Crate dbn

A crate for reading DBN and legacy DBZ files and converting them to other Encodings.

Re-exports

• pub use crate::error::Error;
• pub use crate::error::Result;
• pub use crate::metadata::MappingInterval;
• pub use crate::metadata::Metadata;
• pub use crate::metadata::MetadataBuilder;
• pub use crate::metadata::SymbolMapping;

Modules

• datasets
  Contains dataset code constants.
• decode
  Decoding DBN and Zstd-compressed DBN files and streams. Decoders implement the DecodeDbn trait.
• encode
  Encoding DBN and Zstd-compressed DBN files and streams. Encoders implement the EncodeDbn trait.
• enums
  Enums used in Databento APIs.
• error
  Types for errors that can occur while working with DBN.
• macros
  Helper macros for working with multiple RTypes, Schemas, and record types.
• metadata
  Contains Metadata struct which comes at the beginning of any DBN file or stream and MetadataBuilder for creating a Metadata with defaults.
• pretty
  Contains new types for pretty-printing values found in DBN records.
• publishers
  Enumerations for different data sources, venues, and publishers.
• python
  Python wrappers around dbn functions. These are implemented here instead of in python/ to be able to implement pyo3 traits for DBN types.
• record
  Market data types for encoding different Databento Schemas and conversion functions.
• record_ref
  The RecordRef struct for non-owning references to DBN records.

Macros

• rtype_async_dispatch
  Specializes a generic async function to all record types and dispatches based rtype.
• rtype_dispatch
  Specializes a generic function to all record types and dispatches based rtype.
• rtype_dispatch_with_ts_out
  Specializes a generic function to all record types wrapped in WithTsOut and dispatches based on the rtype.
• rtype_ts_out_async_dispatch
  Specializes a generic async function to all record types and dispatches based rtype and ts_out.
• rtype_ts_out_dispatch
  Specializes a generic function to all record types and dispatches based on the rtype and ts_out.
• schema_async_method_dispatch
  Specializes a generic async method function to all record types with an associated schema.
• schema_dispatch
  Specializes a generic method function to all record types with an associated schema.
• schema_method_dispatch
  Specializes a generic method function to all record types with an associated schema.

Constants

• DBN_VERSION
  The current version of the DBN encoding, which is different from the crate version.
• FIXED_PRICE_SCALE
  The denominator of fixed prices in DBN.
• UNDEF_ORDER_SIZE
  The sentinel value for an unset or null order quantity.
• UNDEF_PRICE
  The sentinel value for an unset or null price.
• UNDEF_STAT_QUANTITY
  The sentinel value for an unset or null stat quantity.
• UNDEF_TIMESTAMP
  The sentinel value for an unset or null timestamp.