VER: Release 0.34.0

Author: threecgreen

CHANGELOG.md

@@ -1,5 +1,27 @@
 # Changelog
 
+## 0.34.0 - 2025-04-22
+
+### Enhancements
+- Added `SystemCode` and `ErrorCode` enums to indicate types of system and error
+  messages
+- Converting a `v1::SystemMsg` to a `v2::SystemMsg` now sets to `code` to the heartbeat
+  value
+- Introduced `kAssetCstrLen` constant containing the size of `asset` field in
+  `InstrumentDefMsg`
+
+### Breaking changes
+- Increased the size of `asset` field in `v3::InstrumentDefMsg` from 7 to 11. The
+  `v3::InstrumentDefMsg` message size remains 520 bytes.
+- Set minimum CMake version to 3.24
+- Changed type of `code` field in `SystemMsg` to `SystemCode`
+- Changed type of `code` field in `ErrorMsg` to `ErrorCode`
+
+### Bug fixes
+- Changed `TriState` to a regular enum to handle unexpected values
+- Fixed `ccache` support
+- Changed to explicitly only support being built as a static library
+
 ## 0.33.0 - 2025-04-15
 
 ### Enhancements

CMakeLists.txt

@@ -1,10 +1,15 @@
-cmake_minimum_required(VERSION 3.14)
+cmake_minimum_required(VERSION 3.24..4.0)
 
 #
 # Project details
 #
 
-project("databento" VERSION 0.33.0 LANGUAGES CXX)
+project(
+  databento
+  VERSION 0.34.0
+  LANGUAGES CXX
+  DESCRIPTION "Official Databento client library"
+)
 string(TOUPPER ${PROJECT_NAME} PROJECT_NAME_UPPERCASE)
 
 #
@@ -83,6 +88,7 @@ endif()
 
 add_library(
   ${PROJECT_NAME}
+  STATIC
   ${headers}
   ${sources}
 )
@@ -101,6 +107,7 @@ message(STATUS "Added all header and implementation files.")
 #
 
 target_compile_features(${PROJECT_NAME} PUBLIC cxx_std_17)
+set_target_properties(${PROJECT_NAME} PROPERTIES CXX_EXTENSIONS OFF)
 include(cmake/CompilerWarnings.cmake)
 set_target_warnings(${PROJECT_NAME})
 include(cmake/Sanitizers.cmake)
@@ -143,19 +150,11 @@ else()
   set(json_version 3.11.3)
   # Required to correctly install nlohmann_json
   set(JSON_Install ON)
-  if(CMAKE_VERSION VERSION_LESS 3.24)
-    FetchContent_Declare(
-      json
-      URL https://github.com/nlohmann/json/releases/download/v${json_version}/json.tar.xz
-    )
-  else()
-    # DOWNLOAD_EXTRACT_TIMESTAMP added in 3.24
-    FetchContent_Declare(
-      json
-      URL https://github.com/nlohmann/json/releases/download/v${json_version}/json.tar.xz
-      DOWNLOAD_EXTRACT_TIMESTAMP TRUE
-    )
-  endif()
+  FetchContent_Declare(
+    json
+    URL https://github.com/nlohmann/json/releases/download/v${json_version}/json.tar.xz
+    DOWNLOAD_EXTRACT_TIMESTAMP TRUE
+  )
   FetchContent_MakeAvailable(json)
   # Ignore compiler warnings in headers
   add_system_include_property(nlohmann_json)
@@ -175,19 +174,11 @@ if(${PROJECT_NAME_UPPERCASE}_USE_EXTERNAL_HTTPLIB)
   endif()
 else()
   set(httplib_version 0.20.0)
-  if(CMAKE_VERSION VERSION_LESS 3.24)
-    FetchContent_Declare(
-      httplib
-      URL https://github.com/yhirose/cpp-httplib/archive/refs/tags/v${httplib_version}.tar.gz
-    )
-  else()
-    # DOWNLOAD_EXTRACT_TIMESTAMP added in 3.24
-    FetchContent_Declare(
-      httplib
-      URL https://github.com/yhirose/cpp-httplib/archive/refs/tags/v${httplib_version}.tar.gz
-      DOWNLOAD_EXTRACT_TIMESTAMP TRUE
-    )
-  endif()
+  FetchContent_Declare(
+    httplib
+    URL https://github.com/yhirose/cpp-httplib/archive/refs/tags/v${httplib_version}.tar.gz
+    DOWNLOAD_EXTRACT_TIMESTAMP TRUE
+  )
   FetchContent_MakeAvailable(httplib)
   # Ignore compiler warnings in headers
   add_system_include_property(httplib)
@@ -207,19 +198,11 @@ if(${PROJECT_NAME_UPPERCASE}_USE_EXTERNAL_DATE)
   endif()
 else()
   set(date_version 3.0.3)
-  if(CMAKE_VERSION VERSION_LESS 3.24)
-    FetchContent_Declare(
-      date_src
-      URL https://github.com/HowardHinnant/date/archive/refs/tags/v${date_version}.tar.gz
-    )
-  else()
-    # DOWNLOAD_EXTRACT_TIMESTAMP added in 3.24
-    FetchContent_Declare(
-      date_src
-      URL https://github.com/HowardHinnant/date/archive/refs/tags/v${date_version}.tar.gz
-      DOWNLOAD_EXTRACT_TIMESTAMP TRUE
-    )
-  endif()
+  FetchContent_Declare(
+    date_src
+    URL https://github.com/HowardHinnant/date/archive/refs/tags/v${date_version}.tar.gz
+    DOWNLOAD_EXTRACT_TIMESTAMP TRUE
+  )
   FetchContent_MakeAvailable(date_src)
   # Ignore compiler warnings in headers
   add_system_include_property(date)

