HNnA,5442961
|
|
6
|
+
databento_dbn/_lib.pyi,sha256=F8mq1HCbGqDLs06Fu3WbY12XuwTUe5jvsY19RqYOurI,163423
|
|
7
|
+
databento_dbn/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
|
|
8
|
+
databento_dbn/v1.py,sha256=_iwCfC_2DTuyQrguK9TCJ8lN-NZBPZZ3BezHAT1dQb0,651
|
|
9
|
+
databento_dbn/v2.py,sha256=NDa-Tok4Fb3tLTaPB-pjOrmfhWuXSsxE_73eCkhb4FM,600
|
|
10
|
+
databento_dbn/v3.py,sha256=DJSe9o0LhjBJz7PCG9pnYlxDLbONRJG0-RMm0WsEpX4,565
|
|
11
|
+
databento_dbn-0.43.0.dist-info/RECORD,,
|
|
Binary file
|
|
@@ -1,11 +0,0 @@
|
|
|
1
|
-
databento_dbn-0.41.0.dist-info/METADATA,sha256=kDLhY5uE5dscTuoPQ7F1iyELn9VnjGp9DOIx0xDFOeE,2067
|
|
2
|
-
databento_dbn-0.41.0.dist-info/WHEEL,sha256=H38GdKpC6E8dWMyNtpoMqMzxOIcOcrnsyEwiGnSu39A,108
|
|
3
|
-
databento_dbn.libs/libgcc_s-e52197c3.so.1,sha256=vkPW1Auw6CH9Bjk7frmX3hry_1H9c0tRI0Ncyg71WUI,724137
|
|
4
|
-
databento_dbn/__init__.py,sha256=yIvmw2ScoiVm1H5uQhdWdVYGg97vjRMoKiekICqWPyQ,1123
|
|
5
|
-
databento_dbn/_lib.cpython-311-aarch64-linux-musl.so,sha256=dWi1DQTpnsbxRvhCIEt78eLsod1fqqhfE-RmYgj2fw4,5639513
|
|
6
|
-
databento_dbn/_lib.pyi,sha256=f34oEfsaehq_Wy28Ze94CSmDpxej1b3rxFiMrGz3vR4,161028
|
|
7
|
-
databento_dbn/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
|
|
8
|
-
databento_dbn/v1.py,sha256=aY6fk7n1__CS6RWckiKgmqS9CgngcQcqdSgwr-416xM,657
|
|
9
|
-
databento_dbn/v2.py,sha256=lxYKBIfdMh4JkKDEVj4RtUn3asjMS9aSFX_eK4ukLBY,606
|
|
10
|
-
databento_dbn/v3.py,sha256=liE8qck_KPlNH2xZjmvUv4rQHImvXBZEc4l76o2fBfE,571
|
|
11
|
-
databento_dbn-0.41.0.dist-info/RECORD,,
|