databento-dbn 0.41.0__cp313-cp313-macosx_10_12_x86_64.whl → 0.43.0__cp313-cp313-macosx_10_12_x86_64.whl

databento_dbn/_lib.pyi

@@ -20,6 +20,13 @@ UNDEF_PRICE: int
 UNDEF_ORDER_SIZE: int
 UNDEF_STAT_QUANTITY: int
 UNDEF_TIMESTAMP: int
+F_LAST: int
+F_TOB: int
+F_SNAPSHOT: int
+F_MBP: int
+F_BAD_TS_RECV: int
+F_MAYBE_BAD_BOOK: int
+F_PUBLISHER_SPECIFIC: int
 
 _DBNRecord = Union[
     Metadata,
@@ -326,6 +333,44 @@ class Record(SupportsBytes):
 
         """
 
+    @property
+    def ts_index(self) -> int:
+        """
+        The raw primary timestamp for the record as the number of nanoseconds since the
+        UNIX epoch. For records that define a `ts_recv` and `ts_event`, this method will
+        return the appropriate timestamp for indexing based on the record's type.
+
+        This timestamp should be used for sorting records as well as indexing into any
+        symbology data structure.
+
+        See `ts_event` https://databento.com/docs/standards-and-conventions/common-fields-enums-types#ts-event.
+        See `ts_recv` https://databento.com/docs/standards-and-conventions/common-fields-enums-types#ts-recv.
+
+        Returns
+        -------
+        int
+
+        """
+
+    @property
+    def pretty_ts_index(self) -> dt.datetime | None:
+        """
+        The primary timestamp for the record as the expressed as a datetime or a
+        `pandas.Timestamp`, if available. For records that define a `ts_recv` and `ts_event`,
+        this method will return the appropriate timestamp for indexing based on the record's type.
+
+        This timestamp should be used for sorting records as well as indexing into any
+        symbology data structure.
+
+        See `ts_event` https://databento.com/docs/standards-and-conventions/common-fields-enums-types#ts-event.
+        See `ts_recv` https://databento.com/docs/standards-and-conventions/common-fields-enums-types#ts-recv.
+
+        Returns
+        -------
+        datetime.datetime
+
+        """
+
     @property
     def pretty_ts_event(self) -> dt.datetime | None:
         """
@@ -1255,6 +1300,8 @@ class ErrorCode(Enum):
         There was an issue with a subscription request (other than symbol resolution).
     INTERNAL_ERROR
         An error occurred in the gateway.
+    UNSET
+        No error code was specified or this record was upgraded from a version 1 struct where the code field didn't exist.
 
     """
 
@@ -1264,6 +1311,7 @@ class ErrorCode(Enum):
     SYMBOL_RESOLUTION_FAILED: int
     INVALID_SUBSCRIPTION: int
     INTERNAL_ERROR: int
+    UNSET: int
 
     def __init__(self, value: int) -> None: ...
     @classmethod
@@ -1289,6 +1337,9 @@ class SystemCode(Enum):
         Indicates a replay subscription has caught up with real-time data.
     END_OF_INTERVAL
         Signals that all records for interval-based schemas have been published for the given timestamp.
+    UNSET
+        No system code was specified or this record was upgraded from a version 1 struct where
+        the code field didn't exist.
 
     """
 
@@ -1297,6 +1348,7 @@ class SystemCode(Enum):
     SLOW_READER_WARNING: int
     REPLAY_COMPLETED: int
     END_OF_INTERVAL: int
+    UNSET: int
 
     def __init__(self, value: int) -> None: ...
     @classmethod
@@ -1324,7 +1376,7 @@ class MBOMsg(Record):
         side: Side,
         ts_recv: int,
         flags: int | None = None,
-        channel_id: int = 0,
+        channel_id: int | None = None,
         ts_in_delta: int = 0,
         sequence: int = 0,
     ) -> None: ...
@@ -1406,7 +1458,7 @@ class MBOMsg(Record):
         """
 
     @property
-    def action(self) -> Action:
+    def action(self) -> Action | str:
         """
         The event action. Can be **A**dd, **C**ancel, **M**odify, clea**R** book, **T**rade, **F**ill, or **N**one.
 
