VER: Release 0.38.2

Author: threecgreen

CHANGELOG.md

@@ -1,12 +1,25 @@
 # Changelog
 
+## 0.38.2 - 2025-07-01
+
+### Enhancements
+- Added `LogPlatformInfo()` function which logs the client version, compiler, and
+  operating system info to aid troubleshooting
+- Added compiler and operating system info to the user agent to aid troubleshooting
+- Standardized `client` info sent by live clients to match historical
+- Added methods to the client builders to extend the user agents with a custom string
+
+### Bug fixes
+- Fixed missing implementation for `LiveBuilder::SetBufferSize()`
+- Fixed checking of warnings from server in Historical API in `TimeseriesGetRange()` and
+  `TimeseriesGetRangeToFile()`
 
 ## 0.38.1 - 2025-06-25
 
 ### Enhancements
 - Added `range_by_schema` field to `DatasetRange` struct
-- Changed historical `TimeseriesGetRange` and `TimeseriesGetRangeToFile` methods to use
-  a `POST` request to allow for requesting supported maximum of 2000 symbols
+- Changed historical `TimeseriesGetRange()` and `TimeseriesGetRangeToFile()` methods to
+  use a `POST` request to allow for requesting supported maximum of 2000 symbols
 - Added logging around `Historical::BatchDownload`
 - Changed the following Venue, Publisher, and Dataset descriptions:
   - "ICE Futures Europe (Financials)" renamed to "ICE Europe Financials"

CMakeLists.txt

@@ -6,7 +6,7 @@ cmake_minimum_required(VERSION 3.24..4.0)
 
 project(
   databento
-  VERSION 0.38.1
+  VERSION 0.38.2
   LANGUAGES CXX
   DESCRIPTION "Official Databento client library"
 )
@@ -60,14 +60,19 @@ if(IS_BIG_ENDIAN)
 endif()
 
 #
-# Add version header
+# Add templated headers
 #
 
 configure_file(
   ${CMAKE_CURRENT_LIST_DIR}/cmake/version.hpp.in
   include/${PROJECT_NAME}/version.hpp
   @ONLY
 )
+configure_file(
+  ${CMAKE_CURRENT_LIST_DIR}/cmake/system.hpp.in
+  include/${PROJECT_NAME}/system.hpp
+  @ONLY
+)
 
 #
 # Find all headers and implementation files
@@ -237,7 +242,7 @@ target_include_directories(
   PUBLIC
     $<INSTALL_INTERFACE:include>
     $<BUILD_INTERFACE:${CMAKE_CURRENT_SOURCE_DIR}/include>
-    $<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}/include>   # for generated version.hpp
+    $<BUILD_INTERFACE:${CMAKE_CURRENT_BINARY_DIR}/include>   # for generated version.hpp and system.hpp
   PRIVATE
     ${CMAKE_CURRENT_SOURCE_DIR}/src
 )
@@ -310,6 +315,7 @@ install(
 )
 install(
   FILES
+    ${CMAKE_CURRENT_BINARY_DIR}/include/${PROJECT_NAME}/system.hpp
     ${CMAKE_CURRENT_BINARY_DIR}/include/${PROJECT_NAME}/version.hpp
   DESTINATION
     ${INCLUDE_INSTALL_DIR}

cmake/system.hpp.in

@@ -0,0 +1,6 @@
+#pragma once
+
+#define DATABENTO_CXX_COMPILER_ID "@CMAKE_CXX_COMPILER_ID@"
+#define DATABENTO_CXX_COMPILER_VERSION "@CMAKE_CXX_COMPILER_VERSION@"
+#define DATABENTO_SYSTEM_ID "@CMAKE_SYSTEM_NAME@"
+#define DATABENTO_SYSTEM_VERSION "@CMAKE_SYSTEM_VERSION@"

cmake/version.hpp.in

@@ -1,10 +1,7 @@
-#ifndef @PROJECT_NAME_UPPERCASE@_VERSION_H_
-#define @PROJECT_NAME_UPPERCASE@_VERSION_H_
+#pragma once
 
-#define @PROJECT_NAME_UPPERCASE@_VERSION "@PROJECT_VERSION@"
+#define DATABENTO_VERSION "@PROJECT_VERSION@"
 
