Support udecimal library in code generation

.github/workflows/ci.yaml

@@ -28,7 +28,7 @@ jobs:
       - name: golangci-lint
         uses: golangci/golangci-lint-action@v4
         with:
-          version: v1.57.2
+          version: v1.64.6
 
   build:
     name: Build Source
@@ -101,6 +101,13 @@ jobs:
           STORE_TYPE: memory
           ACCEPTANCE_SET: server
         run: make generate-ci && make build && make $FIX_TEST
+      - name: Acceptance test with udecimal
+        env:
+          GO111MODULE: on
+          FIX_TEST: ${{ matrix.fix-version }}
+          STORE_TYPE: memory
+          ACCEPTANCE_SET: server
+        run: make generate-ci-udecimal && make build && make $FIX_TEST
 
   serverfile:
     name: Server FileStore Suite
@@ -135,6 +142,13 @@ jobs:
           STORE_TYPE: file
           ACCEPTANCE_SET: server
         run: make generate-ci && make build && make $FIX_TEST
+      - name: Acceptance test with udecimal
+        env:
+          GO111MODULE: on
+          FIX_TEST: ${{ matrix.fix-version }}
+          STORE_TYPE: file
+          ACCEPTANCE_SET: server
+        run: make generate-ci-udecimal && make build && make $FIX_TEST
 
   servermongo:
     name: Server MongoStore Suite
@@ -174,6 +188,13 @@ jobs:
           STORE_TYPE: mongo
           ACCEPTANCE_SET: server
         run: make generate-ci && make build && make $FIX_TEST
+      - name: Acceptance test with udecimal
+        env:
+          GO111MODULE: on
+          FIX_TEST: ${{ matrix.fix-version }}
+          STORE_TYPE: mongo
+          ACCEPTANCE_SET: server
+        run: make generate-ci-udecimal && make build && make $FIX_TEST
 
   resendreqchunksize:
     name: ResendRequestChunkSize Suite
@@ -208,6 +229,13 @@ jobs:
           STORE_TYPE: memory
           ACCEPTANCE_SET: resendreqchunksize
         run: make generate-ci && make build && make $FIX_TEST
+      - name: Acceptance test with udecimal
+        env:
+          GO111MODULE: on
+          FIX_TEST: ${{ matrix.fix-version }}
+          STORE_TYPE: memory
+          ACCEPTANCE_SET: resendreqchunksize
+        run: make generate-ci-udecimal && make build && make $FIX_TEST
 
   lastseqnumprocessed:
     name: LastSeqNumProcessed Suite
@@ -240,6 +268,13 @@ jobs:
           STORE_TYPE: memory
           ACCEPTANCE_SET: lastseqnumprocessed
         run: make generate-ci && make build && make $FIX_TEST
+      - name: Acceptance test with udecimal
+        env:
+          GO111MODULE: on
+          FIX_TEST: ${{ matrix.fix-version }}
+          STORE_TYPE: memory
+          ACCEPTANCE_SET: lastseqnumprocessed
+        run: make generate-ci-udecimal && make build && make $FIX_TEST
 
   nextexpectedseqnum:
     name: NextExpectedSeqNum Suite
@@ -269,4 +304,11 @@ jobs:
           FIX_TEST: ${{ matrix.fix-version }}
           STORE_TYPE: memory
           ACCEPTANCE_SET: nextexpectedseqnum
-        run: make generate-ci && make build && make $FIX_TEST
+        run: make generate-ci && make build && make $FIX_TEST
+      - name: Acceptance test with udecimal
+        env:
+          GO111MODULE: on
+          FIX_TEST: ${{ matrix.fix-version }}
+          STORE_TYPE: memory
+          ACCEPTANCE_SET: nextexpectedseqnum
+        run: make generate-ci-udecimal && make build && make $FIX_TEST

Makefile

@@ -7,6 +7,9 @@ clean:
 generate: clean
 	mkdir -p gen; cd gen; go run ../cmd/generate-fix/generate-fix.go -pkg-root=github.com/quickfixgo/quickfix/gen ../spec/*.xml
 
