I'm working on a system that uses financial data. I'm getting subtle rounding errors due to the use of floating point numbers. I'm wondering if there's a better way to deal with this.
One of the issues is that I'm working with a mixture of different currencies, which might have up to 12 decimals, and large numbers for other currencies.
This means that the smallest number I need to represent is 0.000000000001
* (1*10^-12) and the largest 100,000,000,000
(1*10^11).
Are there any recommended ways to work with numbers of this size and not lose precision?
If you're really trying to stay in the JS realm you might consider Decimal.js which should cover your precision range.
If I were writing this and needed to make sure there were no rounding errors I would likely try and use a GMP extension for another lang inside a microservice which was only tasked with the financial math. GMPY2 for Python3 is probably a good bet for something quick and easy.