-#define @PROJECT_NAME_UPPERCASE@_MAJOR_VERSION @PROJECT_VERSION_MAJOR@
-#define @PROJECT_NAME_UPPERCASE@_MINOR_VERSION @PROJECT_VERSION_MINOR@
-#define @PROJECT_NAME_UPPERCASE@_PATCH_VERSION @PROJECT_VERSION_PATCH@
-
-#endif  // @PROJECT_NAME_UPPERCASE@_VERSION_H_
+#define DATABENTO_MAJOR_VERSION @PROJECT_VERSION_MAJOR@
+#define DATABENTO_MINOR_VERSION @PROJECT_VERSION_MINOR@
+#define DATABENTO_PATCH_VERSION @PROJECT_VERSION_PATCH@

examples/historical/timeseries_get_range.cpp

@@ -1,4 +1,4 @@
-#include <iostream>  // setw
+#include <iostream>
 
 #include "databento/constants.hpp"
 #include "databento/enums.hpp"

include/databento/constants.hpp

@@ -3,6 +3,9 @@
 #include <cstdint>
 #include <limits>
 
+#include "databento/system.hpp"  // DATABENTO_CXX_COMPILER_*, DATABENTO_SYSTEM_*
+#include "databento/version.hpp"  // DATABENTO_VERSION
+
 namespace databento {
 static constexpr auto kApiVersion = 0;
 static constexpr auto kApiVersionStr = "0";
@@ -29,6 +32,11 @@ static constexpr auto kAssetCstrLen = 11;
 // The multiplier for converting the `length` field in `RecordHeader` to bytes.
 static constexpr std::size_t kRecordHeaderLengthMultiplier = 4;
 
+static constexpr auto kUserAgent =
+    "Databento/" DATABENTO_VERSION " C++/" DATABENTO_CXX_COMPILER_ID
+    "/" DATABENTO_CXX_COMPILER_VERSION " " DATABENTO_SYSTEM_ID
+    "/" DATABENTO_SYSTEM_VERSION;
+
 // This is not a comprehensive list of datasets, for that see the `Dataset`
 // enum.
 namespace dataset {

include/databento/detail/dbn_buffer_decoder.hpp

@@ -7,16 +7,19 @@
 
 #include "databento/detail/buffer.hpp"
 #include "databento/detail/zstd_stream.hpp"
+#include "databento/enums.hpp"
 #include "databento/record.hpp"
 #include "databento/timeseries.hpp"
 
 namespace databento::detail {
 class DbnBufferDecoder {
  public:
   // The instance cannot outlive the lifetime of these references.
-  DbnBufferDecoder(const MetadataCallback& metadata_callback,
+  DbnBufferDecoder(VersionUpgradePolicy upgrade_policy,
+                   const MetadataCallback& metadata_callback,
                    const RecordCallback& record_callback)
-      : metadata_callback_{metadata_callback},
+      : upgrade_policy_{upgrade_policy},
+        metadata_callback_{metadata_callback},
         record_callback_{record_callback},
         zstd_stream_{std::make_unique<Buffer>()},
         zstd_buffer_{static_cast<Buffer*>(zstd_stream_.Input())} {}
@@ -49,6 +52,7 @@ class DbnBufferDecoder {
     return stream;
   }
 
+  const VersionUpgradePolicy upgrade_policy_;
   const MetadataCallback& metadata_callback_;
   const RecordCallback& record_callback_;
   ZstdDecodeStream zstd_stream_;

include/databento/detail/http_client.hpp

@@ -33,11 +33,11 @@ class HttpClient {
 
  private:
   static bool IsErrorStatus(int status_code);
-  static httplib::ResponseHandler MakeStreamResponseHandler(int& out_status);
   static void CheckStatusAndStreamRes(const std::string& path, int status_code,
                                       std::string&& err_body,
                                       const httplib::Result& res);
 
+  httplib::ResponseHandler MakeStreamResponseHandler(int& out_status);
   nlohmann::json CheckAndParseResponse(const std::string& path,
                                        httplib::Result&& res) const;
   void CheckWarnings(const httplib::Response& response) const;

include/databento/historical.hpp

@@ -10,22 +10,22 @@
 #include "databento/datetime.hpp"  // DateRange, DateTimeRange, UnixNanos
 #include "databento/dbn_file_store.hpp"
 #include "databento/detail/http_client.hpp"  // HttpClient
-#include "databento/enums.hpp"  // BatchState, Delivery, DurationInterval, Schema, SType
+#include "databento/enums.hpp"  // BatchState, Delivery, DurationInterval, Schema, SType, VersionUpgradePolicy
 #include "databento/metadata.hpp"  // DatasetConditionDetail, DatasetRange, FieldDetail, PublisherDetail, UnitPricesForMode
 #include "databento/symbology.hpp"  // SymbologyResolution
 #include "databento/timeseries.hpp"  // KeepGoing, MetadataCallback, RecordCallback
 
 namespace databento {
+// Forward declarations
+class HistoricalBuilder;
 class ILogReceiver;
 
 // A client for interfacing with Databento's historical market data API.
 class Historical {
  public:
+  // WARNING: Will be deprecated in the future in favor of the builder
   Historical(ILogReceiver* log_receiver, std::string key,
              HistoricalGateway gateway);
-  // Primarily for unit tests
-  Historical(ILogReceiver* log_receiver, std::string key, std::string gateway,
-             std::uint16_t port);
 
   /*
    * Getters
@@ -227,8 +227,17 @@ class Historical {
       const std::filesystem::path& file_path);
 
  private:
+  friend HistoricalBuilder;
+
   using HttplibParams = std::multimap<std::string, std::string>;
 