@@ -1414,12 +1466,12 @@ class MBOMsg(Record):
 
         Returns
         -------
-        Action
+        Action | str
 
         """
 
     @property
-    def side(self) -> Side:
+    def side(self) -> Side | str:
         """
         The side that initiates the event. Can be **A**sk for a sell order (or sell aggressor in
         a trade), **B**id for a buy order (or buy aggressor in a trade), or **N**one where no side is specified.
@@ -1428,7 +1480,7 @@ class MBOMsg(Record):
 
         Returns
         -------
-        Side
+        Side | str
 
         """
 
@@ -1802,7 +1854,7 @@ class TradeMsg(Record):
         """
 
     @property
-    def action(self) -> Action:
+    def action(self) -> Action | str:
         """
         The event action. Always **T**rade in the trades schema.
 
@@ -1810,12 +1862,12 @@ class TradeMsg(Record):
 
         Returns
         -------
-        Action
+        Action | str
 
         """
 
     @property
-    def side(self) -> Side:
+    def side(self) -> Side | str:
         """
         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.
 
@@ -1823,7 +1875,7 @@ class TradeMsg(Record):
 
         Returns
         -------
-        Side
+        Side | str
 
         """
 
@@ -1968,7 +2020,7 @@ class MBP1Msg(Record):
         """
 
     @property
-    def action(self) -> Action:
+    def action(self) -> Action | str:
         """
         The event action. Can be **A**dd, **C**ancel, **M**odify, clea**R** book, or **T**rade.
 
@@ -1976,12 +2028,12 @@ class MBP1Msg(Record):
 
         Returns
         -------
-        Action
+        Action | str
 
         """
 
     @property
-    def side(self) -> Side:
+    def side(self) -> Side | str:
         """
         The side that initiates the event. Can be **A**sk for a sell order (or sell aggressor in
         a trade), **B**id for a buy order (or buy aggressor in a trade), or **N**one where no side is specified.
@@ -1990,7 +2042,7 @@ class MBP1Msg(Record):
 
         Returns
         -------
-        Side
+        Side | str
 
         """
 
@@ -2150,7 +2202,7 @@ class MBP10Msg(Record):
         """
 
     @property
-    def action(self) -> Action:
+    def action(self) -> Action | str:
         """
         The event action. Can be **A**dd, **C**ancel, **M**odify, clea**R** book, or **T**rade.
 
@@ -2158,12 +2210,12 @@ class MBP10Msg(Record):
 
         Returns
         -------
-        Action
+        Action | str
 
         """
 
     @property
-    def side(self) -> Side:
+    def side(self) -> Side | str:
         """
         The side that initiates the event. Can be **A**sk for a sell order (or sell aggressor in
         a trade), **B**id for a buy order (or buy aggressor in a trade), or **N**one where no side is specified.
@@ -2172,7 +2224,7 @@ class MBP10Msg(Record):
 
         Returns
         -------
-        Side
+        Side | str
 
         """
 
@@ -2330,7 +2382,7 @@ class BBOMsg(Record):
         """
 
     @property
-    def side(self) -> Side:
+    def side(self) -> Side | str:
         """
         The side that initiated the last trade. Can be **A**sk for a sell order (or sell
         aggressor in a trade), **B**id for a buy order (or buy aggressor in a trade), or
@@ -2340,7 +2392,7 @@ class BBOMsg(Record):
 
         Returns
         -------
-        Side
+        Side | str
 
         """
 
@@ -2474,7 +2526,7 @@ class CMBP1Msg(Record):
         """
 
     @property
-    def action(self) -> Action:
+    def action(self) -> Action | str:
         """
         The event action. Can be **A**dd, **C**ancel, **M**odify, clea**R** book, or **T**rade.
 
