Question: High Precision Data in Algotrading

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Financial Go Decimals Precision Money

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  • decimal

    Arbitrary-precision fixed-point decimal numbers in Go

    • I'm currently planning out the infrastructure for a backtesting system of my own in Go. I was going to use https://github.com/shopspring/decimal to handle the floating point precision issue, which I guess is similar to the decimal library you mentioned. I haven't used Python's decimal library before, but I'd expect the implementation to be high calibre (its part of the standard library). Are you sure that's the part thats creating the performance issues?

  • InfluxDB

    Power Real-Time Data Analytics at Scale. Get real-time insights from all types of time series data with InfluxDB. Ingest, query, and analyze billions of data points in real-time with unbounded cardinality.

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