README.md

@@ -9,7 +9,7 @@ The client supports both streaming real-time and historical market data through
 
 ## Usage
 
-The minimum C++ standard is C++17 and the minimum CMake version is 3.14.
+The minimum C++ standard is C++17 and the minimum CMake version is 3.24.
 
 ### Integration
 
@@ -18,7 +18,7 @@ Your `CMakeLists.txt` should look something like the following:
 
 ```cmake
 # CMakeLists.txt
-cmake_minimum_required(VERSION 3.14)
+cmake_minimum_required(VERSION 3.24)
 
 project(databento_example)
 include(FetchContent)

cmake/StandardSettings.cmake

@@ -75,7 +75,6 @@ if(${PROJECT_NAME_UPPERCASE}_ENABLE_CCACHE)
   find_program(CCACHE_FOUND ccache)
   if(CCACHE_FOUND)
     message(STATUS "Found and enabled ccache")
-    set_property(GLOBAL PROPERTY RULE_LAUNCH_COMPILE ccache)
-    set_property(GLOBAL PROPERTY RULE_LAUNCH_LINK ccache)
+    set(CMAKE_CXX_COMPILER_LAUNCHER "${CCACHE_PROGRAM}")
   endif()
 endif()

examples/CMakeLists.txt

@@ -1,4 +1,4 @@
-cmake_minimum_required(VERSION 3.14)
+cmake_minimum_required(VERSION 3.24)
 
 project(
   ${CMAKE_PROJECT_NAME}Examples

examples/historical/CMakeLists.txt

@@ -1,4 +1,4 @@
-cmake_minimum_required(VERSION 3.14)
+cmake_minimum_required(VERSION 3.24)
 
 add_example_target(batch batch.cpp)
 add_example_target(metadata metadata.cpp)

examples/live/CMakeLists.txt

@@ -1,4 +1,4 @@
-cmake_minimum_required(VERSION 3.14)
+cmake_minimum_required(VERSION 3.24)
 
 add_example_target(live-readme readme.cpp)
 add_example_target(simple simple.cpp)

include/databento/constants.hpp

@@ -24,6 +24,8 @@ static constexpr auto kUndefTimestamp =
 static constexpr auto kDbnVersion = 2;
 // The length of fixed-length symbol strings.
 static constexpr auto kSymbolCstrLen = 71;
+// The length of fixed-length asset string.
+static constexpr auto kAssetCstrLen = 7;
 // The multiplier for converting the `length` field in `RecordHeader` to bytes.
 static constexpr std::size_t kRecordHeaderLengthMultiplier = 4;
 

include/databento/enums.hpp

@@ -439,14 +439,55 @@ using trading_event::TradingEvent;
 
 // An enum for representing unknown, true, or false values. Equivalent to a
 // std::optional<bool>.
-enum class TriState : char {
+namespace tri_state {
+enum TriState : char {
   // The value is not applicable or not known.
   NotAvailable = '~',
   // False
   No = 'N',
   // True
   Yes = 'Y',
 };
+}  // namespace tri_state
+using tri_state::TriState;
+
+namespace error_code {
+enum ErrorCode : std::uint8_t {
+  // The authentication step failed.
+  AuthFailed = 1,
+  // The user account or API key were deactivated.
+  ApiKeyDeactivated = 2,
+  // The user has exceeded their open connection limit
+  ConnectionLimitExceeded = 3,
+  // One or more symbols failed to resolve.
+  SymbolResolutionFailed = 4,
