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GitHub - nikolaydubina/fpdecimal: 🛫 Small Fixed-Point Decimals (fp3.Decimal)

 2 years ago
source link: https://github.com/nikolaydubina/fpdecimal
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flight_departure Small Fixed-Point Decimals (fp3.Decimal)

When you have small and simple float-like numbers. Precise and Fast. Perfect for money.

  • Small 200LOC
  • Precise int64 inside and does not use float neither in parsing nor printing
  • Fuzz tests parsing, printing, arithmetics
  • JSON encoding/decoding
  • Fast Parsing same as int64, 3x faser float, 20x faster shopspring/decimal, 30x faster fmt
  • Fast Printing same as int64
  • Fast Arithmetics same as int64
  • Zero overhead for arithmetic operations
  • Zero overhead for memory, same size as int64
  • Safe preventing error-prone fixed-point arithmetics
var BuySP500Price = fp3.FromInt(9000)

input := []byte(`{"sp500": 9000.023}`)

type Stocks struct {
    SP500 fp3.Decimal `json:"sp500"`
}
var v Stocks
if err := json.Unmarshal(input, &v); err != nil {
    log.Fatal(err)
}

var amountToBuy fp3.Decimal
if v.SP500.GreaterThan(BuySP500Price) {
    amountToBuy = amountToBuy.Add(v.SP500.Mul(2))
}

fmt.Println(amountToBuy)
// Output: 18000.046

Warning

  • Overflows, same as int64

Implementation

Parsing and Printing is expensive operation and requires a lot of code. However, if you know that your numbers are always small and simple and you do not care or do not permit lots of fractions like -1234.567, then parsing and printing can be greatly simplified. Code is heavily influenced by hot-path from Go core strconv package.

It is wrapped into struct to prevent bugs:

  • block multiplication by fpdecimal type, which leads to increase in decimal fractions and loose of precision
  • block additions of untyped constants, which leads to errors if you forget to scale by factor

Benchmarks

Parse

$ go test -bench=. -benchtime=5s -benchmem ./...
goos: darwin
goarch: arm64
pkg: github.com/nikolaydubina/fpdecimal
BenchmarkParse_FP3Decimal/small-10                             845515756             7.04 ns/op           0 B/op           0 allocs/op
BenchmarkParse_FP3Decimal/large-10                             278560885            21.43 ns/op           0 B/op           0 allocs/op
BenchmarkParse_int_strconv_Atoi/small-10                      1000000000             4.74 ns/op           0 B/op           0 allocs/op
BenchmarkParse_int_strconv_Atoi/large-10                       424242687            14.17 ns/op           0 B/op           0 allocs/op
BenchmarkParse_int_strconv_ParseInt/small/int32-10             566976321            10.65 ns/op           0 B/op           0 allocs/op
BenchmarkParse_int_strconv_ParseInt/small/int64-10             552894133            10.85 ns/op           0 B/op           0 allocs/op
BenchmarkParse_int_strconv_ParseInt/large/int64-10             219031276            27.56 ns/op           0 B/op           0 allocs/op
BenchmarkParse_float_strconv_ParseFloat/small/float32-10       344793511            17.43 ns/op           0 B/op           0 allocs/op
BenchmarkParse_float_strconv_ParseFloat/small/float64-10       335880535            17.82 ns/op           0 B/op           0 allocs/op
BenchmarkParse_float_strconv_ParseFloat/large/float32-10       129427171            46.40 ns/op           0 B/op           0 allocs/op
BenchmarkParse_float_strconv_ParseFloat/large/float64-10       128508513            46.75 ns/op           0 B/op           0 allocs/op
BenchmarkParse_float_fmt_Sscanf/small-10                        20424795           295.6  ns/op          69 B/op           2 allocs/op
BenchmarkParse_float_fmt_Sscanf/large-10                         9479828           633.9  ns/op          88 B/op           3 allocs/op
PASS
ok      github.com/nikolaydubina/fpdecimal    194.558s

Print

$ go test -bench=. -benchtime=5s -benchmem ./...
goos: darwin
goarch: arm64
pkg: github.com/nikolaydubina/fpdecimal
BenchmarkPrint_FP3Decimal/small-10                            235701032            25.4 ns/op           7 B/op           1 allocs/op
BenchmarkPrint_FP3Decimal/large-10                            185768853            32.1 ns/op          24 B/op           1 allocs/op
BenchmarkPrint_int_strconv_Itoa/small-10                      457453576            13.1 ns/op           3 B/op           0 allocs/op
BenchmarkPrint_int_strconv_Itoa/large-10                      229820906            26.1 ns/op          18 B/op           1 allocs/op
BenchmarkPrint_int_strconv_FormatInt/small-10                 728307549            13.1 ns/op           3 B/op           0 allocs/op
BenchmarkPrint_float_strconv_FormatFloat/small/float32-10      49801364           117.8 ns/op          31 B/op           2 allocs/op
BenchmarkPrint_float_strconv_FormatFloat/small/float64-10      40938864           148.3 ns/op          31 B/op           2 allocs/op
BenchmarkPrint_float_strconv_FormatFloat/large/float32-10      58160480            99.1 ns/op          48 B/op           2 allocs/op
BenchmarkPrint_float_strconv_FormatFloat/large/float64-10      61878582            97.2 ns/op          48 B/op           2 allocs/op
BenchmarkPrint_float_fmt_Sprintf/small-10                      43542469           138.8 ns/op          16 B/op           2 allocs/op
BenchmarkPrint_float_fmt_Sprintf/large-10                      47824404           125.7 ns/op          28 B/op           2 allocs/op
PASS
ok      github.com/nikolaydubina/fpdecimal    194.558s

