VER: Release 0.65.0

.github/workflows/release.yml

@@ -13,10 +13,10 @@ jobs:
     if: ${{ github.event.workflow_run.conclusion == 'success' }}
     runs-on: ubuntu-latest
     steps:
-      - uses: actions/checkout@v4
+      - uses: actions/checkout@v5
       - uses: actions/setup-python@v5
         with:
-          python-version: "3.10"
+          python-version: "3.12"
       - uses: snok/install-poetry@v1
         with:
           virtualenvs-create: true
@@ -32,7 +32,7 @@ jobs:
           sed -n '/^## /{n; :a; /^## /q; p; n; ba}' CHANGELOG.md >> NOTES.md
 
       - name: Release
-        uses: softprops/action-gh-release@v1
+        uses: softprops/action-gh-release@v2
         with:
           fail_on_unmatched_files: true
           append_body: true

.github/workflows/test.yml

@@ -10,12 +10,12 @@ jobs:
       fail-fast: false
       matrix:
         os: [ubuntu-latest, macos-latest, windows-latest]
-        python-version: ["3.9", "3.10", "3.11", "3.12", "3.13"]
+        python-version: ["3.10", "3.11", "3.12", "3.13"]
     name: build - Python ${{ matrix.python-version }} (${{ matrix.os }})
     runs-on: ${{ matrix.os }}
 
     steps:
-      - uses: actions/checkout@v4
+      - uses: actions/checkout@v5
       - uses: actions/setup-python@v5
         with:
           python-version: ${{ matrix.python-version }}

CHANGELOG.md

@@ -1,12 +1,31 @@
 # Changelog
 
+## 0.65.0 - 2025-11-11
+
+#### Deprecations
+- Deprecated `mode` parameter in `metadata.get_cost`, which will be removed in a future release
+
+#### Enhancements
+- Added export of `CBBOMsg` and `BBOMsg` from `databento_dbn` to the root `databento` package
+- Upgraded `databento-dbn` to 0.43.0
+    - Added export of `F_PUBLISHER_SPECIFIC` constant to Python
+    - Added explicit `Unset` variant for `SystemCode` and `ErrorCode`
+    - Changed Python getters for enum fields to return the underlying type when no known variant can be found. As a result, these getters no longer raise an exception
+
+#### Breaking changes
+- Removed support for Python 3.9 due to end of life
+
 ## 0.64.0 - 2025-09-30
 
 #### Enhancements
 - Upgraded `databento-dbn` to 0.42.0
   - Added `ts_index` and `pretty_ts_index` properties for records in Python which provides the timestamp that is most appropriate for indexing
   - Fixed type stub for `channel_id` to allow None
 
+#### Enhancements
+- Reduced the log level of `SystemMsg` records in the `Live` client to debug
+- Increased the log level of `SystemMsg` records with the code `SystemCode.SLOW_READER_WARNING` to warning
+
 #### Bug fixes
 - Fixed type hint for `start` parameter in `Live.subscribe()`
 

README.md

@@ -28,11 +28,11 @@ You can find our full client API reference on the [Historical Reference](https:/
 [Examples](https://databento.com/docs/examples?historical=python&live=python) section for various tutorials and code samples.
 
 ## Requirements
-The library is fully compatible with the latest distribution of Anaconda 3.9 and above.
+The library is fully compatible with distributions of Anaconda 2023.x and above.
 The minimum dependencies as found in the `pyproject.toml` are also listed below:
-- python = "^3.9"
+- python = "^3.10"
 - aiohttp = "^3.8.3"
-- databento-dbn = "~0.42.0"
+- databento-dbn = "~0.43.0"
 - numpy = ">=1.23.5"
 - pandas = ">=1.5.3"
 - pip-system-certs = ">=4.0" (Windows only)

databento/__init__.py

@@ -8,7 +8,9 @@
 from databento_dbn import UNDEF_STAT_QUANTITY
 from databento_dbn import UNDEF_TIMESTAMP
 from databento_dbn import Action
+from databento_dbn import BBOMsg
 from databento_dbn import BidAskPair
+from databento_dbn import CBBOMsg
 from databento_dbn import CMBP1Msg
 from databento_dbn import Compression
 from databento_dbn import ConsolidatedBidAskPair
@@ -90,13 +92,15 @@
     "Action",
     "BBO1MMsg",
     "BBO1SMsg",
+    "BBOMsg",
     "BentoClientError",
     "BentoError",
     "BentoHttpError",
     "BentoServerError",
     "BidAskPair",
     "CBBO1MMsg",
     "CBBO1SMsg",
+    "CBBOMsg",
     "CMBP1Msg",
     "Compression",
     "ConsolidatedBidAskPair",

