Prepare v0.1.7 compatibility hardening

CHANGELOG.md

@@ -5,10 +5,18 @@ All notable changes to DatabentoBinaryEncoding.jl are documented in this file.
 The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.1.0/),
 and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
 
-## [Unreleased]
+## [0.1.7] - 2026-09-10
+
+### Changed
+
+- Replay pacing now uses a monotonic clock by default, so NTP or manual
+  wall-clock adjustments cannot change replay timing.
 
 ### Fixed
 
+- Parquet compression names are validated before being interpolated into the
+  DuckDB `COPY` statement; unsupported codecs now throw `ArgumentError`.
+
 - **`MBOMsg` wire layout.** `read_mbo_msg` and `write_record(::MBOMsg)` used a
   field order that does not match the DBN spec: `ts_recv` was read from bytes
   16-23, `order_id` from 24-31 and `price` from 40-47, whereas the official

Project.toml

@@ -1,6 +1,6 @@
 name = "DatabentoBinaryEncoding"
 uuid = "90689371-c8cb-40d1-831f-18033db90f74"
-version = "0.1.6"
+version = "0.1.7"
 authors = ["Tyler Beason <tbeas12@gmail.com>"]
 
 [deps]

src/export.jl

@@ -16,10 +16,22 @@ using DataFrames
 
 # Escape a path for a DuckDB SQL string literal: double single quotes, and on
 # Windows use forward slashes (accepted by DuckDB, avoids backslash ambiguity).
-_duckdb_sql_path(p::AbstractString) = replace(replace(p, '\\' => '/'), "'" => "''")
-
-function _write_parquet(df::DataFrame, output_file::AbstractString; compression="zstd")
-    comp = uppercase(String(compression))   # ZSTD | SNAPPY | GZIP | UNCOMPRESSED
+_duckdb_sql_path(p::AbstractString) = replace(replace(p, '\\' => '/'), "'" => "''")
+
+const _PARQUET_COMPRESSION_CODECS = ("ZSTD", "SNAPPY", "GZIP", "UNCOMPRESSED")
+
+function _parquet_compression(compression)
+    comp = uppercase(String(compression))
+    comp in _PARQUET_COMPRESSION_CODECS || throw(ArgumentError(
+        "unsupported Parquet compression $(repr(compression)); expected one of " *
+        join(lowercase.(_PARQUET_COMPRESSION_CODECS), ", ")))
+    return comp
+end
+
+function _write_parquet(df::DataFrame, output_file::AbstractString; compression="zstd")
+    # Validate before interpolating the codec into DuckDB SQL. Unlike the path,
+    # this token cannot be parameter-bound or quoted in COPY options.
+    comp = _parquet_compression(compression)
     # DuckDB cannot COPY a zero-column frame, which is what `records_to_dataframe`
     # returns for an empty record set (e.g. a schema with no rows in the window).
     # Fall back to a minimal header-only schema so we still write a valid, empty
@@ -542,4 +554,4 @@ Remove null bytes from a string.
 """
 function strip_nulls(s::String)
     return replace(s, '\0' => "")
-end
+end

src/replay.jl

@@ -54,6 +54,8 @@ means time spent inside `f` is absorbed instead of accumulating as drift — a
 slow callback simply shortens the next wait rather than pushing every
 subsequent record later.
 """
+_monotonic_seconds() = time_ns() / 1.0e9
+
 function _replay_loop(f::Function, produce::Function;
                       speed::Real,
                       timestamp::Symbol,
@@ -160,7 +162,7 @@ end
                timestamp::Symbol = :ts_event,
                max_sleep::Union{Real,Nothing} = nothing,
                precise::Bool = false,
-               clock::Function = time,
+               clock::Function = _monotonic_seconds,
                sleep_fn::Union{Function,Nothing} = nothing) -> Int
 
 Replay a DBN file, invoking `f(record)` for each record paced in real time
@@ -183,7 +185,8 @@ like [`DBNStream`](@ref). Records are delivered in file order.
 - `precise`: when `true`, busy-wait sub-millisecond gaps instead of using
   `Base.sleep`. See the timing-resolution note below.
 - `clock` / `sleep_fn`: injection points for the wall clock and sleep function,
-  primarily for testing. `clock` defaults to `Base.time`. An explicit `sleep_fn`
+  primarily for testing. `clock` defaults to a monotonic clock derived from
+  `Base.time_ns`, so NTP or manual wall-clock adjustments cannot distort pacing. An explicit `sleep_fn`
   overrides `precise`; when left as `nothing` the sleeper is `Base.sleep`
   (or the precise busy-wait sleeper when `precise = true`).
 
