Create and use decimal object instead of floats

bfxapi/utils/Decimal.py

@@ -0,0 +1,52 @@
+import decimal as dec
+
+class Decimal(dec.Decimal):
+
+    @classmethod
+    def from_float(cls, f):
+      return cls(str(f))
+
+    def __new__(cls, value=0, *args, **kwargs):
+      if isinstance(value, float):
+        value = Decimal.from_float(value)
+      return super(Decimal, cls).__new__(cls, value, *args, **kwargs)
+
+    def __mul__(self, rhs):
+      if isinstance(rhs, float):
+        rhs = Decimal.from_float(rhs)
+      return Decimal(super().__mul__(rhs))
+
+    def __rmul__(self, lhs):
+      return self.__mul__(lhs)
+
+    def __add__(self, rhs):
+      if isinstance(rhs, float):
+        rhs = Decimal.from_float(rhs)
+      return Decimal(super().__add__(rhs))
+
+    def __radd__(self, lhs):
+      return self.__add__(lhs)
+
+    def __sub__(self, rhs):
+      if isinstance(rhs, float):
+        rhs = Decimal.from_float(rhs)
+      return Decimal(super().__sub__(rhs))
+
+    def __rsub__(self, lhs):
+      return self.__sub__(lhs)
+
+    def __truediv__(self, rhs):
+      if isinstance(rhs, float):
+        rhs = Decimal.from_float(rhs)
+      return Decimal(super().__truediv__(rhs))
+
+    def __rtruediv__(self, rhs):
+      return self.__truediv__(rhs)
+
+    def __floordiv__(self, rhs):
+      if isinstance(rhs, float):
+        rhs = Decimal.from_float(rhs)
+      return Decimal(super().__floordiv__(rhs))
+
+    def __rfloordiv__ (self, rhs):
+      return self.__floordiv__(rhs)