package types import ( "encoding/json" "errors" "fmt" "math/big" "strconv" "strings" "testing" ) var _ CustomProtobufType = (*Dec)(nil) // NOTE: never use new(Dec) or else we will panic unmarshalling into the // nil embedded big.Int type Dec struct { i *big.Int } const ( // number of decimal places Precision = 18 // bits required to represent the above precision // Ceiling[Log2[10^Precision - 1]] DecimalPrecisionBits = 60 // decimalTruncateBits is the minimum number of bits removed // by a truncate operation. It is equal to // Floor[Log2[10^Precision - 1]]. decimalTruncateBits = DecimalPrecisionBits - 1 maxDecBitLen = maxBitLen + decimalTruncateBits // max number of iterations in ApproxRoot function maxApproxRootIterations = 100 ) var ( precisionReuse = new(big.Int).Exp(big.NewInt(10), big.NewInt(Precision), nil) fivePrecision = new(big.Int).Quo(precisionReuse, big.NewInt(2)) precisionMultipliers []*big.Int zeroInt = big.NewInt(0) oneInt = big.NewInt(1) tenInt = big.NewInt(10) ) // Decimal errors var ( ErrEmptyDecimalStr = errors.New("decimal string cannot be empty") ErrInvalidDecimalLength = errors.New("invalid decimal length") ErrInvalidDecimalStr = errors.New("invalid decimal string") ) // Set precision multipliers func init() { precisionMultipliers = make([]*big.Int, Precision+1) for i := 0; i <= Precision; i++ { precisionMultipliers[i] = calcPrecisionMultiplier(int64(i)) } } func precisionInt() *big.Int { return new(big.Int).Set(precisionReuse) } func ZeroDec() Dec { return Dec{new(big.Int).Set(zeroInt)} } func OneDec() Dec { return Dec{precisionInt()} } func SmallestDec() Dec { return Dec{new(big.Int).Set(oneInt)} } // calculate the precision multiplier func calcPrecisionMultiplier(prec int64) *big.Int { if prec > Precision { panic(fmt.Sprintf("too much precision, maximum %v, provided %v", Precision, prec)) } zerosToAdd := Precision - prec multiplier := new(big.Int).Exp(tenInt, big.NewInt(zerosToAdd), nil) return multiplier } // get the precision multiplier, do not mutate result func precisionMultiplier(prec int64) *big.Int { if prec > Precision { panic(fmt.Sprintf("too much precision, maximum %v, provided %v", Precision, prec)) } return precisionMultipliers[prec] } // create a new Dec from integer assuming whole number func NewDec(i int64) Dec { return NewDecWithPrec(i, 0) } // create a new Dec from integer with decimal place at prec // CONTRACT: prec <= Precision func NewDecWithPrec(i, prec int64) Dec { return Dec{ new(big.Int).Mul(big.NewInt(i), precisionMultiplier(prec)), } } // create a new Dec from big integer assuming whole numbers // CONTRACT: prec <= Precision func NewDecFromBigInt(i *big.Int) Dec { return NewDecFromBigIntWithPrec(i, 0) } // create a new Dec from big integer assuming whole numbers // CONTRACT: prec <= Precision func NewDecFromBigIntWithPrec(i *big.Int, prec int64) Dec { return Dec{ new(big.Int).Mul(i, precisionMultiplier(prec)), } } // create a new Dec from big integer assuming whole numbers // CONTRACT: prec <= Precision func NewDecFromInt(i Int) Dec { return NewDecFromIntWithPrec(i, 0) } // create a new Dec from big integer with decimal place at prec // CONTRACT: prec <= Precision func NewDecFromIntWithPrec(i Int, prec int64) Dec { return Dec{ new(big.Int).Mul(i.BigInt(), precisionMultiplier(prec)), } } // create a decimal from an input decimal string. // valid must come in the form: // (-) whole integers (.) decimal integers // examples of acceptable input include: // -123.456 // 456.7890 // 345 // -456789 // // NOTE - An error will return if more decimal places // are provided in the string than the constant Precision. // // CONTRACT - This function does not mutate the input str. func NewDecFromStr(str string) (Dec, error) { if len(str) == 0 { return Dec{}, ErrEmptyDecimalStr } // first extract any negative symbol neg := false if