databento 0.87.0__tar.gz → 0.89.0__tar.gz

{databento-0.87.0 → databento-0.89.0}/PKG-INFO

@@ -1,12 +1,11 @@
 Metadata-Version: 2.4
 Name: databento
-Version: 0.87.0
+Version: 0.89.0
 Summary: Official Python client library for Databento
+Author: Databento
+Author-email: Databento <support@databento.com>
 License-Expression: Apache-2.0
 License-File: LICENSE
-Author: Databento
-Author-email: support@databento.com
-Requires-Python: >=3.10
 Classifier: Development Status :: 4 - Beta
 Classifier: Operating System :: OS Independent
 Classifier: Programming Language :: Python :: 3
@@ -19,20 +18,22 @@ Classifier: Topic :: Office/Business :: Financial
 Classifier: Topic :: Office/Business :: Financial :: Investment
 Classifier: Topic :: Software Development :: Libraries
 Classifier: Topic :: Software Development :: Libraries :: Python Modules
-Requires-Dist: aiohttp (>=3.8.3,<4.0.0) ; python_version < "3.12"
-Requires-Dist: aiohttp (>=3.9.0,<4.0.0) ; python_version >= "3.12"
-Requires-Dist: databento-dbn (>=0.70.0,<0.71.0)
-Requires-Dist: numpy (>=1.23.5) ; python_version < "3.12"
-Requires-Dist: numpy (>=1.26.0) ; python_version >= "3.12"
-Requires-Dist: pandas (>=1.5.3,<4.0.0)
-Requires-Dist: pip-system-certs (>=4.0) ; platform_system == "Windows"
-Requires-Dist: pyarrow (>=13.0.0)
-Requires-Dist: requests (>=2.27.0)
-Requires-Dist: zstandard (>=0.21.0)
-Project-URL: Bug Tracker, https://github.com/databento/databento-python/issues
-Project-URL: Documentation, https://databento.com/docs
+Requires-Dist: aiohttp>=3.8.3,<4.0.0 ; python_full_version < '3.12'
+Requires-Dist: aiohttp>=3.9.0,<4.0.0 ; python_full_version >= '3.12'
+Requires-Dist: certifi>=2026.10.19
+Requires-Dist: databento-dbn~=0.70.0
+Requires-Dist: numpy>=1.23.5 ; python_full_version < '3.12'
+Requires-Dist: numpy>=1.26.0 ; python_full_version >= '3.12'
+Requires-Dist: pandas>=1.5.3,<4.0.0
+Requires-Dist: pip-system-certs>=4.0 ; sys_platform == 'win32'
+Requires-Dist: pyarrow>=13.0.0
+Requires-Dist: requests>=2.27.0
+Requires-Dist: zstandard>=0.21.0 ; python_full_version < '3.14'
+Requires-Python: >=3.10
 Project-URL: Homepage, https://databento.com
+Project-URL: Documentation, https://databento.com/docs
 Project-URL: Repository, https://github.com/databento/databento-python
+Project-URL: Bug Tracker, https://github.com/databento/databento-python/issues
 Description-Content-Type: text/markdown
 
 # databento-python
@@ -67,21 +68,47 @@ You can find our full client API reference on the [Historical Reference](https:/
 ## Requirements
 The library is fully compatible with distributions of Anaconda 2023.x and above.
 The minimum dependencies as found in the `pyproject.toml` are also listed below:
-- python = "^3.10"
-- aiohttp = "^3.8.3"
-- databento-dbn = "~0.70.0"
-- numpy = ">=1.23.5"
-- pandas = ">=1.5.3"
-- pip-system-certs = ">=4.0" (Windows only)
-- pyarrow = ">=13.0.0"
-- requests = ">=2.25.1"
-- zstandard = ">=0.21.0"
+- python >= 3.10
+- aiohttp >= 3.8.3
+- certifi >= 2026.10.19
+- databento-dbn ~= 0.70.0
+- numpy >= 1.23.5
+- pandas >= 1.5.3
+- pip-system-certs >= 4.0 (Windows only)
+- pyarrow >= 13.0.0
+- requests >= 2.27.0
+- zstandard >= 0.21.0 (Python < 3.14 only)
 
 ## Installation
 To install the latest stable version of the package from PyPI:
 
     pip install -U databento
 
+## Building from source
+Building this project requires [uv](https://docs.astral.sh/uv/); no other Python tooling is
+needed, as uv provisions the interpreter and virtual environment for you.
+
+```bash
+git clone https://github.com/databento/databento-python.git
+cd databento-python
+scripts/build.sh
+```
+
+This creates a `.venv` in the project directory containing the `dev` dependency group and an
+editable install of the package. From there:
+
+```bash
+scripts/test.sh     # run the test suite
+scripts/lint.sh     # type check with mypy
+uv run python       # start a REPL in the environment
+```
+
+To produce a wheel and source distribution under `dist/`:
+
+```bash
+uv build
+```
+
 ## Usage
 The library needs to be configured with an API key from your account.
 [Sign up](https://databento.com/signup) for free and you will automatically
@@ -132,4 +159,3 @@ client = db.Historical()
 
