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ADD: Add per schema dataset range in C++ and Rust
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9 files changed

+142
-10
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9 files changed

+142
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‎CHANGELOG.md‎

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@@ -1,5 +1,14 @@
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# Changelog
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## 0.38.1 - TBD
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### Enhancements
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- Added `range_by_schema` field to `DatasetRange` struct
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- Changed the following Venue, Publisher, and Dataset descriptions:
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- "ICE Futures Europe (Financials)" renamed to "ICE Europe Financials"
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- "ICE Futures Europe (Commodities)" renamed to "ICE Europe Commodities"
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## 0.38.0 - 2025-06-10
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### Enhancements

‎include/databento/datetime.hpp‎

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@@ -32,4 +32,22 @@ struct DateTimeRange {
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T end;
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};
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using DateRange = DateTimeRange<std::string>;
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template <typename T>
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inline bool operator==(const DateTimeRange<T>& lhs,
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const DateTimeRange<T>& rhs) {
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return lhs.start == rhs.start && lhs.end == rhs.end;
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}
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template <typename T>
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inline bool operator!=(const DateTimeRange<T>& lhs,
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const DateTimeRange<T>& rhs) {
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return !(lhs == rhs);
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}
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std::string ToString(const DateTimeRange<std::string>& dt_range);
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std::ostream& operator<<(std::ostream& stream,
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const DateTimeRange<std::string>& dt_range);
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std::string ToString(const DateTimeRange<UnixNanos>& dt_range);
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std::ostream& operator<<(std::ostream& stream,
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const DateTimeRange<UnixNanos>& dt_range);
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} // namespace databento

‎include/databento/metadata.hpp‎

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@@ -4,7 +4,9 @@
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#include <map>
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#include <ostream>
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#include <string>
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#include <unordered_map>
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#include "databento/datetime.hpp"
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#include "databento/enums.hpp" // FeedMode, DatasetCondition, Schema
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namespace databento {
@@ -34,6 +36,7 @@ struct DatasetConditionDetail {
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struct DatasetRange {
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std::string start;
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std::string end;
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std::unordered_map<Schema, DateTimeRange<std::string>> range_by_schema;
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};
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inline bool operator==(const PublisherDetail& lhs, const PublisherDetail& rhs) {
@@ -71,7 +74,8 @@ inline bool operator!=(const DatasetConditionDetail& lhs,
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}
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7376
inline bool operator==(const DatasetRange& lhs, const DatasetRange& rhs) {
74-
return lhs.start == rhs.start && lhs.end == rhs.end;
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return lhs.start == rhs.start && lhs.end == rhs.end &&
78+
lhs.range_by_schema == rhs.range_by_schema;
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}
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inline bool operator!=(const DatasetRange& lhs, const DatasetRange& rhs) {
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return !(lhs == rhs);

‎src/datetime.cpp‎

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@@ -10,6 +10,7 @@
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#include <sstream> // ostringstream
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#include "databento/constants.hpp" // kUndefTimestamp
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#include "stream_op_helper.hpp"
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namespace databento {
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std::string ToIso8601(UnixNanos unix_nanos) {
@@ -61,4 +62,32 @@ std::string DateFromIso8601Int(std::uint32_t date_int) {
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<< std::setfill('0') << std::setw(2) << day;
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return out_ss.str();
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}
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std::string ToString(const DateTimeRange<std::string>& dt_range) {
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return MakeString(dt_range);
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}
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std::ostream& operator<<(std::ostream& stream,
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const DateTimeRange<std::string>& dt_range) {
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return StreamOpBuilder{stream}
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.SetSpacer(" ")
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.SetTypeName("DateTimeRange")
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.Build()
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.AddField("start", dt_range.start)
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.AddField("end", dt_range.end)
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.Finish();
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}
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std::string ToString(const DateTimeRange<UnixNanos>& dt_range) {
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return MakeString(dt_range);
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}
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std::ostream& operator<<(std::ostream& stream,
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const DateTimeRange<UnixNanos>& dt_range) {
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return StreamOpBuilder{stream}
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.SetSpacer(" ")
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.SetTypeName("DateTimeRange")
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.Build()
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.AddField("start", dt_range.start)
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.AddField("end", dt_range.end)
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.Finish();
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}
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} // namespace databento

‎src/historical.cpp‎

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Original file line numberDiff line numberDiff line change
@@ -1,5 +1,9 @@
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#include "databento/historical.hpp"
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#include <unordered_map>
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#include "databento/publishers.hpp"
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37
#ifndef CPPHTTPLIB_OPENSSL_SUPPORT
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#define CPPHTTPLIB_OPENSSL_SUPPORT
59
#endif
@@ -529,8 +533,27 @@ databento::DatasetRange Historical::MetadataGetDatasetRange(
529533
if (!json.is_object()) {
530534
throw JsonResponseError::TypeMismatch(kEndpoint, "object", json);
531535
}
536+
const auto& schema_json = detail::CheckedAt(kEndpoint, json, "schema");
537+
if (!schema_json.is_object()) {
538+
throw JsonResponseError::TypeMismatch(kEndpoint, "schema object", json);
539+
}
540+
std::unordered_map<Schema, DateTimeRange<std::string>> range_by_schema;
541+
for (const auto& schema_item : schema_json.items()) {
542+
if (!schema_item.value().is_object()) {
543+
throw JsonResponseError::TypeMismatch(kEndpoint, "nested schema object",
544+
json);
545+
}
546+
auto start =
547+
detail::ParseAt<std::string>(kEndpoint, schema_item.value(), "start");
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auto end =
549+
detail::ParseAt<std::string>(kEndpoint, schema_item.value(), "end");
550+
range_by_schema.emplace(
551+
FromString<Schema>(schema_item.key()),
552+
DateTimeRange<std::string>{std::move(start), std::move(end)});
553+
}
532554
return DatasetRange{detail::ParseAt<std::string>(kEndpoint, json, "start"),
533-
detail::ParseAt<std::string>(kEndpoint, json, "end")};
555+
detail::ParseAt<std::string>(kEndpoint, json, "end"),
556+
std::move(range_by_schema)};
534557
}
535558

