Removing the precision from double

[Nicholas Wilson]

On Thursday, 1 November 2018 at 23:59:26 UTC, kerdemdemir wrote:
> I have two numbers
>
> First The price  = 0.00000016123
> Second Maximum allowed precision = 0.00000001(it can be only 
> 0.001, 0.0001, 0.00001, ..., 0.0000000001 bunch of zeros and 
> than a one that is it)
>
> Anything more precise than the allow precision should truncated.
> So in this case 0.00000016123 should turn into 0.00000016.
>
> I coded this which in my tests have no problem :
>
> double NormalizeThePrice( double price, double tickSize)
> {
>     import std.math : floor;
>     double inverseTickSize = 1.0/tickSize;
>     return floor(price * inverseTickSize) *  tickSize;
> }
>
> writeln(NormalizeThePrice(0.00000016123, 0.00000001));
> Returns 1.6e-07 as excepted.
>
> I am doing trading and super scared of suprices like 
> mathematical errors during the multiplications(or division 
> 1/tickSize) since market will reject my orders even if there is 
> a small mistake.
>
> Is this safe? Or is there a better way of doing that ?
>
> Erdemdem

the function you does what you describe is called quantize[1].

However be warned that dealing with money as a floating point 
type is generally not a great idea. Precision losses (especially 
when working with ranges like 10^-7) and NaNs (Sociomantic's $9T 
bug, yes 9T thats what lround(NaN) gives) [2] are thing you 
_must_ account for.

I _think_ the accepted way of dealing with it is to use an (non 
overflowing[3]!) integer representing the lowest amount (e.g. 1 
cent), and deal in integer multiples of that.

[1]: https://dlang.org/phobos/std_math.html#.quantize
[2]: https://dconf.org/2016/talks/clugston.html
[3]: https://dlang.org/phobos/core_checkedint.html