What to do with Java BigDecimal performance?

Question

I write currency trading applications for living, so I have to work with monetary values (it\'s a shame that Java still doesn\'t have decimal float type and has nothing to s

Answer 1

Had a similar problem to this in an equity trading system back in 99. At the very start of the design we choose to have every number in the system represented as a long multiplied by 1000000 thus 1.3423 was 1342300L. But the main driver for this was memory foot print rather than straight line performance.

One word on caution, I wouldn't do this again today unless I was really sure that the math performance was super critical. In most bog standard webapps the overhead of jdbc access and accessing other network resources swamps any benefit of having really quick math.