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Merged
threecgreen merged 3 commits into from
Jul 16, 2025
Merged

VER: Release 0.59.0 #104

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ec24af3
MOD: More aggressive retry logic in batch.download
Jul 9, 2025
d7aee28
MOD: Renaming xeer to xeee everywhere
vinilivramento Jul 14, 2025
81774cd
VER: Release 0.59.0
threecgreen Jul 15, 2025
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13 changes: 13 additions & 0 deletions CHANGELOG.md
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Original file line number Diff line number Diff line change
@@ -1,5 +1,18 @@
# Changelog

## 0.59.0 - 2025-07-15

#### Enhancements
- Upgraded `databento-dbn` to 0.37.1
- Fix buffer growth in `DbnFsm::write_all()`, which is used by `DBNDecoder.write()`

#### Breaking changes
- Renamed the following Venue, Dataset, and Publishers:
- `XEER` to `XEEE`
- `XEER.EOBI` to `XEEE.EOBI`
- `XEER.EOBI.XEER` to `XEEE.EOBI.XEEE`
- `XEER.EOBI.XOFF` to `XEEE.EOBI.XOFF`

## 0.58.0 - 2025-07-08

#### Enhancements
Expand Down
54 changes: 27 additions & 27 deletions databento/common/publishers.py
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Original file line number Diff line number Diff line change
Expand Up @@ -116,7 +116,7 @@ class Venue(StringyMixin, str, Enum):
ICE Europe Financials.
XEUR
Eurex Exchange.
XEER
XEEE
European Energy Exchange.

"""
Expand Down Expand Up @@ -171,7 +171,7 @@ class Venue(StringyMixin, str, Enum):
IFUS = "IFUS"
IFLL = "IFLL"
XEUR = "XEUR"
XEER = "XEER"
XEEE = "XEEE"

@classmethod
def from_int(cls, value: int) -> Venue:
Expand Down Expand Up @@ -279,7 +279,7 @@ def from_int(cls, value: int) -> Venue:
if value == 50:
return Venue.XEUR
if value == 51:
return Venue.XEER
return Venue.XEEE
raise ValueError(f"Integer value {value} does not correspond with any Venue variant")

def to_int(self) -> int:
Expand Down Expand Up @@ -386,7 +386,7 @@ def to_int(self) -> int:
return 49
if self == Venue.XEUR:
return 50
if self == Venue.XEER:
if self == Venue.XEEE:
return 51
raise ValueError("Invalid Venue")

Expand Down Expand Up @@ -495,7 +495,7 @@ def description(self) -> str:
return "ICE Europe Financials"
if self == Venue.XEUR:
return "Eurex Exchange"
if self == Venue.XEER:
if self == Venue.XEEE:
return "European Energy Exchange"
raise ValueError("Unexpected Venue value")

Expand Down Expand Up @@ -582,7 +582,7 @@ class Dataset(StringyMixin, str, Enum):
ICE Europe Financials iMpact.
XEUR_EOBI
Eurex EOBI.
XEER_EOBI
XEEE_EOBI
European Energy Exchange EOBI.

"""
Expand Down Expand Up @@ -625,7 +625,7 @@ class Dataset(StringyMixin, str, Enum):
IFUS_IMPACT = "IFUS.IMPACT"
IFLL_IMPACT = "IFLL.IMPACT"
XEUR_EOBI = "XEUR.EOBI"
XEER_EOBI = "XEER.EOBI"
XEEE_EOBI = "XEEE.EOBI"

@classmethod
def from_int(cls, value: int) -> Dataset:
Expand Down Expand Up @@ -709,7 +709,7 @@ def from_int(cls, value: int) -> Dataset:
if value == 38:
return Dataset.XEUR_EOBI
if value == 39:
return Dataset.XEER_EOBI
return Dataset.XEEE_EOBI
raise ValueError(f"Integer value {value} does not correspond with any Dataset variant")

def to_int(self) -> int:
Expand Down Expand Up @@ -792,7 +792,7 @@ def to_int(self) -> int:
return 37
if self == Dataset.XEUR_EOBI:
return 38
if self == Dataset.XEER_EOBI:
if self == Dataset.XEEE_EOBI:
return 39
raise ValueError("Invalid Dataset")