databento/common/dbnstore.py

@@ -7,6 +7,7 @@
 import logging
 import warnings
 import zoneinfo
+from collections.abc import Callable
 from collections.abc import Generator
 from collections.abc import Iterator
 from collections.abc import Mapping
@@ -18,7 +19,6 @@
 from typing import TYPE_CHECKING
 from typing import Any
 from typing import BinaryIO
-from typing import Callable
 from typing import Final
 from typing import Literal
 from typing import Protocol

databento/common/enums.py

@@ -1,10 +1,10 @@
 from __future__ import annotations
 
+from collections.abc import Callable
 from enum import Enum
 from enum import Flag
 from enum import IntFlag
 from enum import unique
-from typing import Callable
 from typing import TypeVar
 
 

databento/common/parsing.py

@@ -1,6 +1,5 @@
 from __future__ import annotations
 
-import warnings
 from collections.abc import Iterable
 from datetime import date
 from datetime import datetime
@@ -277,13 +276,13 @@ def datetime_to_string(value: pd.Timestamp | datetime | date | str | int) -> str
         return pd.to_datetime(value).isoformat()
 
 
-def date_to_string(value: pd.Timestamp | date | str | int) -> str:
+def date_to_string(value: date | str) -> str:
     """
     Return a valid date string from the given value.
 
     Parameters
     ----------
-    value : pd.Timestamp, date, str, or int
+    value : date or str
         The value to parse.
 
     Returns
@@ -293,32 +292,10 @@ def date_to_string(value: pd.Timestamp | date | str | int) -> str:
     """
     if isinstance(value, str):
         return value
-    elif isinstance(value, date):
+    elif type(value) is date:
         return value.isoformat()
-    elif isinstance(value, int):
-        warnings.warn(
-            "Passing an int to `start_date` or `end_date` is deprecated and will be removed in v0.59.0."
-            "Use a date or str instead.",
-            DeprecationWarning,
-            stacklevel=2,
-        )
-        return str(value)
-    elif isinstance(value, pd.Timestamp):
-        warnings.warn(
-            "Passing a pandas Timestamp to `start_date` or `end_date` is deprecated and will be removed in v0.59.0."
-            "Use a date or str instead.",
-            DeprecationWarning,
-            stacklevel=2,
-        )
-        return pd.to_datetime(value).date().isoformat()
     else:
-        warnings.warn(
-            f"Passing a {type(value)} to `start_date` or `end_date` is deprecated and will be removed in v0.59.0."
-            "Use a date or str instead.",
-            DeprecationWarning,
-            stacklevel=2,
-        )
-        return pd.to_datetime(value).date().isoformat()
+        raise TypeError(f"`{type(value)} is not supported. Only `date` and `str` are supported.")
 
 
 def optional_datetime_to_string(

databento/common/types.py

@@ -1,37 +1,36 @@
 import datetime as dt
-from typing import Callable
+from collections.abc import Callable
 from typing import Generic
 from typing import TypedDict
 from typing import TypeVar
-from typing import Union
 
 import databento_dbn
 import pandas as pd
 
 
-DBNRecord = Union[
-    databento_dbn.BBOMsg,
-    databento_dbn.CBBOMsg,
-    databento_dbn.CMBP1Msg,
-    databento_dbn.MBOMsg,
-    databento_dbn.MBP1Msg,
-    databento_dbn.MBP10Msg,
-    databento_dbn.TradeMsg,
-    databento_dbn.OHLCVMsg,
-    databento_dbn.ImbalanceMsg,
-    databento_dbn.InstrumentDefMsg,
-    databento_dbn.InstrumentDefMsgV1,
-    databento_dbn.InstrumentDefMsgV2,
-    databento_dbn.StatMsg,
-    databento_dbn.StatMsgV1,
-    databento_dbn.StatusMsg,
-    databento_dbn.SymbolMappingMsg,
-    databento_dbn.SymbolMappingMsgV1,
-    databento_dbn.SystemMsg,
-    databento_dbn.SystemMsgV1,
-    databento_dbn.ErrorMsg,
-    databento_dbn.ErrorMsgV1,
-]
+DBNRecord = (
+    databento_dbn.BBOMsg
+    | databento_dbn.CBBOMsg
+    | databento_dbn.CMBP1Msg
+    | databento_dbn.MBOMsg
+    | databento_dbn.MBP1Msg
+    | databento_dbn.MBP10Msg
+    | databento_dbn.TradeMsg
+    | databento_dbn.OHLCVMsg
+    | databento_dbn.ImbalanceMsg
+    | databento_dbn.InstrumentDefMsg
+    | databento_dbn.InstrumentDefMsgV1
+    | databento_dbn.InstrumentDefMsgV2
+    | databento_dbn.StatMsg
+    | databento_dbn.StatMsgV1
+    | databento_dbn.StatusMsg
+    | databento_dbn.SymbolMappingMsg
+    | databento_dbn.SymbolMappingMsgV1
+    | databento_dbn.SystemMsg
+    | databento_dbn.SystemMsgV1
+    | databento_dbn.ErrorMsg
+    | databento_dbn.ErrorMsgV1
+)
 
