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VER: Release 0.9.0
2 parents 97fa0dd + 1a66299 commit 5a1b7ad

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‎.github/workflows/release.yaml‎

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@@ -32,8 +32,8 @@ jobs:
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- name: Set output
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id: vars
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run: |
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echo "::set-output name=tag_name::v$(scripts/get_version.sh)"
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echo "::set-output name=release_name::$(scripts/get_version.sh)"
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echo "name=tag_name::v$(scripts/get_version.sh)" >> $GITHUB_OUTPUT
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echo "name=release_name::$(scripts/get_version.sh)" >> $GITHUB_OUTPUT
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# Create GitHub release
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- name: Create release

‎CHANGELOG.md‎

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# Changelog
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## 0.9.0 - 2023-06-13
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- Added `Reconnect` methods to `LiveBlocking` and `LiveThreaded`
5+
- Added optional `exception_callback` argument to `LiveThreaded::Start` to improve
6+
error handling options
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- Added batch download support data files (`condition.json` and `symbology.json`)
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- Added support for logging warnings from Historical API
9+
- Changed `use_ts_out` default to `false`
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- Fixed missing definition for `operator==` for `ImbalanceMsg`
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- Removed 10 minute minimum request time range restriction
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## 0.8.0 - 2023-05-16
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- Changed `end` and `end_date` to optional to support new forward-fill behaviour
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- Renamed `booklevel` MBP field to `levels` for brevity and consistent naming

‎CMakeLists.txt‎

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@@ -4,7 +4,7 @@ cmake_minimum_required(VERSION 3.14)
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# Project details
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#
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7-
project("databento" VERSION 0.8.0 LANGUAGES CXX)
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project("databento" VERSION 0.9.0 LANGUAGES CXX)
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string(TOUPPER ${PROJECT_NAME} PROJECT_NAME_UPPERCASE)
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#

‎cmake/SourcesAndHeaders.cmake‎

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@@ -22,6 +22,7 @@ set(headers
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include/databento/with_ts_out.hpp
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include/databento/detail/file_stream.hpp
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include/databento/detail/http_client.hpp
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include/databento/detail/json_helpers.hpp
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include/databento/detail/scoped_fd.hpp
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include/databento/detail/scoped_thread.hpp
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include/databento/detail/shared_channel.hpp
@@ -49,6 +50,7 @@ set(sources
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src/symbology.cpp
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src/detail/file_stream.cpp
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src/detail/http_client.cpp
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src/detail/json_helpers.cpp
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src/detail/scoped_fd.cpp
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src/detail/shared_channel.cpp
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src/detail/tcp_client.cpp

‎cmake/StandardSettings.cmake‎

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@@ -11,17 +11,6 @@ option(${PROJECT_NAME_UPPERCASE}_USE_EXTERNAL_GTEST "Use an external google test
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#
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option(${PROJECT_NAME_UPPERCASE}_WARNINGS_AS_ERRORS "Treat compiler warnings as errors." ${IS_MAIN_PROJECT})
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option(${PROJECT_NAME_UPPERCASE}_FORCE_COLOR_OUTPUT "Always produce ANSI-colored output" OFF)
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if(${PROJECT_NAME_UPPERCASE}_FORCE_COLOR_OUTPUT)
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if("${CMAKE_CXX_COMPILER_ID}" STREQUAL "GNU")
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add_compile_options(-fdiagnostics-color=always)
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elseif("${CMAKE_CXX_COMPILER_ID}" STREQUAL "Clang")
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add_compile_options(-fcolor-diagnostics)
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else()
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message(WARNING "Couldn't force color output with unsupported compiler: ${CMAKE_CXX_COMPILER_ID}")
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endif()
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endif()
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#
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# Unit testing

‎include/databento/detail/http_client.hpp‎

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@@ -12,12 +12,14 @@
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#include <string>
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namespace databento {
15+
class ILogReceiver;
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namespace detail {
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class HttpClient {
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public:
18-
HttpClient(const std::string& key, const std::string& gateway);
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HttpClient(const std::string& key, const std::string& gateway,
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std::uint16_t port);
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HttpClient(ILogReceiver* log_receiver, const std::string& key,
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const std::string& gateway);
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HttpClient(ILogReceiver* log_receiver, const std::string& key,
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const std::string& gateway, std::uint16_t port);
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nlohmann::json GetJson(const std::string& path,
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const httplib::Params& params);
@@ -27,12 +29,14 @@ class HttpClient {
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const httplib::ContentReceiver& callback);
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private:
30-
static nlohmann::json CheckAndParseResponse(const std::string& path,
31-
httplib::Result&& res);
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nlohmann::json CheckAndParseResponse(const std::string& path,
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httplib::Result&& res) const;
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void CheckWarnings(const httplib::Response& response) const;
3235
static bool IsErrorStatus(int status_code);
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static const httplib::Headers kHeaders;
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ILogReceiver* log_receiver_;
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httplib::Client client_;
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};
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} // namespace detail