@@ -2482,12 +2534,12 @@ class CMBP1Msg(Record):
 
         Returns
         -------
-        Action
+        Action | str
 
         """
 
     @property
-    def side(self) -> Side:
+    def side(self) -> Side | str:
         """
         The side that initiates the event. Can be **A**sk for a sell order (or sell aggressor in
         a trade), **B**id for a buy order (or buy aggressor in a trade), or **N**one where no side is specified.
@@ -2496,7 +2548,7 @@ class CMBP1Msg(Record):
 
         Returns
         -------
-        Side
+        Side | str
 
         """
 
@@ -2630,7 +2682,7 @@ class CBBOMsg(Record):
         """
 
     @property
-    def side(self) -> Side:
+    def side(self) -> Side | str:
         """
         The side that initiated the last trade. Can be **A**sk for a sell order (or sell
         aggressor in a trade), **B**id for a buy order (or buy aggressor in a trade), or
@@ -2640,7 +2692,7 @@ class CBBOMsg(Record):
 
         Returns
         -------
-        Side
+        Side | str
 
         """
 
@@ -2920,35 +2972,35 @@ class StatusMsg(Record):
         """
 
     @property
-    def action(self) -> StatusAction:
+    def action(self) -> StatusAction | int:
         """
         The type of status change.
 
         Returns
         -------
-        StatusAction
+        StatusAction | int
 
         """
 
     @property
-    def reason(self) -> StatusReason:
+    def reason(self) -> StatusReason | int:
         """
         Additional details about the cause of the status change.
 
         Returns
         -------
-        StatusReason
+        StatusReason | int
 
         """
 
     @property
-    def trading_event(self) -> TradingEvent:
+    def trading_event(self) -> TradingEvent | int:
         """
         Further information about the status change and its effect on trading.
 
         Returns
         -------
-        TradingEvent
+        TradingEvent | int
 
         """
 
@@ -3016,7 +3068,7 @@ class InstrumentDefMsg(Record):
         raw_instrument_id: int = 0,
         leg_price: int = UNDEF_PRICE,
         leg_delta: int = UNDEF_PRICE,
-        inst_attrib_value: int = 0,
+        inst_attrib_value: int | None = None,
         underlying_id: int = 0,
         market_depth_implied: int | None = None,
         market_depth: int | None = None,
@@ -3038,7 +3090,7 @@ class InstrumentDefMsg(Record):
         appl_id: int | None = None,
         maturity_year: int | None = None,
         decay_start_date: int | None = None,
-        channel_id: int = 0,
+        channel_id: int | None = None,
         leg_count: int = 0,
         leg_index: int = 0,
         currency: str = "",
@@ -3938,7 +3990,7 @@ class InstrumentDefMsg(Record):
         """
 
     @property
-    def instrument_class(self) -> InstrumentClass:
+    def instrument_class(self) -> InstrumentClass | str:
         """
         The classification of the instrument.
 
@@ -3946,12 +3998,12 @@ class InstrumentDefMsg(Record):
 
         Returns
         -------
-        InstrumentClass
+        InstrumentClass | str
 
         """
 
     @property
-    def match_algorithm(self) -> MatchAlgorithm:
+    def match_algorithm(self) -> MatchAlgorithm | str:
         """
         The matching algorithm used for the instrument, typically **F**IFO.
 
@@ -3959,7 +4011,7 @@ class InstrumentDefMsg(Record):
 
         Returns
         -------
-        MatchAlgorithm
+        MatchAlgorithm | str
 
         """
 
@@ -4008,13 +4060,13 @@ class InstrumentDefMsg(Record):
         """
 
     @property
-    def security_update_action(self) -> SecurityUpdateAction:
+    def security_update_action(self) -> SecurityUpdateAction | str:
         """
         Indicates if the instrument definition has been added, modified, or deleted.
 
         Returns
         -------
-        SecurityUpdateAction
+        SecurityUpdateAction | str
 
         """
 
@@ -4052,13 +4104,13 @@ class InstrumentDefMsg(Record):
         """
 
     @property
-    def user_defined_instrument(self) -> UserDefinedInstrument:
+    def user_defined_instrument(self) -> UserDefinedInstrument | str:
         """
         Indicates if the instrument is user defined: **Y**es or **N**o.
 
         Returns
         -------
-        UserDefinedInstrument
+        UserDefinedInstrument | str
 
         """
 
@@ -4096,24 +4148,24 @@ class InstrumentDefMsg(Record):
         """
 
     @property
-    def leg_instrument_class(self) -> InstrumentClass:
+    def leg_instrument_class(self) -> InstrumentClass | str:
         """
         The classification of the leg instrument.
 
         Returns
         -------
-        InstrumentClass
+        InstrumentClass | str
 
         """
 
     @property
-    def leg_side(self) -> Side:
+    def leg_side(self) -> Side | str:
         """
         The side taken for the leg when purchasing the spread.
 