 RecordCallback = Callable[[DBNRecord], None]
 ExceptionCallback = Callable[[Exception], None]

databento/historical/api/metadata.py

@@ -1,5 +1,6 @@
 from __future__ import annotations
 
+import warnings
 from collections.abc import Iterable
 from datetime import date
 from datetime import datetime
@@ -19,6 +20,7 @@
 from databento.common.parsing import optional_datetime_to_string
 from databento.common.parsing import optional_symbols_list_to_list
 from databento.common.publishers import Dataset
+from databento.common.types import Default
 from databento.common.validation import validate_enum
 from databento.common.validation import validate_semantic_string
 
@@ -399,7 +401,7 @@ def get_cost(
         dataset: Dataset | str,
         start: pd.Timestamp | datetime | date | str | int,
         end: pd.Timestamp | datetime | date | str | int | None = None,
-        mode: FeedMode | str = "historical-streaming",
+        mode: FeedMode | str | Default[None] = Default[None](None),
         symbols: Iterable[str | int] | str | int | None = None,
         schema: Schema | str = "trades",
         stype_in: SType | str = "raw_symbol",
@@ -425,8 +427,8 @@ def get_cost(
             Assumes UTC as timezone unless otherwise specified.
             If an integer is passed, then this represents nanoseconds since the UNIX epoch.
             Defaults to the forward filled value of `start` based on the resolution provided.
-        mode : FeedMode or str {'live', 'historical-streaming', 'historical'}, default 'historical-streaming'
-            The data feed mode for the request.
+        mode : FeedMode or str {'live', 'historical-streaming', 'historical'}, default `None`
+            The data feed mode for the request. This parameter has been deprecated.
         symbols : Iterable[str | int] or str or int, optional
             The instrument symbols to filter for. Takes up to 2,000 symbols per request.
             If 'ALL_SYMBOLS' or `None` then will select **all** symbols.
@@ -443,6 +445,13 @@ def get_cost(
             The cost in US dollars.
 
         """
+        if not isinstance(mode, Default):
+            warnings.warn(
+                "The `mode` parameter is deprecated and will be removed in a future release.",
+                DeprecationWarning,
+                stacklevel=2,
+            )
+
         stype_in_valid = validate_enum(stype_in, SType, "stype_in")
         symbols_list = optional_symbols_list_to_list(symbols, stype_in_valid)
         data: dict[str, str | None] = {
@@ -453,7 +462,6 @@ def get_cost(
             "schema": str(validate_enum(schema, Schema, "schema")),
             "stype_in": str(stype_in_valid),
             "stype_out": str(SType.INSTRUMENT_ID),
-            "mode": validate_enum(mode, FeedMode, "mode"),
         }
 
         if limit is not None:

databento/live/client.py

@@ -392,7 +392,7 @@ def start(
         logger.info("starting live client")
         if not self.is_connected():
             if self.dataset == "":
-                raise ValueError("cannot start a live client without a subscription")
+                raise ValueError("must call subscribe() before starting live client")
             raise ValueError("cannot start a live client after it is closed")
         if self._session.is_streaming():
             raise ValueError("client is already started")

databento/live/protocol.py

@@ -7,9 +7,11 @@
 from typing import Final
 
 import databento_dbn
+from databento_dbn import DBNError
 from databento_dbn import Metadata
 from databento_dbn import Schema
 from databento_dbn import SType
+from databento_dbn import SystemCode
 from databento_dbn import VersionUpgradePolicy
 
 from databento.common import cram
@@ -380,10 +382,19 @@ def _process_dbn(self, data: bytes) -> None:
                     if record.is_heartbeat():
                         logger.debug("gateway heartbeat")
                     else:
-                        logger.info(
-                            "gateway message: %s",
-                            record.msg,
-                        )
+                        try:
+                            msg_code = record.code
+                        except DBNError:
+                            msg_code = None
+                        if msg_code == SystemCode.SLOW_READER_WARNING:
+                            logger.warning(
+                                record.msg,
+                            )
+                        else:
+                            logger.debug(
+                                "gateway message: %s",
+                                record.msg,
+                            )
                 self.received_record(record)
 
     def _process_gateway(self, data: bytes) -> None:

databento/version.py

@@ -1 +1 @@
-__version__ = "0.64.0"
+__version__ = "0.65.0"