use shopspring/decimal library everywhere

go.mod

@@ -8,6 +8,7 @@ require (
 )
 
 require (
+	github.com/shopspring/decimal v1.4.0 // indirect
 	github.com/spf13/pflag v1.0.10 // indirect
 	golang.org/x/mod v0.27.0 // indirect
 	golang.org/x/tools v0.36.0 // indirect

go.sum

@@ -4,6 +4,8 @@ github.com/google/go-cmp v0.6.0 h1:ofyhxvXcZhMsU5ulbFiLKl/XBFqE1GSq7atu8tAmTRI=
 github.com/google/go-cmp v0.6.0/go.mod h1:17dUlkBOakJ0+DkrSSNjCkIjxS6bF9zb3elmeNGIjoY=
 github.com/pmezard/go-difflib v1.0.0 h1:4DBwDE0NGyQoBHbLQYPwSUPoCMWR5BEzIk/f1lZbAQM=
 github.com/pmezard/go-difflib v1.0.0/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4=
+github.com/shopspring/decimal v1.4.0 h1:bxl37RwXBklmTi0C79JfXCEBD1cqqHt0bbgBAGFp81k=
+github.com/shopspring/decimal v1.4.0/go.mod h1:gawqmDU56v4yIKSwfBSFip1HdCCXN8/+DMd9qYNcwME=
 github.com/spf13/pflag v1.0.10 h1:4EBh2KAYBwaONj6b2Ye1GiHfwjqyROoF4RwYO+vPwFk=
 github.com/spf13/pflag v1.0.10/go.mod h1:McXfInJRrz4CZXVZOBLb0bTZqETkiAhM9Iw0y3An2Bg=
 github.com/stretchr/testify v1.9.0 h1:HtqpIVDClZ4nwg75+f6Lvsy/wHu+3BoSGCbBAcpTsTg=

internal/errors.go

@@ -0,0 +1,5 @@
+package internal
+
+import "fmt"
+
+var ErrInsufficientBoughtVolume = fmt.Errorf("insufficient bought volume")

internal/filler.go

@@ -0,0 +1,96 @@
+package internal
+
+import (
+	"container/list"
+
+	"github.com/shopspring/decimal"
+)
+
+type Filler struct {
+	Record
+
+	filled decimal.Decimal
+}
+
+func NewFiller(r Record) *Filler {
+	return &Filler{
+		Record: r,
+	}
+}
+
+// Fill accrues some quantity. Returns how mutch was accrued in the 1st return value and whether
+// it was filled or not on the 2nd return value.
+func (f *Filler) Fill(quantity decimal.Decimal) (decimal.Decimal, bool) {
+	unfilled := f.Record.Quantity().Sub(f.filled)
+	delta := decimal.Min(unfilled, quantity)
+	f.filled = f.filled.Add(delta)
+	return delta, f.IsFilled()
+}
+
+// IsFilled returns true if the fill is equal to the record quantity.
+func (f *Filler) IsFilled() bool {
+	return f.filled.Equal(f.Quantity())
+}
+
+type FillerQueue struct {
+	l *list.List
+}
+
+// Push inserts the Filler at the back of the queue.
+func (fq *FillerQueue) Push(f *Filler) {
+	if f == nil {
+		return
+	}
+
+	if fq == nil {
+		// This would cause a panic anyway so, we panic with a more meaningful message
+		panic("Push to nil FillerQueue")
+	}
+
+	if fq.l == nil {
+		fq.l = list.New()
+	}
+
+	fq.l.PushBack(f)
+}
+
+// Pop removes and returns the first Filler of the queue in the 1st return value. If the list is
+// empty returns false on the 2nd return value, true otherwise.
+func (fq *FillerQueue) Pop() (*Filler, bool) {
+	el := fq.frontElement()
+	if el == nil {
+		return nil, false
+	}
+
+	val := fq.l.Remove(el)
+
+	return val.(*Filler), true
+}
+
+// Peek returns the front Filler of the queue in the 1st return value. If the list is empty returns
+// false on the 2nd return value, true otherwise.
+func (fq *FillerQueue) Peek() (*Filler, bool) {
+	el := fq.frontElement()
+	if el == nil {
+		return nil, false
+	}
+
+	return el.Value.(*Filler), true
+}
+
+func (fq *FillerQueue) frontElement() *list.Element {
+	if fq == nil || fq.l == nil {
+		return nil
+	}
+
+	return fq.l.Front()
+}
+
+// Len returns how many elements are currently on the queue
+func (fq *FillerQueue) Len() int {
+	if fq == nil || fq.l == nil {
+		return 0
+	}
+
+	return fq.l.Len()
+}