@@ -224,7 +227,7 @@ function replay_dbn(f::Function, filename::AbstractString;
                     timestamp::Symbol = :ts_event,
                     max_sleep::Union{Real,Nothing} = nothing,
                     precise::Bool = false,
-                    clock::Function = time,
+                    clock::Function = _monotonic_seconds,
                     sleep_fn::Union{Function,Nothing} = nothing)
     sleeper = _resolve_sleep_fn(sleep_fn, precise)
     decoder = DBNDecoder(String(filename))
@@ -256,7 +259,7 @@ end
                    timestamp::Symbol = :ts_event,
                    max_sleep::Union{Real,Nothing} = nothing,
                    precise::Bool = false,
-                   clock::Function = time,
+                   clock::Function = _monotonic_seconds,
                    sleep_fn::Union{Function,Nothing} = nothing) -> Int
 
 Replay an in-memory collection of records (e.g. the result of [`read_dbn`](@ref)),
@@ -280,7 +283,7 @@ function replay_records(f::Function, records;
                         timestamp::Symbol = :ts_event,
                         max_sleep::Union{Real,Nothing} = nothing,
                         precise::Bool = false,
-                        clock::Function = time,
+                        clock::Function = _monotonic_seconds,
                         sleep_fn::Union{Function,Nothing} = nothing)
     sleeper = _resolve_sleep_fn(sleep_fn, precise)
     next = iterate(records)

test/test_phase10_complete.jl

@@ -238,7 +238,7 @@ using DataFrames   # for nrow / ncol on dbn_to_csv / dbn_to_parquet / records_to
                 end
             end
 
-            @testset "Parquet Export" begin
+            @testset "Parquet Export" begin
                 temp_parquet = tempname() * ".parquet"
                 try
                     df = dbn_to_parquet(test_file, temp_parquet)
@@ -249,7 +249,18 @@ using DataFrames   # for nrow / ncol on dbn_to_csv / dbn_to_parquet / records_to
                 finally
                     safe_rm(temp_parquet)
                 end
-            end
+            end
+
+            @testset "Parquet compression validation" begin
+                temp_parquet = tempname() * ".parquet"
+                try
+                    @test_throws ArgumentError dbn_to_parquet(
+                        test_file, temp_parquet; compression = "zstd); DROP TABLE x; --")
+                    @test !isfile(temp_parquet)
+                finally
+                    safe_rm(temp_parquet)
+                end
+            end
 
             @testset "DataFrame Conversion" begin
                 metadata, records = read_dbn_with_metadata(test_file)
@@ -260,4 +271,4 @@ using DataFrames   # for nrow / ncol on dbn_to_csv / dbn_to_parquet / records_to
             end
         end
     end
-end
+end

test/test_phase9_working.jl

@@ -414,14 +414,18 @@ using Dates
     end
 
     @testset "Write Permission Errors" begin
-        @testset "Read-only directory" begin
-            # This test might not work in all environments
-            # Try to write to a system directory
-            readonly_paths = ["/", "/etc", "/usr"]
-
-            for path in readonly_paths
-                if isdir(path) && !Sys.iswindows()  # Skip on Windows
-                    readonly_file = joinpath(path, "test_dbn_readonly.dbn")
+        @testset "Read-only directory" begin
+            # Root can write to these paths despite their permissions, so the
+            # assertion is not meaningful in root-run containers.
+            if Sys.iswindows() || Base.Libc.geteuid() == 0
+                @test_skip false
+            else
+                # Try to write to a system directory
+                readonly_paths = ["/", "/etc", "/usr"]
+
+                for path in readonly_paths
+                    if isdir(path)
+                        readonly_file = joinpath(path, "test_dbn_readonly.dbn")
 
                     metadata = Metadata(
                         UInt8(3),                    # version
@@ -439,11 +443,12 @@ using Dates
                         Tuple{String,String,Int64,Int64}[]  # mappings
                     )
 
-                    # Should throw an error when trying to write
-                    @test_throws Exception write_dbn(readonly_file, metadata, TradeMsg[])
-                    break  # Only need one successful test
-                end
-            end
+                        # Should throw an error when trying to write
+                        @test_throws Exception write_dbn(readonly_file, metadata, TradeMsg[])
+                        break  # Only need one successful test
+                    end
+                end
+            end
         end
     end
-end
+end

test/test_replay.jl

@@ -122,6 +122,14 @@ import DatabentoBinaryEncoding as DBN
         @test DBN._resolve_sleep_fn(custom, true) === custom
     end
 
+    @testset "default pacing clock is monotonic" begin
+        t1 = DBN._monotonic_seconds()
+        yield()
+        t2 = DBN._monotonic_seconds()
+        @test isfinite(t1)
+        @test t2 >= t1
+    end
+
     @testset "_precise_sleep does not return early" begin
         # Zero / negative is a no-op.
         @test DBN._precise_sleep(0) === nothing