VER: Release 0.30.0

Author: threecgreen

CHANGELOG.md

@@ -1,5 +1,14 @@
 # Changelog
 
+## 0.30.0 - 2025-02-11
+
+### Enhancements
+- Added `Resubscribe()` methods to `LiveBlocking` and `LiveThreaded` to make it easier
+  to resume a live session after losing the connection to the live gateway
+- Added `Subscriptions()` getter methods to `LiveBlocking` and `LiveThreaded` for
+  getting all active subscriptions
+- Added `CommoditySpot` `InstrumentClass` variant
+
 ## 0.29.0 - 2025-02-04
 
 ### Enhancements

CMakeLists.txt

@@ -4,7 +4,7 @@ cmake_minimum_required(VERSION 3.14)
 # Project details
 #
 
-project("databento" VERSION 0.29.0 LANGUAGES CXX)
+project("databento" VERSION 0.30.0 LANGUAGES CXX)
 string(TOUPPER ${PROJECT_NAME} PROJECT_NAME_UPPERCASE)
 
 #

cmake/SourcesAndHeaders.cmake

@@ -23,6 +23,7 @@ set(headers
   include/databento/ireadable.hpp
   include/databento/live.hpp
   include/databento/live_blocking.hpp
+  include/databento/live_subscription.hpp
   include/databento/live_threaded.hpp
   include/databento/log.hpp
   include/databento/metadata.hpp

examples/historical/metadata.cpp

@@ -49,11 +49,11 @@ int main() {
 
   const auto all_unit_prices = client.MetadataListUnitPrices(kGlbxMdp3);
   std::cout << "Unit prices:\n";
-  for (const auto& mode_and_prices : all_unit_prices) {
-    const auto* mode_str = ToString(mode_and_prices.mode);
-    for (const auto& schema_and_price : mode_and_prices.unit_prices) {
-      std::cout << "- (" << mode_str << ", " << schema_and_price.first
-                << "): " << schema_and_price.second << '\n';
+  for (const auto& [mode, unit_prices] : all_unit_prices) {
+    const auto* mode_str = ToString(mode);
+    for (const auto [schema, price] : unit_prices) {
+      std::cout << "- (" << mode_str << ", " << schema << "): " << price
+                << '\n';
     }
   }
   std::cout << '\n';

examples/live/live_smoke_test.cpp

@@ -11,7 +11,6 @@
 #include <sstream>
 #include <stdexcept>
 #include <string>
-#include <unordered_map>
 
 using namespace databento;
 
@@ -28,7 +27,6 @@ std::vector<std::string> SplitSymbols(const std::string& symbols) {
 }
 
 std::pair<bool, UnixNanos> TryConvertToUnixNanos(const char* start) {
-  std::stringstream ss(start);
   std::size_t pos;
   const uint64_t result = std::stoul(start, &pos, 10);
   if (pos != std::strlen(start)) {
@@ -187,10 +185,10 @@ int main(int argc, char* argv[]) {
   if (use_snapshot) {
     client.SubscribeWithSnapshot(symbols, schema, stype);
   } else if (start) {
-    const auto converted = TryConvertToUnixNanos(start);
-    if (converted.first) {
-      start_from_epoch = converted.second.time_since_epoch().count() == 0;
-      client.Subscribe(symbols, schema, stype, converted.second);
+    const auto [success, start_nanos] = TryConvertToUnixNanos(start);
+    if (success) {
+      start_from_epoch = start_nanos.time_since_epoch().count() == 0;
+      client.Subscribe(symbols, schema, stype, start_nanos);
     } else {
       client.Subscribe(symbols, schema, stype, start);
     }

examples/live/simple.cpp

@@ -16,8 +16,8 @@ static std::sig_atomic_t volatile gSignal;
 
 int main() {
   databento::PitSymbolMap symbol_mappings;
-  std::unique_ptr<databento::ILogReceiver> log_receiver{
-      new databento::ConsoleLogReceiver{databento::LogLevel::Debug}};
+  auto log_receiver = std::make_unique<databento::ConsoleLogReceiver>(
+      databento::LogLevel::Debug);
 
   auto client = databento::LiveBuilder{}
                     .SetLogReceiver(log_receiver.get())

include/databento/detail/json_helpers.hpp

@@ -15,8 +15,7 @@ namespace httplib {
 using Params = std::multimap<std::string, std::string>;
 }
 
-namespace databento {
-namespace detail {
+namespace databento::detail {
 void SetIfNotEmpty(httplib::Params* params, const std::string& key,
                    const std::string& value);
 void SetIfNotEmpty(httplib::Params* params, const std::string& key,
@@ -95,5 +94,4 @@ date::year_month_day ParseAt(const std::string& endpoint,
                              const nlohmann::json& json,
                              const std::string& key);
 
-}  // namespace detail
-}  // namespace databento
+}  // namespace databento::detail

include/databento/detail/scoped_fd.hpp

@@ -4,8 +4,7 @@
 #include <winsock2.h>  // SOCKET
 #endif
 
-namespace databento {
-namespace detail {
+namespace databento::detail {
 #ifdef _WIN32
 using Socket = SOCKET;
 #else
@@ -35,5 +34,4 @@ class ScopedFd {
  private:
   Socket fd_{kUnset};
 };
-}  // namespace detail
-}  // namespace databento
+}  // namespace databento::detail

include/databento/detail/scoped_thread.hpp

@@ -3,8 +3,7 @@
 #include <thread>
 #include <utility>  // forward, move
 
-namespace databento {
-namespace detail {
+namespace databento::detail {
 // An RAII thread that joins if necessary on destruction, like std::jthread in
 // C++20.
 class ScopedThread {
@@ -37,5 +36,4 @@ class ScopedThread {
  private:
   std::thread thread_;
 };
-}  // namespace detail
-}  // namespace databento
+}  // namespace databento::detail

include/databento/detail/shared_channel.hpp

@@ -6,8 +6,7 @@
 
 #include "databento/ireadable.hpp"
 
-namespace databento {
-namespace detail {
+namespace databento::detail {
 // Copyable, thread-safe, unidirectional channel.
 class SharedChannel : public IReadable {
  public:
@@ -28,5 +27,4 @@ class SharedChannel : public IReadable {
 
   std::shared_ptr<Channel> channel_;
 };
-}  // namespace detail
-}  // namespace databento
+}  // namespace databento::detail