+  // There was an issue with a subscription request (other than symbol
+  // resolution).
+  InvalidSubscription = 5,
+  // An error occurred in the gateway.
+  InternalError = 6,
+
+  Unset = 255,
+};
+}  // namespace error_code
+using error_code::ErrorCode;
+
+namespace system_code {
+enum SystemCode : std::uint8_t {
+  // A message sent in the absence of other records to indicate the connection
+  // remains open.
+  Heartbeat = 0,
+  // An acknowledgement of a subscription request.
+  SubscriptionAck = 1,
+  // The gateway has detected this session is falling behind real-time.
+  SlowReaderWarning = 2,
+  // Indicates a replay subscription has caught up with real-time data.
+  ReplayCompleted = 3,
+
+  Unset = 255,
+};
+}  // namespace system_code
+using system_code::SystemCode;
 
 // Convert a HistoricalGateway to a URL.
 const char* UrlFromGateway(HistoricalGateway gateway);
@@ -474,6 +515,8 @@ const char* ToString(StatusReason status_reason);
 const char* ToString(TradingEvent trading_event);
 const char* ToString(TriState tri_state);
 const char* ToString(VersionUpgradePolicy upgrade_policy);
+const char* ToString(ErrorCode error_code);
+const char* ToString(SystemCode system_code);
 
 std::ostream& operator<<(std::ostream& out, Schema schema);
 std::ostream& operator<<(std::ostream& out, Encoding encoding);
@@ -501,6 +544,8 @@ std::ostream& operator<<(std::ostream& out, TradingEvent trading_event);
 std::ostream& operator<<(std::ostream& out, TriState tri_state);
 std::ostream& operator<<(std::ostream& out,
                          VersionUpgradePolicy upgrade_policy);
+std::ostream& operator<<(std::ostream& out, ErrorCode error_code);
+std::ostream& operator<<(std::ostream& out, SystemCode system_code);
 
 template <>
 Schema FromString(const std::string& str);

include/databento/record.hpp

@@ -4,6 +4,7 @@
 #include <cstddef>
 #include <cstdint>
 #include <cstring>  // strncmp
+#include <limits>
 #include <string>
 #include <tuple>  // tie
 #include <type_traits>
@@ -433,7 +434,7 @@ struct InstrumentDefMsg {
   std::array<char, kSymbolCstrLen> raw_symbol;
   std::array<char, 21> group;
   std::array<char, 5> exchange;
-  std::array<char, 7> asset;
+  std::array<char, kAssetCstrLen> asset;
   std::array<char, 7> cfi;
   std::array<char, 7> security_type;
   std::array<char, 31> unit_of_measure;
@@ -528,7 +529,7 @@ struct ErrorMsg {
 
   RecordHeader hd;
   std::array<char, 302> err;
-  std::uint8_t code;
+  ErrorCode code;
   std::uint8_t is_last;
 };
 static_assert(sizeof(ErrorMsg) == 320, "ErrorMsg size must match Rust");
@@ -560,12 +561,17 @@ struct SystemMsg {
   UnixNanos IndexTs() const { return hd.ts_event; }
   const char* Msg() const { return msg.data(); }
   bool IsHeartbeat() const {
-    return std::strncmp(msg.data(), "Heartbeat", 9) == 0;
+    // Check if code is unset