 ## License
 Distributed under the [Apache 2.0 License](https://www.apache.org/licenses/LICENSE-2.0.html).
-

{databento-0.87.0 → databento-0.89.0}/README.md

@@ -30,21 +30,47 @@ You can find our full client API reference on the [Historical Reference](https:/
 ## Requirements
 The library is fully compatible with distributions of Anaconda 2023.x and above.
 The minimum dependencies as found in the `pyproject.toml` are also listed below:
-- python = "^3.10"
-- aiohttp = "^3.8.3"
-- databento-dbn = "~0.70.0"
-- numpy = ">=1.23.5"
-- pandas = ">=1.5.3"
-- pip-system-certs = ">=4.0" (Windows only)
-- pyarrow = ">=13.0.0"
-- requests = ">=2.25.1"
-- zstandard = ">=0.21.0"
+- python >= 3.10
+- aiohttp >= 3.8.3
+- certifi >= 2026.10.19
+- databento-dbn ~= 0.70.0
+- numpy >= 1.23.5
+- pandas >= 1.5.3
+- pip-system-certs >= 4.0 (Windows only)
+- pyarrow >= 13.0.0
+- requests >= 2.27.0
+- zstandard >= 0.21.0 (Python < 3.14 only)
 
 ## Installation
 To install the latest stable version of the package from PyPI:
 
     pip install -U databento
 
+## Building from source
+Building this project requires [uv](https://docs.astral.sh/uv/); no other Python tooling is
+needed, as uv provisions the interpreter and virtual environment for you.
+
+```bash
+git clone https://github.com/databento/databento-python.git
+cd databento-python
+scripts/build.sh
+```
+
+This creates a `.venv` in the project directory containing the `dev` dependency group and an
+editable install of the package. From there:
+
+```bash
+scripts/test.sh     # run the test suite
+scripts/lint.sh     # type check with mypy
+uv run python       # start a REPL in the environment
+```
+
+To produce a wheel and source distribution under `dist/`:
+
+```bash
+uv build
+```
+
 ## Usage
 The library needs to be configured with an API key from your account.
 [Sign up](https://databento.com/signup) for free and you will automatically

{databento-0.87.0 → databento-0.89.0}/databento/common/dbnstore.py

@@ -30,7 +30,6 @@ import numpy as np
 import pandas as pd
 import pyarrow as pa
 import pyarrow.parquet as pq
-import zstandard
 from databento_dbn import FIXED_PRICE_SCALE
 from databento_dbn import UNDEF_PRICE
 from databento_dbn import Compression
@@ -47,6 +46,7 @@ from databento_dbn import SType
 from databento_dbn import Transcoder
 from databento_dbn import VersionUpgradePolicy
 
+from databento.common import zstd
 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
@@ -86,12 +86,7 @@ def is_zstandard(reader: IO[bytes]) -> bool:
 
     """
     reader.seek(0)  # ensure we read from the beginning
-    try:
-        zstandard.get_frame_parameters(reader.read(18))
-    except zstandard.ZstdError:
-        return False
-    else:
-        return True
+    return zstd.is_frame_header(reader.read(18))
 
 
 def is_dbn(reader: IO[bytes]) -> bool:
@@ -356,7 +351,7 @@ class DBNStore:
 
         if is_zstandard(buffer):
             self._compression = Compression.ZSTD
-            buffer = zstandard.ZstdDecompressor().stream_reader(data_source.reader)
+            buffer = zstd.stream_reader(data_source.reader)
         elif is_dbn(buffer):
             self._compression = Compression.NONE
             buffer = data_source.reader
@@ -540,10 +535,7 @@ class DBNStore:
 
         """
         if self.compression == Compression.ZSTD:
-            return zstandard.ZstdDecompressor().stream_reader(
-                self._data_source.reader,
-                read_across_frames=True,
-            )
+            return zstd.stream_reader(self._data_source.reader)
         return self._data_source.reader
 
     @property
@@ -1102,7 +1094,7 @@ class DBNStore:
         compression = validate_maybe_enum(compression, Compression, "compression")
         file_path = validate_file_write_path(path, "path", exist_ok=mode == "w")
 
-        writer: IO[bytes] | zstandard.ZstdCompressionWriter
+        writer: IO[bytes]
         if compression is None or compression == self.compression:
             # Handle trivial case
             with open(file_path, mode=f"{mode}b") as writer:
@@ -1112,12 +1104,7 @@ class DBNStore:
             return
 
         if compression == Compression.ZSTD:
-            writer = zstandard.ZstdCompressor(
-                write_checksum=True,
-            ).stream_writer(
-                open(file_path, mode=f"{mode}b"),
-                closefd=True,
-            )
+            writer = zstd.stream_writer(file_path, mode)
         else:
             writer = open(file_path, mode=f"{mode}b")
 

