GitHub - robaho/fixed: high performance fixed decimal place math library for Go
source link: https://github.com/robaho/fixed
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readme.md
Summary
A fixed place numeric library designed for performance.
All numbers have a fixed 7 decimal places, and the maximum permitted value is +- 99999999999, or just under 100 billion.
The library is safe for concurrent use. It has built-in support for binary and json marshalling.
It is ideally suited for high performance trading financial systems. All common math operations are completed with 0 allocs.
Design Goals
Primarily developed to improve performance in go-trader. Using Fixed rather than decimal.Decimal improves the performance by over 20%, and a lot less GC activity as well. You can review these changes under the 'fixed' branch.
If you review the go-trader code, you will quickly see that I use dot imports for the fixed and common packages. Since this is a "business/user" app and not systems code, this provides 2 major benefits: less verbose code, and I can easily change the implementation of Fixed without changing lots of LOC - just the import statement, and some of the wrapper methods in common.
The fixed.Fixed API uses NaN for reporting errors in the common case, since often code is chained like:
result := someFixed.Mul(NewS("123.50"))
and this would be a huge pain with error handling. Since all operations involving a NaN result in a NaN, any errors quickly surface anyway.
Performance
BenchmarkAddFixed-8 2000000000 0.84 ns/op 0 B/op 0 allocs/op BenchmarkAddDecimal-8 3000000 464 ns/op 400 B/op 10 allocs/op BenchmarkAddBigInt-8 100000000 19.2 ns/op 0 B/op 0 allocs/op BenchmarkAddBigFloat-8 20000000 110 ns/op 48 B/op 1 allocs/op BenchmarkMulFixed-8 200000000 6.19 ns/op 0 B/op 0 allocs/op BenchmarkMulDecimal-8 20000000 98.3 ns/op 80 B/op 2 allocs/op BenchmarkMulBigInt-8 100000000 22.4 ns/op 0 B/op 0 allocs/op BenchmarkMulBigFloat-8 30000000 50.4 ns/op 0 B/op 0 allocs/op BenchmarkDivFixed-8 100000000 20.1 ns/op 0 B/op 0 allocs/op BenchmarkDivDecimal-8 1000000 1189 ns/op 928 B/op 22 allocs/op BenchmarkDivBigInt-8 20000000 72.8 ns/op 48 B/op 1 allocs/op BenchmarkDivBigFloat-8 10000000 156 ns/op 64 B/op 2 allocs/op BenchmarkCmpFixed-8 2000000000 0.28 ns/op 0 B/op 0 allocs/op BenchmarkCmpDecimal-8 100000000 10.8 ns/op 0 B/op 0 allocs/op BenchmarkCmpBigInt-8 200000000 8.01 ns/op 0 B/op 0 allocs/op BenchmarkCmpBigFloat-8 200000000 8.50 ns/op 0 B/op 0 allocs/op BenchmarkStringFixed-8 20000000 97.7 ns/op 16 B/op 1 allocs/op BenchmarkStringDecimal-8 5000000 335 ns/op 144 B/op 5 allocs/op BenchmarkStringBigInt-8 10000000 215 ns/op 80 B/op 3 allocs/op BenchmarkStringBigFloat-8 3000000 586 ns/op 272 B/op 8 allocs/op
The "decimal" above is the common shopspring decimal library
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