github.com/zzpierce/fast-decimal

decimal

Package decimal implements immutable decimal floating-point numbers for Go. This package is designed specifically for use in transactional financial systems.

Features

• Immutability - Once a decimal is set, it remains unchanged. This immutability ensures safe concurrent access across goroutines.
• Banker's Rounding - Methods use half-to-even rounding, also known as "banker's rounding", which minimizes cumulative rounding errors commonly seen in financial calculations.
• No Panics - All methods are designed to be panic-free. Instead of potentially crashing your application, they return errors for issues such as overflow or division by zero.
• Zero Heap Allocation - Methods are optimized to avoid heap allocations, reducing the impact on the garbage collector during arithmetic operations.
• Simple String Representation - Decimals are represented in a strightforward format avoiding the complexities of scientific or engineering notations.
• Correctness - Fuzz testing is used to cross-validate arithmetic operations against the cockroachdb/apd and shopspring/decimal packages.

Getting Started

Installation

To add the decimal package to your Go workspace:

go get github.com/govalues/decimal

Usage

Create decimal values using one of the constructors. After creating a decimal value, various operations can be performed:

package main

import (
    "fmt"
    "github.com/govalues/decimal"
)

func main() {
    // Constructors
    d, _ := decimal.New(8, 0)               // d = 8
    e, _ := decimal.Parse("12.5")           // e = 12.5
    f, _ := decimal.NewFromFloat64(2.567)   // f = 2.567
    g, _ := decimal.NewFromInt64(7, 896, 3) // g = 7.896

    // Operations
    fmt.Println(d.Add(e))          // 8 + 12.5
    fmt.Println(d.Sub(e))          // 8 - 12.5

    fmt.Println(d.Mul(e))          // 8 * 12.5
    fmt.Println(d.FMA(e, f))       // 8 * 12.5 + 2.567
    fmt.Println(d.Pow(2))          // 8²
    fmt.Println(d.Sqrt())          // √8

    fmt.Println(d.Quo(e))          // 8 ÷ 12.5
    fmt.Println(d.QuoRem(e))       // 8 div 12.5, 8 mod 12.5
    fmt.Println(d.Inv())           // 1 ÷ 8

    // Rounding to 2 decimal places
    fmt.Println(g.Round(2))        // 7.90
    fmt.Println(g.Ceil(2))         // 7.90
    fmt.Println(g.Floor(2))        // 7.89
    fmt.Println(g.Trunc(2))        // 7.89

    // Conversions
    fmt.Println(f.Int64(9))        // 2 567000000
    fmt.Println(f.Float64())       // 2.567
    fmt.Println(f.String())        // 2.567

    // Formatting
    fmt.Printf("%.2f\n", f)        // 2.57
    fmt.Printf("%.2k\n", f)        // 256.70%
}

Documentation

For detailed documentation and additional examples, visit the package documentation. For examples related to financial calculations, see the money package documentation.

Comparison

Comparison with other popular packages:

Feature	govalues	cockroachdb/apd v3.2.1	shopspring/decimal v1.4.0
Speed	High	Medium	Low1
Mutability	Immutable	Mutable1	Immutable
Memory Footprint	Low	Medium	High
Panic Free	Yes	Yes	No2
Precision	19 digits	Arbitrary	Arbitrary
Default Rounding	Half to even	Half up	Half away from 0
Context	Implicit	Explicit	Implicit

Benchmarks

goos: linux
goarch: amd64
pkg: github.com/govalues/decimal-tests
cpu: AMD Ryzen 7 3700C  with Radeon Vega Mobile Gfx 

Test Case	Expression	govalues	cockroachdb/apd v3.2.1	shopspring/decimal v1.4.0	govalues vs cockroachdb	govalues vs shopspring
Add	5 + 6	16.06n	74.88n	140.90n	+366.22%	+777.33%
Mul	2 * 3	16.93n	62.20n	146.00n	+267.40%	+762.37%
QuoExact	2 ÷ 4	59.52n	176.95n	657.40n	+197.30%	+1004.50%
QuoInfinite	2 ÷ 3	391.60n	976.80n	2962.50n	+149.39%	+656.42%
Pow	1.1^60	950.90n	3302.50n	4599.50n	+247.32%	+383.73%
Pow	1.01^600	3.45µ	10.67µ	18.67µ	+209.04%	+440.89%
Pow	1.001^6000	5.94µ	20.50µ	722.22µ	+244.88%	+12052.44%
Sqrt	√2	3.40µ	4.96µ	2101.86µ	+46.00%	+61755.71%
Parse	1	16.52n	76.30n	136.55n	+362.00%	+726.82%
Parse	123.456	47.37n	176.90n	242.60n	+273.44%	+412.14%
Parse	123456789.1234567890	85.49n	224.15n	497.95n	+162.19%	+482.47%
String	1	5.11n	19.57n	198.25n	+283.21%	+3783.07%
String	123.456	35.78n	77.12n	228.85n	+115.52%	+539.51%
String	123456789.1234567890	70.72n	239.10n	337.25n	+238.12%	+376.91%
Telco	see specification	137.00n	969.40n	3981.00n	+607.33%	+2804.78%

The benchmark results shown in the table are provided for informational purposes only and may vary depending on your specific use case.

Footnotes

1. decimal package was created simply because shopspring/decimal was too slow and cockroachdb/apd was mutable. ↩ ↩²

2. shopspring/decimal panics on division by zero. ↩