{databento-0.87.0 → databento-0.89.0}/databento/common/parsing.py

@@ -12,9 +12,9 @@ from typing import IO
 from typing import Any
 
 import pandas as pd
-import zstandard
 from databento_dbn import SType
 
+from databento.common import zstd
 from databento.common.constants import ALL_SYMBOLS
 from databento.common.enums import JobState
 from databento.common.validation import validate_enum
@@ -474,8 +474,7 @@ def convert_jsonl_to_df(data: bytes, compressed: bool) -> pd.DataFrame:
 
     """
     if compressed:
-        decompressor = zstandard.ZstdDecompressor()
-        reader: IO[bytes] = decompressor.stream_reader(data)
+        reader: IO[bytes] = zstd.stream_reader(BytesIO(data))
     else:
         reader = BytesIO(data)
 

{databento-0.87.0 → databento-0.89.0}/databento/common/symbology.py

@@ -70,9 +70,8 @@ def _validate_path_pair(
                 f"{in_file_valid.stem}_mapped_{i}{in_file_valid.suffix}",
             )
             i += 1
-
-    if in_file_valid == out_file_valid:
-        raise ValueError("The input file cannot be the same path as the output file.")
+    if out_file_valid.exists() and in_file_valid.samefile(out_file_valid):
+        raise ValueError("The input file cannot be the same as the output file.")
 
     return in_file_valid, out_file_valid
 

databento-0.89.0/databento/common/zstd.py

@@ -0,0 +1,255 @@
+from __future__ import annotations
+
+import sys
+from io import BytesIO
+from os import PathLike
+from typing import IO
+from typing import Literal
+from typing import Protocol
+from typing import cast
+
+
+class IncrementalCompressor(Protocol):
+    """
+    A compressor that accepts uncompressed data in chunks.
+    """
+
+    def compress(self, data: bytes) -> bytes: ...
+
+    def flush(self) -> bytes: ...
+
+
+if sys.version_info >= (3, 14):
+    from compression import zstd as _zstd
+
+    ZstdError = _zstd.ZstdError
+
+    def is_frame_header(header: bytes) -> bool:
+        """
+        Determine if `header` is the start of a zstandard frame.
+
+        Parameters
+        ----------
+        header : bytes
+            The first bytes of the data to check, at least 18 bytes to cover
+            the largest frame header.
+
+        Returns
+        -------
+        bool
+
+        """
+        try:
+            _zstd.get_frame_info(header)
+        except _zstd.ZstdError:
+            return False
+        return True
+
+    def stream_reader(reader: IO[bytes]) -> IO[bytes]:
+        """
+        Return a reader that decompresses zstandard data from `reader`.
+
+        The returned reader decompresses across all frames in `reader`.
+
+        Parameters
+        ----------
+        reader : IO[bytes]
+            The compressed data to read from.
+
+        Returns
+        -------
+        IO[bytes]
+
+        """
+        return cast(IO[bytes], _zstd.ZstdFile(reader, mode="rb"))
+
+    def stream_writer(
+        path: PathLike[str] | str,
+        mode: Literal["w", "x"],
+    ) -> IO[bytes]:
+        """
+        Open the file at `path` for writing zstandard compressed data.
+
+        Closing the returned writer finishes the frame and closes the file.
+        Frames are written with a content checksum.
+
+        Parameters
+        ----------
+        path : PathLike[str] or str
+            The file path to write to.
+        mode : str
+            The file write mode to use, either "x" or "w".
+
+        Returns
+        -------
+        IO[bytes]
+
+        """
+        return cast(
+            IO[bytes],
+            _zstd.ZstdFile(
+                path,
+                mode="wb" if mode == "w" else "xb",
+                options={_zstd.CompressionParameter.checksum_flag: 1},
+            ),
+        )
+
+    def compress(data: bytes) -> bytes:
+        """
+        Compress `data` into a single zstandard frame.
+
+        Parameters
+        ----------
+        data : bytes
+            The data to compress.
+
+        Returns
+        -------
+        bytes
+
+        """
+        return _zstd.compress(data)
+
+    def decompress(data: bytes) -> bytes:
+        """
+        Decompress all zstandard frames in `data`.
+
+        Parameters
+        ----------
+        data : bytes
+            The compressed data.
+
+        Returns
+        -------
+        bytes
+
+        """
+        return _zstd.decompress(data)
+
+    def incremental_compressor() -> IncrementalCompressor:
+        """
+        Create a compressor that accepts uncompressed data in chunks.
+
+        Returns
+        -------
+        IncrementalCompressor
+
+        """
+        return _zstd.ZstdCompressor()
+
+else:
+    import zstandard
+
+    ZstdError = zstandard.ZstdError
+
+    def is_frame_header(header: bytes) -> bool:
+        """
+        Determine if `header` is the start of a zstandard frame.
+
+        Parameters
+        ----------
+        header : bytes
+            The first bytes of the data to check, at least 18 bytes to cover
+            the largest frame header.
+
+        Returns
+        -------
+        bool
+
+        """
+        try:
+            zstandard.get_frame_parameters(header)
+        except zstandard.ZstdError:
+            return False
+        return True
+
+    def stream_reader(reader: IO[bytes]) -> IO[bytes]:
+        """
+        Return a reader that decompresses zstandard data from `reader`.
+
+        The returned reader decompresses across all frames in `reader`.
+
+        Parameters
+        ----------
+        reader : IO[bytes]
+            The compressed data to read from.
+
+        Returns
+        -------
+        IO[bytes]
+
+        """
+        return zstandard.ZstdDecompressor().stream_reader(
+            reader,
+            read_across_frames=True,
+        )
+
+    def stream_writer(
+        path: PathLike[str] | str,
+        mode: Literal["w", "x"],
+    ) -> IO[bytes]:
+        """
+        Open the file at `path` for writing zstandard compressed data.
+
+        Closing the returned writer finishes the frame and closes the file.
+        Frames are written with a content checksum.
+
+        Parameters
+        ----------
+        path : PathLike[str] or str
+            The file path to write to.
+        mode : str
+            The file write mode to use, either "x" or "w".
+
+        Returns
+        -------
+        IO[bytes]
+
+        """
+        return zstandard.ZstdCompressor(write_checksum=True).stream_writer(
+            open(path, mode=f"{mode}b"),
+            closefd=True,
+        )
+
+    def compress(data: bytes) -> bytes:
+        """
+        Compress `data` into a single zstandard frame.
+
+        Parameters
+        ----------
+        data : bytes
+            The data to compress.
+
+        Returns
+        -------
+        bytes
+
+        """
+        return zstandard.compress(data)
+
+    def decompress(data: bytes) -> bytes:
+        """
+        Decompress all zstandard frames in `data`.
+
+        Parameters
+        ----------
+        data : bytes
+            The compressed data.
+
+        Returns
+        -------
+        bytes
+
+        """
+        return stream_reader(BytesIO(data)).read()
+
+    def incremental_compressor() -> IncrementalCompressor:
+        """
+        Create a compressor that accepts uncompressed data in chunks.
+
+        Returns
+        -------
+        IncrementalCompressor
+
+        """
+        return zstandard.ZstdCompressor().compressobj()

