Crate primitive_fixed_point_decimal 

Primitive fixed-point decimal types.

For example, ConstScaleFpdec<i64, 4> means using i64 as the underlying representation, and the static scale is 4.

Features

• Fixed-point. The scale is bound to the type but not each value.

• Decimal. Using integer types to represent numbers with a scaling factor (also called as “scale”) in base 10 to achieve the accuracy. This is a common idea.

• The + and - operations only perform between same types in same scale. There is no implicitly type or scale conversion. This makes sense, for we do not want to add Balance type by Price type.

• The * and / operations accept operand with different types and scales, and allow the result’s scale specified. Certainly we need to multiply between Balance type and Price type.

• Supports 2 ways to specify the scale: const and out-of-band. See the Specify Scale section for details.

• Supports both signed and unsigned types.

• Supports scale larger than the significant digits of the underlying integer type. For example ConstScaleFpdec<i8, 4> represents numbers in range [-0.0128, 0.0127].

• Supports negative scale. For example ConstScaleFpdec<i8, -2> represents numbers in range [-12800, 12700] with step 100.

• Supports serde traits integration (Serialize/Deserialize) by optional serde feature flag.

• no-std and no-alloc.

Specify Scale

There are 2 ways to specify the scale: const and out-of-band:

• For the const type ConstScaleFpdec, we use Rust’s const generics to specify the scale. For example, ConstScaleFpdec<i64, 4> means scale is 4.

• For the out-of-band type OobScaleFpdec, we do NOT save the scale with decimal types, so it’s your job to save it somewhere and apply it in the following operations later. For example, OobScaleFpdec<i64> takes no scale information.

Generally, the const type is more convenient and suitable for most scenarios. For example, in traditional currency exchange, you can use ConstScaleFpdec<i64, 2> to represent balance, e.g. 1234.56 USD and 8888800.00 JPY. And use ConstScaleFpdec<u32, 6> to represent all market prices since 6-digit-scale is big enough for all currency pairs, e.g. 146.4730 JPY/USD and 0.006802 USD/JPY:

use primitive_fixed_point_decimal::{ConstScaleFpdec, fpdec};
type Balance = ConstScaleFpdec<i64, 2>; // 2 is enough for all currencies
type Price = ConstScaleFpdec<u32, 6>; // 6 is enough for all markets

let usd: Balance = fpdec!(1234.56);
let price: Price = fpdec!(146.4730);

let jpy: Balance = usd * price;
assert_eq!(jpy, fpdec!(180829.71));

However in some scenarios, such as in cryptocurrency exchange, the price differences across various markets are very significant. For example 81234.0 in BTC/USDT and 0.000004658 in PEPE/USDT. Here we need to select different scales for each market. So it’s the Out-of-band type:

use primitive_fixed_point_decimal::{OobScaleFpdec, fpdec};
type Balance = OobScaleFpdec<i64>; // no global scale set
type Price = OobScaleFpdec<u32>; // no global scale set

// each market has its own scale configuration
struct Market {
    base_asset_scale: i32,
    quote_asset_scale: i32,
    price_scale: i32,
}

// let's take BTC/USDT market as example
let btc_usdt = Market {
    base_asset_scale: 8,
    quote_asset_scale: 6,
    price_scale: 1,
};

// we need tell the scale to `fpdec!`
let btc: Balance = fpdec!(0.34, btc_usdt.base_asset_scale);
let price: Price = fpdec!(81234.0, btc_usdt.price_scale);

// we need tell the scale difference to `checked_mul()` method
let diff = btc_usdt.base_asset_scale + btc_usdt.price_scale - btc_usdt.quote_asset_scale;
let usdt = btc.checked_mul(price, diff).unwrap();
assert_eq!(usdt, fpdec!(27619.56, btc_usdt.quote_asset_scale));

Obviously it’s verbose to use, but offers greater flexibility.

In summary,

• if you know the scale (decimal precision) at compile time, choose ConstScaleFpdec;
• if you know it at runtime, choose OobScaleFpdec;
• if you have no idea about it (maybe because the scale is variable rather than fixed, e.g. in a general-purpose decimal math library), you need a floating-point decimal crate, such as bigdecimal or rust_decimal.

You can also use these two types in combination. For example, use OobScaleFpdec as Balance and ConstScaleFpdec as FeeRate.

License

MIT

Macros

fpdec

Build decimal from integer or float number easily.

Structs

ConstScaleFpdec

Const-scale fixed-point decimal.

OobFmt

Wrapper to display/load OobScaleFpdec.

OobScaleFpdec

Out-of-band-scale fixed-point decimal.

Enums

ParseError

Error in converting from string.

Rounding

Rounding kinds.

Traits

FpdecInner

The trait for underlying representation.

IntoRatioInt

Used by method checked_mul_ratio() only.