+  Historical(ILogReceiver* log_receiver, std::string key,
+             HistoricalGateway gateway, VersionUpgradePolicy upgrade_policy,
+             std::string user_agent_ext);
+  Historical(ILogReceiver* log_receiver, std::string key, std::string gateway,
+             std::uint16_t port, VersionUpgradePolicy upgrade_policy,
+             std::string user_agent_ext);
+
   BatchJob BatchSubmitJob(const HttplibParams& params);
   void DownloadFile(const std::string& url,
                     const std::filesystem::path& output_path);
@@ -247,6 +256,8 @@ class Historical {
   ILogReceiver* log_receiver_;
   const std::string key_;
   const std::string gateway_;
+  const std::string user_agent_ext_;
+  const VersionUpgradePolicy upgrade_policy_;
   detail::HttpClient client_;
 };
 
@@ -255,22 +266,43 @@ class HistoricalBuilder {
  public:
   HistoricalBuilder() = default;
 
+  /*
+   * Required setters
+   */
+
   // Sets `key_` based on the environment variable DATABENTO_API_KEY.
   //
   // NOTE: This is not thread-safe if `std::setenv` is used elsewhere in the
   // program.
   HistoricalBuilder& SetKeyFromEnv();
   HistoricalBuilder& SetKey(std::string key);
-  HistoricalBuilder& SetGateway(HistoricalGateway gateway);
+
+  /*
+   * Optional setters
+   */
+
+  // Set the version upgrade policy for when streaming DBN data from a prior
+  // version. Defaults to upgrading to DBNv3 (if not already).
+  HistoricalBuilder& SetUpgradePolicy(VersionUpgradePolicy upgrade_policy);
   // Sets the receiver of the logs to be used by the client.
   HistoricalBuilder& SetLogReceiver(ILogReceiver* log_receiver);
+  HistoricalBuilder& SetGateway(HistoricalGateway gateway);
+  // Overrides the gateway and port. This is an advanced method.
+  HistoricalBuilder& SetAddress(std::string gateway, std::uint16_t port);
+  // Appends to the default user agent.
+  HistoricalBuilder& ExtendUserAgent(std::string extension);
+
   // Attempts to construct an instance of Historical or throws an exception if
   // no key has been set.
   Historical Build();
 
  private:
   ILogReceiver* log_receiver_{};
-  std::string key_;
   HistoricalGateway gateway_{HistoricalGateway::Bo1};
+  std::string gateway_override_{};
+  std::uint16_t port_{};
+  std::string key_;
+  VersionUpgradePolicy upgrade_policy_{VersionUpgradePolicy::UpgradeToV3};
+  std::string user_agent_ext_;
 };
 }  // namespace databento

include/databento/live.hpp

@@ -20,7 +20,7 @@ class LiveBuilder {
   LiveBuilder();
 
   /*
-   * Required settters
+   * Required setters
    */
 
   // Sets `key_` based on the environment variable DATABENTO_API_KEY.
@@ -33,13 +33,13 @@ class LiveBuilder {
   LiveBuilder& SetDataset(std::string dataset);
 
   /*
-   * Optional settters
+   * Optional setters
    */
 
   // Whether to append the gateway send timestamp after each DBN message.
   LiveBuilder& SetSendTsOut(bool send_ts_out);
   // Set the version upgrade policy for when receiving DBN data from a prior
-  // version. Defaults to upgrading to DBNv2 (if not already).
+  // version. Defaults to upgrading to DBNv3 (if not already).
   LiveBuilder& SetUpgradePolicy(VersionUpgradePolicy upgrade_policy);
   // Sets the receiver of the logs to be used by the client.
   LiveBuilder& SetLogReceiver(ILogReceiver* log_receiver);
@@ -49,13 +49,15 @@ class LiveBuilder {
   LiveBuilder& SetAddress(std::string gateway, std::uint16_t port);
   // Overrides the size of the buffer used for reading data from the TCP socket.
   LiveBuilder& SetBufferSize(std::size_t size);
+  // Appends to the default user agent.
+  LiveBuilder& ExtendUserAgent(std::string extension);
 
   /*
    * Build a live client instance
    */
 
-  // Attempts to construct an instance of a blocking live client or throws an
-  // exception.
+  // Attempts to construct an instance of a blocking live client or throws
+  // an exception.
   LiveBlocking BuildBlocking();
   // Attempts to construct an instance of a threaded live client or throws an
   // exception.
@@ -74,5 +76,6 @@ class LiveBuilder {
   VersionUpgradePolicy upgrade_policy_{VersionUpgradePolicy::UpgradeToV3};
   std::optional<std::chrono::seconds> heartbeat_interval_{};
   std::size_t buffer_size_;
+  std::string user_agent_ext_;
 };
 }  // namespace databento