VER: Release 0.63.0

See release notes.

Author: nmacholl

CHANGELOG.md

@@ -1,5 +1,13 @@
 # Changelog
 
+## 0.63.0 - 2025-09-02
+
+#### Enhancements
+- Upgraded `databento-dbn` to 0.41.0
+
+#### Bug fixes
+- Fixed an issue where calling `Live.stop()` would not clean up the client state once the socket is closed
+
 ## 0.62.0 - 2025-08-19
 
 This release delivers a number of breaking changes to the Python interface for DBN records to provide a cleaner and more consistent API.

databento/historical/api/batch.py

@@ -96,12 +96,12 @@ def submit_job(
         schema : Schema or str {'mbo', 'mbp-1', 'mbp-10', 'trades', 'tbbo', 'ohlcv-1s', 'ohlcv-1m', 'ohlcv-1h', 'ohlcv-1d', 'definition', 'statistics', 'status'}, default 'trades'  # noqa
             The data record schema for the request.
         start : pd.Timestamp, datetime, date, str, or int
-            The start of the request time range (inclusive).
+            The inclusive start of the request range.
             Filters on `ts_recv` if it exists in the schema, otherwise `ts_event`.
             Assumes UTC as timezone unless passed a tz-aware object.
             If an integer is passed, then this represents nanoseconds since the UNIX epoch.
         end : pd.Timestamp, datetime, date, str, or int, optional
-            The end of the request time range (exclusive).
+            The exclusive end of the request range.
             Filters on `ts_recv` if it exists in the schema, otherwise `ts_event`.
             Assumes UTC as timezone unless passed a tz-aware object.
             If an integer is passed, then this represents nanoseconds since the UNIX epoch.

databento/historical/api/metadata.py

@@ -67,10 +67,10 @@ def list_datasets(
         Parameters
         ----------
         start_date : date or str, optional
-            The start date (UTC) for the request range.
+            The inclusive UTC start date of the request range.
             If `None` then first date available.
         end_date : date or str, optional
-            The end date (UTC) for the request range.
+            The exclusive UTC end date of the request range.
             If `None` then last date available.
 
         Returns
@@ -202,10 +202,10 @@ def get_dataset_condition(
         dataset : Dataset or str
             The dataset code (string identifier) for the request.
         start_date : date or str, optional
-            The start date (UTC) for the request range.
+            The inclusive UTC start date of the request range.
             If `None` then first date available.
         end_date : date or str, optional
-            The end date (UTC) for the request range.
+            The inclusive UTC end date of the request range.
             If `None` then last date available.
 
         Returns
@@ -279,11 +279,11 @@ def get_record_count(
         dataset : Dataset or str
             The dataset code for the request.
         start : pd.Timestamp, datetime, date, str, or int
-            The start datetime for the request range (inclusive).
+            The inclusive start of the request range.
             Assumes UTC as timezone unless otherwise specified.
             If an integer is passed, then this represents nanoseconds since the UNIX epoch.
         end : pd.Timestamp, datetime, date, str, or int, optional
-            The end datetime for the request range (exclusive).
+            The exclusive end of the request range.
             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.
@@ -347,11 +347,11 @@ def get_billable_size(
         dataset : Dataset or str
             The dataset code for the request.
         start : pd.Timestamp, datetime, date, str, or int
-            The start datetime for the request range (inclusive).
+            The inclusive start of the request range.
             Assumes UTC as timezone unless otherwise specified.
             If an integer is passed, then this represents nanoseconds since the UNIX epoch.
         end : pd.Timestamp, datetime, date, str, or int, optional
-            The end datetime for the request range (exclusive).
+            The exclusive end of the request range.
             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.
@@ -417,11 +417,11 @@ def get_cost(
         dataset : Dataset or str
             The dataset code for the request.
         start : pd.Timestamp, datetime, date, str, or int
-            The start datetime for the request range (inclusive).
+            The inclusive start of the request range.
             Assumes UTC as timezone unless otherwise specified.
             If an integer is passed, then this represents nanoseconds since the UNIX epoch.
         end : pd.Timestamp, datetime, date, str, or int, optional
-            The end datetime for the request range (exclusive).
+            The exclusive end of the request range.
             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.

databento/historical/api/symbology.py

@@ -51,9 +51,10 @@ def resolve(
         stype_out : SType or str, default 'instrument_id'
             The output symbology type to resolve to.
         start_date : date or str
-            The start date (UTC) of the request time range (inclusive).
+            The inclusive UTC start date of the request range.
         end_date : date or str, optional
-            The end date (UTC) of the request time range (exclusive).
+            The exclusive UTC end date of the request range.
+            Defaults to the forward filled value of `start` based on the resolution provided.
 
