databento-dbn 0.6.0

Native Databento bindings based on dbn Rust crate

databento-dbn

Python bindings for the dbn Rust library. Used by the Databento Python client library.

Using this library is for advanced users and is not fully documented or supported.

Installation

To install the latest stable version from PyPI:

pip install -U databento-dbn

Usage

To read the metadata from a DBN file into a dict, read the raw bytes and pass them to decode_metadata.

from databento_dbn import decode_metadata

with open("my.dbn.zst", "rb") as fin:
    metadata = decode_metadata(fin.read())
# Print symbology mappings
print(metadata["mappings"])

You can write Zstd-compressed DBN files using write_dbn_file:

from databento_dbn import write_dbn_file

records = [
    {"rtype": 160, "publisher_id": 1, "instrument_id": 1, "ts_event": 647784973705, "order_id": 1,
     "price": 3723000000000, "size": 1, "flags": 128, "channel_id": 0, "action": ord('C'),
     "side": ord('A'), "ts_recv": 1609160400000704060, "ts_in_delta": 0, "sequence": 1170352}
]
with open("my.dbn.zst", "wb") as out:
    write_dbn_file(file=out, compression="zstd", schema="mbo", dataset="custom",
                   records=records, stype="instrument_id")

Note that the keys in the dictionaries in records must match the field names of the schema, or the function will raise a KeyError.

Building

databento-dbn is written in Rust, so you'll need to have Rust installed as well as Maturin.

To build, run the following commands:

git clone https://github.com/databento/dbn
cd dbn
maturin build

To build the Python package and install it for the active Python interpreter in your PATH, run:

maturin develop

This will install a package named databento-dbn in your current Python environment.

License

Distributed under the Apache 2.0 License.