internal/filler_test.go

@@ -0,0 +1,187 @@
+package internal
+
+import (
+	"testing"
+
+	"github.com/shopspring/decimal"
+)
+
+func TestFillerQueue(t *testing.T) {
+	var recCount int
+	newRecord := func() Record {
+		recCount++
+		return testRecord{
+			id: recCount,
+		}
+	}
+
+	var rq FillerQueue
+
+	if rq.Len() != 0 {
+		t.Fatalf("zero value should have zero lenght")
+	}
+
+	_, ok := rq.Pop()
+	if ok {
+		t.Fatalf("Pop() should return (_,false) on a zero value")
+	}
+
+	_, ok = rq.Peek()
+	if ok {
+		t.Fatalf("Peek() should return (_,false) on a zero value")
+	}
+
+	rq.Push(nil)
+	if rq.Len() != 0 {
+		t.Fatalf("pushing nil should be a no-op")
+	}
+
+	rq.Push(NewFiller(newRecord()))
+	if rq.Len() != 1 {
+		t.Fatalf("pushing 1st record should result in lenght of 1")
+	}
+
+	rq.Push(NewFiller(newRecord()))
+	if rq.Len() != 2 {
+		t.Fatalf("pushing 2nd record should result in lenght of 2")
+	}
+
+	peekFiller, ok := rq.Peek()
+	if !ok {
+		t.Fatalf("Peek() should return (_,true) when the list is not empty")
+	}
+
+	if rec, ok := peekFiller.Record.(testRecord); ok {
+		if rec.id != 1 {
+			t.Fatalf("Peek() should return the 1st record pushed but returned %d", rec.id)
+		}
+	} else {
+		t.Fatalf("Peek() should return the original record type")
+	}
+
+	if rq.Len() != 2 {
+		t.Fatalf("Peek() should not affect the list length")
+	}
+
+	popFiller, ok := rq.Pop()
+	if !ok {
+		t.Fatalf("Pop() should return (_,true) when the list is not empty")
+	}
+
+	if rec, ok := popFiller.Record.(testRecord); ok {
+		if rec.id != 1 {
+			t.Fatalf("Pop() should return the first record pushed but returned %d", rec.id)
+		}
+	} else {
+		t.Fatalf("Pop() should return the original record")
+	}
+
+	if rq.Len() != 1 {
+		t.Fatalf("Pop() should remove an element from the list")
+	}
+}
+
+func TestFillerQueueNilReceiver(t *testing.T) {
+	var rq *FillerQueue
+
+	if rq.Len() > 0 {
+		t.Fatalf("nil receiver should have zero lenght")
+	}
+
+	_, ok := rq.Peek()
+	if ok {
+		t.Fatalf("Peek() on a nil receiver should return (_,false)")
+	}
+
+	_, ok = rq.Pop()
+	if ok {
+		t.Fatalf("Pop() on a nil receiver should return (_,false)")
+	}
+
+	rq.Push(nil)
+	if rq.Len() != 0 {
+		t.Fatalf("Push(nil) on a nil receiver should be a no-op")
+	}
+
+	defer func() {
+		r := recover()
+		if r == nil {
+			t.Fatalf("expected a panic but got nothing")
+		}
+
+		expMsg := "Push to nil FillerQueue"
+		if msg, ok := r.(string); !ok || msg != expMsg {
+			t.Fatalf(`want panic message %q but got "%v"`, expMsg, r)
+		}
+	}()
+	rq.Push(NewFiller(nil))
+}
+
+type testRecord struct {
+	Record
+
+	id       int
+	quantity decimal.Decimal
+}
+
+func (tr testRecord) Quantity() decimal.Decimal {
+	return tr.quantity
+}
+
+func TestFiller_Fill(t *testing.T) {
+	tests := []struct {
+		name     string
+		r        Record
+		quantity decimal.Decimal
+		want     decimal.Decimal
+		wantBool bool
+	}{
+		{
+			name:     "fills 0 of zero quantity",
+			r:        &testRecord{quantity: decimal.NewFromFloat(0.0)},
+			quantity: decimal.Decimal{},
+			want:     decimal.Decimal{},
+			wantBool: true,
+		},
+		{
+			name:     "fills 0 of positive quantity",
+			r:        &testRecord{quantity: decimal.NewFromFloat(100.0)},
+			quantity: decimal.Decimal{},
+			want:     decimal.Decimal{},
+			wantBool: false,
+		},
+		{
+			name:     "fills 10 out of 100 and no previous fills",
+			r:        &testRecord{quantity: decimal.NewFromFloat(100.0)},
+			quantity: decimal.NewFromFloat(10),
+			want:     decimal.NewFromFloat(10),
+			wantBool: false,
+		},
+		{
+			name:     "fills 10 out of 10 and no previous fills",
+			r:        &testRecord{quantity: decimal.NewFromFloat(10.0)},
+			quantity: decimal.NewFromFloat(10),
+			want:     decimal.NewFromFloat(10),
+			wantBool: true,
+		},
+		{
+			name:     "filling 100 fills 10 out of 10 and no previous fills",
+			r:        &testRecord{quantity: decimal.NewFromFloat(10.0)},
+			quantity: decimal.NewFromFloat(100),
+			want:     decimal.NewFromFloat(10),
+			wantBool: true,
+		},
+	}
+	for _, tt := range tests {
+		t.Run(tt.name, func(t *testing.T) {
+			f := NewFiller(tt.r)
+			got, gotBool := f.Fill(tt.quantity)
+			if !tt.want.Equal(got) {
+				t.Errorf("want 1st return value to be %v but got %v", tt.want, got)
+			}
+			if tt.wantBool != gotBool {
+				t.Errorf("want 2nd return value to be %v but got %v", tt.wantBool, gotBool)
+			}
+		})
+	}
+}

