README
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Summary
A fixed place numeric library with overflow check in Go designed for performance.
All numbers have a fixed 8 decimal places, and the maximum permitted value is + 9999999999, or just under 10 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.
Performance
goos: darwin goarch: amd64 pkg: github.com/cryptowrold/fixed BenchmarkAddFixed-4 2000000000 0.93 ns/op 0 B/op 0 allocs/op BenchmarkAddDecimal-4 5000000 338 ns/op 176 B/op 8 allocs/op BenchmarkAddBigInt-4 100000000 20.8 ns/op 0 B/op 0 allocs/op BenchmarkAddBigFloat-4 10000000 114 ns/op 48 B/op 1 allocs/op BenchmarkMulFixed-4 200000000 6.66 ns/op 0 B/op 0 allocs/op BenchmarkMulDecimal-4 10000000 105 ns/op 80 B/op 2 allocs/op BenchmarkMulBigInt-4 100000000 24.0 ns/op 0 B/op 0 allocs/op BenchmarkMulBigFloat-4 30000000 52.7 ns/op 0 B/op 0 allocs/op BenchmarkDivFixed-4 200000000 6.76 ns/op 0 B/op 0 allocs/op BenchmarkDivDecimal-4 1000000 1105 ns/op 568 B/op 21 allocs/op BenchmarkDivBigInt-4 20000000 63.8 ns/op 8 B/op 1 allocs/op BenchmarkDivBigFloat-4 10000000 153 ns/op 24 B/op 2 allocs/op BenchmarkCmpFixed-4 2000000000 0.51 ns/op 0 B/op 0 allocs/op BenchmarkCmpDecimal-4 100000000 11.1 ns/op 0 B/op 0 allocs/op BenchmarkCmpBigInt-4 200000000 7.68 ns/op 0 B/op 0 allocs/op BenchmarkCmpBigFloat-4 200000000 7.24 ns/op 0 B/op 0 allocs/op BenchmarkStringFixed-4 20000000 71.9 ns/op 32 B/op 1 allocs/op BenchmarkStringNFixed-4 20000000 72.6 ns/op 32 B/op 1 allocs/op BenchmarkStringDecimal-4 5000000 308 ns/op 64 B/op 5 allocs/op BenchmarkStringBigInt-4 10000000 171 ns/op 24 B/op 2 allocs/op BenchmarkStringBigFloat-4 3000000 571 ns/op 192 B/op 8 allocs/op BenchmarkWriteTo-4 30000000 52.4 ns/op 18 B/op 0 allocs/op
The "decimal" above is the common shopspring decimal library
Documentation
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Index ¶
- Variables
- type Fixed
- func (f Fixed) Add(f0 Fixed) Fixed
- func (f Fixed) Cmp(f0 Fixed) int
- func (f Fixed) Div(f0 Fixed) Fixed
- func (f Fixed) Equal(f0 Fixed) bool
- func (f Fixed) Float() float64
- func (f Fixed) Frac() float64
- func (f Fixed) GreaterThan(f0 Fixed) bool
- func (f Fixed) GreaterThanOrEqual(f0 Fixed) bool
- func (f Fixed) IsNaN() bool
- func (f Fixed) IsZero() bool
- func (f Fixed) LessThan(f0 Fixed) bool
- func (f Fixed) LessThanOrEqual(f0 Fixed) bool
- func (f Fixed) MarshalBinary() (data []byte, err error)
- func (f Fixed) MarshalJSON() ([]byte, error)
- func (f Fixed) Mul(f0 Fixed) Fixed
- func (f Fixed) Original() uint64
- func (f Fixed) Round(n int) Fixed
- func (f Fixed) Sign() int
- func (f Fixed) String() string
- func (f Fixed) StringN(decimals int) string
- func (f Fixed) Sub(f0 Fixed) Fixed
- func (f Fixed) UInt() uint64
- func (f *Fixed) UnmarshalBinary(data []byte) error
- func (f *Fixed) UnmarshalJSON(bytes []byte) error
- func (f Fixed) WriteTo(w io.ByteWriter) error
Constants ¶
This section is empty.
Variables ¶
var ( NaN = Fixed{/* contains filtered or unexported fields */} ZERO = Fixed{/* contains filtered or unexported fields */} ONE = Fixed{/* contains filtered or unexported fields */} TWO = Fixed{/* contains filtered or unexported fields */} THREE = Fixed{/* contains filtered or unexported fields */} FOUR = Fixed{/* contains filtered or unexported fields */} FIVE = Fixed{/* contains filtered or unexported fields */} SIX = Fixed{/* contains filtered or unexported fields */} SEVEN = Fixed{/* contains filtered or unexported fields */} EIGHT = Fixed{/* contains filtered or unexported fields */} NINE = Fixed{/* contains filtered or unexported fields */} TEN = Fixed{/* contains filtered or unexported fields */} MAX = Fixed{/* contains filtered or unexported fields */} )
Functions ¶
This section is empty.
Types ¶
type Fixed ¶
type Fixed struct {
// contains filtered or unexported fields
}
Fixed is a fixed precision 38.24 number (supports 10.8 digits). It supports NaN.
func NewFromFloat ¶
NewFromFloat creates a Fixed from an float64, rounding at the 8th decimal place
func NewFromOriginal ¶
NewFromOriginal creates a Fixed for an fixed original integer, moving the decimal point n places to the left For example, NewFromOriginal(123) becomes 0.00000123.
func NewFromString ¶
NewFromString creates a new Fixed from a string, returning NaN if the string could not be parsed
func NewFromStringErr ¶
NewFromStringErr creates a new Fixed from a string, returning NaN, and error if the string could not be parsed
func NewFromUintWithExponent ¶
NewFromUint creates a Fixed for an integer, moving the decimal point n places to the left For example, NewFromUint(123,1) becomes 12.3. If n > 8, the value is truncated
func ReadFrom ¶
func ReadFrom(r io.ByteReader) (Fixed, error)
ReadFrom reads a Fixed from an io.Reader
func (Fixed) Cmp ¶
Cmp compares two Fixed. If f == f0, return 0. If f > f0, return 1. If f < f0, return -1. If both are NaN, return 0. If f is NaN, return 1. If f0 is NaN, return -1
func (Fixed) Equal ¶
Equal returns true if the f == f0. If either operand is NaN, false is returned. Use IsNaN() to test for NaN
func (Fixed) GreaterThanOrEqual ¶
GreaterThaOrEqual tests Cmp() for 1 or 0
func (Fixed) LessThanOrEqual ¶
LessThan tests Cmp() for -1 or 0
func (Fixed) MarshalBinary ¶
MarshalBinary implements the encoding.BinaryMarshaler interface.
func (Fixed) MarshalJSON ¶
MarshalJSON implements the json.Marshaler interface.
func (Fixed) Mul ¶
Mul multiplies f by f0 returning a Fixed. If either operand is NaN, NaN is returned
func (Fixed) StringN ¶
StringN converts a Fixed to a String with a specified number of decimal places, truncating as required
func (Fixed) Sub ¶
Sub subtracts f0 from f producing a Fixed. If either operand is NaN, NaN is returned
func (*Fixed) UnmarshalBinary ¶
UnmarshalBinary implements the encoding.BinaryUnmarshaler interface
func (*Fixed) UnmarshalJSON ¶
UnmarshalJSON implements the json.Unmarshaler interface.
Source Files