Summary
A fixed place numeric library designed for performance. Based on the Go version fixed
The library is safe for concurrent use.
It is ideally suited for high performance trading financial systems. All common math operations are completed with 0 allocations.
Design Goals
Financial systems, especially trading systems need efficient, and stable decimal arithmetic.
THis was designed as a drop-in replacement for double, but allow conversion to/from double for non-basic math operations.
Primarily developed for use in cpp_orderbook.