VER: Release DBN 0.61.0

Author: threecgreen

CHANGELOG.md

@@ -1,5 +1,12 @@
 # Changelog
 
+## 0.61.0 - 2026-06-16
+
+### Enhancements
+- Added `MatchAlgorithm` variant `Allocation`
+- Upgraded `time` version to 0.3.49
+- Upgraded `pyo3` to 0.29.0
+
 ## 0.60.0 - 2026-06-09
 
 ### Enhancements

Cargo.lock

@@ -11,17 +11,17 @@ resolver = "2"
 [workspace.package]
 authors = ["Databento <support@databento.com>"]
 edition = "2021"
-version = "0.60.0"
+version = "0.61.0"
 documentation = "https://databento.com/docs"
 repository = "https://github.com/databento/dbn"
 license = "Apache-2.0"
 
 [workspace.dependencies]
 anyhow = "1.0.102"
 csv = "1.4"
-pyo3 = "0.28.3"
-pyo3-build-config = "0.28.3"
+pyo3 = "0.29.0"
+pyo3-build-config = "0.29.0"
 rstest = "0.26.1"
 serde = { version = "1.0", features = ["derive"] }
-time = "0.3.47"
+time = "0.3.49"
 zstd = "0.13"

Cargo.toml

@@ -19,4 +19,4 @@ dbn = { path = "../rust/dbn", features = [] }
 libc = "0.2.186"
 
 [build-dependencies]
-cbindgen = { version = "0.29.3", default-features = false }
+cbindgen = { version = "0.29.4", default-features = false }

c/Cargo.toml

@@ -1,6 +1,6 @@
 [project]
 name = "databento-dbn"
-version = "0.60.0"
+version = "0.61.0"
 description = "Python bindings for encoding and decoding Databento Binary Encoding (DBN)"
 readme = "README.md"
 requires-python = ">=3.10"

python/pyproject.toml

@@ -476,15 +476,15 @@ class MatchAlgorithm(Enum):
         Trade quantity is allocated to resting orders based on a pro-rata percentage:
         resting order quantity divided by total quantity.
     FIFO_LMM
-        Like `FIFO` but with LMM allocations prior to FIFO allocations.
+        Like FIFO, but with LMM allocations prior to FIFO allocations.
     THRESHOLD_PRO_RATA
-        Like `PRO_RATA` but includes a configurable allocation to the first order that
-        improves the market.
+        Like Pro-Rata, but includes a configurable allocation to the first order that
+        improves the market. Minimum order thresholds may exist.
     FIFO_TOP_LMM
-        Like `FIFO_LMM` but includes a configurable allocation to the first order that
+        Like FIFO with LMM, but includes a configurable allocation to the first order that
         improves the market.
     THRESHOLD_PRO_RATA_LMM
-        Like `THRESHOLD_PRO_RATA` but includes a special priority to LMMs.
+        Like Threshold Pro-Rata, but includes a special priority to LMMs.
     EURODOLLAR_FUTURES
         Special variant used only for Eurodollar futures on CME.
     TIME_PRO_RATA
@@ -494,6 +494,9 @@ class MatchAlgorithm(Enum):
         A two-pass FIFO algorithm. The first pass fills the Institutional Group the aggressing
         order is associated with. The second pass matches orders without an Institutional Group
         association. See [CME documentation](https://cmegroupclientsite.atlassian.net/wiki/spaces/EPICSANDBOX/pages/457217267#InstitutionalPrioritizationMatchAlgorithm).
+    ALLOCATION
+        Like Pro-Rata, but includes a configurable allocation to the first order that
+        improves the market.
 
     """
 
@@ -508,6 +511,7 @@ class MatchAlgorithm(Enum):
     EURODOLLAR_FUTURES: str
     TIME_PRO_RATA: str
     INSTITUTIONAL_PRIORITIZATION: str
+    ALLOCATION: str
 
     def __init__(self, value: str) -> None: ...
     def __index__(self) -> int: ...

python/python/databento_dbn/_lib.pyi

@@ -16,7 +16,7 @@ name = "dbn"
 path = "src/main.rs"
 
 [dependencies]
-dbn = { path = "../dbn", version = "=0.60.0", default-features = false }
+dbn = { path = "../dbn", version = "=0.61.0", default-features = false }
 
 anyhow.workspace = true
 clap = { version = "4.6", features = ["derive", "wrap_help"] }

rust/dbn-cli/Cargo.toml

@@ -25,7 +25,7 @@ serde = ["dep:serde", "time/parsing", "time/serde"]
 trivial_copy = []
 
 [dependencies]
-dbn-macros = { version = "=0.60.0", path = "../dbn-macros" }
+dbn-macros = { version = "=0.61.0", path = "../dbn-macros" }
 
 async-compression = { version = "0.4.42", features = ["tokio", "zstd"], optional = true }
 async-stream = { version = "0.3", optional = true }

rust/dbn/Cargo.toml

@@ -445,7 +445,7 @@ pub enum MatchAlgorithm {
     #[pyo3(name = "FIFO_LMM")]
     FifoLmm = b'T',
     /// Like [`Self::ProRata`] but includes a configurable allocation to the first order that
-    /// improves the market.
+    /// improves the market. Minimum order thresholds may exist.
     #[pyo3(name = "THRESHOLD_PRO_RATA")]
     ThresholdProRata = b'O',
     /// Like [`Self::FifoLmm`] but includes a configurable allocation to the first order that
@@ -467,6 +467,9 @@ pub enum MatchAlgorithm {
     /// association. See [CME documentation](https://cmegroupclientsite.atlassian.net/wiki/spaces/EPICSANDBOX/pages/457217267#InstitutionalPrioritizationMatchAlgorithm).
     #[pyo3(name = "INSTITUTIONAL_PRIORITIZATION")]
     InstitutionalPrioritization = b'V',
+    /// Like [`Self::ProRata`], but includes a configurable allocation to the first order that improves the market.
+    #[pyo3(name = "ALLOCATION")]
+    Allocation = b'A',
 }
 
 impl From<MatchAlgorithm> for char {

rust/dbn/src/enums.rs

@@ -396,6 +396,7 @@ impl MatchAlgorithm {
             Self::EurodollarFutures => "EURODOLLAR_FUTURES",
             Self::TimeProRata => "TIME_PRO_RATA",
             Self::InstitutionalPrioritization => "INSTITUTIONAL_PRIORITIZATION",
+            Self::Allocation => "ALLOCATION",
         }
     }