+    if (static_cast<std::uint8_t>(code) ==
+        std::numeric_limits<std::uint8_t>::max()) {
+      return std::strncmp(msg.data(), "Heartbeat", 9) == 0;
+    }
+    return code == SystemCode::Heartbeat;
   }
 
   RecordHeader hd;
   std::array<char, 303> msg;
-  std::uint8_t code;
+  SystemCode code;
 };
 static_assert(sizeof(SystemMsg) == 320, "SystemMsg size must match Rust");
 static_assert(alignof(SystemMsg) == 8, "Must have 8-byte alignment");

include/databento/v1.hpp

@@ -1,6 +1,7 @@
 #pragma once
 
-#include "databento/datetime.hpp"  // UnixNanos
+#include "databento/constants.hpp"  // kSymbolCstrLen
+#include "databento/datetime.hpp"   // UnixNanos
 #include "databento/enums.hpp"
 #include "databento/record.hpp"
 #include "databento/v2.hpp"
@@ -13,6 +14,7 @@ struct InstrumentDefMsg;
 
 namespace v1 {
 static constexpr std::size_t kSymbolCstrLen = 22;
+static constexpr std::size_t kAssetCstrLen = databento::kAssetCstrLen;
 
 using MboMsg = databento::MboMsg;
 using TradeMsg = databento::TradeMsg;
@@ -92,7 +94,7 @@ struct InstrumentDefMsg {
   std::array<char, kSymbolCstrLen> raw_symbol;
   std::array<char, 21> group;
   std::array<char, 5> exchange;
-  std::array<char, 7> asset;
+  std::array<char, kAssetCstrLen> asset;
   std::array<char, 7> cfi;
   std::array<char, 7> security_type;
   std::array<char, 31> unit_of_measure;

include/databento/v2.hpp

@@ -5,6 +5,7 @@
 
 namespace databento::v2 {
 static constexpr std::size_t kSymbolCstrLen = databento::kSymbolCstrLen;
+static constexpr std::size_t kAssetCstrLen = databento::kAssetCstrLen;
 
 using MboMsg = databento::MboMsg;
 using TradeMsg = databento::TradeMsg;

include/databento/v3.hpp

@@ -10,6 +10,7 @@
 
 namespace databento::v3 {
 static constexpr std::size_t kSymbolCstrLen = databento::kSymbolCstrLen;
+static constexpr std::size_t kAssetCstrLen = 11;
 
 using MboMsg = databento::MboMsg;
 using TradeMsg = databento::TradeMsg;
@@ -100,7 +101,7 @@ struct InstrumentDefMsg {
   std::array<char, kSymbolCstrLen> raw_symbol;
   std::array<char, 21> group;
   std::array<char, 5> exchange;
-  std::array<char, 7> asset;
+  std::array<char, kAssetCstrLen> asset;
   std::array<char, 7> cfi;
   std::array<char, 7> security_type;
   std::array<char, 31> unit_of_measure;
@@ -124,7 +125,7 @@ struct InstrumentDefMsg {
   InstrumentClass leg_instrument_class;
   Side leg_side;
   // padding for alignment
-  std::array<char, 21> reserved;
+  std::array<char, 17> reserved;
 };
 static_assert(sizeof(InstrumentDefMsg) == 520,
               "InstrumentDefMsg size must match Rust");

pkg/PKGBUILD

@@ -1,7 +1,7 @@
 # Maintainer: Databento <[email protected]>
 _pkgname=databento-cpp
 pkgname=databento-cpp-git
-pkgver=0.33.0
+pkgver=0.34.0
 pkgrel=1
 pkgdesc="Official C++ client for Databento"
 arch=('any')