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databento 0.78.0

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@github-actions github-actions released this 12 May 20:12

Release notes

Enhancements

  • Added time-based backpressure to the live client: pauses reading records from the live
    gateway when the internal queue spans more than 1 second of data by ts_index
    (ts_recv when present, otherwise ts_event)
  • Upgraded databento-dbn to 0.58.0:
    • Added flat per-level properties (bid_px_00, pretty_ask_px_03, etc.) to the
      Python MBP1Msg, MBP10Msg, BBOMsg, CMBP1Msg, and CBBOMsg record classes
      for parity with the DataFrame layout
    • Added INDEX InstrumentClass variant
    • Added StatType variants INDICATIVE_CLOSE_PRICE and VENUE_SPECIFIC_PRICE_1