DEL: Remove unset definitions fields

Author: threecgreen

CHANGELOG.md

@@ -1,8 +1,10 @@
 # Changelog
 
 ## 0.8.0 - TBD
-- Renamed `booklevel` MBP field to `levels` for brevity and consistent naming
 - Changed `end` and `end_date` to optional to support new forward-fill behaviour
+- Renamed `booklevel` MBP field to `levels` for brevity and consistent naming
+- Removed `open_interest_qty` and `cleared_volume` fields from definitions schema
+  that were always unset
 
 ## 0.7.0 - 2023-04-28
 - Added initial support for live data with `LiveBlocking` and `LiveThreaded` clients

include/databento/record.hpp

@@ -183,7 +183,7 @@ struct InstrumentDefMsg {
   std::int64_t price_ratio;
   std::int32_t inst_attrib_value;
   std::uint32_t underlying_id;
-  std::int32_t cleared_volume;
+  std::array<char, 4> _reserved1;
   std::int32_t market_depth_implied;
   std::int32_t market_depth;
   std::uint32_t market_segment_id;
@@ -192,11 +192,11 @@ struct InstrumentDefMsg {
   std::int32_t min_lot_size_block;
   std::int32_t min_lot_size_round_lot;
   std::uint32_t min_trade_vol;
-  std::int32_t open_interest_qty;
+  std::array<char, 4> _reserved2;
   std::int32_t contract_multiplier;
   std::int32_t decay_quantity;
   std::int32_t original_contract_size;
-  std::array<char, 4> reserved1;
+  std::array<char, 4> _reserved3;
   std::uint16_t trading_reference_date;
   std::int16_t appl_id;
   std::uint16_t maturity_year;
@@ -215,9 +215,9 @@ struct InstrumentDefMsg {
   std::array<char, 21> underlying;
   std::array<char, 4> strike_price_currency;
   InstrumentClass instrument_class;
-  std::array<char, 2> reserved2;
+  std::array<char, 2> _reserved4;
   std::int64_t strike_price;
-  std::array<char, 6> reserved3;
+  std::array<char, 6> _reserved5;
   MatchAlgorithm match_algorithm;
   std::uint8_t md_security_trading_status;
   std::uint8_t main_fraction;

src/record.cpp

@@ -122,7 +122,6 @@ bool databento::operator==(const InstrumentDefMsg& lhs,
          lhs.price_ratio == rhs.price_ratio &&
          lhs.inst_attrib_value == rhs.inst_attrib_value &&
          lhs.underlying_id == rhs.underlying_id &&
-         lhs.cleared_volume == rhs.cleared_volume &&
          lhs.market_depth_implied == rhs.market_depth_implied &&
          lhs.market_depth == rhs.market_depth &&
          lhs.market_segment_id == rhs.market_segment_id &&
@@ -131,7 +130,6 @@ bool databento::operator==(const InstrumentDefMsg& lhs,
          lhs.min_lot_size_block == rhs.min_lot_size_block &&
          lhs.min_lot_size_round_lot == rhs.min_lot_size_round_lot &&
          lhs.min_trade_vol == rhs.min_trade_vol &&
-         lhs.open_interest_qty == rhs.open_interest_qty &&
          lhs.contract_multiplier == rhs.contract_multiplier &&
          lhs.decay_quantity == rhs.decay_quantity &&
          lhs.original_contract_size == rhs.original_contract_size &&
@@ -355,7 +353,6 @@ std::ostream& operator<<(std::ostream& stream,
       .AddField("price_ratio", instr_def_msg.price_ratio)
       .AddField("inst_attrib_value", instr_def_msg.inst_attrib_value)
       .AddField("underlying_id", instr_def_msg.underlying_id)
-      .AddField("cleared_volume", instr_def_msg.cleared_volume)
       .AddField("market_depth_implied", instr_def_msg.market_depth_implied)
       .AddField("market_depth", instr_def_msg.market_depth)
       .AddField("market_segment_id", instr_def_msg.market_segment_id)
@@ -364,7 +361,6 @@ std::ostream& operator<<(std::ostream& stream,
       .AddField("min_lot_size_block", instr_def_msg.min_lot_size_block)
       .AddField("min_lot_size_round_lot", instr_def_msg.min_lot_size_round_lot)
       .AddField("min_trade_vol", instr_def_msg.min_trade_vol)
-      .AddField("open_interest_qty", instr_def_msg.open_interest_qty)
       .AddField("contract_multiplier", instr_def_msg.contract_multiplier)
       .AddField("decay_quantity", instr_def_msg.decay_quantity)
       .AddField("original_contract_size", instr_def_msg.original_contract_size)

test/src/record_tests.cpp

@@ -77,7 +77,7 @@ TEST(RecordTests, TestInstrumentDefMsgToString) {
       11,
       12,
       13,
-      14,
+      {},
       15,
       16,
       17,
@@ -86,7 +86,7 @@ TEST(RecordTests, TestInstrumentDefMsgToString) {
       20,
       21,
       22,
-      23,
+      {},
       24,
       25,
       26,
@@ -145,7 +145,6 @@ TEST(RecordTests, TestInstrumentDefMsgToString) {
     price_ratio = 11,
     inst_attrib_value = 12,
     underlying_id = 13,
-    cleared_volume = 14,
     market_depth_implied = 15,
     market_depth = 16,
     market_segment_id = 17,
@@ -154,7 +153,6 @@ TEST(RecordTests, TestInstrumentDefMsgToString) {
     min_lot_size_block = 20,
     min_lot_size_round_lot = 21,
     min_trade_vol = 22,
-    open_interest_qty = 23,
     contract_multiplier = 24,
     decay_quantity = 25,
     original_contract_size = 26,