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Releases: Alparse/databento-dotnet

v3.0.18-beta - Critical Packaging Fix + Symbol Mapping Documentation

18 Nov 04:30
@Alparse Alparse
v3.0.18-beta
c37a2a5

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v3.0.18-beta - Critical Packaging Fix + Symbol Mapping Documentation Pre-release
Pre-release

🐛 Critical Bug Fix: NETSDK1022 Error

Fixed: Package now works with .NET SDK 8.0+ ASP.NET Core projects

Problem

  • Package failed to build in ASP.NET Core, Blazor, and MAUI projects on .NET SDK 8.0+
  • Error: NETSDK1022: Duplicate 'Content' items were included
  • Users were forced to use workarounds to install the package

Solution

  • Changed native DLL item type from <Content> to <None> in package targets file
  • Aligns with .NET ecosystem standards (SkiaSharp, SQLitePCLRaw, etc.)
  • Zero functional changes - all native libraries still copy correctly

Impact

  • ✅ Works with .NET 6, 7, 8, 9
  • ✅ Works with all project types: Console, Web, Blazor, MAUI, Worker Services
  • ✅ No workarounds needed - installs and builds cleanly
  • ✅ Backward compatible

📚 Major Documentation Addition: Symbol Mapping

Added: Comprehensive documentation for resolving InstrumentId → Ticker Symbols

What's New

  • README.md: New Symbol Mapping section with complete examples
  • API_REFERENCE.md: Section 6 with ~300 lines of technical documentation
  • XML Documentation: IntelliSense warnings prevent common mistakes
  • Working Example: LiveSymbolResolution.Example project demonstrates best practices

Problem Solved

Users previously spent 3-4 hours debugging symbol resolution because:

  • No documentation on SymbolMappingMessage usage
  • Common mistake: Using STypeInSymbol instead of STypeOutSymbol
  • This caused all trades to show "ALL_SYMBOLS" instead of actual ticker symbols

Documentation Highlights

  • ⚠️ Critical warnings about STypeIn vs STypeOut property usage
  • 📊 Performance analysis: ~20-50ns per lookup (negligible overhead)
  • 💡 Troubleshooting guide: Solutions for 3 common issues
  • 🎯 Multiple approaches: Manual ConcurrentDictionary (recommended)
  • ✅ Tested examples: All code validated with real market data

📦 Installation

dotnet add package Databento.Client --version 3.0.18-beta

Or use the --prerelease flag:

dotnet add package Databento.Client --prerelease

🔗 Links

⚠️ Breaking Changes

None. This release is fully backward compatible.

📝 Full Changelog

Fixed

  • NETSDK1022 build error in .NET SDK 8.0+ ASP.NET Core projects by changing native DLL item type from Content to None

Added

  • Comprehensive symbol mapping documentation (~670 lines)
    • README.md Symbol Mapping section
    • API_REFERENCE.md Section 6: Symbol Mapping
    • Enhanced XML documentation for SymbolMappingMessage class
    • Critical warnings about STypeIn vs STypeOut properties
  • New example project: LiveSymbolResolution.Example
    • Demonstrates manual ConcurrentDictionary approach
    • Includes performance measurement
    • Shows correct usage of STypeOutSymbol
  • Repository organization: Added devnotes/ folder for private development notes

Changed

  • Updated installation instructions to reference v3.0.18-beta
  • Removed premature PitSymbolMap/TsSymbolMap claims from documentation
  • Marked PitSymbolMap/TsSymbolMap as internal-only in API coverage report

🧪 Testing

  • ✅ Validated on .NET 9 ASP.NET Core Web
  • ✅ Symbol mapping tested with live EQUS.MINI market data
  • ✅ All native DLLs copy correctly to output directory
  • ✅ Zero regressions - all existing functionality preserved

📊 Release Metrics

  • Documentation added: ~670 lines
  • Files changed: 10
  • Issues fixed: 7 (1 critical packaging bug + 6 documentation gaps)
  • Test coverage: Manual testing on .NET 9, symbol resolution validated with real API

Previous Release: v3.0.17-beta
This Release: v3.0.18-beta
Next Planned: Address remaining medium-priority issues from code review

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v3.0.5-beta - Production-Ready Beta

16 Nov 16:18
@Alparse Alparse
v3.0.5-beta
f1d1bb6

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v3.0.5-beta - Production-Ready Beta Pre-release
Pre-release

🎉 NuGet Package Published!

