MOD: Update definitions asset field

Author: vinilivramento

CHANGELOG.md

@@ -7,10 +7,12 @@
   messages
 - Converting a `v1::SystemMsg` to a `v2::SystemMsg` now sets to `code` to the heartbeat
   value
+- Introduced `kAssetCstrLen` constant containing the size of `asset` field in `InstrumentDefMsg`
 
 ### Breaking changes
 - Changed type of `code` field in `SystemMsg` to `SystemCode`
 - Changed type of `code` field in `ErrorMsg` to `ErrorCode`
+- Increased the size of `asset` field in `v3::InstrumentDefMsg` from 7 to 11. The `v3::InstrumentDefMsg` message size remains 520 bytes.
 
 ### Bug fixes
 - Changed `TriState` to a regular enum to handle unexpected values

include/databento/constants.hpp

@@ -24,6 +24,8 @@ static constexpr auto kUndefTimestamp =
 static constexpr auto kDbnVersion = 2;
 // The length of fixed-length symbol strings.
 static constexpr auto kSymbolCstrLen = 71;
+// The length of fixed-length asset string.
+static constexpr auto kAssetCstrLen = 7;
 // The multiplier for converting the `length` field in `RecordHeader` to bytes.
 static constexpr std::size_t kRecordHeaderLengthMultiplier = 4;
 

include/databento/record.hpp

@@ -434,7 +434,7 @@ struct InstrumentDefMsg {
   std::array<char, kSymbolCstrLen> raw_symbol;
   std::array<char, 21> group;
   std::array<char, 5> exchange;
-  std::array<char, 7> asset;
+  std::array<char, kAssetCstrLen> asset;
   std::array<char, 7> cfi;
   std::array<char, 7> security_type;
   std::array<char, 31> unit_of_measure;

include/databento/v1.hpp

@@ -1,6 +1,7 @@
 #pragma once
 
-#include "databento/datetime.hpp"  // UnixNanos
+#include "databento/constants.hpp"  // kSymbolCstrLen
+#include "databento/datetime.hpp"   // UnixNanos
 #include "databento/enums.hpp"
 #include "databento/record.hpp"
 #include "databento/v2.hpp"
@@ -13,6 +14,7 @@ struct InstrumentDefMsg;
 
 namespace v1 {
 static constexpr std::size_t kSymbolCstrLen = 22;
+static constexpr std::size_t kAssetCstrLen = databento::kAssetCstrLen;
 
 using MboMsg = databento::MboMsg;
 using TradeMsg = databento::TradeMsg;
@@ -92,7 +94,7 @@ struct InstrumentDefMsg {
   std::array<char, kSymbolCstrLen> raw_symbol;
   std::array<char, 21> group;
   std::array<char, 5> exchange;
-  std::array<char, 7> asset;
+  std::array<char, kAssetCstrLen> asset;
   std::array<char, 7> cfi;
   std::array<char, 7> security_type;
   std::array<char, 31> unit_of_measure;

include/databento/v2.hpp

@@ -5,6 +5,7 @@
 
 namespace databento::v2 {
 static constexpr std::size_t kSymbolCstrLen = databento::kSymbolCstrLen;
+static constexpr std::size_t kAssetCstrLen = databento::kAssetCstrLen;
 
 using MboMsg = databento::MboMsg;
 using TradeMsg = databento::TradeMsg;

include/databento/v3.hpp

@@ -10,6 +10,7 @@
 
 namespace databento::v3 {
 static constexpr std::size_t kSymbolCstrLen = databento::kSymbolCstrLen;
+static constexpr std::size_t kAssetCstrLen = 11;
 
 using MboMsg = databento::MboMsg;
 using TradeMsg = databento::TradeMsg;
@@ -100,7 +101,7 @@ struct InstrumentDefMsg {
   std::array<char, kSymbolCstrLen> raw_symbol;
   std::array<char, 21> group;
   std::array<char, 5> exchange;
-  std::array<char, 7> asset;
+  std::array<char, kAssetCstrLen> asset;
   std::array<char, 7> cfi;
   std::array<char, 7> security_type;
   std::array<char, 31> unit_of_measure;
@@ -124,7 +125,7 @@ struct InstrumentDefMsg {
   InstrumentClass leg_instrument_class;
   Side leg_side;
   // padding for alignment
-  std::array<char, 21> reserved;
+  std::array<char, 17> reserved;
 };
 static_assert(sizeof(InstrumentDefMsg) == 520,
               "InstrumentDefMsg size must match Rust");