ADD: Add new stats type for MWCB

Author: vinilivramento

CHANGELOG.md

@@ -4,6 +4,7 @@
 
 ### Enhancements
 - Added new publisher values for Cboe Titanium Cboe Global Indices Feed
+- Added `StatType` variants `MwcbLevel1`, `MwcbLevel2`, and `MwcbLevel3`
 
 ### Breaking changes
 - Renamed the following Venue, Dataset, and Publisher:

python/python/databento_dbn/_lib.pyi

@@ -840,6 +840,12 @@ class StatType(Enum):
     INDICATIVE_CLOSE_PRICE
         The probable price of the last trade of an instrument published during the trading
         session. `price` will be set.
+    MWCB_LEVEL_1
+        The Market-Wide Circuit Breaker (MWCB) Level 1 threshold (7%), expressed as S&P 500 index points. `price` will be set.
+    MWCB_LEVEL_2
+        The Market-Wide Circuit Breaker (MWCB) Level 2 threshold (13%), expressed as S&P 500 index points. `price` will be set.
+    MWCB_LEVEL_3
+        The Market-Wide Circuit Breaker (MWCB) Level 3 threshold (20%), expressed as S&P 500 index points. `price` will be set.
     VENUE_SPECIFIC_VOLUME_1
         A venue specific volume statistic. Refer to the venue documentation for more information.
         `quantity` will be set.
@@ -869,6 +875,9 @@ class StatType(Enum):
     LOWER_PRICE_LIMIT: int
     BLOCK_VOLUME: int
     INDICATIVE_CLOSE_PRICE: int
+    MWCB_LEVEL_1: int
+    MWCB_LEVEL_2: int
+    MWCB_LEVEL_3: int
     VENUE_SPECIFIC_VOLUME_1: int
     VENUE_SPECIFIC_PRICE_1: int
 

rust/dbn/src/enums.rs

@@ -1046,6 +1046,15 @@ pub enum StatType {
     /// session. `price` will be set.
     #[pyo3(name = "INDICATIVE_CLOSE_PRICE")]
     IndicativeClosePrice = 20,
+    /// The Market-Wide Circuit Breaker (MWCB) Level 1 threshold (7%), expressed as S&P 500 index points. `price` will be set.
+    #[pyo3(name = "MWCB_LEVEL_1")]
+    MwcbLevel1 = 21,
+    /// The Market-Wide Circuit Breaker (MWCB) Level 2 threshold (13%), expressed as S&P 500 index points. `price` will be set.
+    #[pyo3(name = "MWCB_LEVEL_2")]
+    MwcbLevel2 = 22,
+    /// The Market-Wide Circuit Breaker (MWCB) Level 3 threshold (20%), expressed as S&P 500 index points. `price` will be set.
+    #[pyo3(name = "MWCB_LEVEL_3")]
+    MwcbLevel3 = 23,
     /// A venue specific volume statistic. Refer to the venue documentation for more information.
     /// `quantity` will be set.
     #[pyo3(name = "VENUE_SPECIFIC_VOLUME_1")]

rust/dbn/src/python/enums.rs

@@ -978,6 +978,9 @@ impl StatType {
             Self::LowerPriceLimit => "LOWER_PRICE_LIMIT",
             Self::BlockVolume => "BLOCK_VOLUME",
             Self::IndicativeClosePrice => "INDICATIVE_CLOSE_PRICE",
+            Self::MwcbLevel1 => "MWCB_LEVEL_1",
+            Self::MwcbLevel2 => "MWCB_LEVEL_2",
+            Self::MwcbLevel3 => "MWCB_LEVEL_3",
             Self::VenueSpecificVolume1 => "VENUE_SPECIFIC_VOLUME_1",
             Self::VenueSpecificPrice1 => "VENUE_SPECIFIC_PRICE_1",
         }