A software editor in finance was facing the challenge to extend substantially the capabilities of its main application, despite 20 years of legacy in multiple technologies. In this talk, Cyrille Martraire will report on how DDD has been applied to capture deep models of the domain, within bounded contexts that emerged in the course of the project, and how DDD also helped to build a strategy for dealing with the legacy code. The video is available on Skillsmatter website: http://skillsmatter.com/podcast/design-architecture/applying-ddd-legacy-app

1. Legacy application
Large ambitions
A case study: how DDD helped
deliver at Sungard Asset Arena
Cyrille Martraire - @cyriux -

2. http://cutefunnyanimal.blogspot.in/2012/01/funny-tired-dogs-photos-images-2012.html

3. LEGACY

4. Passionate
developer
PARIS
Since 1999
@cyriux

5. Paris Software
Craftsmanship Community
http://www.meetup.com/paris-software-craftsmanship/

6. Arolla
Arolla.fr

7. A Case Study

8. From a recent project (contract)
Every example is made-up to
protect the innocent IP.

9. Once upon a time…

10. Large Ambition

11. Asset Management

13. Buy, Partner or Make?

14. Buy, Partner or Make?

15. Project Life
+QA
+Dev Dev++
+BA
PH
AS
E1
2010 2011 PH
2012
PH
AS
AS
E
E
PH
4
2
AS
E 3

16. “You’ve got the right
skills
We trust you.
Deliver”

17. So how do we do that?

18. ?

19. PH
AS
E 1
Spike!
3-weeks
Deliberate Discovery in mind

20. Codeanalysis
[Greg Young]
Within 3 weeks
1. Conversations with experts
2. Code the understanding & note questions
3. Iterate
http://skillsmatter.com/podcast/design-architecture/mystery-ddd/js-4401

21. Find the Domain Experts

22. The official expert
(former Asset Manager)

23. Proxy Domain Experts

24. Proxy Domain Experts

25. Haz Context?
“Trade” = ?
Sell-Side
(Hedging) Broker
(A Vs. B)
Buy-Side
(investment)
+ fees!
Accounting Accounting
(tax, Basel etc) (tax, accuracy,
boring stuff)

26. Fossilized Domain
Expertise
http://newspaper.li/fossil/

27. Conversations first
• Ask *good* questions
• Build respect and confidence
• Beware and care about
synonyms and main
concepts
http://journalism.about.com/od/reporting/tp/Finding-And-Developing-Ideas-For-News-Stories-

28. Sketching

29. Sketching

30. Sketching

31. Growing our
Ubiquitous Language
Collecting scenarios
An instrument is effective for a period of time (its life), that
is the date range between the effective date and the expiry
date
A credit leg observes credit events from some identified
instrument and triggers either a physical settlement or to a cash
settlement.
A swap is made of legs, each of them being an independent Typical credit events are bankruptcy, failure to pay, restructuring
other counterparty
Cash
instrument on its own. Each leg defines two counterparties
A payoff is a cash flow given by one counterparty to the
Instruments generate cash flows during their life, in
Forward and Future means that the effective date is in the future.
The difference between forward and future is that the former is OTC
whereas the later is cleared, more standard, and involves frequent
margin calls (hence a convexity bias between them)
From a legal perspective, an option is the right to exercise some
particular at expiry date (redemption, zero coupon) and at transaction, typically to buy/sell the underlying instrument at a
regular dates
Flow
There may be a date offset for settlements, fixings and cash
flows payments
predefined strike and volume, or to receive a payoff. Since investors
are rational, we may also consider options to be essentially
instruments with conditional transaction, in general payoffs
Bank
Floating rate devices generate cash flows according to Option styles are typically European (exercise only at expiry date),
American (exercise anytime), Bermuda (exercise at regular dates),
observation expressions based on some observable Canary (exercise at regular dates after some date or period)
reference
An underlying instrument is an instrument used to condition the
Fixed rate devices generate cash flows according to a exercise (which may be automatic) and often used to calculate the
predefined coupon amount of the payoff or more that is directly the object of an
Inflation-linked devices modulate the coupon, coupon rate exchange, in the case of an exchange of assets
or notional amount by the variation of some (inflation) Some instruments are subject to conversion, i.e. they can be
observable reference replaced with another instrument
Interest rate
Holiday
Regular dates may be predefined explicitly as a dates list, or
as repeated dates defined by a period and a time direction
(backward or forward), with stub convention and date
adjustment rules, and according to some holiday calendar
Some instruments involve one, two or no exchange(s) of principal
(s)
Compounding swaps capitalize interests earned for each period
payment period
Date adjustment rules are defined by a day roll convention
and a business center
A funding leg is a fixed rate device or a floating rate device
A return leg is a leg that reproduces the exact cash flows of
another instrument