         Returns
         -------
-        Side
+        Side | str
 
         """
 
@@ -4473,7 +4525,7 @@ class ImbalanceMsg(Record):
         """
 
     @property
-    def side(self) -> Side:
+    def side(self) -> Side | str:
         """
         The market side of the `total_imbalance_qty`. Can be **A**sk, **B**id, or **N**one.
 
@@ -4481,7 +4533,7 @@ class ImbalanceMsg(Record):
 
         Returns
         -------
-        Side
+        Side | str
 
         """
 
@@ -4519,13 +4571,13 @@ class ImbalanceMsg(Record):
         """
 
     @property
-    def unpaired_side(self) -> Side:
+    def unpaired_side(self) -> Side | str:
         """
         Reserved for future use.
 
         Returns
         -------
-        Side
+        Side | str
 
         """
 
@@ -4559,7 +4611,7 @@ class StatMsg(Record):
         stat_type: StatType,
         sequence: int = 0,
         ts_in_delta: int = 0,
-        channel_id: int = 0,
+        channel_id: int | None = None,
         update_action: StatUpdateAction | None = None,
         stat_flags: int = 0,
     ) -> None: ...
@@ -4684,14 +4736,14 @@ class StatMsg(Record):
         """
 
     @property
-    def stat_type(self) -> StatType:
+    def stat_type(self) -> StatType | int:
         """
         The type of statistic value contained in the message. Refer to the
         `StatType` enum for possible variants.
 
         Returns
         -------
-        StatType
+        StatType | int
 
         """
 
@@ -4707,14 +4759,14 @@ class StatMsg(Record):
         """
 
     @property
-    def update_action(self) -> StatUpdateAction:
+    def update_action(self) -> StatUpdateAction | int:
         """
         Indicates if the statistic is newly added (1) or deleted (2). (Deleted is only
         used with some stat types).
 
         Returns
         -------
-        StatUpdateAction
+        StatUpdateAction | int
 
         """
 
@@ -4750,13 +4802,13 @@ class ErrorMsg(Record):
         """
 
     @property
-    def code(self) -> ErrorCode:
+    def code(self) -> ErrorCode | int:
         """
         The error code. See the `ErrorCode` enum for possible values.
 
         Returns
         -------
-        ErrorCode
+        ErrorCode | int
 
         """
 
@@ -4792,13 +4844,13 @@ class SymbolMappingMsg(Record):
         end_ts: int,
     ) -> None: ...
     @property
-    def stype_in(self) -> SType:
+    def stype_in(self) -> SType | int:
         """
         The input symbology type of `stype_in_symbol`.
 
         Returns
         -------
-        SType
+        SType | int
 
         """
 
@@ -4814,13 +4866,13 @@ class SymbolMappingMsg(Record):
         """
 
     @property
-    def stype_out(self) -> SType:
+    def stype_out(self) -> SType | int:
         """
         The output symbology type of `stype_out_symbol`.
 
         Returns
         -------
-        SType
+        SType | int
 
         """
 
@@ -4914,13 +4966,13 @@ class SystemMsg(Record):
         """
 
     @property
-    def code(self) -> SystemCode:
+    def code(self) -> SystemCode | int:
         """
         Type of system message. See the `SystemCode` enum for possible values.
 
         Returns
         -------
-        SystemCode
+        SystemCode | int
 
         """
 
@@ -5734,7 +5786,7 @@ class InstrumentDefMsgV1(Record):
         """
 
     @property
-    def instrument_class(self) -> InstrumentClass:
+    def instrument_class(self) -> InstrumentClass | str:
         """
         The classification of the instrument.
 
@@ -5742,7 +5794,7 @@ class InstrumentDefMsgV1(Record):
 
         Returns
         -------
-        InstrumentClass
+        InstrumentClass | str
 
         """
 
@@ -5780,7 +5832,7 @@ class InstrumentDefMsgV1(Record):
         """
 
     @property
-    def match_algorithm(self) -> MatchAlgorithm:
+    def match_algorithm(self) -> MatchAlgorithm | str:
         """
         The matching algorithm used for the instrument, typically **F**IFO.
 
