ADD: Add pretty and split symbols options to C++

Author: threecgreen

CHANGELOG.md

@@ -2,9 +2,15 @@
 
 ## 0.13.0 - TBD
 ### Enhancements
-- Added `map_symbols` option to `BatchSubmitJob`. When `true`, appends the
-  raw symbol to every record (available for CSV and JSON text encodings) reducing the
-  need to look at the `symbology.json` file
+- Added `pretty_px` option for `BatchSubmitJob`, which formats prices to the correct
+  scale using the fixed-precision scalar 1e-9 (available for CSV and JSON text
+  encodings)
+- Added `pretty_ts` option for `BatchSubmitJob`, which formats timestamps as ISO 8601
+  strings (available for CSV and JSON text encodings)
+- Added `map_symbols` option to `BatchSubmitJob`, which appends appends the raw symbol
+  to every record (available for CSV and JSON text encodings) reducing the need to look
+  at the `symbology.json` file
+- Added `split_symbols` option for `BatchSubmitJob`, which will split files by raw symbol
 - Added `encoding` option to `BatchSubmitJob` to allow requesting non-DBN encoded
   data through the client
 - Added `map_symbols`, `pretty_px`, and `pretty_ts` to `BatchJob` response

include/databento/historical.hpp

@@ -50,7 +50,8 @@ class Historical {
                           Schema schema,
                           const DateTimeRange<UnixNanos>& datetime_range,
                           Encoding encoding, Compression compression,
-                          bool map_symbols, SplitDuration split_duration,
+                          bool pretty_px, bool pretty_ts, bool map_symbols,
+                          bool split_symbols, SplitDuration split_duration,
                           std::uint64_t split_size, Packaging packaging,
                           Delivery delivery, SType stype_in, SType stype_out,
                           std::uint64_t limit);
@@ -59,7 +60,8 @@ class Historical {
                           Schema schema,
                           const DateTimeRange<std::string>& datetime_range,
                           Encoding encoding, Compression compression,
-                          bool map_symbols, SplitDuration split_duration,
+                          bool pretty_px, bool pretty_ts, bool map_symbols,
+                          bool split_symbols, SplitDuration split_duration,
                           std::uint64_t split_size, Packaging packaging,
                           Delivery delivery, SType stype_in, SType stype_out,
                           std::uint64_t limit);

src/historical.cpp

@@ -166,33 +166,39 @@ databento::BatchJob Historical::BatchSubmitJob(
 
     const std::string& dataset, const std::vector<std::string>& symbols,
     Schema schema, const DateTimeRange<UnixNanos>& datetime_range) {
-  return this->BatchSubmitJob(
-      dataset, symbols, schema, datetime_range, kDefaultEncoding,
-      kDefaultCompression, {}, SplitDuration::Day, {}, Packaging::None,
-      Delivery::Download, kDefaultSTypeIn, kDefaultSTypeOut, {});
+  return this->BatchSubmitJob(dataset, symbols, schema, datetime_range,
+                              kDefaultEncoding, kDefaultCompression, {}, {}, {},
+                              {}, SplitDuration::Day, {}, Packaging::None,
+                              Delivery::Download, kDefaultSTypeIn,
+                              kDefaultSTypeOut, {});
 }
 databento::BatchJob Historical::BatchSubmitJob(
     const std::string& dataset, const std::vector<std::string>& symbols,
     Schema schema, const DateTimeRange<std::string>& datetime_range) {
-  return this->BatchSubmitJob(
-      dataset, symbols, schema, datetime_range, kDefaultEncoding,
-      kDefaultCompression, {}, SplitDuration::Day, {}, Packaging::None,
-      Delivery::Download, kDefaultSTypeIn, kDefaultSTypeOut, {});
+  return this->BatchSubmitJob(dataset, symbols, schema, datetime_range,
+                              kDefaultEncoding, kDefaultCompression, {}, {}, {},
+                              {}, SplitDuration::Day, {}, Packaging::None,
+                              Delivery::Download, kDefaultSTypeIn,
+                              kDefaultSTypeOut, {});
 }
 databento::BatchJob Historical::BatchSubmitJob(
     const std::string& dataset, const std::vector<std::string>& symbols,
     Schema schema, const DateTimeRange<UnixNanos>& datetime_range,
-    Encoding encoding, Compression compression, bool map_symbols,
-    SplitDuration split_duration, std::uint64_t split_size, Packaging packaging,
-    Delivery delivery, SType stype_in, SType stype_out, std::uint64_t limit) {
+    Encoding encoding, Compression compression, bool pretty_px, bool pretty_ts,
+    bool map_symbols, bool split_symbols, SplitDuration split_duration,
+    std::uint64_t split_size, Packaging packaging, Delivery delivery,
+    SType stype_in, SType stype_out, std::uint64_t limit) {
   httplib::Params params{
       {"dataset", dataset},
       {"start", ToString(datetime_range.start)},
       {"symbols", JoinSymbolStrings(kBatchSubmitJobEndpoint, symbols)},
       {"schema", ToString(schema)},
       {"encoding", ToString(encoding)},
       {"compression", ToString(compression)},
+      {"pretty_px", std::to_string(pretty_px)},
+      {"pretty_ts", std::to_string(pretty_ts)},
       {"map_symbols", std::to_string(map_symbols)},
+      {"split_symbols", std::to_string(split_symbols)},
       {"split_duration", ToString(split_duration)},
       {"packaging", ToString(packaging)},
       {"delivery", ToString(delivery)},
@@ -206,17 +212,21 @@ databento::BatchJob Historical::BatchSubmitJob(
 databento::BatchJob Historical::BatchSubmitJob(
     const std::string& dataset, const std::vector<std::string>& symbols,
     Schema schema, const DateTimeRange<std::string>& datetime_range,
-    Encoding encoding, Compression compression, bool map_symbols,
-    SplitDuration split_duration, std::uint64_t split_size, Packaging packaging,
-    Delivery delivery, SType stype_in, SType stype_out, std::uint64_t limit) {
+    Encoding encoding, Compression compression, bool pretty_px, bool pretty_ts,
+    bool map_symbols, bool split_symbols, SplitDuration split_duration,
+    std::uint64_t split_size, Packaging packaging, Delivery delivery,
+    SType stype_in, SType stype_out, std::uint64_t limit) {
   httplib::Params params{
       {"dataset", dataset},
       {"start", datetime_range.start},
       {"symbols", JoinSymbolStrings(kBatchSubmitJobEndpoint, symbols)},
       {"schema", ToString(schema)},
       {"encoding", ToString(encoding)},
       {"compression", ToString(compression)},
+      {"pretty_px", std::to_string(pretty_px)},
+      {"pretty_ts", std::to_string(pretty_ts)},
       {"map_symbols", std::to_string(map_symbols)},
+      {"split_symbols", std::to_string(split_symbols)},
       {"split_duration", ToString(split_duration)},
       {"packaging", ToString(packaging)},
       {"delivery", ToString(delivery)},

test/src/historical_tests.cpp

@@ -87,7 +87,10 @@ TEST_F(HistoricalTests, TestBatchSubmitJob) {
                              {"end", "2022-07-03"},
                              {"encoding", "dbn"},
                              {"compression", "zstd"},
+                             {"pretty_px", "0"},
+                             {"pretty_ts", "0"},
                              {"map_symbols", "0"},
+                             {"split_symbols", "0"},
                              {"symbols", "CLH3"},
                              {"schema", "trades"}},
                             kResp);