32. Taking notes, in code
Class, interface names & documentation
Fields
Relationships (if any)
+ Behavior!

33. Code doesn’t lie
Got something wrong?
Forgot something?
It shows!

34. Found a metaphor
http://www.marksmart.net/gearhack/pogomoog/pogomoog.html

35. Found a metaphor
Modular Synthesizer
Martin Russ - http://eetimes.com/design/audio-design/4238388

36. FoundJava code
In a metaphor
Output of a class/
function is the input
of another

38. So let’s keep on coding
and rebuilding
everything!
Sounds like a great idea!

39. http://skillsmatter.com/podcast/design-architecture/talk-from-eric-evans

40. Plenty of Legacy code
working since 1993
Redoing = waste + risk

41. Still need to redo some
parts
How do we integrate with legacy?
Where do we stop redoing?

42. PH
AS
E 2
Legacy strategy
Know your enemies
Asset Capture & Strangler Application
Bubble Context & ACL
Scream it loud

43. Know your enemies
[discover the app]
Read the documents
Interview people
Use the application
Read the code
Fix bugs

44. Visualize
[primary flow & support features]
http://www.fimarkets.com/pagesen/back-middle-front-office.php

45. Visualize
[primary flow & support features]
http://www.fimarkets.com/pagesen/back-middle-front-office.php

46. Visualize
[primary flow & support features]
http://www.fimarkets.com/pagesen/back-middle-front-office.php

47. Asset
Inventory
http://staff.bath.ac.uk/enssa/LPDev.htm

48. Asset Capture
Transmission
Exhaust
Engine
http://martinfowler.com/bliki/AssetCapture.html

49. Asset Capture
Transmission
Exhaust
Engine
Focus on one single asset : the engine
http://martinfowler.com/bliki/AssetCapture.html

50. Strangler
application
A new module will
progressively
strangle the former
one, for one single
asset only
http://martinfowler.com/bliki/StranglerApplication.html
http://www.flickr.com/photos/louisfoecy/4114597043

51. Conservative by default
• Keep existing architecture
– N-tiers, application server,
middleware
– Same database
– Same UI technology
– (Almost) all the legacy code
Diagrams shamelessly stolen from Eric Evans DDDx 2011 talk

52. Bubble Context
• Create a little bubble of
innovation
• Brand new model
• As clean as we like
• Highly tested
• High hygiene standards

53. Bubble Context
• ACL to protect from the
legacy code
• Translates legacy
objects & services into
new, cleaner ones

54. Strangler (cont.)
• Progressively
turn off legacy
functionalities &
turn on the new
ones

55. Agree on maxims
[communicate the plan]
• “Only one work
site at a time:
instruments”
• “When in
Rome, do as
Romans do”

56. PH
AS
E 3
Scaling development in
the bubble context
Infect the team
Code as SPOT
High hygiene standards
Functional-style

58. I only care about
Java EE 6

59. Hey!
Finance
is cool!

61. Oh, this
domain is
really cool!

62. Oh, this
I’d like to domain is
know it really cool!
better!

63. Invest in domain
knowledge
• Bi-weekly 30mn
training sessions

64. Signal to Noise ratio
http://www.flickr.com/photos/28471130@N07/2666802097

65. Signal to Noise Ratio
• SNR ≥ 80 %
• Signal: CashFlow, CashFlowSequence,
CashFlowEngine, FinancialProduct,
BankHolidays, ReferenceData
• Noise: CashFlowBuilder,
CompositeEngine, ProductFactory,
BankHolidaysDecorator

66. “All what you explained
is nice, but what about
the actual code and
design?”
-client

67. Code as reference
[export the glossary]
• Annotate domain-relevant classes
• Custom Doclet to export Excel-formatted
glossary of every domain concept
• Send directly to end customers as
reference documentation

68. High hygiene standards
[in the bubble context]
• Dependencies
– Legacy
– Middleware
– Frameworks
– Database stuff
null
+ TDD, BDD
+ Clean Code

69. “Functional-First” style

70. “Functional-First” style
• Value Objects (Quantity, Range…) as
much as possible
– Immutable
• Side-effect-free functions
• Closure of operations
– CashFlow and CashFlowsSequence
add(), negate(), multiply()

71. PH
AS
E 4
Legacy: the bigger
picture
Clarify bubble boundaries
Emerging contexts
Shock absorber
Responsibility layers

72. First boundaries
<<ValueObject>>
<<ValueObje
<<ValueObject>>
<<ValueObje ct
<<ValueObje
ct ct
<<Entity>>
<<Aggregate>>
<<Service>> <<Service>>
<<API>> <<SPI>>