@@ -5788,7 +5840,7 @@ class InstrumentDefMsgV1(Record):
 
         Returns
         -------
-        MatchAlgorithm
+        MatchAlgorithm | str
 
         """
 
@@ -5965,7 +6017,7 @@ class StatMsgV1(Record):
         stat_type: StatType,
         sequence: int = 0,
         ts_in_delta: int = 0,
-        channel_id: int = 0,
+        channel_id: int | None = None,
         update_action: StatUpdateAction | None = None,
         stat_flags: int = 0,
     ) -> None: ...
@@ -6090,14 +6142,14 @@ class StatMsgV1(Record):
         """
 
     @property
-    def stat_type(self) -> StatType:
+    def stat_type(self) -> StatType | int:
         """
         The type of statistic value contained in the message. Refer to the
         `StatType` enum for possible variants.
 
         Returns
         -------
-        StatType
+        StatType | int
 
         """
 
@@ -6113,14 +6165,14 @@ class StatMsgV1(Record):
         """
 
     @property
-    def update_action(self) -> StatUpdateAction:
+    def update_action(self) -> StatUpdateAction | int:
         """
         Indicates if the statistic is newly added (1) or deleted (2). (Deleted is only
         used with some stat types).
 
         Returns
         -------
-        StatUpdateAction
+        StatUpdateAction | int
 
         """
 
@@ -7076,7 +7128,7 @@ class InstrumentDefMsgV2(Record):
         """
 
     @property
-    def instrument_class(self) -> InstrumentClass:
+    def instrument_class(self) -> InstrumentClass | str:
         """
         The classification of the instrument.
 
@@ -7084,12 +7136,12 @@ class InstrumentDefMsgV2(Record):
 
         Returns
         -------
-        InstrumentClass
+        InstrumentClass | str
 
         """
 
     @property
-    def match_algorithm(self) -> MatchAlgorithm:
+    def match_algorithm(self) -> MatchAlgorithm | str:
         """
         The matching algorithm used for the instrument, typically **F**IFO.
 
@@ -7097,7 +7149,7 @@ class InstrumentDefMsgV2(Record):
 
         Returns
         -------
-        MatchAlgorithm
+        MatchAlgorithm | str
 
         """
 
@@ -7168,13 +7220,13 @@ class InstrumentDefMsgV2(Record):
         """
 
     @property
-    def security_update_action(self) -> SecurityUpdateAction:
+    def security_update_action(self) -> SecurityUpdateAction | str:
         """
         Indicates if the instrument definition has been added, modified, or deleted.
 
         Returns
         -------
-        SecurityUpdateAction
+        SecurityUpdateAction | str
 
         """
 
@@ -7346,7 +7398,7 @@ class Transcoder:
     pretty_px : bool, default True
         Whether to serialize fixed-precision prices as decimal strings. Only applicable
         to CSV and JSON.
-    pretty_ts : bool, default Tru | Nonee
+    pretty_ts : bool, default True | None
         Whether to serialize nanosecond UNIX timestamps as ISO8601 datetime strings.
         Only applicable to CSV and JSON.
     map_symbols : bool, default None

databento_dbn/v1.py

@@ -1,4 +1,4 @@
-# ruff: noqa: F401, F811
+# ruff: noqa: F401
 from ._lib import BBOMsg
 from ._lib import CBBOMsg
 from ._lib import CMBP1Msg

databento_dbn/v2.py

@@ -1,4 +1,4 @@
-# ruff: noqa: F401, F811
+# ruff: noqa: F401
 from ._lib import BBOMsg
 from ._lib import CBBOMsg
 from ._lib import CMBP1Msg

databento_dbn/v3.py

@@ -1,4 +1,4 @@
-# ruff: noqa: F401, F811
+# ruff: noqa: F401
 from ._lib import BBOMsg
 from ._lib import CBBOMsg
 from ._lib import CMBP1Msg

