MOD: Upgrade databento-dbn to 0.53.0

Author: nmacholl

CHANGELOG.md

@@ -1,5 +1,15 @@
 # Changelog
 
+## 0.75.0 - TBD
+
+#### Enhancements
+- Upgraded `databento-dbn` to 0.53.0:
+  - Made `ts_out` a permanent field on all Python record types, replacing the
+    dynamic `__dict__` attribute. `ts_out` returns an `int` (`UNDEF_TIMESTAMP` when
+    not set)
+  - Removed `__dict__` from all Python record classes, eliminating a separate
+    per-instance allocation
+
 ## 0.74.1 - 2026-03-31
 
 #### Enhancements

README.md

@@ -32,7 +32,7 @@ The library is fully compatible with distributions of Anaconda 2023.x and above.
 The minimum dependencies as found in the `pyproject.toml` are also listed below:
 - python = "^3.10"
 - aiohttp = "^3.8.3"
-- databento-dbn = "~0.52.1"
+- databento-dbn = "~0.53.0"
 - numpy = ">=1.23.5"
 - pandas = ">=1.5.3"
 - pip-system-certs = ">=4.0" (Windows only)

databento/common/dbnstore.py

@@ -1244,6 +1244,9 @@ def to_ndarray(
             schema_rtype = RType.from_schema(schema)
             schema_filter = filter(lambda r: r.rtype == schema_rtype, self)
 
+            if self._metadata.ts_out:
+                schema_dtype.append(("ts_out", "u8"))
+
             reader = self.reader
             reader.seek(self._metadata_length)
             ndarray_iter = NDArrayBytesIterator(
@@ -1256,9 +1259,6 @@ def to_ndarray(
             schema_struct = self._schema_struct_map[self.schema]
             schema_dtype = schema_struct._dtypes
 
-            if self._metadata.ts_out:
-                schema_dtype.append(("ts_out", "u8"))
-
             if schema is not None and schema != self.schema:
                 # This is to maintain identical behavior with NDArrayBytesIterator
                 ndarray_iter = iter([np.empty([0, 1], dtype=schema_dtype)])

databento/live/session.py

@@ -6,7 +6,6 @@
 import logging
 import math
 import queue
-import struct
 import threading
 from collections.abc import Iterable
 from functools import partial
@@ -267,16 +266,14 @@ def _dispatch_callbacks(self, record: DBNRecord) -> None:
 
     def _dispatch_writes(self, record: DBNRecord) -> None:
         record_bytes = bytes(record)
-        ts_out_bytes = struct.pack("Q", record.ts_out) if self._metadata.has_ts_out else b""
         for stream in self._user_streams:
             try:
                 stream.write(record_bytes)
-                stream.write(ts_out_bytes)
             except Exception as exc:
                 logger.error(
                     "error writing %s record (%d bytes) to `%s` stream",
                     type(record).__name__,
-                    len(record_bytes) + len(ts_out_bytes),
+                    len(record_bytes),
                     stream.stream_name,
                     exc_info=exc,
                 )

pyproject.toml

@@ -10,7 +10,7 @@ dynamic = [ "classifiers" ]
 dependencies = [
     "aiohttp>=3.8.3,<4.0.0; python_version < '3.12'",
     "aiohttp>=3.9.0,<4.0.0; python_version >= '3.12'",
-    "databento-dbn~=0.52.1",
+    "databento-dbn~=0.53.0",
     "numpy>=1.23.5; python_version < '3.12'",
     "numpy>=1.26.0; python_version >= '3.12'",
     "pandas>=1.5.3,<4.0.0",

tests/test_historical_data.py

@@ -15,6 +15,7 @@ def test_mbo_fields() -> None:
     fields.remove("record_size")
     fields.remove("size_hint")
     fields.remove("ts_index")
+    fields.remove("ts_out")
 
     # Act
     difference = fields.symmetric_difference(struct._ordered_fields)
@@ -45,6 +46,7 @@ def test_mbp_fields(
     fields.remove("record_size")
     fields.remove("size_hint")
     fields.remove("ts_index")
+    fields.remove("ts_out")
 
     # Act
     difference = fields.symmetric_difference(struct._ordered_fields)
@@ -78,6 +80,7 @@ def test_ohlcv_fields(
     fields.remove("record_size")
     fields.remove("size_hint")
     fields.remove("ts_index")
+    fields.remove("ts_out")
 
     # Act
     difference = fields.symmetric_difference(struct._ordered_fields)
@@ -97,6 +100,7 @@ def test_trades_struct() -> None:
     fields.remove("record_size")
     fields.remove("size_hint")
     fields.remove("ts_index")
+    fields.remove("ts_out")
 
     # Act
     difference = fields.symmetric_difference(struct._ordered_fields)
@@ -116,6 +120,7 @@ def test_definition_struct() -> None:
     fields.remove("record_size")
     fields.remove("size_hint")
     fields.remove("ts_index")
+    fields.remove("ts_out")
 
     # Act
     difference = fields.symmetric_difference(struct._ordered_fields)
@@ -135,6 +140,7 @@ def test_imbalance_struct() -> None:
     fields.remove("record_size")
     fields.remove("size_hint")
     fields.remove("ts_index")
+    fields.remove("ts_out")
 
     # Act
     difference = fields.symmetric_difference(struct._ordered_fields)
@@ -154,6 +160,7 @@ def test_statistics_struct() -> None:
     fields.remove("record_size")
     fields.remove("size_hint")
     fields.remove("ts_index")
+    fields.remove("ts_out")
 
     # Act
     difference = fields.symmetric_difference(struct._ordered_fields)