Arithmetics

$ go test -bench=. -benchtime=5s -benchmem ./...
goos: darwin
goarch: arm64
pkg: github.com/nikolaydubina/fpdecimal
BenchmarkArithmetic_FP3Decimal/add_x1-10           1000000000             0.31 ns/op           0 B/op           0 allocs/op
BenchmarkArithmetic_FP3Decimal/add_x100-10          181966545            32.75 ns/op           0 B/op           0 allocs/op
BenchmarkArithmetic_int64/add_x1-10                1000000000             0.31 ns/op           0 B/op           0 allocs/op
BenchmarkArithmetic_int64/add_x100-10               182298925            32.99 ns/op           0 B/op           0 allocs/op
PASS
ok      github.com/nikolaydubina/fpdecimal    194.558s

References

Appendix A: Comparison to other libraries

Appendix B: Benchmarking shopspring/decimal

2022-05-28

$ go test -bench=. -benchtime=5s -benchmem ./...
goos: darwin
goarch: arm64
pkg: github.com/shopspring/decimal
BenchmarkNewFromFloatWithExponent-10                        59701516          97.7 ns/op         106 B/op           4 allocs/op
BenchmarkNewFromFloat-10                                    14771503         410.3 ns/op          67 B/op           2 allocs/op
BenchmarkNewFromStringFloat-10                              16246342         375.2 ns/op         175 B/op           5 allocs/op
Benchmark_FloorFast-10                                    1000000000           2.1 ns/op           0 B/op           0 allocs/op
Benchmark_FloorRegular-10                                   53857244         106.3 ns/op         112 B/op           6 allocs/op
Benchmark_DivideOriginal-10                                        7   715322768   ns/op   737406446 B/op    30652495 allocs/op
Benchmark_DivideNew-10                                            22   262893689   ns/op   308046721 B/op    12054905 allocs/op
BenchmarkDecimal_RoundCash_Five-10                           9311530         636.5 ns/op         616 B/op          28 allocs/op
Benchmark_Cmp-10                                                  44   133191579   ns/op          24 B/op           1 allocs/op
Benchmark_decimal_Decimal_Add_different_precision-10        31561636         176.6 ns/op         280 B/op           9 allocs/op
Benchmark_decimal_Decimal_Sub_different_precision-10        36892767         164.4 ns/op         240 B/op           9 allocs/op
Benchmark_decimal_Decimal_Add_same_precision-10            134831919          44.9 ns/op          80 B/op           2 allocs/op
Benchmark_decimal_Decimal_Sub_same_precision-10            134902627          43.1 ns/op          80 B/op           2 allocs/op
BenchmarkDecimal_IsInteger-10                               92543083          66.1 ns/op           8 B/op           1 allocs/op
BenchmarkDecimal_NewFromString-10                             827455        7382   ns/op        3525 B/op         216 allocs/op
BenchmarkDecimal_NewFromString_large_number-10                212538       28836   ns/op       16820 B/op         360 allocs/op
BenchmarkDecimal_ExpHullAbraham-10                             10000      572091   ns/op      486628 B/op         568 allocs/op
BenchmarkDecimal_ExpTaylor-10                                  26343      222915   ns/op      431226 B/op        3172 allocs/op
PASS
ok      github.com/shopspring/decimal    123.541sa

Appendix C: Why this is good fit for money?

There are only ~200 currencies in the world. All currencies have at most 3 decimal digits, thus it is sufficient to handle 3 decimal fractions. Next, currencies without decimal digits are typically 1000x larger than dollar, but even then maximum number that fits into int64 (without 3 decimal fractions) is 9 223 372 036 854 775.807 which is ~9 quadrillion. This should be enough for most operations with money.

Appendix D: Is it safe to use arithmetic operators in Go?

Sort of...

In one of iterations, I did Type Alias, but it required some effort to use it carefully.

Operations with defined types (variables) will fail.

var a int64
var b fpdecimal.FP3DecimalFromInt(1000)

// does not compile
a + b

However, untyped constants will be resolved to underlying type int64 and will be allowed.

const a 10000
var b fpdecimal.FP3DecimalFromInt(1000)

// compiles
a + b

// also compiles
b - 42

// this one too
b *= 23

Is this a problem?

  • For multiplication and division - yes, it can be. You have to be careful not to multiply two fpdecimal numbers, since scaling factor will quadruple. Multiplying by constants is ok tho.
  • For addition substraction - yes, it can be. You have to be careful and remind yourself that constants would be reduced 1000x.

Both of this can be addressed at compile time by providing linter. This can be also addressed by wrapping into a struct and defining methods. Formed is hard to achieve in Go, due to lack of operator overload and lots of work required to write AST parser. Later has been implemented in this pacakge, and, as benchmarks show, without any extra memory or calls overhead as compared to int64.


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