Similar and compatible with decimal.Decimal, but optimized for Alpaca's data sets.
- optimize for Alpaca data sets (99% of decimals are within 10 millions with up to 12 precisions).
- compatible with decimal.Decimal so that it could be a drop-in replacement for current
decimal.Decimalusage.
The original decimal.Decimal package has bottleneck on big.Int operations, e.g. sql serialization / deserialization, addition, multiplication etc. These operations took fair amount cpu and memory during
our profiling / monitoring.
The optimization this library is to represent most decimal numbers with int64 instead of big.Int. To
keep this library to be compatible with original decimal.Decimal package, we use original as a fallback
solution when int64 is not enough (e.g. number is too big / small, too many precisions).
The core data struct is like following:
type Decimal struct {
// represent decimal with 12 precision, 1.23 will have `fixed = 1_230_000_000_000`
// max support decimal is 9_223_372.000_000_000_000
// min support decimal is -9_223_372.000_000_000_000
fixed int64
// fallback to original decimal.Decimal if necessary
fallback *decimal.Decimal
}We pick 12 precisions because it could cover 99% of Alpaca common cases.
In general, alpacadecimal.Decimal is fully compatible with decimal.Decimal package, as decimal.Decimal is used as
a fallback solution for overflow cases.
There are a few special cases / APIs that alpacadecimal.Decimal behaves different from decimal.Decimal (behaviour is still
correct / valid, just different). Affected APIs:
Decimal.Exponent()Decimal.Coefficient()Decimal.CoefficientInt64()Decimal.NumDigits()
For optimized case, alpacadecimal.Decimal always assume that exponent is 12, which results in a valid but different decimal representation. For example,
x := alpacadecimal.NewFromInt(123)
require.Equal(t, int32(-12), x.Exponent())
require.Equal(t, "123000000000000", x.Coefficient().String())
require.Equal(t, int64(123000000000000), x.CoefficientInt64())
require.Equal(t, 15, x.NumDigits())
y := decimal.NewFromInt(123)
require.Equal(t, int32(0), y.Exponent())
require.Equal(t, "123", y.Coefficient().String())
require.Equal(t, int64(123), y.CoefficientInt64())
require.Equal(t, 3, y.NumDigits())big.NewIntoptimization from here might help to speed up somebig.Intrelated operations.big.Int.Stringslowness is tracked by this issue. The approach we reduce this slowness is to use int64 to represent the number if possible to avoidbig.Intoperations.
Generally, for general case (99%), the speedup varies from 5x to 100x.
$ make bench
go test -bench=. --cpuprofile profile.out --memprofile memprofile.out
goos: darwin
goarch: arm64
pkg: github.com/alpacahq/alpacadecimal
cpu: Apple M3
BenchmarkValue/alpacadecimal.Decimal_Cached_Case-8 579633375 2.084 ns/op
BenchmarkValue/alpacadecimal.Decimal_Optimized_Case-8 33500136 35.10 ns/op
BenchmarkValue/alpacadecimal.Decimal_Fallback_Case-8 12971452 91.12 ns/op
BenchmarkValue/decimal.Decimal-8 14983346 80.26 ns/op
BenchmarkValue/eric.Decimal-8 13220779 93.22 ns/op
BenchmarkAdd/alpacadecimal.Decimal-8 863144540 1.385 ns/op
BenchmarkAdd/decimal.Decimal-8 34509368 35.58 ns/op
BenchmarkAdd/eric.Decimal-8 69539348 17.16 ns/op
BenchmarkSub/alpacadecimal.Decimal-8 501099547 2.394 ns/op
BenchmarkSub/decimal.Decimal-8 40411579 28.76 ns/op
BenchmarkSub/eric.Decimal-8 69800077 17.12 ns/op
BenchmarkScan/alpacadecimal.Decimal-8 122420659 10.02 ns/op
BenchmarkScan/decimal.Decimal-8 12091557 99.72 ns/op
BenchmarkScan/eric.Decimal-8 12087218 96.06 ns/op
BenchmarkMul/alpacadecimal.Decimal-8 323009985 3.722 ns/op
BenchmarkMul/decimal.Decimal-8 33682357 34.52 ns/op
BenchmarkMul/eric.Decimal-8 91006764 12.58 ns/op
BenchmarkDiv/alpacadecimal.Decimal-8 266056830 4.517 ns/op
BenchmarkDiv/decimal.Decimal-8 8536772 139.9 ns/op
BenchmarkDiv/eric.Decimal-8 83571278 14.34 ns/op
BenchmarkString/alpacadecimal.Decimal-8 613455636 1.958 ns/op
BenchmarkString/decimal.Decimal-8 15399207 77.92 ns/op
BenchmarkString/eric.Decimal-8 14207025 82.22 ns/op
BenchmarkRound/alpacadecimal.Decimal-8 800181822 1.498 ns/op
BenchmarkRound/decimal.Decimal-8 10937922 109.2 ns/op
BenchmarkRound/eric.Decimal-8 140659539 8.512 ns/op
BenchmarkNewFromDecimal/alpacadecimal.Decimal.NewFromDecimal-8 100000000 11.68 ns/op
BenchmarkNewFromDecimal/alpacadecimal.Decimal.RequireFromString-8 11680768 103.5 ns/op
BenchmarkNewFromDecimal/alpacadecimal.Decimal.New-8 645217516 1.865 ns/op
PASS
ok github.com/alpacahq/alpacadecimal 40.632s