internal/mocks/mocks_gen.go

@@ -11,11 +11,11 @@ package mocks
 
 import (
 	context "context"
-	big "math/big"
 	reflect "reflect"
 	time "time"
 
 	internal "github.com/nmoniz/any2anexoj/internal"
+	decimal "github.com/shopspring/decimal"
 	gomock "go.uber.org/mock/gomock"
 )
 
@@ -107,10 +107,10 @@ func (m *MockRecord) EXPECT() *MockRecordMockRecorder {
 }
 
 // Fees mocks base method.
-func (m *MockRecord) Fees() *big.Float {
+func (m *MockRecord) Fees() decimal.Decimal {
 	m.ctrl.T.Helper()
 	ret := m.ctrl.Call(m, "Fees")
-	ret0, _ := ret[0].(*big.Float)
+	ret0, _ := ret[0].(decimal.Decimal)
 	return ret0
 }
 
@@ -127,28 +127,28 @@ type MockRecordFeesCall struct {
 }
 
 // Return rewrite *gomock.Call.Return
-func (c *MockRecordFeesCall) Return(arg0 *big.Float) *MockRecordFeesCall {
+func (c *MockRecordFeesCall) Return(arg0 decimal.Decimal) *MockRecordFeesCall {
 	c.Call = c.Call.Return(arg0)
 	return c
 }
 
 // Do rewrite *gomock.Call.Do
-func (c *MockRecordFeesCall) Do(f func() *big.Float) *MockRecordFeesCall {
+func (c *MockRecordFeesCall) Do(f func() decimal.Decimal) *MockRecordFeesCall {
 	c.Call = c.Call.Do(f)
 	return c
 }
 
 // DoAndReturn rewrite *gomock.Call.DoAndReturn
-func (c *MockRecordFeesCall) DoAndReturn(f func() *big.Float) *MockRecordFeesCall {
+func (c *MockRecordFeesCall) DoAndReturn(f func() decimal.Decimal) *MockRecordFeesCall {
 	c.Call = c.Call.DoAndReturn(f)
 	return c
 }
 
 // Price mocks base method.
-func (m *MockRecord) Price() *big.Float {
+func (m *MockRecord) Price() decimal.Decimal {
 	m.ctrl.T.Helper()
 	ret := m.ctrl.Call(m, "Price")
-	ret0, _ := ret[0].(*big.Float)
+	ret0, _ := ret[0].(decimal.Decimal)
 	return ret0
 }
 
@@ -165,28 +165,28 @@ type MockRecordPriceCall struct {
 }
 
 // Return rewrite *gomock.Call.Return
-func (c *MockRecordPriceCall) Return(arg0 *big.Float) *MockRecordPriceCall {
+func (c *MockRecordPriceCall) Return(arg0 decimal.Decimal) *MockRecordPriceCall {
 	c.Call = c.Call.Return(arg0)
 	return c
 }
 
 // Do rewrite *gomock.Call.Do
-func (c *MockRecordPriceCall) Do(f func() *big.Float) *MockRecordPriceCall {
+func (c *MockRecordPriceCall) Do(f func() decimal.Decimal) *MockRecordPriceCall {
 	c.Call = c.Call.Do(f)
 	return c
 }
 
 // DoAndReturn rewrite *gomock.Call.DoAndReturn
-func (c *MockRecordPriceCall) DoAndReturn(f func() *big.Float) *MockRecordPriceCall {
+func (c *MockRecordPriceCall) DoAndReturn(f func() decimal.Decimal) *MockRecordPriceCall {
 	c.Call = c.Call.DoAndReturn(f)
 	return c
 }
 
 // Quantity mocks base method.
-func (m *MockRecord) Quantity() *big.Float {
+func (m *MockRecord) Quantity() decimal.Decimal {
 	m.ctrl.T.Helper()
 	ret := m.ctrl.Call(m, "Quantity")
-	ret0, _ := ret[0].(*big.Float)
+	ret0, _ := ret[0].(decimal.Decimal)
 	return ret0
 }
 