536559
static const std::string kMetadataGetRecordCountEndpoint =

‎src/metadata.cpp‎

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Original file line numberDiff line numberDiff line change
@@ -1,6 +1,7 @@
11
#include "databento/metadata.hpp"
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33
#include <ostream>
4+
#include <sstream>
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56
#include "stream_op_helper.hpp"
67

@@ -55,12 +56,22 @@ std::string ToString(const DatasetRange& dataset_range) {
5556
}
5657
std::ostream& operator<<(std::ostream& stream,
5758
const DatasetRange& dataset_range) {
59+
std::ostringstream range_by_schema_ss;
60+
auto range_by_schema_helper = StreamOpBuilder{range_by_schema_ss}
61+
.SetSpacer("\n ")
62+
.SetIndent(" ")
63+
.Build();
64+
for (const auto& [schema, range] : dataset_range.range_by_schema) {
65+
range_by_schema_helper.AddKeyVal(schema, range);
66+
}
67+
range_by_schema_helper.Finish();
5868
return StreamOpBuilder{stream}
59-
.SetSpacer(" ")
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.SetSpacer("\n ")
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.SetTypeName("DatasetRange")
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.Build()
6272
.AddField("start", dataset_range.start)
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.AddField("end", dataset_range.end)
74+
.AddField("range_by_schema", range_by_schema_ss)
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.Finish();
6576
}
6677
} // namespace databento

‎src/stream_op_helper.hpp‎

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@@ -109,6 +109,19 @@ class StreamOpHelper {
109109
return *this;
110110
}
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112+
template <typename K, typename V>
113+
StreamOpHelper& AddKeyVal(const K& key, const V& val) {
114+
if (!is_first_) {
115+
stream_ << ',';
116+
}
117+
stream_ << spacer_ << indent_;
118+
FmtToStream(key);
119+
stream_ << ": ";
120+
FmtToStream(val);
121+
is_first_ = false;
122+
return *this;
123+
}
124+
112125
std::ostream& Finish() {
113126
if (spacer_.find('\n') == std::string::npos) {
114127
// no spacing required if empty

‎tests/src/historical_tests.cpp‎

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@@ -464,8 +464,22 @@ TEST_F(HistoricalTests, TestMetadataListUnitPrices) {
464464
}
465465

466466
TEST_F(HistoricalTests, TestMetadataGetDatasetRange) {
467-
const nlohmann::json kResp = {{"start", "2017-05-21T00:00:00.000000000Z"},
468-
{"end", "2022-12-01T00:00:00.000000000Z"}};
467+
const nlohmann::json kResp = {
468+
{"start", "2017-05-21T00:00:00.000000000Z"},
469+
{"end", "2022-12-01T00:00:00.000000000Z"},
470+
{"schema",
471+
{
472+
{"bbo-1m",
473+
{{"start", "2020-08-02T00:00:00.000000000Z"},
474+
{"end", "2023-03-23T00:00:00.000000000Z"}}},
475+
{"ohlcv-1s",
476+
{{"start", "2020-08-02T00:00:00.000000000Z"},
477+
{"end", "2023-03-23T00:00:00.000000000Z"}}},
478+
{"ohlcv-1m",
479+
{{"start", "2020-08-02T00:00:00.000000000Z"},
480+
{"end", "2023-03-23T00:00:00.000000000Z"}}},
481+
482+
}}};
469483
mock_server_.MockGetJson("/v0/metadata.get_dataset_range",
470484
{{"dataset", dataset::kXnasItch}}, kResp);
471485
const auto port = mock_server_.ListenOnThread();

‎tests/src/metadata_tests.cpp‎

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Original file line numberDiff line numberDiff line change
@@ -13,10 +13,21 @@ TEST(MetadataTests, TestDatasetConditionDetailToString) {
1313
}
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1515
TEST(MetadataTests, TestDatasetRangeToString) {
16-
const DatasetRange target{"2022-05-17T00:00:00.000000000Z",
17-
"2023-01-07T00:00:00.000000000Z"};
18-
ASSERT_EQ(
19-
ToString(target),
20-
R"(DatasetRange { start = "2022-05-17T00:00:00.000000000Z", end = "2023-01-07T00:00:00.000000000Z" })");
16+
const DatasetRange target{
17+
"2022-05-17T00:00:00.000000000Z",
18+
"2023-01-07T00:00:00.000000000Z",
19+
{{Schema::Bbo1M,
20+
{"2020-08-02T00:00:00.000000000Z", "2023-03-23T00:00:00.000000000Z"}},
21+
{Schema::Bbo1S,
22+
{"2020-08-02T00:00:00.000000000Z", "2023-03-23T00:00:00.000000000Z"}}}};
23+
ASSERT_EQ(ToString(target),
24+
R"(DatasetRange {
25+
start = "2022-05-17T00:00:00.000000000Z",
26+
end = "2023-01-07T00:00:00.000000000Z",
27+
range_by_schema = {
28+
bbo-1s: DateTimeRange { start = "2020-08-02T00:00:00.000000000Z", end = "2023-03-23T00:00:00.000000000Z" },
29+
bbo-1m: DateTimeRange { start = "2020-08-02T00:00:00.000000000Z", end = "2023-03-23T00:00:00.000000000Z" }
30+
}
31+
})");
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}
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} // namespace databento::tests

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