‎include/databento/detail/json_helpers.hpp‎

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#pragma once
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#include <nlohmann/json.hpp>
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#include <map> // multimap
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#include <string>
7+
#include <vector>
8+
9+
#include "databento/datetime.hpp" // UnixNanos
10+
#include "databento/enums.hpp" // FromString
11+
#include "databento/exceptions.hpp" // JsonResponseError
12+
13+
namespace httplib {
14+
using Params = std::multimap<std::string, std::string>;
15+
}
16+
17+
namespace databento {
18+
namespace detail {
19+
void SetIfNotEmpty(httplib::Params* params, const std::string& key,
20+
const std::string& value);
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void SetIfNotEmpty(httplib::Params* params, const std::string& key,
22+
const std::vector<databento::JobState>& states);
23+
24+
template <typename T>
25+
void SetIfPositive(httplib::Params* params, const std::string& key,
26+
const T value) {
27+
if (value > 0) {
28+
params->emplace(key, std::to_string(value));
29+
}
30+
}
31+
32+
template <>
33+
inline void SetIfPositive<databento::UnixNanos>(
34+
httplib::Params* params, const std::string& key,
35+
const databento::UnixNanos value) {
36+
if (value.time_since_epoch().count()) {
37+
params->emplace(key, databento::ToString(value));
38+
}
39+
}
40+
41+
const nlohmann::json& CheckedAt(const std::string& endpoint,
42+
const nlohmann::json& json,
43+
const std::string& key);
44+
45+
template <typename T>
46+
T FromCheckedAtString(const std::string& endpoint, const nlohmann::json& json,
47+
const std::string& key) {
48+
const auto& val_json = CheckedAt(endpoint, json, key);
49+
if (!val_json.is_string()) {
50+
throw JsonResponseError::TypeMismatch(endpoint, key + " string", val_json);
51+
}
52+
return databento::FromString<T>(val_json);
53+
}
54+
55+
template <typename T>
56+
T FromCheckedAtStringOrNull(const std::string& endpoint,
57+
const nlohmann::json& json, const std::string& key,
58+
T null_value) {
59+
const auto& val_json = CheckedAt(endpoint, json, key);
60+
if (val_json.is_null()) {
61+
return null_value;
62+
}
63+
if (val_json.is_string()) {
64+
return databento::FromString<T>(val_json);
65+
}
66+
throw JsonResponseError::TypeMismatch(endpoint, key + " null or string",
67+
val_json);
68+
}
69+
70+
template <typename T>
71+
T ParseAt(const std::string& endpoint, const nlohmann::json& json,
72+
const std::string& key);
73+
template <>
74+
bool ParseAt(const std::string& endpoint, const nlohmann::json& json,
75+
const std::string& key);
76+
template <>
77+
std::string ParseAt(const std::string& endpoint, const nlohmann::json& json,
78+
const std::string& key);
79+
template <>
80+
std::size_t ParseAt(const std::string& endpoint, const nlohmann::json& json,
81+
const std::string& key);
82+
template <>
83+
double ParseAt(const std::string& endpoint, const nlohmann::json& json,
84+
const std::string& key);
85+
template <>
86+
std::vector<std::string> ParseAt(const std::string& endpoint,
87+
const nlohmann::json& json,
88+
const std::string& key);
89+
90+
} // namespace detail
91+
} // namespace databento

‎include/databento/detail/scoped_thread.hpp‎

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}
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}
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33+
std::thread::id Id() const { return thread_.get_id(); }
3334
bool Joinable() const { return thread_.joinable(); }
3435
void Join() { return thread_.join(); }
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‎include/databento/detail/tcp_client.hpp‎

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@@ -21,7 +21,14 @@ class TcpClient {
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Status status;
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};
2323

24+
struct RetryConf {
25+
std::uint32_t max_attempts{1};
26+
std::chrono::seconds max_wait{std::chrono::minutes{1}};
27+
};
28+
2429
TcpClient(const std::string& gateway, std::uint16_t port);
30+
TcpClient(const std::string& gateway, std::uint16_t port,
31+
RetryConf retry_conf);
2532

2633
void WriteAll(const std::string& str);
2734
void WriteAll(const char* buffer, std::size_t size);
@@ -35,7 +42,8 @@ class TcpClient {
3542
void Close();
3643

3744
private:
38-
static ScopedFd InitSocket(const std::string& gateway, std::uint16_t port);
45+
static ScopedFd InitSocket(const std::string& gateway, std::uint16_t port,
46+
RetryConf retry_conf);
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4048
ScopedFd socket_;
4149
};

‎include/databento/enums.hpp‎

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enum class SType : std::uint8_t {
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InstrumentId = 0,
5353
RawSymbol = 1,
54-
// Deprecated in 0.7.0. Separated into Parent and Continuous.
55-
SmartDeprecated = 2,
5654
Continuous = 3,
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Parent = 4,
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};

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