Expand Down Expand Up @@ -877,7 +877,7 @@ def description(self) -> str:
return "ICE Europe Financials iMpact"
if self == Dataset.XEUR_EOBI:
return "Eurex EOBI"
if self == Dataset.XEER_EOBI:
if self == Dataset.XEEE_EOBI:
return "European Energy Exchange EOBI"
raise ValueError("Unexpected Dataset value")

Expand Down Expand Up @@ -1090,11 +1090,11 @@ class Publisher(StringyMixin, str, Enum):
ICE Europe Financials - Off-Market Trades.
XEUR_EOBI_XEUR
Eurex EOBI.
XEER_EOBI_XEER
XEEE_EOBI_XEEE
European Energy Exchange EOBI.
XEUR_EOBI_XOFF
Eurex EOBI - Off-Market Trades.
XEER_EOBI_XOFF
XEEE_EOBI_XOFF
European Energy Exchange EOBI - Off-Market Trades.

"""
Expand Down Expand Up @@ -1200,9 +1200,9 @@ class Publisher(StringyMixin, str, Enum):
IFLL_IMPACT_IFLL = "IFLL.IMPACT.IFLL"
IFLL_IMPACT_XOFF = "IFLL.IMPACT.XOFF"
XEUR_EOBI_XEUR = "XEUR.EOBI.XEUR"
XEER_EOBI_XEER = "XEER.EOBI.XEER"
XEEE_EOBI_XEEE = "XEEE.EOBI.XEEE"
XEUR_EOBI_XOFF = "XEUR.EOBI.XOFF"
XEER_EOBI_XOFF = "XEER.EOBI.XOFF"
XEEE_EOBI_XOFF = "XEEE.EOBI.XOFF"

@classmethod
def from_int(cls, value: int) -> Publisher:
Expand Down Expand Up @@ -1412,11 +1412,11 @@ def from_int(cls, value: int) -> Publisher:
if value == 101:
return Publisher.XEUR_EOBI_XEUR
if value == 102:
return Publisher.XEER_EOBI_XEER
return Publisher.XEEE_EOBI_XEEE
if value == 103:
return Publisher.XEUR_EOBI_XOFF
if value == 104:
return Publisher.XEER_EOBI_XOFF
return Publisher.XEEE_EOBI_XOFF
raise ValueError(f"Integer value {value} does not correspond with any Publisher variant")

def to_int(self) -> int:
Expand Down Expand Up @@ -1625,11 +1625,11 @@ def to_int(self) -> int:
return 100
if self == Publisher.XEUR_EOBI_XEUR:
return 101
if self == Publisher.XEER_EOBI_XEER:
if self == Publisher.XEEE_EOBI_XEEE:
return 102
if self == Publisher.XEUR_EOBI_XOFF:
return 103
if self == Publisher.XEER_EOBI_XOFF:
if self == Publisher.XEEE_EOBI_XOFF:
return 104
raise ValueError("Invalid Publisher")

Expand Down Expand Up @@ -1840,11 +1840,11 @@ def venue(self) -> Venue:
return Venue.XOFF
if self == Publisher.XEUR_EOBI_XEUR:
return Venue.XEUR
if self == Publisher.XEER_EOBI_XEER:
return Venue.XEER
if self == Publisher.XEEE_EOBI_XEEE:
return Venue.XEEE
if self == Publisher.XEUR_EOBI_XOFF:
return Venue.XOFF
if self == Publisher.XEER_EOBI_XOFF:
if self == Publisher.XEEE_EOBI_XOFF:
return Venue.XOFF
raise ValueError("Unexpected Publisher value")

