Fixed-size decimal numbers implemented in pure Rust. Suitable for financial, crypto and any other fixed-precision calculations.
This crate is inspired by num_bigint and bigdecimal - an amazing crates that allows you to store big integers and arbitrary precision fixed-point decimal numbers almost any precision.
BigInt internally uses a
Vec of decimal digits
the size of which is theoretically limited only by the usize max value or memory capacity.
Under the hood BigDecimal uses a BigInt object, paired with a 64-bit integer which determines the position of the decimal point. Therefore, the precision is not actually arbitrary, but limited to 2 63 decimal places.
Despite the seemingly undeniable advantages at first glance, this approach also has a number of fundamental disadvantages:
- Non-copyable types for both integers and fixed point numbers.
- Dynamic allocation to store even tiny numbers, for example,
0or1. - Extra dynamic allocation for almost any operation (mathematical operations, parsing, converting, etc.).
- Constant calculations are not available.
- Potentially uncontrolled growth of memory consumption and the need to artificially limit it.
Because most practical problems requiring the use of fixed-point numbers do not require so much
limit on the number of digits, such as usize, but as a rule it is limited:
| Unit | Precision | Decimal digits |
|---|---|---|
| United States Dollar (USD) | 0.01 | 2 |
| United States Dollar, stock (USD) | 0.0001 | 4 |
| Bitcoin (BTC) | 10-8 | 8 |
| Ethereum (ETH) | 10-18 | 18 |
Then most real numbers for financial and other systems requiring accuracy can use 256-bit or even 128-bit integer to store decimal digits.
So In this library, a different approach was chosen.
fastnum provides a signed and unsigned decimal numbers suitable for financial calculations that require significant
integral and fractional digits with no round-off errors.
Any fastnum decimal type consists of an N-bit big unsigned integer, paired with a 64-bit signaling block which
contains a 16-bit scaling factor determines the position of the decimal point, sign, special and signaling flags.
Trailing zeros are preserved and may be exposed when in string form.
Thus, fixed-point numbers are trivially copyable and do not require any dynamic allocation. This allows you to get additional performance gains by eliminating not only dynamic allocation, like such, but also will get rid of one indirect addressing, which improves cache-friendliness and reduces the CPU load.
- Strictly exact precision: no round-off errors (such as 0.1 + 0.2 ≠ 0.3).
- Special values:
fastnumsupport±0,±InfinityandNaNspecial values. - Blazing fast:
fastnumnumerics are as fast as native types, well almost :). - Trivially copyable types: all
fastnumnumerics are trivially copyable (both integer and decimal, ether signed and unsigned) and can be stored on the stack, as they are fixed size. - No dynamic allocation: no expensive sys-call's, no indirect addressing, cache-friendly.
- Compile-time integer and decimal parsing: all the
from_*methods onfastnumintegers and decimals areconst, which allows parsing of integers and numerics from string slices and floats at compile time. Additionally, the string to be parsed does not have to be a literal: it could, for example, be obtained viainclude_str!, orenv!. - Const-evaluated in compile time macro-helpers: any type has its own macro helper which can be used for definitions of constants or variables whose value is known in advance. This allows you to perform all the necessary checks at the compile time.
- Short dependencies list by default:
fastnumdoes not depend on many other crates by default. Support for crates such asrandandserdecan be enabled with crate features. no-stdcompatible:fastnumcan be used inno_stdenvironments.constevaluation: nearly all methods defined onfastnumintegers and decimals areconst, which allows complex compile-time calculations and checks.
To install and use fastnum, simply add the following line to your Cargo.toml file in the [dependencies] section:
fastnum = "0.1"Or, to enable various fastnum features as well, add for example this line instead:
fastnum = { version = "0.1", features = ["serde"] } # enables the "serde" featureuse fastnum::{udec256, UD256};
fn main() {
const ZERO: UD256 = udec256!(0);
const ONE: UD256 = udec256!(1.0);
let a = udec256!(12345);
println!("a = {a}");
}The numtraits feature includes implementations of traits from the
num_traits crate, e.g.
AsPrimitive,
Signed, etc.
The rand feature allows creation of random fastnum decimals via the rand
crate.
The serde feature enables serialization and deserialization of fastnum decimals via the
serde crate. More details about serialization and deserialization you can found
in
The zeroize feature enables the Zeroize trait from
the zeroize crate.
The diesel feature enables serialization and deserialization of fastnum decimals for
diesel crate.
The sqlx feature enables serialization and deserialization of fastnum decimals for
sqlx crate.
The utoipa feature enables support of fastnum decimals for autogenerated OpenAPI documentation via the
utoipa crate.
fastnum is blazing fast. As much as possible given the overhead of arbitrary precision support. It x10 faster than
bigdecimal and x2 - x4 slower than native floating point f64 Rust type.
Some benchmark reports are shown below:
You can run benchmark tests with Criterion.rs tool:
cd benchmark
cargo criterionThis crate is tested with the rstest crate as well as with specific edge
cases.
We have more than 7000 tests, so we recommend running it using nextest:
cargo nextest run --all-featuresThe current Minimum Supported Rust Version (MSRV) is 1.82.0.
NB: fastnum is currently pre-1.0.0. As per
the Semantic Versioning guidelines,
the public API may contain breaking changes while it is in this stage. However, as the API is designed to be as similar
as possible to the API of Rust's primitive integers, it is unlikely that there will be a large number of breaking
changes.
You can set a few default parameters at compile-time via environment variables:
| Environment Variable | Default |
|---|---|
RUST_FASTNUM_DEFAULT_ROUNDING_MODE |
HalfUp |
RUST_FASTNUM_FMT_EXPONENTIAL_LOWER_THRESHOLD |
5 |
RUST_FASTNUM_FMT_EXPONENTIAL_UPPER_THRESHOLD |
15 |
RUST_FASTNUM_FMT_MAX_INTEGER_PADDING |
1000 |
RUST_FASTNUM_SERDE_DESERIALIZE_MODE |
Strict |
There are several areas for further work:
- Micro-optimization of big integer types using vector extensions (SSE2, SSE4.2, AVX2, AVX512F, etc.).
- Const trait implementations once they are stabilized in Rust. (rust-lang/rust#67792)
- Integration with a large number of crates (ORM's, auto-docs crates, etc.).
This code is dual-licensed under the permissive MIT & Apache 2.0 licenses.
Unless you explicitly state otherwise, any contribution intentionally submitted for inclusion in the work by you, as defined in the Apache-2.0 license, shall be dual licensed as above, without any additional terms or conditions.