ADD: Add none action

Author: threecgreen

CHANGELOG.md

@@ -1,5 +1,11 @@
 # Changelog
 
+## 0.24.0 - TBD
+
+### Enhancements
+- Added new `None` `Action` variant that will be gradually rolled out
+  to historical and live `GLBX.MDP3` data
+
 ## 0.23.0 - 2024-09-25
 
 ### Enhancements

include/databento/enums.hpp

@@ -149,9 +149,11 @@ enum RType : std::uint8_t {
 }  // namespace rtype
 using rtype::RType;
 
-// A tick action.
+// An order event or order book operation.
 //
-// Additional actions may be added in the future.
+// For example usage see:
+// - https://databento.com/docs/examples/order-book/order-actions
+// - https://databento.com/docs/examples/order-book/order-tracking
 namespace action {
 // enum because future variants may be added in the future.
 enum Action : char {
@@ -167,6 +169,8 @@ enum Action : char {
   Add = 'A',
   // Reset the book; clear all orders for an instrument.
   Clear = 'R',
+  // Has no effect on the book, but may carry `flags` or other information.
+  None = 'N',
 };
 }  // namespace action
 using action::Action;

src/enums.cpp

@@ -354,6 +354,9 @@ const char* ToString(Action action) {
     case Action::Clear: {
       return "Clear";
     }
+    case Action::None: {
+      return "None";
+    }
     default: {
       return "Unknown";
     }