VER: Release 0.32.0

CHANGELOG.md

@@ -1,9 +1,10 @@
 # Changelog
 
-## 0.32.0 - 2025-03-25
+## 0.32.0 - 2025-04-02
 
 ### Enhancements
 - Upgraded default date version to 3.0.3
+- Updated `vcpkg` baseline
 
 ### Breaking changes
 - Upgraded default cpp-httplib version to 0.20.0 which requires OpenSSL >= 3.0

CMakeLists.txt

@@ -111,9 +111,13 @@ if(CMAKE_CXX_COMPILER_ID STREQUAL "Clang" AND CMAKE_BUILD_TYPE STREQUAL "Debug")
 endif()
 
 #
-# Model project dependencies
+# Project dependencies
 #
 
+find_package(OpenSSL REQUIRED)
+find_package(Zstd REQUIRED)
+find_package(Threads REQUIRED)
+
 include(FetchContent)
 # JSON
 if(${PROJECT_NAME_UPPERCASE}_USE_EXTERNAL_JSON)
@@ -163,7 +167,7 @@ if(${PROJECT_NAME_UPPERCASE}_USE_EXTERNAL_HTTPLIB)
     find_package(httplib REQUIRED)
   endif()
 else()
-  set(httplib_version 0.14.3)
+  set(httplib_version 0.20.0)
   if(CMAKE_VERSION VERSION_LESS 3.24)
     FetchContent_Declare(
       httplib
@@ -195,7 +199,7 @@ if(${PROJECT_NAME_UPPERCASE}_USE_EXTERNAL_DATE)
     find_package(date REQUIRED)
   endif()
 else()
-  set(date_version 3.0.1)
+  set(date_version 3.0.3)
   if(CMAKE_VERSION VERSION_LESS 3.24)
     FetchContent_Declare(
       date_src
@@ -213,13 +217,6 @@ else()
   # Ignore compiler warnings in headers
   add_system_include_property(date)
 endif()
-# openSSL
-find_package(OpenSSL REQUIRED)
-if(OPENSSL_FOUND)
-  set(HTTPLIB_IS_USING_OPENSSL TRUE)
-endif()
-find_package(Zstd REQUIRED)
-find_package(Threads REQUIRED)
 
 #
 # Platform-specific dependencies

cmake/FindZstd.cmake

@@ -50,6 +50,10 @@ if(ZSTD_FOUND AND NOT TARGET zstd::zstd)
       INTERFACE_INCLUDE_DIRECTORIES ${ZSTD_INCLUDE_DIR}
   )
 endif()
+# cpp-httplib only searches for zstd::libzstd
+if (NOT TARGET zstd::libzstd)
+  add_library(zstd::libzstd ALIAS zstd::zstd)
+endif()
 
 # Check if the Conan-provided target exists
 if(TARGET zstd::libzstd_static)

include/databento/historical.hpp

@@ -37,6 +37,9 @@ class Historical {
    * Batch API
    */
 
+  // Submits a new batch job and returns a description of the job.
+  //
+  // WARNING: Calling this method will incur a cost.
   BatchJob BatchSubmitJob(const std::string& dataset,
                           const std::vector<std::string>& symbols,
                           Schema schema,
@@ -63,11 +66,13 @@ class Historical {
                           bool split_symbols, SplitDuration split_duration,
                           std::uint64_t split_size, Delivery delivery,
                           SType stype_in, SType stype_out, std::uint64_t limit);
+  // Lists previous batch jobs.
   std::vector<BatchJob> BatchListJobs();
   std::vector<BatchJob> BatchListJobs(const std::vector<JobState>& states,
                                       UnixNanos since);
   std::vector<BatchJob> BatchListJobs(const std::vector<JobState>& states,
                                       const std::string& since);
+  // Lists all files associated with a batch job.
   std::vector<BatchFileDesc> BatchListFiles(const std::string& job_id);
   // Returns the paths of the downloaded files.
   std::vector<std::string> BatchDownload(const std::string& output_dir,
@@ -160,12 +165,15 @@ class Historical {
    * Timeseries API
    */
 
-  // Stream historical market data to `record_callback`. This method will
-  // return only after all data has been returned or `record_callback` returns
-  // `KeepGoing::Stop`.
+  // Stream historical market data to `record_callback`. `metadata_callback`
+  // will be called exactly once, before any calls to `record_callback`.
+  // This method will return only after all data has been returned or
+  // `record_callback` returns `KeepGoing::Stop`.
   //
   // NOTE: This method spawns a thread, however, the callbacks will be called
   // from the current thread.
+  //
+  // WARNING: Calling this method will incur a cost.
   void TimeseriesGetRange(const std::string& dataset,
                           const DateTimeRange<UnixNanos>& datetime_range,
                           const std::vector<std::string>& symbols,
@@ -174,13 +182,6 @@ class Historical {
                           const DateTimeRange<std::string>& datetime_range,
                           const std::vector<std::string>& symbols,
                           Schema schema, const RecordCallback& record_callback);
-  // Stream historical market data to `record_callback`. `metadata_callback`
-  // will be called exactly once, before any calls to `record_callback`.
-  // This method will return only after all data has been returned or
-  // `record_callback` returns `KeepGoing::Stop`.
-  //
-  // NOTE: This method spawns a thread, however, the callbacks will be called
-  // from the current thread.
   void TimeseriesGetRange(const std::string& dataset,
                           const DateTimeRange<UnixNanos>& datetime_range,
                           const std::vector<std::string>& symbols,
@@ -199,6 +200,8 @@ class Historical {
   // object for replaying the data in `file_path`.
   //
   // If a file at `file_path` already exists, it will be overwritten.
+  //
+  // WARNING: Calling this method will incur a cost.
   DbnFileStore TimeseriesGetRangeToFile(
       const std::string& dataset,
       const DateTimeRange<UnixNanos>& datetime_range,

tests/cmake_import/CMakeLists.txt

@@ -13,10 +13,10 @@ add_test(
     ${CMAKE_COMMAND}
     -G "${CMAKE_GENERATOR}"
     -DCMAKE_CXX_COMPILER=${CMAKE_CXX_COMPILER}
-    -Ddatabento_DIR=${CMAKE_CURRENT_BINARY_DIR}/pkg/lib/cmake/databento
+    -Ddatabento_DIR=${CMAKE_CURRENT_BINARY_DIR}/pkg/${CMAKE_INSTALL_LIBDIR}/cmake/databento
     -Dnlohmann_json_DIR=${nlohmann_json_BINARY_DIR}
-    -Ddate_DIR=${CMAKE_CURRENT_BINARY_DIR}/pkg/lib/cmake/date
-    -Dhttplib_DIR=${CMAKE_CURRENT_BINARY_DIR}/pkg/lib/cmake/httplib
+    -Ddate_DIR=${CMAKE_CURRENT_BINARY_DIR}/pkg/${CMAKE_INSTALL_LIBDIR}/cmake/date
+    -Dhttplib_DIR=${CMAKE_CURRENT_BINARY_DIR}/pkg/${CMAKE_INSTALL_LIBDIR}/cmake/httplib
     ${CMAKE_CURRENT_SOURCE_DIR}/project
 )
 # Build test project

vcpkg.json

@@ -9,5 +9,5 @@
     "openssl",
     "zstd"
   ],
-  "builtin-baseline": "d1e11918f5c88c1dd364b93e1452fea69bacd479"
+  "builtin-baseline": "b02e341c927f16d991edbd915d8ea43eac52096c"
 }