73. boundaries 2.0
<<ValueObject>>
<<ValueObje
<<ValueObject>>
<<ValueObje ct
<<ValueObje
ct ct
Look Ma:
<<Service>>
<<Service>> <<SPI>> no entity
<<API>> in there!
<<Entity>>
<<Aggregate>>

74. boundaries 2.0
<<ValueObject>>
<<ValueObje
X
<<ValueObje
<<ValueObject>> ct
<<ValueObje
ct ct
As Value
Object
<<Service>>
inside <<Service>> <<SPI>>
<<API>>
As Entity
outside
X
<<Entity>>
<<Aggregate>>

75. Just a lib & side-effect
free!
<<ValueObject>>
<<ValueObje
<<ValueObject>>
<<ValueObje ct
<<ValueObje
ct ct
<<Service>>
<<Service>> <<SPI>>
<<API>>
Values in Values out

76. API
SPI

77. ACL-backed Domain
service
• Unify *many* legacy <<ACL>>
services through one <<Facade>>
single & simple
interface
• Hide the most
unfriendly legacy code
<<old stuff I don’t
want to deal with>>

78. Initial journey toward
our dream model
Bespoke custom
DREAM MODEL

79. Dream model must pass
every scenario
Given a floating rate bond on EURIBOR 3M
And a nominal of 15M EUR
And an issue date of 2011/06/15
And an end date of 2012/06/14
And an SEMI_ANNUAL calculation period
When the EURIBOR 3M evolves:
| 2011/09/15 | 3.5% |
| 2012/03/15 | 4.0% |
Then the cash-flows are:
Bespoke custom
| 2011/12/13 | 23000 | DREAM MODEL
| 2012/06/14 | 25500 |

80. Deliberately easier by
construction
Bespoke custom
library

81. Conflicting aspects
suggest several contexts
“I don’t need all these data
to do that, I just need these
3 fields”

82. Context Game
[Greg Young]
“What's your ideal <instrument>?”
• Pre-trade: very liquid with a narrow bid – offer
spread
• Trading: unique identifier easy to key in
• Risk: has risk on a single risk factor
• Back-office: very few cash-flows that are
certain and known long beforehand

83. Contexts that emerged
Risk
<<legacy>>
Trading
<<legacy>>
Cash-flows
<<strangler>>
CRUD
<<legacy POJO>>
Hibernate ORM
DB
<<legacy>>

84. Contexts that emerged
Risk
<<legacy>>
Trading
<<legacy>>
Cash-flows
<<strangler>>
CRUD
<<legacy POJO>>
Hibernate ORM
DB
<<legacy>>

85. Contexts that emerged
Risk
<<strangler>>
Trading
<<legacy>>
Cash-flows
<<strangler>>
CRUD
<<legacy POJO>>
Hibernate ORM
DB
<<legacy>>

86. Team /manager invoke
DRY
Risk
<<strangler>>
Trading
<<legacy>>
Cash-flows
<<strangler>>
CRUD
<<legacy POJO>>
“I don’t want to maintain
more models, it’s already
Hibernate ORM
hard enough!”
DB
<<legacy>>

87. Team /manager invoke
DRY
Risk
<<strangler>>
Trading
<<legacy>>
Cash-flows
<<strangler>>
CRUD
<<legacy POJO>>
“I don’t want to maintain No it’s less
more models, it’s already
Hibernate ORM maintenance!
hard enough!”
DB
<<legacy>>

88. How do we integrate?
Risk
<<strangler>>
Trading
?
<<legacy>>
Cash-flows
<<strangler>>
CRUD
<<legacy POJO>>
Hibernate ORM
DB
<<legacy>>

89. Contexts Mappings
Risk
<<strangler>>
Trading
<<legacy>>
Cash-flows
<<strangler>>
CRUD
<<legacy POJO>>
Hibernate ORM
Non DDD
(anemic),
already there
DB
<<legacy>>

90. ACL as Shock Absorbers
http://www.directindustry.com/prod/herwarth-reich/flexible-couplings-elastic-couplings-19991-374565.html

91. ACL as Shock Absorbers
http://www.monition.com/images/shaft-alignment-training.jpg

92. “That’s useless code!”

93. No, ACL’s are good!

94. “Ok so I will automate”

95. No, hand-crafted code is
good!

96. CO
NC
LU
SI
ON
Happy End
Project delivered
On required scope
On time
Client satisfaction

97. Some remarks
• “DDD + R&D potential”: my projects
selection criteria
• DDD: subtle, often not quite *sure*
• Don’t preach, tell the benefits

98. The future
• Keep on growing the model in the bubble
context
• Reuse in another context (e.g.
accounting)? - To what extent?
• The bubble may break at some point

99. Questions?
You can also ask me later!

100. Merci