Upgrade databento

Author: cjdsellers

RELEASES.md

@@ -11,7 +11,7 @@ Released on TBD (UTC).
 - Refactored to use `self.config` attributes consistently (#2120), thanks @stefansimik
 
 ### Internal Improvements
-None
+- Upgraded `databento` crate to v0.17.0
 
 ### Breaking Changes
 - Moved `BinanceOrderBookDeltaDataLoader from `nautilus_trader.persistence.loaders` to `nautilus_trader.adapters.binance.loaders`

nautilus_core/Cargo.lock

@@ -31,7 +31,7 @@ thiserror = { workspace = true }
 tokio = { workspace = true }
 tracing = { workspace = true }
 ustr = { workspace = true }
-databento = { version = "0.16.0" }
+databento = { version = "0.17.0" }
 fallible-streaming-iterator = { version = "0.1.9" }
 time = { version = "0.3.37" }
 

nautilus_core/adapters/databento/Cargo.toml

@@ -125,7 +125,7 @@ impl DatabentoFeedHandler {
             databento::LiveClient::builder()
                 .key(self.key.clone())?
                 .dataset(self.dataset.clone())
-                .upgrade_policy(VersionUpgradePolicy::Upgrade)
+                .upgrade_policy(VersionUpgradePolicy::UpgradeToV2)
                 .build(),
         )
         .await?;

nautilus_core/adapters/databento/src/live.rs

@@ -183,7 +183,7 @@ impl DatabentoDataLoader {
         use_exchange_as_venue: bool,
     ) -> anyhow::Result<impl Iterator<Item = anyhow::Result<InstrumentAny>> + '_> {
         let mut decoder = Decoder::from_zstd_file(filepath)?;
-        decoder.set_upgrade_policy(dbn::VersionUpgradePolicy::Upgrade);
+        decoder.set_upgrade_policy(dbn::VersionUpgradePolicy::UpgradeToV2);
         let mut dbn_stream = decoder.decode_stream::<InstrumentDefMsgV1>();
 
         Ok(std::iter::from_fn(move || {

nautilus_core/adapters/databento/src/loader.rs

@@ -172,7 +172,7 @@ impl DatabentoHistoricalClient {
                 .await
                 .map_err(to_pyvalue_err)?;
 
-            decoder.set_upgrade_policy(dbn::VersionUpgradePolicy::Upgrade);
+            decoder.set_upgrade_policy(dbn::VersionUpgradePolicy::UpgradeToV2);
 
             let metadata = decoder.metadata().clone();
             let mut instruments = Vec::new();