{databento-0.87.0 → databento-0.89.0}/databento/historical/api/batch.py

@@ -223,12 +223,15 @@ class BatchHttpAPI(BentoHttpAPI):
         self,
         states: Iterable[JobState | str] | JobState | str | None = "queued,processing,done",
         since: pd.Timestamp | datetime | date | str | int | None = None,
-        short: bool | None = None,
     ) -> list[dict[str, Any]]:
         """
-        Request all batch job details for the user account.
+        Request all batch jobs for the user account.
 
-        The job details will be sorted in order of `ts_received`.
+        Each job is returned in a list with objects containing the `id`,
+        `state`, and `ts_received` fields. Use `get_job_details` to request
+        the full details of a job.
+
+        The jobs will be sorted in order of `ts_received`.
 
         Makes a `GET /batch.list_jobs` HTTP request.
 
@@ -239,13 +242,11 @@ class BatchHttpAPI(BentoHttpAPI):
             Defaults to all except 'expired'.
         since : pd.Timestamp, datetime, date, str, or int, optional
             The filter for timestamp submitted (will not include jobs prior to this).
-        short : bool, optional
-            If True, return the short response containing only the `id`, `state`, and `ts_received` fields.
 
         Returns
         -------
         list[dict[str, Any]]
-            The batch job details.
+            The batch jobs.
 
         """
         params: list[tuple[str, str | None]] = [
@@ -253,11 +254,6 @@ class BatchHttpAPI(BentoHttpAPI):
             ("since", optional_datetime_to_string(since)),
         ]
 
-        if short is not None:
-            params.append(
-                ("short", str(short)),
-            )
-
         return self._get(
             url=self._base_url + ".list_jobs",
             params=params,

{databento-0.87.0 → databento-0.89.0}/databento/historical/api/metadata.py

@@ -240,7 +240,7 @@ class MetadataHttpAPI(BentoHttpAPI):
     def get_dataset_range(
         self,
         dataset: Dataset | str,
-    ) -> dict[str, str]:
+    ) -> dict[str, str | dict[str, dict[str, str]]]:
         """
         Request the available range for the dataset given the user's
         entitlements.
@@ -254,7 +254,7 @@ class MetadataHttpAPI(BentoHttpAPI):
 
         Returns
         -------
-        dict[str, str | dict[str, str]]
+        dict[str, str | dict[str, dict[str, str]]]
             The available range for the dataset.
 
