FIX is the protocol that moves orders and quotes between brokers, exchanges and trading firms. QuickFIX/Go is a widely used Go implementation of it. Every price and quantity on every outgoing message passes through one small function, so I went looking at what it costs.

Status: the change is open as quickfixgo/quickfix#787 , discussed in #786 . I'll update this post if it changes in review.

The function

FIXDecimal.Write turns a decimal into the bytes that go on the wire:

func ( d FIXDecimal ) Write () [] byte { return [] byte ( d . Decimal . StringFixed ( d . Scale )) }

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It looks harmless. The benchmark says otherwise:

BenchmarkFIXDecimalWrite 155 ns/op 208 B/op 11 allocs/op

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Eleven heap allocations to format -124.3456 . StringFixed rounds through big.Int arithmetic, builds intermediate strings, and then the result is copied again into a []byte .…