VER: Release 0.45.0

.clang-tidy

@@ -4,6 +4,7 @@ Checks: >
     bugprone-*,
     -bugprone-easily-swappable-parameters,
     clang-analyzer-*,
+    -clang-analyzer-optin.cplusplus.VirtualCall,
     clang-diagnostic-*,
     cppcore-guidelines-*,
     google-*,

CHANGELOG.md

@@ -1,5 +1,13 @@
 # Changelog
 
+## 0.45.0 - 2025-12-09
+
+### Enhancements
+- Added download retry, resumption, and checksum verification to
+  `Historical::BatchDownload`
+- Added new venue, dataset, and publisher for Cboe Futures Exchange (`XCBF.PITCH`)
+- Upgraded default `httplib` version to 0.28.0
+
 ## 0.44.0 - 2025-11-18
 
 ### Enhancements

CMakeLists.txt

@@ -6,7 +6,7 @@ cmake_minimum_required(VERSION 3.24..4.0)
 
 project(
   databento
-  VERSION 0.44.0
+  VERSION 0.45.0
   LANGUAGES CXX
   DESCRIPTION "Official Databento client library"
 )
@@ -178,7 +178,7 @@ if(${PROJECT_NAME_UPPERCASE}_USE_EXTERNAL_HTTPLIB)
     find_package(httplib REQUIRED)
   endif()
 else()
-  set(httplib_version 0.20.0)
+  set(httplib_version 0.28.0)
   FetchContent_Declare(
     httplib
     URL https://github.com/yhirose/cpp-httplib/archive/refs/tags/v${httplib_version}.tar.gz

cmake/SourcesAndHeaders.cmake

@@ -13,6 +13,7 @@ set(headers
   include/databento/detail/json_helpers.hpp
   include/databento/detail/scoped_fd.hpp
   include/databento/detail/scoped_thread.hpp
+  include/databento/detail/sha256_hasher.hpp
   include/databento/detail/tcp_client.hpp
   include/databento/detail/zstd_stream.hpp
   include/databento/enums.hpp
@@ -54,6 +55,7 @@ set(sources
   src/detail/http_client.cpp
   src/detail/json_helpers.cpp
   src/detail/scoped_fd.cpp
+  src/detail/sha256_hasher.cpp
   src/detail/tcp_client.cpp
   src/detail/zstd_stream.cpp
   src/enums.cpp

cmake/StandardSettings.cmake

@@ -2,6 +2,7 @@
 # Project settings
 #
 
+option(${PROJECT_NAME_UPPERCASE}_USE_EXTERNAL_DATE "Use an external date library" OFF)
 option(${PROJECT_NAME_UPPERCASE}_USE_EXTERNAL_JSON "Use an external JSON library" OFF)
 option(${PROJECT_NAME_UPPERCASE}_USE_EXTERNAL_HTTPLIB "Use an external httplib library" OFF)
 option(${PROJECT_NAME_UPPERCASE}_USE_EXTERNAL_GTEST "Use an external google test (gtest) library" ON)

include/databento/detail/http_client.hpp

@@ -23,7 +23,7 @@ class HttpClient {
 
   nlohmann::json GetJson(const std::string& path, const httplib::Params& params);
   nlohmann::json PostJson(const std::string& path, const httplib::Params& form_params);
-  void GetRawStream(const std::string& path, const httplib::Params& params,
+  void GetRawStream(const std::string& path, const httplib::Headers& headers,
                     const httplib::ContentReceiver& callback);
   void PostRawStream(const std::string& path, const httplib::Params& form_params,
                      const httplib::ContentReceiver& callback);

include/databento/detail/sha256_hasher.hpp

@@ -0,0 +1,26 @@
+#pragma once
+
+#include <cstddef>  // byte, size_t
+#include <memory>   // unique_ptr
+#include <string>
+#include <string_view>
+
+// Forward declaration
+struct evp_md_ctx_st;
+using EVP_MD_CTX = evp_md_ctx_st;
+
+namespace databento::detail {
+// One-off hash
+std::string Sha256Hash(std::string_view data);
+
+class Sha256Hasher {
+ public:
+  Sha256Hasher();
+
+  void Update(const std::byte* buffer, std::size_t length);
+  std::string Finalize();
+
+ private:
+  std::unique_ptr<::EVP_MD_CTX, void (*)(::EVP_MD_CTX*)> ctx_;
+};
+}  // namespace databento::detail

include/databento/file_stream.hpp

@@ -25,6 +25,7 @@ class InFileStream : public IReadable {
 class OutFileStream : public IWritable {
  public:
   explicit OutFileStream(const std::filesystem::path& file_path);
+  OutFileStream(const std::filesystem::path& file_path, std::ios_base::openmode mode);
 
   void WriteAll(const std::byte* buffer, std::size_t length) override;
 

include/databento/historical.hpp

@@ -4,6 +4,7 @@
 #include <filesystem>
 #include <map>  // multimap
 #include <string>
+#include <string_view>
 #include <vector>
 
 #include "databento/batch.hpp"     // BatchJob
@@ -225,7 +226,8 @@ class Historical {
              std::string user_agent_ext);
 