+generate-udecimal: clean
+	mkdir -p gen; cd gen; go run ../cmd/generate-fix/generate-fix.go -use-udecimal=true -pkg-root=github.com/quickfixgo/quickfix/gen ../spec/*.xml
+
 fmt:
 	gofmt -l -w -s $(shell find . -type f -name '*.go')
 
@@ -19,14 +22,14 @@ test:
 linters-install:
 	@golangci-lint --version >/dev/null 2>&1 || { \
 		echo "installing linting tools..."; \
-		curl -sfL https://raw.githubusercontent.com/golangci/golangci-lint/master/install.sh| sh -s v1.57.2; \
+		curl -sfL https://raw.githubusercontent.com/golangci/golangci-lint/master/install.sh| sh -s v1.64.6; \
 	}
 
 lint: linters-install
 	golangci-lint run
 
 # An easy way to run the linter without going through the install process -
-# docker run -t --rm -v $(pwd):/app -w /app golangci/golangci-lint:v1.57.2 golangci-lint run -v
+# docker run -t --rm -v $(pwd):/app -w /app golangci/golangci-lint:v1.64.6 golangci-lint run -v
 # See https://golangci-lint.run/welcome/install/ for more details.
 
 # ---------------------------------------------------------------
@@ -81,6 +84,9 @@ test-ci:
 	go test -v -cover `go list ./... | grep -v quickfix/gen`
 
 generate-ci: clean
-	mkdir -p gen; cd gen; go run ../cmd/generate-fix/generate-fix.go -pkg-root=github.com/quickfixgo/quickfix/gen ../spec/$(shell echo $(FIX_TEST) | tr  '[:lower:]' '[:upper:]').xml; 
+	mkdir -p gen; cd gen; go run ../cmd/generate-fix/generate-fix.go -pkg-root=github.com/quickfixgo/quickfix/gen ../spec/$(shell echo $(FIX_TEST) | tr  '[:lower:]' '[:upper:]').xml;
+
+generate-ci-udecimal: clean
+	mkdir -p gen; cd gen; go run ../cmd/generate-fix/generate-fix.go -use-udecimal=true -pkg-root=github.com/quickfixgo/quickfix/gen ../spec/$(shell echo $(FIX_TEST) | tr  '[:lower:]' '[:upper:]').xml;
 
 # ---------------------------------------------------------------

cmd/generate-fix/internal/generate.go

@@ -13,6 +13,7 @@ import (
 
 var (
 	useFloat    = flag.Bool("use-float", false, "By default, FIX float fields are represented as arbitrary-precision fixed-point decimal numbers.  Set to 'true' to instead generate FIX float fields as float64 values.")
+	useUDecimal = flag.Bool("use-udecimal", false, "By default, FIX uses the shopspring/decimal library for fixed-point decimal numbers.  Set to 'true' to instead use the quagmt/udecimal library.")
 	pkgRoot     = flag.String("pkg-root", "github.com/quickfixgo", "Set a string here to provide a custom import path for generated packages.")
 	tabWidth    = 8
 	printerMode = printer.UseSpaces | printer.TabIndent

cmd/generate-fix/internal/template_helpers.go

@@ -6,6 +6,15 @@ import (
 	"github.com/quickfixgo/quickfix/datadictionary"
 )
 
+func isDecimalType(quickfixType string) bool {
+	switch quickfixType {
+	case "FIXDecimal", "FIXUDecimal":
+		return true
+	default:
+		return false
+	}
+}
+
 func checkIfDecimalImportRequiredForFields(fTypes []*datadictionary.FieldType) (ok bool, err error) {
 	var t string
 	for _, fType := range fTypes {
@@ -14,7 +23,7 @@ func checkIfDecimalImportRequiredForFields(fTypes []*datadictionary.FieldType) (
 			return
 		}
 
-		if t == "FIXDecimal" {
+		if isDecimalType(t) {
 			return true, nil
 		}
 	}
@@ -54,7 +63,7 @@ func checkFieldDecimalRequired(f *datadictionary.FieldDef) (required bool, err e
 		return
 	}
 