@@ -203,19 +203,19 @@ type MockRecordQuantityCall struct {
 }
 
 // Return rewrite *gomock.Call.Return
-func (c *MockRecordQuantityCall) Return(arg0 *big.Float) *MockRecordQuantityCall {
+func (c *MockRecordQuantityCall) Return(arg0 decimal.Decimal) *MockRecordQuantityCall {
 	c.Call = c.Call.Return(arg0)
 	return c
 }
 
 // Do rewrite *gomock.Call.Do
-func (c *MockRecordQuantityCall) Do(f func() *big.Float) *MockRecordQuantityCall {
+func (c *MockRecordQuantityCall) Do(f func() decimal.Decimal) *MockRecordQuantityCall {
 	c.Call = c.Call.Do(f)
 	return c
 }
 
 // DoAndReturn rewrite *gomock.Call.DoAndReturn
-func (c *MockRecordQuantityCall) DoAndReturn(f func() *big.Float) *MockRecordQuantityCall {
+func (c *MockRecordQuantityCall) DoAndReturn(f func() decimal.Decimal) *MockRecordQuantityCall {
 	c.Call = c.Call.DoAndReturn(f)
 	return c
 }
@@ -297,10 +297,10 @@ func (c *MockRecordSymbolCall) DoAndReturn(f func() string) *MockRecordSymbolCal
 }
 
 // Taxes mocks base method.
-func (m *MockRecord) Taxes() *big.Float {
+func (m *MockRecord) Taxes() decimal.Decimal {
 	m.ctrl.T.Helper()
 	ret := m.ctrl.Call(m, "Taxes")
-	ret0, _ := ret[0].(*big.Float)
+	ret0, _ := ret[0].(decimal.Decimal)
 	return ret0
 }
 
@@ -317,19 +317,19 @@ type MockRecordTaxesCall struct {
 }
 
 // Return rewrite *gomock.Call.Return
-func (c *MockRecordTaxesCall) Return(arg0 *big.Float) *MockRecordTaxesCall {
+func (c *MockRecordTaxesCall) Return(arg0 decimal.Decimal) *MockRecordTaxesCall {
 	c.Call = c.Call.Return(arg0)
 	return c
 }
 
 // Do rewrite *gomock.Call.Do
-func (c *MockRecordTaxesCall) Do(f func() *big.Float) *MockRecordTaxesCall {
+func (c *MockRecordTaxesCall) Do(f func() decimal.Decimal) *MockRecordTaxesCall {
 	c.Call = c.Call.Do(f)
 	return c
 }
 
 // DoAndReturn rewrite *gomock.Call.DoAndReturn
-func (c *MockRecordTaxesCall) DoAndReturn(f func() *big.Float) *MockRecordTaxesCall {
+func (c *MockRecordTaxesCall) DoAndReturn(f func() decimal.Decimal) *MockRecordTaxesCall {
 	c.Call = c.Call.DoAndReturn(f)
 	return c
 }

internal/record.go

@@ -1,80 +1,17 @@
 package internal
 
 import (
-	"container/list"
-	"math/big"
 	"time"
+
+	"github.com/shopspring/decimal"
 )
 
 type Record interface {
 	Symbol() string
 	Side() Side
-	Price() *big.Float
+	Price() decimal.Decimal
-	Quantity() *big.Float
+	Quantity() decimal.Decimal
 	Timestamp() time.Time
-	Fees() *big.Float
+	Fees() decimal.Decimal
-	Taxes() *big.Float
+	Taxes() decimal.Decimal
-}
-
-type RecordQueue struct {
-	l *list.List
-}
-
-// Push inserts the Record at the back of the queue. If pushing a nil Record then it's a no-op.
-func (rq *RecordQueue) Push(r Record) {
-	if r == nil {
-		return
-	}
-
-	if rq == nil {
-		// This would cause a panic anyway so, we panic with a more meaningful message
-		panic("Push to nil RecordQueue")
-	}
-
-	if rq.l == nil {
-		rq.l = list.New()
-	}
-
-	rq.l.PushBack(r)
-}
-
-// Pop removes and returns the first Record of the queue in the 1st return value. If the list is
-// empty returns false on the 2nd return value, true otherwise.
-func (rq *RecordQueue) Pop() (Record, bool) {
-	el := rq.frontElement()
-	if el == nil {
-		return nil, false
-	}
-
-	val := rq.l.Remove(el)
-
-	return val.(Record), true
-}
-
-// Peek returns the front Record of the queue in the 1st return value. If the list is empty returns
-// false on the 2nd return value, true otherwise.
-func (rq *RecordQueue) Peek() (Record, bool) {
-	el := rq.frontElement()
-	if el == nil {
-		return nil, false
-	}
-
-	return el.Value.(Record), true
-}
-
-func (rq *RecordQueue) frontElement() *list.Element {
-	if rq == nil || rq.l == nil {
-		return nil
-	}
-
-	return rq.l.Front()
-}
-
-// Len returns how many elements are currently on the queue
-func (rq *RecordQueue) Len() int {
-	if rq == nil || rq.l == nil {
-		return 0
-	}
-
-	return rq.l.Len()
 }