         Returns
         -------

databento/historical/api/timeseries.py

@@ -60,12 +60,12 @@ def get_range(
         dataset : Dataset or str
             The dataset code (string identifier) for the request.
         start : pd.Timestamp, datetime, date, str, or int
-            The start datetime of the request time range (inclusive).
+            The inclusive start of the request range.
             Filters on `ts_recv` if it exists in the schema, otherwise `ts_event`.
             Assumes UTC as timezone unless passed a tz-aware object.
             If an integer is passed, then this represents nanoseconds since the UNIX epoch.
         end : pd.Timestamp, datetime, date, str, or int, optional
-            The end datetime of the request time range (exclusive).
+            The exclusive end of the request range.
             Filters on `ts_recv` if it exists in the schema, otherwise `ts_event`.
             Assumes UTC as timezone unless passed a tz-aware object.
             If an integer is passed, then this represents nanoseconds since the UNIX epoch.
@@ -158,12 +158,12 @@ async def get_range_async(
         dataset : Dataset or str
             The dataset code (string identifier) for the request.
         start : pd.Timestamp, datetime, date, str, or int
-            The start of the request time range (inclusive).
+            The inclusive start of the request range.
             Filters on `ts_recv` if it exists in the schema, otherwise `ts_event`.
             Assumes UTC as timezone unless passed a tz-aware object.
             If an integer is passed, then this represents nanoseconds since the UNIX epoch.
         end : pd.Timestamp, datetime, date, str, or int, optional
-            The end of the request time range (exclusive).
+            The exclusive end of the request range.
             Filters on `ts_recv` if it exists in the schema, otherwise `ts_event`.
             Assumes UTC as timezone unless passed a tz-aware object.
             If an integer is passed, then this represents nanoseconds since the UNIX epoch.

databento/live/session.py

@@ -439,9 +439,9 @@ def stop(self) -> None:
         with self._lock:
             if self._transport is None:
                 return
-            if self._transport.can_write_eof():
-                self._transport.write_eof()
-            self._transport.close()
+            if self._protocol is not None:
+                self._protocol.disconnected.add_done_callback(lambda _: self._cleanup())
+            self._loop.call_soon_threadsafe(self._transport.close)
 
     def start(self) -> None:
         """
@@ -516,8 +516,6 @@ def terminate(self) -> None:
         with self._lock:
             if self._transport is None:
                 return
-            if self._transport.can_write_eof():
-                self._transport.write_eof()
             self._transport.abort()
             self._cleanup()
 

databento/version.py

@@ -1 +1 @@
-__version__ = "0.62.0"
+__version__ = "0.63.0"

pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "databento"
-version = "0.62.0"
+version = "0.63.0"
 description = "Official Python client library for Databento"
 authors = [
     "Databento <[email protected]>",
@@ -32,7 +32,7 @@ aiohttp = [
     {version = "^3.8.3", python = "<3.12"},
     {version = "^3.9.0", python = "^3.12"}
 ]
-databento-dbn = "~=0.40.0"
+databento-dbn = "~=0.41.0"
 numpy = [
     {version = ">=1.23.5", python = "<3.12"},
     {version = ">=1.26.0", python = "^3.12"}

tests/test_live_client.py

@@ -4,6 +4,7 @@
 
 from __future__ import annotations
 
+import asyncio
 import pathlib
 import platform
 import random
@@ -255,6 +256,42 @@ async def test_live_connect_auth(
     assert message.encoding == Encoding.DBN
 
 
+async def test_live_client_reuse(
+    mock_live_server: MockLiveServerInterface,
+    live_client: client.Live,
+) -> None:
+    """
+    Test that calling stop will *eventually* close a the connection and trigger
+    a cleanup of the client state.
+    """
+    live_client.subscribe(
+        dataset=Dataset.GLBX_MDP3,
+        schema=Schema.MBO,
+    )
+
+    await mock_live_server.wait_for_message_of_type(
+        message_type=gateway.AuthenticationRequest,
+    )
+
+    live_client.start()
+    live_client.stop()
+
+    await asyncio.sleep(1)
+
+    live_client.subscribe(
+        dataset=Dataset.GLBX_MDP3,
+        schema=Schema.MBP_1,
+    )
+
+    await mock_live_server.wait_for_message_of_type(
+        message_type=gateway.AuthenticationRequest,
+    )
+
+    live_client.start()
+    live_client.stop()
+    await live_client.wait_for_close()
+
+
 async def test_live_connect_auth_with_heartbeat_interval(
     mock_live_server: MockLiveServerInterface,
     test_live_api_key: str,