-	if t == "FIXDecimal" {
+	if isDecimalType(t) {
 		required = true
 		return
 	}
@@ -121,6 +130,10 @@ func collectStandardImports(m *datadictionary.MessageDef) (imports []string, err
 
 func collectExtraImports(m *datadictionary.MessageDef) (imports []string, err error) {
 	var decimalRequired bool
+	importPath := "github.com/shopspring/decimal"
+	if *useUDecimal {
+		importPath = "github.com/quagmt/udecimal"
+	}
 	for _, f := range m.Fields {
 		if !decimalRequired {
 			if decimalRequired, err = checkFieldDecimalRequired(f); err != nil {
@@ -134,7 +147,7 @@ func collectExtraImports(m *datadictionary.MessageDef) (imports []string, err er
 	}
 
 	if decimalRequired {
-		imports = append(imports, "github.com/shopspring/decimal")
+		imports = append(imports, importPath)
 	}
 
 	return
@@ -191,6 +204,8 @@ func quickfixValueType(quickfixType string) (goType string, err error) {
 		goType = "float64"
 	case "FIXDecimal":
 		goType = "decimal.Decimal"
+	case "FIXUDecimal":
+		goType = "udecimal.Decimal"
 	default:
 		err = fmt.Errorf("Unknown QuickFIX Type: %v", quickfixType)
 	}
@@ -275,6 +290,8 @@ func quickfixType(field *datadictionary.FieldType) (quickfixType string, err err
 	case "FLOAT":
 		if *useFloat {
 			quickfixType = "FIXFloat"
+		} else if *useUDecimal {
+			quickfixType = "FIXUDecimal"
 		} else {
 			quickfixType = "FIXDecimal"
 		}

cmd/generate-fix/internal/templates.go

@@ -27,8 +27,14 @@ func init() {
 		"collectStandardImports":                collectStandardImports,
 		"collectExtraImports":                   collectExtraImports,
 		"checkIfDecimalImportRequiredForFields": checkIfDecimalImportRequiredForFields,
-		"checkIfTimeImportRequiredForFields":    checkIfTimeImportRequiredForFields,
-		"checkIfEnumImportRequired":             checkIfEnumImportRequired,
+		"decimalImport": func() string {
+			if *useUDecimal {
+				return "github.com/quagmt/udecimal"
+			}
+			return "github.com/shopspring/decimal"
+		},
+		"checkIfTimeImportRequiredForFields": checkIfTimeImportRequiredForFields,
+		"checkIfEnumImportRequired":          checkIfEnumImportRequired,
 	}
 
 	baseTemplate := template.Must(template.New("Base").Funcs(tmplFuncs).Parse(`
@@ -45,6 +51,10 @@ Set{{ .Name }}(v enum.{{ .Name }}) {
 Set{{ .Name }}(value decimal.Decimal, scale int32) {
 	{{ template "receiver" }}.Set(field.New{{ .Name }}(value, scale))
 }
+{{- else if eq $qfix_type "FIXUDecimal" -}}
+Set{{ .Name }}(value udecimal.Decimal, scale uint8) {
+	{{ template "receiver" }}.Set(field.New{{ .Name }}(value, scale))
+}
 {{- else -}}
 Set{{ .Name }}(v {{ quickfixValueType $qfix_type }}) {
 	{{ template "receiver" }}.Set(field.New{{ .Name }}(v))
@@ -77,6 +87,8 @@ Get{{ .Name }}() (f field.{{ .Name }}Field, err quickfix.MessageRejectError) {
 Get{{ .Name }}() (v enum.{{ .Name }}, err quickfix.MessageRejectError) {
 {{- else if eq $bt "FIXDecimal" -}}
 Get{{ .Name }}() (v decimal.Decimal, err quickfix.MessageRejectError) {
+{{- else if eq $bt "FIXUDecimal" -}}
+Get{{ .Name }}() (v udecimal.Decimal, err quickfix.MessageRejectError) {
 {{- else -}}
 Get{{ .Name }}() (v {{ quickfixValueType $bt }}, err quickfix.MessageRejectError) {
 {{- end }}
@@ -345,7 +357,7 @@ package field
 import (
 	{{ if checkIfTimeImportRequiredForFields . }}"time"{{ end }}
 
-	{{ if checkIfDecimalImportRequiredForFields . }}"github.com/shopspring/decimal"{{ end }}
+	{{ if checkIfDecimalImportRequiredForFields . }}"{{ decimalImport }}"{{ end }}
 