internal/record_test.go

@@ -1,122 +0,0 @@
-package internal
-
-import (
-	"testing"
-)
-
-func TestRecordQueue(t *testing.T) {
-	var recCount int
-	newRecord := func() Record {
-		recCount++
-		return testRecord{
-			id: recCount,
-		}
-	}
-
-	var rq RecordQueue
-
-	if rq.Len() != 0 {
-		t.Fatalf("zero value should have zero lenght")
-	}
-
-	_, ok := rq.Pop()
-	if ok {
-		t.Fatalf("Pop() should return (_,false) on a zero value")
-	}
-
-	_, ok = rq.Peek()
-	if ok {
-		t.Fatalf("Peek() should return (_,false) on a zero value")
-	}
-
-	rq.Push(nil)
-	if rq.Len() != 0 {
-		t.Fatalf("pushing nil should be a no-op")
-	}
-
-	rq.Push(newRecord())
-	if rq.Len() != 1 {
-		t.Fatalf("pushing 1st record should result in lenght of 1")
-	}
-
-	rq.Push(newRecord())
-	if rq.Len() != 2 {
-		t.Fatalf("pushing 2nd record should result in lenght of 2")
-	}
-
-	peekRec, ok := rq.Peek()
-	if !ok {
-		t.Fatalf("Peek() should return (_,true) when the list is not empty")
-	}
-
-	if peekRec, ok := peekRec.(testRecord); ok {
-		if peekRec.id != 1 {
-			t.Fatalf("Peek() should return the 1st record pushed but returned %d", peekRec.id)
-		}
-	} else {
-		t.Fatalf("Peek() should return the original record type")
-	}
-
-	if rq.Len() != 2 {
-		t.Fatalf("Peek() should not affect the list length")
-	}
-
-	popRec, ok := rq.Pop()
-	if !ok {
-		t.Fatalf("Pop() should return (_,true) when the list is not empty")
-	}
-
-	if rec, ok := popRec.(testRecord); ok {
-		if rec.id != 1 {
-			t.Fatalf("Pop() should return the first record pushed but returned %d", rec.id)
-		}
-	} else {
-		t.Fatalf("Pop() should return the original record")
-	}
-
-	if rq.Len() != 1 {
-		t.Fatalf("Pop() should remove an element from the list")
-	}
-}
-
-func TestRecordQueueNilReceiver(t *testing.T) {
-	var rq *RecordQueue
-
-	if rq.Len() > 0 {
-		t.Fatalf("nil receiver should have zero lenght")
-	}
-
-	_, ok := rq.Peek()
-	if ok {
-		t.Fatalf("Peek() on a nil receiver should return (_,false)")
-	}
-
-	_, ok = rq.Pop()
-	if ok {
-		t.Fatalf("Pop() on a nil receiver should return (_,false)")
-	}
-
-	rq.Push(nil)
-	if rq.Len() != 0 {
-		t.Fatalf("Push(nil) on a nil receiver should be a no-op")
-	}
-
-	defer func() {
-		r := recover()
-		if r == nil {
-			t.Fatalf("expected a panic but got nothing")
-		}
-
-		expMsg := "Push to nil RecordQueue"
-		if msg, ok := r.(string); !ok || msg != expMsg {
-			t.Fatalf(`want panic message %q but got "%v"`, expMsg, r)
-		}
-	}()
-	rq.Push(testRecord{})
-}
-
-type testRecord struct {
-	Record
-
-	id int
-}

internal/report.go

@@ -5,8 +5,9 @@ import (
 	"errors"
 	"fmt"
 	"io"
-	"math/big"
 	"time"
+
+	"github.com/shopspring/decimal"
 )
 
 type RecordReader interface {
@@ -20,7 +21,7 @@ type ReportWriter interface {
 }
 
 func BuildReport(ctx context.Context, reader RecordReader, writer ReportWriter) error {
-	buys := make(map[string]*RecordQueue)
+	buys := make(map[string]*FillerQueue)
 
 	for {
 		select {
@@ -37,7 +38,7 @@ func BuildReport(ctx context.Context, reader RecordReader, writer ReportWriter)
 
 			buyQueue, ok := buys[rec.Symbol()]
 			if !ok {
-				buyQueue = new(RecordQueue)
+				buyQueue = new(FillerQueue)
 				buys[rec.Symbol()] = buyQueue
 			}
 
@@ -49,42 +50,41 @@ func BuildReport(ctx context.Context, reader RecordReader, writer ReportWriter)
 	}
 }
 