Install via NuGet:
```bash
dotnet add package Databento.Client --version 3.0.5-beta
```

Package: https://www.nuget.org/packages/Databento.Client/3.0.5-beta

Overview

Production-ready beta release with comprehensive API coverage for Databento market data.

Features

  • ✅ Live Streaming: Real-time market data with async/await and IAsyncEnumerable
  • ✅ Historical Data: Time-range queries with cost estimation
  • ✅ Reference Data: Security master, adjustment factors, and corporate actions
  • ✅ All 16 Record Types: Complete DBN format support
  • ✅ Symbol Mapping: Full TsSymbolMap and PitSymbolMap support
  • ✅ Cross-Platform: Windows x64 (Linux/macOS coming soon)

API Coverage

  • 100% Record Type Coverage (all 16 DBN types)
  • Live streaming with reconnection support
  • Historical queries with batch operations
  • Metadata and symbology APIs
  • OpenTelemetry with retry policies
  • Thread-safe implementation

Quick Start

```csharp
using Databento.Client.Builders;
using Databento.Client.Models;

var apiKey = Environment.GetEnvironmentVariable("DATABENTO_API_KEY")!;

await using var client = new LiveClientBuilder()
.WithApiKey(apiKey)
.Build();

client.DataReceived += (s, e) =>
{
if (e.Record is TradeMessage trade)
Console.WriteLine($"Trade: {trade.PriceDecimal} x {trade.Size}");
};

await client.SubscribeAsync("EQUS.MINI", Schema.Trades, new[] { "NVDA" });
await client.StartAsync();
await client.BlockUntilStoppedAsync();
```

Documentation

Known Limitations

⚠️ Beta Software: While fully functional and tested, please validate in your specific use case before production deployment.

What's Next

  • Linux and macOS support
  • Additional examples and tutorials
  • Performance optimizations
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v3.05-beta - Beta Release

16 Nov 15:26
@Alparse Alparse
v3.05-beta
89fc026

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v3.05-beta - Beta Release Pre-release
Pre-release

Overview

⚠️ Beta Software: High-performance .NET client for Databento market data. While functional and tested, please thoroughly validate in your specific use case before production deployment.

Features

  • Live Streaming: Real-time market data with async/await and IAsyncEnumerable support
  • Historical Data: Query past market data with time-range filtering
  • Reference Data: Security master, adjustment factors, and corporate actions APIs
  • Symbol Mapping: Full TsSymbolMap and PitSymbolMap support
  • Cross-Platform: Windows, Linux, and macOS support

Complete Coverage

  • ✅ All 16 DBN record types (100% coverage)
  • ✅ Live streaming with reconnection support
  • ✅ Historical time-range queries
  • ✅ Metadata & symbol mapping APIs
  • ✅ OpenTelemetry telemetry with retry policies
  • ✅ Thread-safe client implementation

Installation

```bash
git clone https://github.com/Alparse/databento-dotnet.git
cd databento-dotnet
./build/build-all.ps1 -Configuration Release # Windows

or

./build/build-all.sh --configuration Release # Linux/macOS
```

Quick Start

```csharp
var apiKey = Environment.GetEnvironmentVariable("DATABENTO_API_KEY");
await using var client = new LiveClientBuilder()
.WithApiKey(apiKey)
.Build();

await client.SubscribeAsync("EQUS.MINI", Schema.Trades, new[] { "NVDA" });
await foreach (var record in client.StreamAsync())
{
Console.WriteLine(record);
}
```

Known Limitations

  • Batch downloads not yet implemented
  • Please report any issues to the issue tracker

Documentation

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