dbn 0.53.0

Library for working with Databento Binary Encoding (DBN)
Documentation 
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//! Record data types for encoding different Databento [`Schema`](crate::enums::Schema)s
//! in the upcoming DBN version 3.

pub use crate::compat::{
    ASSET_CSTR_LEN_V3 as ASSET_CSTR_LEN, SYMBOL_CSTR_LEN_V3 as SYMBOL_CSTR_LEN,
    UNDEF_STAT_QUANTITY_V3 as UNDEF_STAT_QUANTITY,
};
pub use crate::record::{
    Bbo1MMsg, Bbo1SMsg, BboMsg, Cbbo1MMsg, Cbbo1SMsg, CbboMsg, Cmbp1Msg, ErrorMsg, ImbalanceMsg,
    InstrumentDefMsg, MboMsg, Mbp10Msg, Mbp1Msg, OhlcvMsg, StatMsg, StatusMsg, SymbolMappingMsg,
    SystemMsg, TbboMsg, TcbboMsg, TradeMsg, WithTsOut,
};

use crate::compat::{InstrumentDefRec, StatRec};

mod methods;

/// The DBN version of this module.
pub const DBN_VERSION: u8 = 3;

impl InstrumentDefRec for InstrumentDefMsg {
    fn raw_symbol(&self) -> crate::Result<&str> {
        Self::raw_symbol(self)
    }

    fn asset(&self) -> crate::Result<&str> {
        Self::asset(self)
    }

    fn security_type(&self) -> crate::Result<&str> {
        Self::security_type(self)
    }

    fn security_update_action(&self) -> crate::Result<crate::SecurityUpdateAction> {
        Self::security_update_action(self)
    }

    fn channel_id(&self) -> u16 {
        self.channel_id
    }
}

impl StatRec for StatMsg {
    const UNDEF_STAT_QUANTITY: i64 = UNDEF_STAT_QUANTITY;

    fn stat_type(&self) -> crate::Result<crate::StatType> {
        Self::stat_type(self)
    }

    fn ts_recv(&self) -> Option<time::OffsetDateTime> {
        Self::ts_recv(self)
    }

    fn ts_ref(&self) -> Option<time::OffsetDateTime> {
        Self::ts_ref(self)
    }

    fn update_action(&self) -> crate::Result<crate::StatUpdateAction> {
        Self::update_action(self)
    }

    fn price(&self) -> i64 {
        self.price
    }

    fn quantity(&self) -> i64 {
        self.quantity
    }
}

#[cfg(test)]
mod tests {
    use std::mem;

    use rstest::*;
    use type_layout::{Field, TypeLayout};

    use super::*;

    #[cfg(feature = "python")]
    #[test]
    fn test_consistent_field_order_and_leg_fields_last() {
        use std::ops::Not;

        use crate::{python::PyFieldDesc, v2};

        let v3_fields = InstrumentDefMsg::ordered_fields("");
        let mut v2_fields = v2::InstrumentDefMsg::ordered_fields("")
            .into_iter()
            .filter(|f| {
                matches!(
                    f.as_str(),
                    "trading_reference_date"
                        | "trading_reference_price"
                        | "settl_price_type"
                        | "md_security_trading_status"
                )
                .not()
            });
        let mut has_reached_leg_fields = false;
        for (i, field) in v3_fields.into_iter().enumerate() {
            if has_reached_leg_fields {
                assert!(field.starts_with("leg_"), "{i}");
            } else if field.starts_with("leg_") {
                has_reached_leg_fields = true;
                assert!(v2_fields.next().is_none(), "{i}");
            } else {
                assert_eq!(field, v2_fields.next().unwrap(), "{i}");
            }
        }
    }

    #[rstest]
    #[case::definition(InstrumentDefMsg::default(), 520)]
    #[case::definition(StatMsg::default(), 80)]
    fn test_sizes<R: Sized>(#[case] _rec: R, #[case] exp: usize) {
        assert_eq!(mem::size_of::<R>(), exp);
        assert!(mem::size_of::<R>() <= crate::MAX_RECORD_LEN);
    }

    #[rstest]
    #[case::definition(InstrumentDefMsg::default())]
    fn test_alignment_and_no_padding<R: TypeLayout>(#[case] _rec: R) {
        let layout = R::type_layout();
        assert_eq!(layout.alignment, 8, "Unexpected alignment: {layout}");
        for field in layout.fields.iter() {
            assert!(
                matches!(field, Field::Field { .. }),
                "Detected padding: {layout}"
            );
        }
    }
}