   BatchJob BatchSubmitJob(const HttplibParams& params);
-  void DownloadFile(const std::string& url, const std::filesystem::path& output_path);
+  void DownloadFile(const std::string& url, const std::filesystem::path& output_path,
+                    std::string_view hash, std::uint64_t exp_size);
   std::vector<BatchJob> BatchListJobs(const HttplibParams& params);
   std::vector<DatasetConditionDetail> MetadataGetDatasetCondition(
       const HttplibParams& params);

include/databento/publishers.hpp

@@ -109,6 +109,8 @@ enum class Venue : std::uint16_t {
   Xeur = 50,
   // European Energy Exchange
   Xeee = 51,
+  // Cboe Futures Exchange
+  Xcbf = 52,
 };
 
 // A source of data.
@@ -191,6 +193,8 @@ enum class Dataset : std::uint16_t {
   XeurEobi = 38,
   // European Energy Exchange EOBI
   XeeeEobi = 39,
+  // Cboe Futures Exchange PITCH
+  XcbfPitch = 40,
 };
 
 // A specific Venue from a specific data source.
@@ -403,6 +407,8 @@ enum class Publisher : std::uint16_t {
   XeurEobiXoff = 103,
   // European Energy Exchange EOBI - Off-Market Trades
   XeeeEobiXoff = 104,
+  // Cboe Futures Exchange
+  XcbfPitchXcbf = 105,
 };
 
 // Get a Publisher's Venue.

pkg/PKGBUILD

@@ -1,7 +1,7 @@
 # Maintainer: Databento <support@databento.com>
 _pkgname=databento-cpp
 pkgname=databento-cpp-git
-pkgver=0.44.0
+pkgver=0.45.0
 pkgrel=1
 pkgdesc="Official C++ client for Databento"
 arch=('any')

src/detail/http_client.cpp

@@ -46,13 +46,12 @@ nlohmann::json HttpClient::PostJson(const std::string& path,
   return HttpClient::CheckAndParseResponse(path, std::move(res));
 }
 
-void HttpClient::GetRawStream(const std::string& path, const httplib::Params& params,
+void HttpClient::GetRawStream(const std::string& path, const httplib::Headers& headers,
                               const httplib::ContentReceiver& callback) {
-  const std::string full_path = httplib::append_query_params(path, params);
   std::string err_body{};
   int err_status{};
   const httplib::Result res = client_.Get(
-      full_path, MakeStreamResponseHandler(err_status),
+      path, headers, MakeStreamResponseHandler(err_status),
       [&callback, &err_body, &err_status](const char* data, std::size_t length) {
         // if an error response was received, read all content into
         // err_body

src/detail/sha256_hasher.cpp

@@ -0,0 +1,40 @@
+#include "databento/detail/sha256_hasher.hpp"
+
+#include <openssl/evp.h>
+
+#include <ios>  // hex, setw, setfill
+#include <sstream>
+
+#include "databento/exceptions.hpp"
+
+std::string databento::detail::Sha256Hash(std::string_view data) {
+  Sha256Hasher hasher{};
+  hasher.Update(reinterpret_cast<const std::byte*>(data.data()), data.length());
+  return hasher.Finalize();
+}
+
+using databento::detail::Sha256Hasher;
+
+Sha256Hasher::Sha256Hasher() : ctx_{::EVP_MD_CTX_new(), &::EVP_MD_CTX_free} {
+  ::EVP_DigestInit_ex(ctx_.get(), ::EVP_sha256(), NULL);
+}
+
+void Sha256Hasher::Update(const std::byte* buffer, std::size_t length) {
+  if (!::EVP_DigestUpdate(ctx_.get(), buffer, length)) {
+    throw databento::Exception{"Failed to update SHA256 digest"};
+  }
+}
+
+std::string Sha256Hasher::Finalize() {
+  std::array<unsigned char, EVP_MAX_MD_SIZE> hash{};
+  unsigned int hash_length = 0;
+  if (!::EVP_DigestFinal_ex(ctx_.get(), hash.data(), &hash_length)) {
+    throw databento::Exception{"Failed to finalize SHA256 digest"};
+  }
+
+  std::ostringstream hash_hex_stream;
+  for (size_t i = 0; i < hash_length; ++i) {
+    hash_hex_stream << std::hex << std::setw(2) << std::setfill('0') << +hash[i];
+  }
+  return hash_hex_stream.str();
+}

src/file_stream.cpp

@@ -11,7 +11,7 @@ InFileStream::InFileStream(const std::filesystem::path& file_path)
     : stream_{file_path, std::ios::binary} {
   if (stream_.fail()) {
     throw InvalidArgumentError{"InFileStream", "file_path",
-                               "Non-existent or invalid file at " + file_path.string()};
+                               "Non-existent or invalid file: " + file_path.string()};
   }
 }
 
@@ -33,10 +33,15 @@ std::size_t InFileStream::ReadSome(std::byte* buffer, std::size_t max_length) {
 using databento::OutFileStream;
 
 OutFileStream::OutFileStream(const std::filesystem::path& file_path)
-    : stream_{file_path, std::ios::binary} {
+    : OutFileStream{file_path, std::ios::binary} {}
+
+OutFileStream::OutFileStream(const std::filesystem::path& file_path,
+                             std::ios_base::openmode mode)
+    : stream_{file_path, mode} {
   if (stream_.fail()) {
-    throw InvalidArgumentError{"OutFileStream", "file_path",
-                               "Non-existent or invalid file"};
+    throw InvalidArgumentError{
+        "OutFileStream", "file_path",
+        "Can't open file for writing at path: " + file_path.string()};
   }
 }