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-2 2000000000 0.85 ns/op 0 B/op 0 allocs/op BenchmarkAddDecimal-2 3000000 472 ns/op 400 B/op 10 allocs/op BenchmarkAddBigInt-2 100000000 18.8 ns/op 0 B/op 0 allocs/op BenchmarkAddBigFloat-2 20000000 109 ns/op 48 B/op 1 allocs/op BenchmarkMulFixed-2 200000000 6.14 ns/op 0 B/op 0 allocs/op BenchmarkMulDecimal-2 20000000 96.0 ns/op 80 B/op 2 allocs/op BenchmarkMulBigInt-2 100000000 22.2 ns/op 0 B/op 0 allocs/op BenchmarkMulBigFloat-2 30000000 50.9 ns/op 0 B/op 0 allocs/op BenchmarkDivFixed-2 100000000 19.8 ns/op 0 B/op 0 allocs/op BenchmarkDivDecimal-2 1000000 1206 ns/op 928 B/op 22 allocs/op BenchmarkDivBigInt-2 20000000 67.6 ns/op 48 B/op 1 allocs/op BenchmarkDivBigFloat-2 10000000 148 ns/op 64 B/op 2 allocs/op BenchmarkCmpFixed-2 2000000000 0.28 ns/op 0 B/op 0 allocs/op BenchmarkCmpDecimal-2 100000000 10.8 ns/op 0 B/op 0 allocs/op BenchmarkCmpBigInt-2 200000000 8.10 ns/op 0 B/op 0 allocs/op BenchmarkCmpBigFloat-2 200000000 8.39 ns/op 0 B/op 0 allocs/op BenchmarkStringFixed-2 20000000 76.1 ns/op 32 B/op 1 allocs/op BenchmarkStringNFixed-2 20000000 72.9 ns/op 32 B/op 1 allocs/op BenchmarkStringDecimal-2 5000000 328 ns/op 144 B/op 5 allocs/op BenchmarkStringBigInt-2 10000000 212 ns/op 80 B/op 3 allocs/op BenchmarkStringBigFloat-2 3000000 568 ns/op 272 B/op 8 allocs/op BenchmarkWriteTo-2 20000000 69.9 ns/op 27 B/op 0 allocs/op
The "decimal" above is the common shopspring decimal library