str[0] == '-' { neg = true str = str[1:] } if len(str) == 0 { return Dec{}, ErrEmptyDecimalStr } strs := strings.Split(str, ".") lenDecs := 0 combinedStr := strs[0] if len(strs) == 2 { // has a decimal place lenDecs = len(strs[1]) if lenDecs == 0 || len(combinedStr) == 0 { return Dec{}, ErrInvalidDecimalLength } combinedStr += strs[1] } else if len(strs) > 2 { return Dec{}, ErrInvalidDecimalStr } if lenDecs > Precision { return Dec{}, fmt.Errorf("invalid precision; max: %d, got: %d", Precision, lenDecs) } // add some extra zero's to correct to the Precision factor zerosToAdd := Precision - lenDecs zeros := fmt.Sprintf(`%0`+strconv.Itoa(zerosToAdd)+`s`, "") combinedStr += zeros combined, ok := new(big.Int).SetString(combinedStr, 10) // base 10 if !ok { return Dec{}, fmt.Errorf("failed to set decimal string: %s", combinedStr) } if combined.BitLen() > maxDecBitLen { return Dec{}, fmt.Errorf("decimal out of range; bitLen: got %d, max %d", combined.BitLen(), maxDecBitLen) } if neg { combined = new(big.Int).Neg(combined) } return Dec{combined}, nil } // Decimal from string, panic on error func MustNewDecFromStr(s string) Dec { dec, err := NewDecFromStr(s) if err != nil { panic(err) } return dec } func (d Dec) IsNil() bool { return d.i == nil } // is decimal nil func (d Dec) IsZero() bool { return (d.i).Sign() == 0 } // is equal to zero func (d Dec) IsNegative() bool { return (d.i).Sign() == -1 } // is negative func (d Dec) IsPositive() bool { return (d.i).Sign() == 1 } // is positive func (d Dec) Equal(d2 Dec) bool { return (d.i).Cmp(d2.i) == 0 } // equal decimals func (d Dec) GT(d2 Dec) bool { return (d.i).Cmp(d2.i) > 0 } // greater than func (d Dec) GTE(d2 Dec) bool { return (d.i).Cmp(d2.i) >= 0 } // greater than or equal func (d Dec) LT(d2 Dec) bool { return (d.i).Cmp(d2.i) < 0 } // less than func (d Dec) LTE(d2 Dec) bool { return (d.i).Cmp(d2.i) <= 0 } // less than or equal func (d Dec) Neg() Dec { return Dec{new(big.Int).Neg(d.i)} } // reverse the decimal sign func (d Dec) Abs() Dec { return Dec{new(big.Int).Abs(d.i)} } // absolute value // BigInt returns a copy of the underlying big.Int. func (d Dec) BigInt() *big.Int { if d.IsNil() { return nil } cp := new(big.Int) return cp.Set(d.i) } // addition func (d Dec) Add(d2 Dec) Dec { res := new(big.Int).Add(d.i, d2.i) if res.BitLen() > maxDecBitLen { panic("Int overflow") } return Dec{res} } // subtraction func (d Dec) Sub(d2 Dec) Dec { res := new(big.Int).Sub(d.i, d2.i) if res.BitLen() > maxDecBitLen { panic("Int overflow") } return Dec{res} } // multiplication func (d Dec) Mul(d2 Dec) Dec { mul := new(big.Int).Mul(d.i, d2.i) chopped := chopPrecisionAndRound(mul) if chopped.BitLen() > maxDecBitLen { panic("Int overflow") } return Dec{chopped} } // multiplication truncate func (d Dec) MulTruncate(d2 Dec) Dec { mul := new(big.Int).Mul(d.i, d2.i) chopped := chopPrecisionAndTruncate(mul) if chopped.BitLen() > maxDecBitLen { panic("Int overflow") } return Dec{chopped} } // multiplication func (d Dec) MulInt(i Int) Dec { mul := new(big.Int).Mul(d.i, i.i) if mul.BitLen() > maxDecBitLen { panic("Int overflow") } return Dec{mul} } // MulInt64 - multiplication with int64 func (d Dec) MulInt64(i int64) Dec { mul := new(big.Int).Mul(d.i, big.NewInt(i)) if mul.BitLen() > maxDecBitLen { panic("Int overflow") } return Dec{mul} } // quotient func (d Dec) Quo(d2 Dec) Dec { // multiply precision twice mul := new(big.Int).Mul(d.i, precisionReuse) mul.Mul(mul, precisionReuse) quo := new(big.Int).Quo(mul, d2.i) chopped := chopPrecisionAndRound(quo) if chopped.BitLen() > maxDecBitLen { panic("Int overflow") } return Dec{chopped} } // quotient truncate func (d Dec) QuoTruncate(d2 Dec) Dec { // multiply precision twice mul := new(big.Int).Mul(d.i, precisionReuse) mul.Mul(mul, precisionReuse) quo := mul.Quo(mul, d2.i) chopped := chopPrecisionAndTruncate(quo) if chopped.BitLen() > maxDecBitLen { panic("Int overflow") } return Dec{chopped} } // quotient, round up func (d Dec) QuoRoundUp(d2 Dec) Dec { // multiply precision twice mul := new(big.Int).Mul(d.i, precisionReuse) mul.Mul(mul, precisionReuse) quo := new(big.Int).Quo(mul, d2.i) chopped := chopPrecisionAndRoundUp(quo) if chopped.BitLen() > maxDecBitLen { panic("Int overflow") } return Dec{chopped} } // quotient func (d Dec) QuoInt(i Int) Dec { mul := new(big.Int).Quo(d.i, i.i) return Dec{mul} } // QuoInt64 - quotient with int64 func (d Dec) QuoInt64(i int64) Dec { mul := new(big.Int).Quo(d.i, big.NewInt(i)) return Dec{mul} } // ApproxRoot returns an approximate estimation of a Dec's positive real nth root // using Newton's method (where n is positive). The algorithm starts with some guess and // computes the sequence of improved guesses until an answer converges to an // approximate answer. It returns `|d|.ApproxRoot() * -1` if input is negative. // A maximum number of 100 iterations is used a backup boundary condition for // cases where the answer never converges enough to satisfy the main condition. func (d Dec) ApproxRoot(root uint64) (guess Dec, err error) { defer func() { if r := recover(); r != nil { var ok bool err, ok = r.(error) if !ok { err = errors.New("out of bounds") } } }() if d.IsNegative() { absRoot, err := d.MulInt64(-1).ApproxRoot(root) return absRoot.MulInt64(-1), err } if root == 1 || d.IsZero() || d.Equal(OneDec()) { return d, nil } if root == 0 { return OneDec(), nil } rootInt := NewIntFromUint64(root) guess, delta := OneDec(), OneDec() for iter := 0; delta.Abs().GT(SmallestDec()) && iter < maxApproxRootIterations; iter++ { prev := guess.Power(root - 1) if prev.IsZero() { prev = SmallestDec() } delta = d.Quo(prev) delta = delta.Sub(guess) delta = delta.QuoInt(rootInt) guess = guess.Add(delta) } return guess, nil } // Power returns a the result of raising to a positive integer power func (d Dec) Power(power uint64) Dec { if power == 0 { return OneDec() } tmp := OneDec() for i := power; i > 1; { if i%2 != 0 { tmp = tmp.Mul(d) } i /= 2 d = d.Mul(d) } return d.Mul(tmp) } // ApproxSqrt is a wrapper around ApproxRoot for the common special case // of finding the square root of a number. It returns -(sqrt(abs(d)) if input is negative. func (d Dec) ApproxSqrt() (Dec, error) { return d.ApproxRoot(2) } // is integer, e.g. decimals are zero func (d Dec) IsInteger() bool { return new(big.Int).Rem(d.i, precisionReuse).Sign() == 0 } // format decimal state func (d Dec) Format(s fmt.State, verb rune) { _, err := s.Write([]byte(d.String())) if err != nil { panic(err) } } func (d Dec) String() string { if d.i == nil { return d.i.String() } isNeg := d.IsNegative() if isNeg { d = d.Neg() } bzInt, err := d.i.MarshalText() if err != nil { return "" } inputSize := len(bzInt) var bzStr []byte // TODO: Remove trailing zeros // case 1, purely decimal if inputSize <= Precision { bzStr = make([]byte, Precision+2) // 0. prefix bzStr[0] = byte('0') bzStr[1] = byte('.') // set relevant digits to 0 for i := 0; i < Precision-inputSize; i++ { bzStr[i+2] = byte('0') } // set final digits copy(bzStr[2+(Precision-inputSize):], bzInt) } else { // inputSize + 1 to account for the decimal point that is being added bzStr = make([]byte, inputSize+1) decPointPlace := inputSize - Precision copy(bzStr, bzInt[:decPointPlace]) // pre-decimal digits bzStr[decPointPlace] = byte('.') // decimal point copy(bzStr[decPointPlace+1:], bzInt[decPointPlace:]) // post-decimal digits } if isNeg { return "-" + string(bzStr) } return string(bzStr) } // Float64 returns the float64 representation of a Dec. // Will return the error if the conversion failed. func (d Dec) Float64() (float64, error) { return strconv.ParseFloat(d.String(), 64) } // MustFloat64 returns the float64 representation