dbz-python 0.2.1

Python library written in Rust for working with the Databento Binary Encoding (DBZ) format

dbz-python

Python bindings for the dbz-lib Rust library. Used by the Databento Python client library.

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

Installation

To install the latest stable version from PyPI:

pip install -U dbz-python

Usage

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

from dbz_python import decode_metadata

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

You can write DBZ files using write_dbz_file:

from dbz_python import write_dbz_file

records = [
    {"rtype": 160, "publisher_id": 1, "product_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.dbz", "wb") as out:
    write_dbz_file(file=out, schema="mbo", dataset="custom", records=records, stype="product_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

dbz-python 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/dbz
cd dbz
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 dbz_python in your current Python environment.

License

Distributed under the Apache 2.0 License.