         """

{databento-0.87.0 → databento-0.89.0}/databento/live/client.py

@@ -34,6 +34,7 @@ from databento.common.types import RecordCallback
 from databento.common.validation import validate_enum
 from databento.common.validation import validate_semantic_string
 from databento.live.gateway import SubscriptionRequest
+from databento.live.gateway import UnsubscribeRequest
 from databento.live.session import DEFAULT_REMOTE_PORT
 from databento.live.session import LiveSession
 from databento.live.session import SessionMetadata
@@ -287,7 +288,32 @@ class Live:
         Live.subscribe()
 
         """
-        return self._session._subscriptions
+        return [requests for _, requests in self._session._subscriptions]
+
+    @property
+    def unsubscription_requests(
+        self,
+    ) -> list[tuple[UnsubscribeRequest, ...]]:
+        """
+        Return a list of tuples containing every `UnsubscribeRequest` message
+        sent for the session, in the order the unsubscriptions were made.
+
+        Unsubscriptions which contain a large list of symbols are batched.
+        Because of this, a single call to `Live.unsubscribe()` may have more
+        than one associated `UnsubscribeRequest`.
+
+        Returns
+        -------
+        list[tuple[UnsubscribeRequest, ...]]
+            A list of tuples containing every unsubscribe request.
+            Each entry in the list corresponds to a single unsubscription.
+
+        See Also
+        --------
+        Live.unsubscribe()
+
+        """
+        return [requests for _, requests in self._session._unsubscriptions]
 
     @property
     def symbology_map(self) -> dict[int, str | int]:
@@ -598,6 +624,61 @@ class Live:
             snapshot=snapshot,
         )
 
+    def unsubscribe(
+        self,
+        schema: Schema | str,
+        symbols: Iterable[str | int] | str | int,
+        stype_in: SType | str = SType.RAW_SYMBOL,
+    ) -> None:
+        """
+        Remove the specified symbols from the session's subscriptions for a
+        schema.
+
+        The symbols don't need to match an earlier `Live.subscribe` call: any
+        subset of the subscribed symbols can be removed, and `ALL_SYMBOLS`
+        removes every symbol for the schema. Symbols that aren't subscribed,
+        or that are only subscribed through a parent symbol, are left in place
+        and reported in a non-fatal error record.
+
+        Parameters
+        ----------
+        schema : Schema or str
+            The schema to unsubscribe from.
+        symbols : Iterable[str | int] or str or int
+            The symbols to unsubscribe from.
+        stype_in : SType or str, default 'raw_symbol'
+            The symbology type of `symbols`. Must be 'raw_symbol', 'parent',
+            or 'instrument_id'.
+
+        Raises
+        ------
+        ValueError
+            If called before a connection has been made.
+
+        See Also
+        --------
+        Live.subscribe
+        Live.start
+
+        """
+        logger.info(
+            "unsubscribing from schema=%s stype_in=%s symbols='%s'",
+            schema,
+            stype_in,
+            symbols,
+        )
+        if self._session is None:
+            raise ValueError("cannot unsubscribe before a connection has been made")
+
+        schema = validate_enum(schema, Schema, "schema")
+        stype_in = validate_enum(stype_in, SType, "stype_in")
+
+        self._session.unsubscribe(
+            schema=schema,
+            stype_in=stype_in,
+            symbols=symbols,
+        )
+
     def terminate(self) -> None:
         """
         Terminate the session and stop processing records immediately.

{databento-0.87.0 → databento-0.89.0}/databento/live/gateway.py

@@ -140,6 +140,20 @@ class SubscriptionRequest(GatewayControl):
     is_last: int = 1
 
 
+@dataclasses.dataclass
+class UnsubscribeRequest(GatewayControl):
+    """
+    An unsubscribe request is sent to the gateway upon request from the client.
+    """
+
+    # The gateway identifies an unsubscribe request by this leading key; its value is ignored.
+    unsubscribe: int = dataclasses.field(kw_only=True)
+    schema: Schema | str
+    stype_in: SType
+    symbols: str
+    is_last: int = 1
+
+
 @dataclasses.dataclass
 class SessionStart(GatewayControl):
     """

{databento-0.87.0 → databento-0.89.0}/databento/live/protocol.py

@@ -33,6 +33,7 @@ from databento.live.gateway import GatewayDecoder
 from databento.live.gateway import Greeting
 from databento.live.gateway import SessionStart
 from databento.live.gateway import SubscriptionRequest
+from databento.live.gateway import UnsubscribeRequest
 
 
 RECV_BUFFER_SIZE: Final = 64 * 2**10  # 64kb
@@ -362,6 +363,63 @@ class DatabentoLiveProtocol(asyncio.BufferedProtocol):
         self.transport.writelines(map(bytes, subscriptions))
         return subscriptions
 
