Reduce allocations in FIXDecimal.Write

fix_decimal.go

@@ -15,7 +15,11 @@
 
 package quickfix
 
-import "github.com/shopspring/decimal"
+import (
+	"math/bits"
+
+	"github.com/shopspring/decimal"
+)
 
 // FIXDecimal is a FIX Float Value that implements an arbitrary precision fixed-point decimal.  Implements FieldValue.
 type FIXDecimal struct {
@@ -25,10 +29,103 @@ type FIXDecimal struct {
 	Scale int32
 }
 
+// pow10 holds 10^0 through 10^19, the powers of ten that fit in a uint64.
+var pow10 = [...]uint64{
+	1, 1e1, 1e2, 1e3, 1e4, 1e5, 1e6, 1e7, 1e8, 1e9,
+	1e10, 1e11, 1e12, 1e13, 1e14, 1e15, 1e16, 1e17, 1e18, 1e19,
+}
+
 func (d FIXDecimal) Write() []byte {
+	if b, ok := d.appendFast(); ok {
+		return b
+	}
 	return []byte(d.Decimal.StringFixed(d.Scale))
 }
 
+// appendFast formats the value with Scale decimal places, rounding half away from zero
+// as decimal.StringFixed does, without going through big.Int arithmetic or intermediate strings.
+// It reports false when the value or scale is outside the range it handles, and the caller must fall back.
+func (d FIXDecimal) appendFast() ([]byte, bool) {
+	scale := d.Scale
+	if scale < 0 || int(scale) >= len(pow10) {
+		return nil, false
+	}
+
+	coef := d.Decimal.Coefficient()
+	if !coef.IsInt64() {
+		return nil, false
+	}
+	c := coef.Int64()
+	neg := c < 0
+	mag := uint64(c)
+	if neg {
+		mag = -mag
+	}
+
+	// The value is mag * 10^exp; shift it so that the last digit of mag is the last decimal place.
+	shift := int64(d.Decimal.Exponent()) + int64(scale)
+	switch {
+	case shift > 0:
+		if shift >= int64(len(pow10)) {
+			if mag == 0 {
+				break
+			}
+			return nil, false
+		}
+		hi, lo := bits.Mul64(mag, pow10[shift])
+		if hi != 0 {
+			return nil, false
+		}
+		mag = lo
+	case shift < 0:
+		if -shift >= int64(len(pow10)) {
+			// Everything is rounded away.
+			mag = 0
+			break
+		}
+		div := pow10[-shift]
+		q, r := mag/div, mag%div
+		if r >= div-r { // r >= div/2, without overflowing for div > 1<<63
+			q++
+		}
+		mag = q
+	}
+
+	var digits [20]byte
+	n := len(digits)
+	for mag > 0 || n > len(digits)-int(scale)-1 {
+		n--
+		digits[n] = byte('0' + mag%10)
+		mag /= 10
+	}
+	intLen := len(digits) - n - int(scale)
+	isZero := true
+	for _, ch := range digits[n:] {
+		if ch != '0' {
+			isZero = false
+			break
+		}
+	}
+
+	size := len(digits) - n
+	if scale > 0 {
+		size++
+	}
+	if neg && !isZero {
+		size++
+	}
+	b := make([]byte, 0, size)
+	if neg && !isZero {
+		b = append(b, '-')
+	}
+	b = append(b, digits[n:n+intLen]...)
+	if scale > 0 {
+		b = append(b, '.')
+		b = append(b, digits[n+intLen:]...)
+	}
+	return b, true
+}
+
 func (d *FIXDecimal) Read(bytes []byte) (err error) {
 	d.Decimal, err = decimal.NewFromString(string(bytes))
 	return

fix_decimal_test.go

@@ -16,6 +16,8 @@
 package quickfix
 
 import (
+	"math"
+	"math/rand"
 	"testing"
 
 	"github.com/shopspring/decimal"
@@ -62,6 +64,34 @@ func TestFIXDecimalWrite(t *testing.T) {
 	}
 }
 
+func TestFIXDecimalWriteMatchesStringFixed(t *testing.T) {
+	coefs := []int64{
+		0, 1, -1, 5, -5, 9, 10, 49, 50, 51, -49, -50, -51, 99, 100, 995, -995, 1243456, -1243456,
+		math.MaxInt32, math.MinInt32, math.MaxInt64, math.MinInt64, math.MaxInt64 - 1, math.MinInt64 + 1,
+		1e18, -1e18, 9999999999999999999 / 10,
+	}
+	r := rand.New(rand.NewSource(1))
+	for i := 0; i < 200; i++ {
+		coefs = append(coefs, r.Int63()>>uint(r.Intn(63)), -(r.Int63() >> uint(r.Intn(63))))
+	}
+
+	for _, c := range coefs {
+		for exp := int32(-25); exp <= 25; exp++ {
+			for _, scale := range []int32{-2, 0, 1, 2, 4, 8, 12, 18, 19, 20} {
+				dec := FIXDecimal{Decimal: decimal.New(c, exp), Scale: scale}
+				expected := dec.Decimal.StringFixed(scale)
+				assert.Equal(t, expected, string(dec.Write()), "coef=%d exp=%d scale=%d", c, exp, scale)
+			}
+		}
+	}
+
+	big := decimal.RequireFromString("123456789012345678901234567890.123456789")
+	for _, scale := range []int32{0, 4, 9, 12} {
+		dec := FIXDecimal{Decimal: big, Scale: scale}
+		assert.Equal(t, big.StringFixed(scale), string(dec.Write()))
+	}
+}
+
 func TestFIXDecimalRead(t *testing.T) {
 	var tests = []struct {
 		bytes       string