metadata.cpp

#include <cstddef>
#include <iostream>

#include "databento/enums.hpp"
#include "databento/historical.hpp"
#include "databento/publishers.hpp"

namespace db = databento;

int main() {
  const char* glbx_dataset = db::ToString(db::Dataset::GlbxMdp3);

  auto client = db::Historical::Builder().SetKeyFromEnv().Build();

  const auto publishers = client.MetadataListPublishers();
  std::cout << "Publishers:\n";
  for (const auto& publisher : publishers) {
    std::cout << "- " << publisher << '\n';
  }
  std::cout << '\n';

  const auto datasets = client.MetadataListDatasets();
  std::cout << "Datasets:\n";
  for (const auto& dataset : datasets) {
    std::cout << "- " << dataset << '\n';
  }
  std::cout << '\n';

  const auto schemas = client.MetadataListSchemas(glbx_dataset);
  std::cout << "Schemas(GLBX):\n";
  for (const auto& schema : schemas) {
    std::cout << "- " << schema << '\n';
  }
  std::cout << '\n';

  const auto fields = client.MetadataListFields(db::Encoding::Dbn, db::Schema::Trades);
  std::cout << "Fields:\n";
  for (const auto& field_detail : fields) {
    std::cout << "- " << field_detail << '\n';
  }
  std::cout << '\n';

  const auto dataset_conditions =
      client.MetadataGetDatasetCondition("GLBX.MDP3", {"2019-06-01", "2019-08-01"});
  std::cout << "Conditions:\n";
  for (const auto& dataset_condition : dataset_conditions) {
    std::cout << "- " << dataset_condition << "\n";
  }
  std::cout << '\n';

  const auto all_unit_prices = client.MetadataListUnitPrices(glbx_dataset);
  std::cout << "Unit prices:\n";
  for (const auto& [mode, unit_prices] : all_unit_prices) {
    const auto* mode_str = ToString(mode);
    for (const auto [schema, price] : unit_prices) {
      std::cout << "- (" << mode_str << ", " << schema << "): " << price << '\n';
    }
  }
  std::cout << '\n';

  const auto record_count = client.MetadataGetRecordCount(
      glbx_dataset, {"2020-12-28", "2020-12-29"}, {"ESH1"}, db::Schema::Mbo);
  std::cout << "Record count: " << record_count << "\n\n";

  const std::size_t billable_size = client.MetadataGetBillableSize(
      glbx_dataset, {"2020-12-28", "2020-12-29"}, {"ESH1"}, db::Schema::Mbo,
      db::SType::RawSymbol, {});
  std::cout << "Billable size (uncompressed binary bytes): " << billable_size << "\n\n";

  const auto cost = client.MetadataGetCost(glbx_dataset, {"2020-12-28", "2020-12-29"},
                                           {"ESH1"}, db::Schema::Mbo);
  std::cout << "Cost (in cents): " << cost << '\n';

  return 0;
}