-func processRecord(ctx context.Context, q *RecordQueue, rec Record, writer ReportWriter) error {
+func processRecord(ctx context.Context, q *FillerQueue, rec Record, writer ReportWriter) error {
 	switch rec.Side() {
 	case SideBuy:
-		q.Push(rec)
+		q.Push(NewFiller(rec))
 
 	case SideSell:
-		unmatchedQty := new(big.Float).Copy(rec.Quantity())
+		unmatchedQty := rec.Quantity()
-		zero := new(big.Float)
 
-		for unmatchedQty.Cmp(zero) > 0 {
+		for unmatchedQty.IsPositive() {
 			buy, ok := q.Peek()
 			if !ok {
 				return ErrInsufficientBoughtVolume
 			}
 
-			var matchedQty *big.Float
+			matchedQty, filled := buy.Fill(unmatchedQty)
-			if buy.Quantity().Cmp(unmatchedQty) > 0 {
+
-				matchedQty = unmatchedQty
+			if filled {
-				buy.Quantity().Sub(buy.Quantity(), unmatchedQty)
+				_, ok := q.Pop()
-			} else {
+				if !ok {
-				matchedQty = buy.Quantity()
+					return fmt.Errorf("pop empty filler queue")
-				q.Pop()
+				}
 			}
 
-			unmatchedQty.Sub(unmatchedQty, matchedQty)
+			unmatchedQty = unmatchedQty.Sub(matchedQty)
 
-			sellValue := new(big.Float).Mul(matchedQty, rec.Price())
+			buyValue := matchedQty.Mul(buy.Price())
-			buyValue := new(big.Float).Mul(matchedQty, buy.Price())
+			sellValue := matchedQty.Mul(rec.Price())
 
 			err := writer.Write(ctx, ReportItem{
 				BuyValue:      buyValue,
 				BuyTimestamp:  buy.Timestamp(),
 				SellValue:     sellValue,
 				SellTimestamp: rec.Timestamp(),
-				Fees:          new(big.Float).Add(buy.Fees(), rec.Fees()),
+				Fees:          buy.Fees().Add(rec.Fees()),
-				Taxes:         new(big.Float).Add(buy.Taxes(), rec.Fees()),
+				Taxes:         buy.Taxes().Add(rec.Fees()),
 			})
 			if err != nil {
 				return fmt.Errorf("write report item: %w", err)
@@ -99,16 +99,14 @@ func processRecord(ctx context.Context, q *RecordQueue, rec Record, writer Repor
 }
 
 type ReportItem struct {
-	BuyValue      *big.Float
+	BuyValue      decimal.Decimal
 	BuyTimestamp  time.Time
-	SellValue     *big.Float
+	SellValue     decimal.Decimal
 	SellTimestamp time.Time
-	Fees          *big.Float
+	Fees          decimal.Decimal
-	Taxes         *big.Float
+	Taxes         decimal.Decimal
 }
 
-func (ri ReportItem) RealisedPnL() *big.Float {
+func (ri ReportItem) RealisedPnL() decimal.Decimal {
-	return new(big.Float).Sub(ri.SellValue, ri.BuyValue)
+	return ri.SellValue.Sub(ri.BuyValue)
 }
-
-var ErrInsufficientBoughtVolume = fmt.Errorf("insufficient bought volume")

internal/report_test.go

@@ -2,17 +2,18 @@ package internal_test
 
 import (
 	"context"
+	"fmt"
 	"io"
-	"math/big"
 	"testing"
 	"time"
 
 	"github.com/nmoniz/any2anexoj/internal"
 	"github.com/nmoniz/any2anexoj/internal/mocks"
+	"github.com/shopspring/decimal"
 	"go.uber.org/mock/gomock"
 )
 
-func TestReporter_Run(t *testing.T) {
+func TestBuildReport(t *testing.T) {
 	now := time.Now()
 	ctrl := gomock.NewController(t)
 
@@ -32,13 +33,13 @@ func TestReporter_Run(t *testing.T) {
 	}).Times(3)
 
 	writer := mocks.NewMockReportWriter(ctrl)
-	writer.EXPECT().Write(gomock.Any(), gomock.Eq(internal.ReportItem{
+	writer.EXPECT().Write(gomock.Any(), eqReportItem(internal.ReportItem{
-		BuyValue:      new(big.Float).SetFloat64(200.0),
+		BuyValue:      decimal.NewFromFloat(200.0),
 		BuyTimestamp:  now,
-		SellValue:     new(big.Float).SetFloat64(250.0),
+		SellValue:     decimal.NewFromFloat(250.0),
 		SellTimestamp: now.Add(1),
-		Fees:          new(big.Float),
+		Fees:          decimal.Decimal{},
-		Taxes:         new(big.Float),
+		Taxes:         decimal.Decimal{},
 	})).Times(1)
 
 	gotErr := internal.BuildReport(t.Context(), reader, writer)
@@ -49,12 +50,47 @@ func TestReporter_Run(t *testing.T) {
 