{databento_dbn-0.41.0.dist-info → databento_dbn-0.43.0.dist-info}/METADATA

@@ -1,18 +1,22 @@
 Metadata-Version: 2.4
 Name: databento-dbn
-Version: 0.41.0
+Version: 0.43.0
 Classifier: Programming Language :: Rust
 Classifier: Programming Language :: Python :: Implementation :: CPython
 Summary: Python bindings for encoding and decoding Databento Binary Encoding (DBN)
 Author-email: Databento <support@databento.com>
 License-Expression: Apache-2.0
-Requires-Python: >=3.9
+Requires-Python: >=3.10
 Description-Content-Type: text/markdown; charset=UTF-8; variant=GFM
+Project-URL: Homepage, https://databento.com
+Project-URL: Documentation, https://databento.com/docs
+Project-URL: Repository, https://github.com/databento/dbn
+Project-URL: Bug Tracker, https://github.com/databento/dbn/issues
 
 # databento-dbn
 
 [![build](https://github.com/databento/dbn/actions/workflows/build.yaml/badge.svg)](https://github.com/databento/dbn/actions/workflows/build.yaml)
-![python](https://img.shields.io/badge/python-3.9+-blue.svg)
+![python](https://img.shields.io/badge/python-3.10+-blue.svg)
 ![license](https://img.shields.io/github/license/databento/dbn?color=blue)
 [![pypi-version](https://img.shields.io/pypi/v/databento_dbn)](https://pypi.org/project/databento-dbn)
 

databento_dbn-0.43.0.dist-info/RECORD

@@ -0,0 +1,10 @@
+databento_dbn-0.43.0.dist-info/METADATA,sha256=0m38L2sRsmA2BJq1AzerWM-_ktHMUZy-3tklyyQbC7k,2293
+databento_dbn-0.43.0.dist-info/WHEEL,sha256=73R9gF1Kx45mnq358tC7C3GKhsVvyIHwOBt6LvI35MM,106
+databento_dbn/__init__.py,sha256=yIvmw2ScoiVm1H5uQhdWdVYGg97vjRMoKiekICqWPyQ,1123
+databento_dbn/_lib.cpython-313-darwin.so,sha256=ufiN3Rqzuk6wInemeSsnOzt9aV34QHSFHpPM-pi6ip4,4962788
+databento_dbn/_lib.pyi,sha256=F8mq1HCbGqDLs06Fu3WbY12XuwTUe5jvsY19RqYOurI,163423
+databento_dbn/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
+databento_dbn/v1.py,sha256=_iwCfC_2DTuyQrguK9TCJ8lN-NZBPZZ3BezHAT1dQb0,651
+databento_dbn/v2.py,sha256=NDa-Tok4Fb3tLTaPB-pjOrmfhWuXSsxE_73eCkhb4FM,600
+databento_dbn/v3.py,sha256=DJSe9o0LhjBJz7PCG9pnYlxDLbONRJG0-RMm0WsEpX4,565
+databento_dbn-0.43.0.dist-info/RECORD,,

{databento_dbn-0.41.0.dist-info → databento_dbn-0.43.0.dist-info}/WHEEL

@@ -1,4 +1,4 @@
 Wheel-Version: 1.0
-Generator: maturin (1.9.3)
+Generator: maturin (1.9.6)
 Root-Is-Purelib: false
 Tag: cp313-cp313-macosx_10_12_x86_64

databento_dbn-0.41.0.dist-info/RECORD

@@ -1,10 +0,0 @@
-databento_dbn-0.41.0.dist-info/METADATA,sha256=kDLhY5uE5dscTuoPQ7F1iyELn9VnjGp9DOIx0xDFOeE,2067
-databento_dbn-0.41.0.dist-info/WHEEL,sha256=NvZaK6sFPuu8Uh9tMXGKWxMrGLxBro5TQniO6rRq4wQ,106
-databento_dbn/__init__.py,sha256=yIvmw2ScoiVm1H5uQhdWdVYGg97vjRMoKiekICqWPyQ,1123
-databento_dbn/_lib.cpython-313-darwin.so,sha256=X8RaNJPTerwaWny1p4zMBfUpeJVHRHO-Sh7oPqrKmzI,5090048
-databento_dbn/_lib.pyi,sha256=f34oEfsaehq_Wy28Ze94CSmDpxej1b3rxFiMrGz3vR4,161028
-databento_dbn/py.typed,sha256=47DEQpj8HBSa-_TImW-5JCeuQeRkm5NMpJWZG3hSuFU,0
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-databento_dbn/v2.py,sha256=lxYKBIfdMh4JkKDEVj4RtUn3asjMS9aSFX_eK4ukLBY,606
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