Expand Down Expand Up @@ -2055,12 +2055,12 @@ def dataset(self) -> Dataset:
return Dataset.IFLL_IMPACT
if self == Publisher.XEUR_EOBI_XEUR:
return Dataset.XEUR_EOBI
if self == Publisher.XEER_EOBI_XEER:
return Dataset.XEER_EOBI
if self == Publisher.XEEE_EOBI_XEEE:
return Dataset.XEEE_EOBI
if self == Publisher.XEUR_EOBI_XOFF:
return Dataset.XEUR_EOBI
if self == Publisher.XEER_EOBI_XOFF:
return Dataset.XEER_EOBI
if self == Publisher.XEEE_EOBI_XOFF:
return Dataset.XEEE_EOBI
raise ValueError("Unexpected Publisher value")

@property
Expand Down Expand Up @@ -2270,10 +2270,10 @@ def description(self) -> str:
return "ICE Europe Financials - Off-Market Trades"
if self == Publisher.XEUR_EOBI_XEUR:
return "Eurex EOBI"
if self == Publisher.XEER_EOBI_XEER:
if self == Publisher.XEEE_EOBI_XEEE:
return "European Energy Exchange EOBI"
if self == Publisher.XEUR_EOBI_XOFF:
return "Eurex EOBI - Off-Market Trades"
if self == Publisher.XEER_EOBI_XOFF:
if self == Publisher.XEEE_EOBI_XOFF:
return "European Energy Exchange EOBI - Off-Market Trades"
raise ValueError("Unexpected Publisher value")
12 changes: 9 additions & 3 deletions databento/historical/api/batch.py
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Original file line number Diff line number Diff line change
Expand Up @@ -47,7 +47,7 @@

logger = logging.getLogger(__name__)

BATCH_DOWNLOAD_MAX_RETRIES: Final = 3
BATCH_DOWNLOAD_MAX_RETRIES: Final = 5


class BatchHttpAPI(BentoHttpAPI):
Expand Down Expand Up @@ -457,6 +457,11 @@ def _download_batch_file(
with open(output_path, mode=mode) as f:
for chunk in response.iter_content(chunk_size=HTTP_STREAMING_READ_SIZE):
f.write(chunk)

# Successfully wrote some data, reset attempts counter
if attempts > 0:
attempts = 0
logger.info(f"Resumed download of {output_path.name}.")
except BentoHttpError as exc:
if exc.http_status == 429:
wait_time = int(exc.headers.get("Retry-After", 1))
Expand All @@ -465,10 +470,11 @@ def _download_batch_file(
raise
except Exception as exc:
if attempts < BATCH_DOWNLOAD_MAX_RETRIES:
attempts += 1
logger.error(
f"Retrying download of {output_path.name} due to error: {exc}",
f"Retrying download of {output_path.name} due to error, "
f"{attempts}/{BATCH_DOWNLOAD_MAX_RETRIES}: {exc}",
)
attempts += 1
continue # try again
raise BentoError(f"Error downloading file: {exc}") from None
else:
Expand Down
2 changes: 1 addition & 1 deletion databento/version.py
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Original file line number Diff line number Diff line change
@@ -1 +1 @@
__version__ = "0.58.0"
__version__ = "0.59.0"
4 changes: 2 additions & 2 deletions pyproject.toml
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Original file line number Diff line number Diff line change
@@ -1,6 +1,6 @@
[tool.poetry]
name = "databento"
version = "0.58.0"
version = "0.59.0"
description = "Official Python client library for Databento"
authors = [
"Databento <support@databento.com>",
Expand Down Expand Up @@ -32,7 +32,7 @@ aiohttp = [
{version = "^3.8.3", python = "<3.12"},
{version = "^3.9.0", python = "^3.12"}
]
databento-dbn = "~=0.36.2"
databento-dbn = "~=0.37.1"
numpy = [
{version = ">=1.23.5", python = "<3.12"},
{version = ">=1.26.0", python = "^3.12"}
Expand Down
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