 func mockRecord(ctrl *gomock.Controller, price, quantity float64, side internal.Side, ts time.Time) *mocks.MockRecord {
 	rec := mocks.NewMockRecord(ctrl)
-	rec.EXPECT().Price().Return(big.NewFloat(price)).AnyTimes()
+	rec.EXPECT().Price().Return(decimal.NewFromFloat(price)).AnyTimes()
-	rec.EXPECT().Quantity().Return(big.NewFloat(quantity)).AnyTimes()
+	rec.EXPECT().Quantity().Return(decimal.NewFromFloat(quantity)).AnyTimes()
 	rec.EXPECT().Side().Return(side).AnyTimes()
 	rec.EXPECT().Symbol().Return("TEST").AnyTimes()
 	rec.EXPECT().Timestamp().Return(ts).AnyTimes()
-	rec.EXPECT().Fees().Return(new(big.Float)).AnyTimes()
+	rec.EXPECT().Fees().Return(decimal.Decimal{}).AnyTimes()
-	rec.EXPECT().Taxes().Return(new(big.Float)).AnyTimes()
+	rec.EXPECT().Taxes().Return(decimal.Decimal{}).AnyTimes()
 	return rec
 }
+
+func eqReportItem(ri internal.ReportItem) ReportItemMatcher {
+	return ReportItemMatcher{
+		ReportItem: ri,
+	}
+}
+
+type ReportItemMatcher struct {
+	internal.ReportItem
+}
+
+// Matches implements gomock.Matcher.
+func (m ReportItemMatcher) Matches(x any) bool {
+	if x == nil {
+		return false
+	}
+
+	switch other := x.(type) {
+	case internal.ReportItem:
+		return m.BuyValue.Equal(other.BuyValue) &&
+			m.BuyTimestamp.Equal(other.BuyTimestamp) &&
+			m.SellValue.Equal(other.SellValue) &&
+			m.SellTimestamp.Equal(other.SellTimestamp) &&
+			m.Fees.Equal(other.Fees) &&
+			m.Taxes.Equal(other.Taxes)
+	default:
+		return false
+	}
+}
+
+func (m ReportItemMatcher) String() string {
+	return fmt.Sprintf("is equivalent to %v", m.ReportItem)
+}
+
+var _ gomock.Matcher = (*ReportItemMatcher)(nil)

internal/stdout.go

@@ -29,6 +29,6 @@ func NewReportLogger(w io.Writer) *ReportLogger {
 
 func (rl *ReportLogger) Write(_ context.Context, ri ReportItem) error {
 	rl.counter++
-	_, err := fmt.Fprintf(rl.writer, "%6d - realised %+f on %s\n", rl.counter, ri.RealisedPnL(), ri.SellTimestamp.Format(time.RFC3339))
+	_, err := fmt.Fprintf(rl.writer, "%6d: realised %s on %s\n", rl.counter, ri.RealisedPnL().String(), ri.SellTimestamp.Format(time.RFC3339))
 	return err
 }

internal/stdout_test.go

@@ -3,11 +3,11 @@ package internal_test
 import (
 	"bytes"
 	"fmt"
-	"math/big"
 	"testing"
 	"time"
 
 	"github.com/nmoniz/any2anexoj/internal"
+	"github.com/shopspring/decimal"
 )
 
 func TestReportLogger_Write(t *testing.T) {
@@ -25,45 +25,45 @@ func TestReportLogger_Write(t *testing.T) {
 			name: "single item positive",
 			items: []internal.ReportItem{
 				{
-					BuyValue:      new(big.Float).SetFloat64(100.0),
+					BuyValue:      decimal.NewFromFloat(100.0),
-					SellValue:     new(big.Float).SetFloat64(200.0),
+					SellValue:     decimal.NewFromFloat(200.0),
 					SellTimestamp: tNow,
 				},
 			},
 			want: []string{
-				fmt.Sprintf("%6d - realised +100.000000 on %s\n", 1, tNow.Format(time.RFC3339)),
+				fmt.Sprintf("%6d: realised 100 on %s\n", 1, tNow.Format(time.RFC3339)),
 			},
 		},
 		{
 			name: "single item negative",
 			items: []internal.ReportItem{
 				{
-					BuyValue:      new(big.Float).SetFloat64(200.0),
+					BuyValue:      decimal.NewFromFloat(200.0),
-					SellValue:     new(big.Float).SetFloat64(150.0),
+					SellValue:     decimal.NewFromFloat(150.0),
 					SellTimestamp: tNow,
 				},
 			},
 			want: []string{
-				fmt.Sprintf("%6d - realised -50.000000 on %s\n", 1, tNow.Format(time.RFC3339)),
+				fmt.Sprintf("%6d: realised -50 on %s\n", 1, tNow.Format(time.RFC3339)),
 			},
 		},
 		{
 			name: "multiple items",
 			items: []internal.ReportItem{
 				{
-					BuyValue:      new(big.Float).SetFloat64(100.0),
+					BuyValue:      decimal.NewFromFloat(100.0),
-					SellValue:     new(big.Float).SetFloat64(200.0),
+					SellValue:     decimal.NewFromFloat(200.0),
 					SellTimestamp: tNow,
 				},
 				{
-					BuyValue:      new(big.Float).SetFloat64(200.0),
+					BuyValue:      decimal.NewFromFloat(200.0),
-					SellValue:     new(big.Float).SetFloat64(150.0),
+					SellValue:     decimal.NewFromFloat(150.0),
 					SellTimestamp: tNow.Add(1),
 				},
 			},
 			want: []string{
-				fmt.Sprintf("%6d - realised +100.000000 on %s\n", 1, tNow.Format(time.RFC3339)),
+				fmt.Sprintf("%6d: realised 100 on %s\n", 1, tNow.Format(time.RFC3339)),
-				fmt.Sprintf("%6d - realised -50.000000 on %s\n", 2, tNow.Add(1).Format(time.RFC3339)),
+				fmt.Sprintf("%6d: realised -50 on %s\n", 2, tNow.Add(1).Format(time.RFC3339)),
 			},
 		},
 	}