+    def unsubscribe(
+        self,
+        schema: Schema | str,
+        symbols: Iterable[str | int] | str | int,
+        stype_in: SType | str = SType.RAW_SYMBOL,
+    ) -> list[UnsubscribeRequest]:
+        """
+        Send an UnsubscribeRequest to the gateway.
+
+        Returns a list of all unsubscribe requests sent to the gateway.
+
+        Parameters
+        ----------
+        schema : Schema or str
+            The schema to unsubscribe from.
+        symbols : Iterable[str | int] or str or int
+            The symbols to unsubscribe from.
+        stype_in : SType or str, default 'raw_symbol'
+            The input symbology type that was used to resolve the subscription.
+
+        Returns
+        -------
+        list[UnsubscribeRequest]
+
+        """
+        logger.debug(
+            "sending unsubscribe request schema=%s stype_in=%s symbols='%s'",
+            schema,
+            stype_in,
+            symbols,
+        )
+
+        stype_in_valid = validate_enum(stype_in, SType, "stype_in")
+        symbols_list = symbols_list_to_list(symbols, stype_in_valid)
+
+        unsubscriptions: list[UnsubscribeRequest] = []
+        chunked_symbols = list(chunk(symbols_list, SYMBOL_LIST_BATCH_SIZE))
+        last_chunk_idx = len(chunked_symbols) - 1
+        for i, batch in enumerate(chunked_symbols):
+            batch_str = ",".join(batch)
+            message = UnsubscribeRequest(
+                unsubscribe=0,
+                schema=validate_enum(schema, Schema, "schema"),
+                stype_in=stype_in_valid,
+                symbols=batch_str,
+                is_last=int(i == last_chunk_idx),
+            )
+            unsubscriptions.append(message)
+
+        if len(unsubscriptions) > 1:
+            logger.debug(
+                "batched unsubscribe into %d requests",
+                len(unsubscriptions),
+            )
+        self.transport.writelines(map(bytes, unsubscriptions))
+        return unsubscriptions
+
     def start(
         self,
     ) -> None:

{databento-0.87.0 → databento-0.89.0}/databento/live/session.py

@@ -2,11 +2,12 @@ from __future__ import annotations
 
 import asyncio
 import dataclasses
-import itertools
+import heapq
 import logging
 import math
 import queue
 import threading
+import time
 from collections.abc import Iterable
 from functools import partial
 from typing import Final
@@ -28,6 +29,7 @@ from databento.common.types import ClientStream
 from databento.common.types import ExceptionCallback
 from databento.common.types import ReconnectCallback
 from databento.live.gateway import SubscriptionRequest
+from databento.live.gateway import UnsubscribeRequest
 from databento.live.protocol import DatabentoLiveProtocol
 
 
@@ -454,7 +456,8 @@ class LiveSession:
         self._transport: asyncio.Transport | None = None
         self._session_id: str | None = None
 
-        self._subscriptions: list[tuple[SubscriptionRequest, ...]] = []
+        self._subscriptions: list[tuple[int, tuple[SubscriptionRequest, ...]]] = []
+        self._unsubscriptions: list[tuple[int, tuple[UnsubscribeRequest, ...]]] = []
         self._reconnect_policy = ReconnectPolicy(reconnect_policy)
         self._reconnect_task: asyncio.Task[None] | None = None
         self._heartbeat_monitor_task: asyncio.Task[None] | None = None
@@ -626,20 +629,56 @@ class LiveSession:
                 self._connect(dataset=dataset)
 
             subscription_id = len(self._subscriptions)
-            self._subscriptions.append(
-                tuple(
-                    self._protocol.subscribe(
-                        schema=schema,
-                        symbols=symbols,
-                        stype_in=stype_in,
-                        start=start,
-                        snapshot=snapshot,
-                        subscription_id=subscription_id,
-                    ),
+            subscription = tuple(
+                self._protocol.subscribe(
+                    schema=schema,
+                    symbols=symbols,
+                    stype_in=stype_in,
+                    start=start,
+                    snapshot=snapshot,
+                    subscription_id=subscription_id,
                 ),
             )
+            self._subscriptions.append((time.time_ns(), subscription))
         return subscription_id
 
+    def unsubscribe(
+        self,
+        schema: Schema | str,
+        symbols: Iterable[str | int] | str | int,
+        stype_in: SType | str = SType.RAW_SYMBOL,
+    ) -> None:
+        """
+        Send an unsubscribe request on the current connection.
+
+        Parameters
+        ----------
+        schema : Schema or str
+            The schema to unsubscribe from.
+        symbols : Iterable[str | int] or str or int
+            The symbols to unsubscribe from.
+        stype_in : SType or str, default 'raw_symbol'
+            The input symbology type that was used to resolve the subscription.
+
+        Raises
+        ------
+        ValueError
+            If there is no active connection to the gateway.
+
+        """
+        with self._lock:
+            if self._protocol is None:
+                raise ValueError("session is not connected")
+
+            unsubscription = tuple(
+                self._protocol.unsubscribe(
+                    schema=schema,
+                    symbols=symbols,
+                    stype_in=stype_in,
+                ),
+            )
+            self._unsubscriptions.append((time.time_ns(), unsubscription))
+
     def terminate(self) -> None:
         with self._lock:
             if self._transport is None:
@@ -812,7 +851,7 @@ class LiveSession:
                     elif self._metadata.data is not None:
                         gap_start = pd.Timestamp(self._metadata.data.start, tz="UTC")
                     else:
-                        gap_start = pd.Timestamp.utcnow()
+                        gap_start = pd.Timestamp.now(tz="UTC")
 
                     if self._transport is not None:
                         self._transport.abort()
@@ -820,15 +859,7 @@ class LiveSession:
                         dataset=self._protocol._dataset,
                     )
 