of a Dec. // Would panic if the conversion failed. func (d Dec) MustFloat64() float64 { if value, err := strconv.ParseFloat(d.String(), 64); err != nil { panic(err) } else { return value } } // ____ // __| |__ "chop 'em // ` \ round!" // ___|| ~ _ -bankers // | | __ // | | | __|__|__ // |_____: / | $$$ | // |________| // Remove a Precision amount of rightmost digits and perform bankers rounding // on the remainder (gaussian rounding) on the digits which have been removed. // // Mutates the input. Use the non-mutative version if that is undesired func chopPrecisionAndRound(d *big.Int) *big.Int { // remove the negative and add it back when returning if d.Sign() == -1 { // make d positive, compute chopped value, and then un-mutate d d = d.Neg(d) d = chopPrecisionAndRound(d) d = d.Neg(d) return d } // get the truncated quotient and remainder quo, rem := d, big.NewInt(0) quo, rem = quo.QuoRem(d, precisionReuse, rem) if rem.Sign() == 0 { // remainder is zero return quo } switch rem.Cmp(fivePrecision) { case -1: return quo case 1: return quo.Add(quo, oneInt) default: // bankers rounding must take place // always round to an even number if quo.Bit(0) == 0 { return quo } return quo.Add(quo, oneInt) } } func chopPrecisionAndRoundUp(d *big.Int) *big.Int { // remove the negative and add it back when returning if d.Sign() == -1 { // make d positive, compute chopped value, and then un-mutate d d = d.Neg(d) // truncate since d is negative... d = chopPrecisionAndTruncate(d) d = d.Neg(d) return d } // get the truncated quotient and remainder quo, rem := d, big.NewInt(0) quo, rem = quo.QuoRem(d, precisionReuse, rem) if rem.Sign() == 0 { // remainder is zero return quo } return quo.Add(quo, oneInt) } func chopPrecisionAndRoundNonMutative(d *big.Int) *big.Int { tmp := new(big.Int).Set(d) return chopPrecisionAndRound(tmp) } // RoundInt64 rounds the decimal using bankers rounding func (d Dec) RoundInt64() int64 { chopped := chopPrecisionAndRoundNonMutative(d.i) if !chopped.IsInt64() { panic("Int64() out of bound") } return chopped.Int64() } // RoundInt round the decimal using bankers rounding func (d Dec) RoundInt() Int { return NewIntFromBigInt(chopPrecisionAndRoundNonMutative(d.i)) } // chopPrecisionAndTruncate is similar to chopPrecisionAndRound, // but always rounds down. It does not mutate the input. func chopPrecisionAndTruncate(d *big.Int) *big.Int { return new(big.Int).Quo(d, precisionReuse) } // TruncateInt64 truncates the decimals from the number and returns an int64 func (d Dec) TruncateInt64() int64 { chopped := chopPrecisionAndTruncate(d.i) if !chopped.IsInt64() { panic("Int64() out of bound") } return chopped.Int64() } // TruncateInt truncates the decimals from the number and returns an Int func (d Dec) TruncateInt() Int { return NewIntFromBigInt(chopPrecisionAndTruncate(d.i)) } // TruncateDec truncates the decimals from the number and returns a Dec func (d Dec) TruncateDec() Dec { return NewDecFromBigInt(chopPrecisionAndTruncate(d.i)) } // Ceil returns the smallest interger value (as a decimal) that is greater than // or equal to the given decimal. func (d Dec) Ceil() Dec { tmp := new(big.Int).Set(d.i) quo, rem := tmp, big.NewInt(0) quo, rem = quo.QuoRem(tmp, precisionReuse, rem) // no need to round with a zero remainder regardless of sign if rem.Cmp(zeroInt) == 0 { return NewDecFromBigInt(quo) } if rem.Sign() == -1 { return NewDecFromBigInt(quo) } return NewDecFromBigInt(quo.Add(quo, oneInt)) } // MaxSortableDec is the largest Dec that can be passed into SortableDecBytes() // Its negative form is the least Dec that can be passed in. var MaxSortableDec = OneDec().Quo(SmallestDec()) // ValidSortableDec ensures that a Dec is within the sortable bounds, // a Dec can't have a precision of less than 10^-18. // Max sortable decimal was set to the reciprocal of SmallestDec. func