 	"github.com/quickfixgo/quickfix"
 	"{{ importRootPath }}/enum"
@@ -391,6 +403,11 @@ func New{{ .Name }}(val enum.{{ .Name }}) {{ .Name }}Field {
 func New{{ .Name }}(val decimal.Decimal, scale int32) {{ .Name }}Field {
 	return {{ .Name }}Field{ quickfix.FIXDecimal{ Decimal: val, Scale: scale} }
 }
+{{ else if eq $base_type "FIXUDecimal" }}
+// New{{ .Name }} returns a new {{ .Name }}Field initialized with val and scale.
+func New{{ .Name }}(val udecimal.Decimal, scale uint8) {{ .Name }}Field {
+	return {{ .Name }}Field{ quickfix.FIXUDecimal{ Decimal: val, Scale: scale} }
+}
 {{ else }}
 // New{{ .Name }} returns a new {{ .Name }}Field initialized with val.
 func New{{ .Name }}(val {{ quickfixValueType $base_type }}) {{ .Name }}Field {
@@ -402,6 +419,8 @@ func New{{ .Name }}(val {{ quickfixValueType $base_type }}) {{ .Name }}Field {
 func (f {{ .Name }}Field) Value() enum.{{ .Name }} { return enum.{{ .Name }}(f.String()) }
 {{ else if eq $base_type "FIXDecimal" }}
 func (f {{ .Name }}Field) Value() (val decimal.Decimal) { return f.Decimal }
+{{ else if eq $base_type "FIXUDecimal" }}
+func (f {{ .Name }}Field) Value() (val udecimal.Decimal) { return f.Decimal }
 {{ else }}
 func (f {{ .Name }}Field) Value() ({{ quickfixValueType $base_type }}) {
 {{- if eq $base_type "FIXString" -}}

fix_decimal_test.go

@@ -23,6 +23,29 @@ import (
 	"github.com/stretchr/testify/require"
 )
 
+func BenchmarkFIXDecimalRead(b *testing.B) {
+	var dec FIXDecimal
+	byt := []byte("-124.3456")
+	for i := 0; i < b.N; i++ {
+		if err := dec.Read(byt); err != nil {
+			b.FailNow()
+		}
+	}
+}
+
+func BenchmarkFIXDecimalWrite(b *testing.B) {
+	decValue, err := decimal.NewFromString("-124.3456")
+	if err != nil {
+		b.FailNow()
+	}
+	dec := FIXDecimal{Decimal: decValue, Scale: 5}
+	for i := 0; i < b.N; i++ {
+		if byt := dec.Write(); len(byt) == 0 {
+			b.FailNow()
+		}
+	}
+}
+
 func TestFIXDecimalWrite(t *testing.T) {
 	var tests = []struct {
 		decimal  FIXDecimal

fix_udecimal.go

@@ -0,0 +1,35 @@
+// Copyright (c) quickfixengine.org  All rights reserved.
+//
+// This file may be distributed under the terms of the quickfixengine.org
+// license as defined by quickfixengine.org and appearing in the file
+// LICENSE included in the packaging of this file.
+//
+// This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING
+// THE WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A
+// PARTICULAR PURPOSE.
+//
+// See http://www.quickfixengine.org/LICENSE for licensing information.
+//
+// Contact ask@quickfixengine.org if any conditions of this licensing
+// are not clear to you.
+
+package quickfix
+
+import "github.com/quagmt/udecimal"
+
+// FIXUDecimal is a FIX Float Value that implements an arbitrary precision fixed-point udecimal.  Implements FieldValue.
+type FIXUDecimal struct {
+	udecimal.Decimal
+
+	// Scale is the number of digits after the decimal point when Writing the field value as a FIX value.
+	Scale uint8
+}
+
+func (d FIXUDecimal) Write() []byte {
+	return []byte(d.Decimal.Trunc(d.Scale).StringFixed(d.Scale))
+}
+
+func (d *FIXUDecimal) Read(bytes []byte) (err error) {
+	d.Decimal, err = udecimal.Parse(string(bytes))
+	return
+}