-                    for sub in itertools.chain(*self._subscriptions):
-                        self._protocol.subscribe(
-                            schema=sub.schema,
-                            symbols=sub.symbols,
-                            stype_in=sub.stype_in,
-                            snapshot=bool(sub.snapshot),
-                            start=None,
-                            subscription_id=sub.id,
-                        )
+                    self._replay_requests()
 
                     if should_restart:
                         if self._heartbeat_monitor_task is not None:
@@ -851,6 +882,48 @@ class LiveSession:
             else:
                 return
 
+    def _replay_requests(self) -> None:
+        """
+        Resend subscriptions and unsubscriptions in the order they were sent so
+        the gateway ends up with the same symbols.
+
+        Subscriptions are resent without their original `start`. Ties keep the
+        subscription first.
+
+        """
+        requests = heapq.merge(
+            (
+                (sent_at, partial(self._resend_subscriptions, batch))
+                for sent_at, batch in self._subscriptions
+            ),
+            (
+                (sent_at, partial(self._resend_unsubscriptions, batch))
+                for sent_at, batch in self._unsubscriptions
+            ),
+            key=lambda entry: entry[0],
+        )
+        for _, replay in requests:
+            replay()
+
+    def _resend_subscriptions(self, subscriptions: tuple[SubscriptionRequest, ...]) -> None:
+        for sub in subscriptions:
+            self._protocol.subscribe(
+                schema=sub.schema,
+                symbols=sub.symbols,
+                stype_in=sub.stype_in,
+                snapshot=bool(sub.snapshot),
+                start=None,
+                subscription_id=sub.id,
+            )
+
+    def _resend_unsubscriptions(self, unsubscriptions: tuple[UnsubscribeRequest, ...]) -> None:
+        for unsub in unsubscriptions:
+            self._protocol.unsubscribe(
+                schema=unsub.schema,
+                symbols=unsub.symbols,
+                stype_in=unsub.stype_in,
+            )
+
     def _dispatch_reconnect_callbacks(
         self,
         gap_start: pd.Timestamp,

databento-0.89.0/databento/version.py

@@ -0,0 +1 @@
+__version__ = "0.89.0"

databento-0.89.0/pyproject.toml

@@ -0,0 +1,90 @@
+[project]
+name = "databento"
+version = "0.89.0"
+description = "Official Python client library for Databento"
+readme = "README.md"
+requires-python = ">=3.10"
+license = "Apache-2.0"
+license-files = ["LICENSE"]
+classifiers = [
+    "Development Status :: 4 - Beta",
+    "Operating System :: OS Independent",
+    "Programming Language :: Python :: 3",
+    "Programming Language :: Python :: 3.10",
+    "Programming Language :: Python :: 3.11",
+    "Programming Language :: Python :: 3.12",
+    "Programming Language :: Python :: 3.13",
+    "Programming Language :: Python :: 3.14",
+    "Topic :: Office/Business :: Financial",
+    "Topic :: Office/Business :: Financial :: Investment",
+    "Topic :: Software Development :: Libraries",
+    "Topic :: Software Development :: Libraries :: Python Modules",
+]
+dependencies = [
+    "aiohttp>=3.8.3,<4.0.0; python_version < '3.12'",
+    "aiohttp>=3.9.0,<4.0.0; python_version >= '3.12'",
+    "certifi>=2026.10.19",
+    "databento-dbn~=0.70.0",
+    "numpy>=1.23.5; python_version < '3.12'",
+    "numpy>=1.26.0; python_version >= '3.12'",
+    "pandas>=1.5.3,<4.0.0",
+    "pip-system-certs>=4.0; platform_system == 'Windows'",
+    "pyarrow>=13.0.0",
+    "requests>=2.27.0",
+    "zstandard>=0.21.0; python_version < '3.14'",
+]
+
+[[project.authors]]
+name = "Databento"
+email = "support@databento.com"
+
+[project.urls]
+Homepage = "https://databento.com"
+Documentation = "https://databento.com/docs"
+Repository = "https://github.com/databento/databento-python"
+"Bug Tracker" = "https://github.com/databento/databento-python/issues"
+
+[dependency-groups]
+dev = [
+    "black>=25.9.0,<26",
+    "mypy>=1.19.0,<2",
+    "pytest>=8.4.2,<9",
+    "pytest-asyncio>=1.2.0,<2",
+    "ruff>=0.15.12,<0.16",
+    "teamcity-messages>=1.32,<2",
+    "tomli>=2.0.1,<3",
+    "types-requests>=2.30.0,<3",
+]
+
+[build-system]
+requires = ["uv_build>=0.12.2,<0.13.0"]
+build-backend = "uv_build"
+
+[tool.uv.build-backend]
+module-name = "databento"
+module-root = ""
+
+[tool.black]
+line_length = 100
+
+[tool.mypy]
+python_version = "3.10"
+disallow_untyped_defs = true
+disallow_any_generics = true
+disallow_subclassing_any = true
+disable_error_code = ["import-untyped"]
+ignore_missing_imports = true
+namespace_packages = true
+no_strict_optional = true
+warn_no_return = true
+warn_unused_configs = true
+warn_unused_ignores = false
+
+[tool.pytest.ini_options]
+testpaths = ["tests"]
+asyncio_mode = "auto"
+asyncio_default_fixture_loop_scope = "module"
+asyncio_default_test_loop_scope = "module"
+
+[tool.ruff]
+extend = "../ruff.toml"