internal/trading212/record.go

@@ -5,21 +5,21 @@ import (
 	"encoding/csv"
 	"fmt"
 	"io"
-	"math/big"
 	"strings"
 	"time"
 
 	"github.com/nmoniz/any2anexoj/internal"
+	"github.com/shopspring/decimal"
 )
 
 type Record struct {
 	symbol    string
 	side      internal.Side
-	quantity  *big.Float
+	quantity  decimal.Decimal
-	price     *big.Float
+	price     decimal.Decimal
 	timestamp time.Time
-	fees      *big.Float
+	fees      decimal.Decimal
-	taxes     *big.Float
+	taxes     decimal.Decimal
 }
 
 func (r Record) Symbol() string {
@@ -30,11 +30,11 @@ func (r Record) Side() internal.Side {
 	return r.side
 }
 
-func (r Record) Quantity() *big.Float {
+func (r Record) Quantity() decimal.Decimal {
 	return r.quantity
 }
 
-func (r Record) Price() *big.Float {
+func (r Record) Price() decimal.Decimal {
 	return r.price
 }
 
@@ -42,11 +42,11 @@ func (r Record) Timestamp() time.Time {
 	return r.timestamp
 }
 
-func (r Record) Fees() *big.Float {
+func (r Record) Fees() decimal.Decimal {
 	return r.fees
 }
 
-func (r Record) Taxes() *big.Float {
+func (r Record) Taxes() decimal.Decimal {
 	return r.taxes
 }
 
@@ -123,24 +123,23 @@ func (rr RecordReader) ReadRecord(_ context.Context) (internal.Record, error) {
 			price:     price,
 			timestamp: ts,
 			fees:      convertionFee,
-			taxes:     new(big.Float).Add(stampDutyTax, frenchTxTax),
+			taxes:     stampDutyTax.Add(frenchTxTax),
 		}, nil
 	}
 }
 
 // parseFloat attempts to parse a string using a standard precision and rounding mode.
 // Using this function helps avoid issues around converting values due to sligh parameter changes.
-func parseDecimal(s string) (*big.Float, error) {
+func parseDecimal(s string) (decimal.Decimal, error) {
-	f, _, err := big.ParseFloat(s, 10, 128, big.ToZero)
+	return decimal.NewFromString(s)
-	return f, err
 }
 
 // parseOptinalDecimal behaves the same as parseDecimal but returns 0 when len(s) is 0 instead of
 // error.
 // Using this function helps avoid issues around converting values due to sligh parameter changes.
-func parseOptinalDecimal(s string) (*big.Float, error) {
+func parseOptinalDecimal(s string) (decimal.Decimal, error) {
 	if len(s) == 0 {
-		return new(big.Float), nil
+		return decimal.Decimal{}, nil
 	}
 
 	return parseDecimal(s)

internal/trading212/record_test.go

@@ -3,11 +3,11 @@ package trading212
 import (
 	"bytes"
 	"io"
-	"math/big"
 	"testing"
 	"time"
 
 	"github.com/nmoniz/any2anexoj/internal"
+	"github.com/shopspring/decimal"
 )
 
 func TestRecordReader_ReadRecord(t *testing.T) {
@@ -136,7 +136,7 @@ func TestRecordReader_ReadRecord(t *testing.T) {
 	}
 }
 
-func ShouldParseDecimal(t testing.TB, sf string) *big.Float {
+func ShouldParseDecimal(t testing.TB, sf string) decimal.Decimal {
 	t.Helper()
 
 	bf, err := parseDecimal(sf)