ValidSortableDec(dec Dec) bool { return dec.Abs().LTE(MaxSortableDec) } // SortableDecBytes returns a byte slice representation of a Dec that can be sorted. // Left and right pads with 0s so there are 18 digits to left and right of the decimal point. // For this reason, there is a maximum and minimum value for this, enforced by ValidSortableDec. func SortableDecBytes(dec Dec) []byte { if !ValidSortableDec(dec) { panic("dec must be within bounds") } // Instead of adding an extra byte to all sortable decs in order to handle max sortable, we just // makes its bytes be "max" which comes after all numbers in ASCIIbetical order if dec.Equal(MaxSortableDec) { return []byte("max") } // For the same reason, we make the bytes of minimum sortable dec be --, which comes before all numbers. if dec.Equal(MaxSortableDec.Neg()) { return []byte("--") } // We move the negative sign to the front of all the left padded 0s, to make negative numbers come before positive numbers if dec.IsNegative() { return append([]byte("-"), []byte(fmt.Sprintf(fmt.Sprintf("%%0%ds", Precision*2+1), dec.Abs().String()))...) } return []byte(fmt.Sprintf(fmt.Sprintf("%%0%ds", Precision*2+1), dec.String())) } // reuse nil values var nilJSON []byte func init() { empty := new(big.Int) bz, _ := empty.MarshalText() nilJSON, _ = json.Marshal(string(bz)) } // MarshalJSON marshals the decimal func (d Dec) MarshalJSON() ([]byte, error) { if d.i == nil { return nilJSON, nil } return json.Marshal(d.String()) } // UnmarshalJSON defines custom decoding scheme func (d *Dec) UnmarshalJSON(bz []byte) error { if d.i == nil { d.i = new(big.Int) } var text string err := json.Unmarshal(bz, &text) if err != nil { return err } // TODO: Reuse dec allocation newDec, err := NewDecFromStr(text) if err != nil { return err } d.i = newDec.i return nil } // MarshalYAML returns the YAML representation. func (d Dec) MarshalYAML() (interface{}, error) { return d.String(), nil } // Marshal implements the gogo proto custom type interface. func (d Dec) Marshal() ([]byte, error) { if d.i == nil { d.i = new(big.Int) } return d.i.MarshalText() } // MarshalTo implements the gogo proto custom type interface. func (d *Dec) MarshalTo(data []byte) (n int, err error) { if d.i == nil { d.i = new(big.Int) } if d.i.Cmp(zeroInt) == 0 { copy(data, []byte{0x30}) return 1, nil } bz, err := d.Marshal() if err != nil { return 0, err } copy(data, bz) return len(bz), nil } // Unmarshal implements the gogo proto custom type interface. func (d *Dec) Unmarshal(data []byte) error { if len(data) == 0 { d = nil return nil } if d.i == nil { d.i = new(big.Int) } if err := d.i.UnmarshalText(data); err != nil { return err } if d.i.BitLen() > maxDecBitLen { return fmt.Errorf("decimal out of range; got: %d, max: %d", d.i.BitLen(), maxDecBitLen) } return nil } // Size implements the gogo proto custom type interface. func (d *Dec) Size() int { bz, _ := d.Marshal() return len(bz) } // Override Amino binary serialization by proxying to protobuf. func (d Dec) MarshalAmino() ([]byte, error) { return d.Marshal() } func (d *Dec) UnmarshalAmino(bz []byte) error { return d.Unmarshal(bz) } func (dp DecProto) String() string { return dp.Dec.String() } // helpers // test if two decimal arrays are equal func DecsEqual(d1s, d2s []Dec) bool { if len(d1s) != len(d2s) { return false } for i, d1 := range d1s { if !d1.Equal(d2s[i]) { return false } } return true } // minimum decimal between two func MinDec(d1, d2 Dec) Dec { if d1.LT(d2) { return d1 } return d2 } // maximum decimal between two func MaxDec(d1, d2 Dec) Dec { if d1.LT(d2) { return d2 } return d1 } // intended to be used with require/assert: require.True(DecEq(...)) func DecEq(t *testing.T, exp, got Dec) (*testing.T, bool, string, string, string) { return t, exp.Equal(got), "expected:\t%v\ngot:\t\t%v", exp.String(), got.String() }