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github.com/databento/dbn @v0.61.0

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1,959 symbols 4,581 edges 105 files 541 documented · 28%

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README

dbn

Databento Binary Encoding (DBN) is an extremely fast message encoding and storage format for normalized market data. The DBN specification includes a simple, self-describing metadata header and a fixed set of struct definitions, which enforce a standardized way to normalize market data.

All official Databento client libraries use DBN under the hood, both as a data interchange format and for in-memory representation of data. DBN is also the default encoding for all Databento APIs, including live data streaming, historical data streaming, and batch flat files.

This repository contains both libraries and a CLI tool for working with DBN files and streams. Python bindings for dbn are provided in the databento_dbn package.

For more details, read our introduction to DBN.

Features

Performant binary encoding and decoding
Highly compressible with Zstandard
Extendable fixed-width schemas

Usage

See the respective READMEs for usage details: - dbn: Rust library crate - dbn-cli: CLI crate providing a dbn binary - databento-dbn: Python package

License

Distributed under the Apache 2.0 License.

Extension points exported contracts — how you extend this code

PyFieldDesc (Interface)

A trait for records that provide descriptions of their fields. [15 implementers]

rust/dbn/src/python.rs

Transcode (Interface)

(no doc) [1 implementers]

python/src/transcoder.rs

EncodeRecord (Interface)

Trait for types that encode a DBN record of a specific type. [8 implementers]

rust/dbn/src/encode.rs

EncodeRecordRef (Interface)

Trait for types that encode DBN records with mixed schemas. [8 implementers]

rust/dbn/src/encode.rs

EncodeDbn (Interface)

Trait for types that encode DBN records with a specific record type. [6 implementers]

rust/dbn/src/encode.rs

DecodeRecordRef (Interface)

Trait for types that decode references to DBN records of a dynamic type. [9 implementers]

rust/dbn/src/decode.rs

Core symbols most depended-on inside this repo

new_py_timestamp_or_datetime

called by 90

rust/dbn/src/python/conversions.rs

len

called by 89

rust/dbn/src/symbol_map.rs

to_owned

called by 73

rust/dbn/src/record_ref.rs

record_size

called by 64

rust/dbn/src/record/methods.rs

value

called by 58

rust/dbn/src/python/enums.rs

px_to_f64

called by 55

rust/dbn/src/pretty.rs

str_to_c_chars

called by 53

rust/dbn/src/record/conv.rs

push

called by 53

rust/dbn/src/decode/dbn/fsm.rs

Shape

Method 1,228

Function 530

Class 124

Enum 42

Interface 35

Languages

Rust100%

Python1%

Modules by API surface

rust/dbn/src/python/record.rs454 symbols

rust/dbn/src/record/methods.rs79 symbols

rust/dbn/src/decode/dbn/fsm.rs64 symbols

rust/dbn-cli/tests/integration_tests.rs55 symbols

rust/dbn/src/record_buf.rs49 symbols

rust/dbn/src/decode/dbn/sync.rs49 symbols

rust/dbn/src/encode/dbn/sync.rs45 symbols

rust/dbn/src/decode/dbn/async.rs45 symbols

rust/dbn/src/encode/csv/sync.rs44 symbols

rust/dbn/src/encode/dbn/async.rs42 symbols

rust/dbn/src/v1/methods.rs41 symbols

rust/dbn/src/encode/split.rs40 symbols

For agents

$ claude mcp add dbn \
  -- python -m otcore.mcp_server <graph>

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