databento-0.87.0/pyproject.toml → databento-0.89.0/pyproject.toml.orig

@@ -1,15 +1,30 @@
 [project]
 name = "databento"
-version = "0.87.0"
+version = "0.89.0"
 description = "Official Python client library for Databento"
 readme = "README.md"
 requires-python = ">=3.10"
 license = "Apache-2.0"
+license-files = ["LICENSE"]
 authors = [{ name = "Databento", email = "support@databento.com" }]
-dynamic = [ "classifiers" ]
+classifiers = [
+    "Development Status :: 4 - Beta",
+    "Operating System :: OS Independent",
+    "Programming Language :: Python :: 3",
+    "Programming Language :: Python :: 3.10",
+    "Programming Language :: Python :: 3.11",
+    "Programming Language :: Python :: 3.12",
+    "Programming Language :: Python :: 3.13",
+    "Programming Language :: Python :: 3.14",
+    "Topic :: Office/Business :: Financial",
+    "Topic :: Office/Business :: Financial :: Investment",
+    "Topic :: Software Development :: Libraries",
+    "Topic :: Software Development :: Libraries :: Python Modules",
+]
 dependencies = [
     "aiohttp>=3.8.3,<4.0.0; python_version < '3.12'",
     "aiohttp>=3.9.0,<4.0.0; python_version >= '3.12'",
+    "certifi>=2026.10.19",
     "databento-dbn~=0.70.0",
     "numpy>=1.23.5; python_version < '3.12'",
     "numpy>=1.26.0; python_version >= '3.12'",
@@ -17,7 +32,7 @@ dependencies = [
     "pip-system-certs>=4.0; platform_system == 'Windows'",
     "pyarrow>=13.0.0",
     "requests>=2.27.0",
-    "zstandard>=0.21.0",
+    "zstandard>=0.21.0; python_version < '3.14'",
 ]
 
 [project.urls]
@@ -26,37 +41,25 @@ Documentation = "https://databento.com/docs"
 Repository = "https://github.com/databento/databento-python"
 "Bug Tracker" = "https://github.com/databento/databento-python/issues"
 
-[tool.poetry]
-requires-poetry = ">=2.0"
-packages = [
-    { include = "databento" },
-    { include = "databento/py.typed" },
+[dependency-groups]
+dev = [
+    "black>=25.9.0,<26",
+    "mypy>=1.19.0,<2",
+    "pytest>=8.4.2,<9",
+    "pytest-asyncio>=1.2.0,<2",
+    "ruff>=0.15.12,<0.16",
+    "teamcity-messages>=1.32,<2",
+    "tomli>=2.0.1,<3",
+    "types-requests>=2.30.0,<3",
 ]
-classifiers = [
-    "Development Status :: 4 - Beta",
-    "Operating System :: OS Independent",
-    "Topic :: Software Development :: Libraries",
-    "Topic :: Software Development :: Libraries :: Python Modules",
-    "Topic :: Office/Business :: Financial",
-    "Topic :: Office/Business :: Financial :: Investment",
-]
-
-[tool.poetry.dependencies]
-python = ">=3.10,<3.15"
-
-[tool.poetry.group.dev.dependencies]
-black = "^25.9.0"
-mypy = "1.5.1"
-pytest = "^7.4.2"
-pytest-asyncio = "==0.21.1"
-ruff = "^0.15.2"
-tomli = "^2.0.1"
-types-requests = "^2.30.0.0"
-teamcity-messages = "^1.32"
 
 [build-system]
-requires = ["poetry-core"]
-build-backend = "poetry.core.masonry.api"
+requires = ["uv_build>=0.12.2,<0.13.0"]
+build-backend = "uv_build"
+
+[tool.uv.build-backend]
+module-name = "databento"
+module-root = ""
 
 [tool.black]
 line_length = 100
@@ -66,6 +69,7 @@ python_version = "3.10"
 disallow_untyped_defs = true
 disallow_any_generics = true
 disallow_subclassing_any = true
+disable_error_code = ["import-untyped"]
 ignore_missing_imports = true
 namespace_packages = true
 no_strict_optional = true
@@ -76,6 +80,8 @@ warn_unused_ignores = false
 [tool.pytest.ini_options]
 testpaths = ["tests"]
 asyncio_mode = "auto"
+asyncio_default_fixture_loop_scope = "module"
+asyncio_default_test_loop_scope = "module"
 
 [tool.ruff]
 extend = "../ruff.toml"

databento-0.87.0/databento/version.py

@@ -1 +0,0 @@
-__version__ = "0.87.0"