Why Domain-Driven Design and Reactive Programming?
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This document discusses the benefits of combining domain-driven design (DDD) and reactive programming approaches with an in-memory data grid like Apache Geode or Pivotal GemFire. It notes that DDD helps reduce complexity by developing a shared domain language within bounded contexts, while reactive programming allows different bounded contexts to integrate via domain events. The document then demonstrates how to use these techniques with GemFire/Geode for a high-speed algorithmic trading system, including converting price quotes to bars, calculating analytics, and submitting orders.
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Why Domain-Driven Design and Reactive Programming?
- 1. Why Domain-Driven Design and Reactive Programming? Vaughn Vernon – Distinguished Author and Consultant Wes Williams – Pivotal Software Designer & Architect
- 2. My Best Selling Books @VaughnVernon
- 3. What Causes Software Projects to Lack Well- Designed Domains?
- 4. Data-Only Focus When You Should Aim Higher to Capitalize on Your Unique Business Drivers
- 5. Business Concepts are Seen Only as Data-Centric Anemic Entities
- 6. Here’s How it Happens
- 7. Oh Yeah, and …
- 8. Well, There are Also …
- 10. Wouldn’t That Be …
- 11. Don’t Limit
- 13. Cavaet: Big Ball of Mud Your entities grow in number until no one understands the tangled web.
- 14. Team is Blinded by Data and Lack of Core Business Knowledge and Collaboration
- 15. What is a Good Domain Model and How Does it Help with Reducing Complexity?
- 16. Invest in Business Knowledge Developers Domain Experts
- 17. Business Value: Unify Mental Models Through a Team-Developed Domain Language ??????
- 18. Segregate the Language Into a Well-Defined Software Model
- 19. Strategic Design Tool: Bounded Context Strategic Design Tool: Bounded Context
- 20. Inside the Boundary the Concepts Have Well Defined Context
- 21. Outside The Boundary Other Concepts Will Not Adhere to The Context of our Model
- 22. Using These Principles We Can Challenge The Tangle and Identify Our Core Language
- 30. Actual Core
- 32. What is Reactive Software and How Does it Help Developers Solve Complex Application and Integration Problems?
- 33. Must Integrate Multiple Bounded Contexts
- 34. Inside Bounded Contexts Are Aggregate Components
- 35. Aggregates Produce Facts: Domain Events
- 36. In App: Cross-Aggregates are Reactive new
- 37. One Transaction Saves Aggregate and Event Other Bounded Contexts react to Domain Events
- 38. How Can You Use These Techniques To Reduce Time-to-Market and Improve Quality as You Build Software That is More Flexible, More Scalable, and More Tightly Aligned to Business Goals?
- 39. Time-to-Market is Reduced Through Modeling with Business Knowledge
- 40. Software Quality is Enhanced and Business Goals Achieved Through the Bounded Context and Ubiquitous Language
- 41. Software is More Scalable Through Smaller Focused Bounded Contexts
- 42. How Can In-Memory Data Grids Like Open Source Apache Geode and Pivotal GemFire (Based on Apache Geode) Fit With These Modern Concepts?
- 43. Pivotal Software Wes Williams Pivotal Data Engineering wwilliams@pivotal.io Largest startup in history of Silicon Valley Helping enterprises scale with Process + OS Software + Data Engineering
- 44. Reactor & DDD - Demo High-speed Price Feed Pivotal GemFire Execution Management System Algorithmic Trading System DDD Style https://github.com/reactor/reactor-kafka Stream – convert quotes to price bars Wall Street Automated Trading Strategy https://github.com/VaughnVernon/IDDD_NYSE
- 45. Reactive Kafka – Why? High-speed streaming transactions Pivotal GemFire High-speed streaming transactions Pivotal GemFire 20,000 txns/ sec on a 4-core 2.8 GHz MAC 1,000,000 txn / sec on a 4-core 2.8 GHz MAC Asynch put micro-batches Auto-replay batches in case of commit failure
- 46. GemFire – Why? Region get(key) Aggregate In-memory object grid Business logic and data are co-located DDD + GemFire = A natural complement! Data must be serialized first from across network.
- 47. GemFire – Eventing Architecture Applicatio n Applicatio n DB or other Data Store Orders Update! Continuous Query Select * from /EventStore where type = “Buy Order” Cache Write Algorithmic Orders EventStore Listening for new orders Built-in Event-Driven Architecture
- 48. GemFire – Fast Calculations High-speed calculations Algorithmic Trading System Pivotal GemFire Flight Scheduler Target Marketing <Your company’s analytic here>
- 49. Demo Features 1. Windowing – Convert a stream of quotes into a 1-second price bar. 2. Analytics – Calculate the Volume-Weighted Average Price on each bar 3. Submit Buy Order for 25,000 shares 4. Algorithmically execute the order in 1,000-share “slices” until filled Using DDD & Reactor technology with an In-memory Data Grid
- 50. Demo – Convert Prices to … High-speed Price Feed Pivotal GemFire Price feed - emits price quotes in a pseudo-random wave pattern with a 5% range 5-second price bars for AAPL Creating price bars in a 1-second window open highclose low
- 51. Demo - Analytics Volume-Weighted Average Price Execute trade when VWAP < target price open close Calculate VWAP Evaluate Trade Σ (price * volume) ________________________________________________________ Σ (volume) VWAP =
- 52. GemFire – Eventing Architecture Applicatio n Applicatio n Orders Update! Continuous Query Select * from /EventStore where type = “Buy Order” Algo Orders EventStore Listening for new orders Submit a “Buy” request for 25,000 shares Submit Order to trade algorithmically Will submit orders 1,000 shares at a time until the entire order is filled
- 53. Demo
- 54. Demo Summary 1. DDD and Reactor – Powerful best practices and practical for the enterprise 2. GemFire – A natural complement to DDD due to being an object IMDG, built-in eventing. Can use with Reactor streaming for Fast Analytics. 3. Reactor Kafka - Enables extremely high throughput Thanks to Vaughn Vernon for modifying the trading system to DDD style
- 55. Next Steps
- 56. My Best Selling Books @VaughnVernon
- 58. Pivotal Resources • Pivotal GemFire • Features, Benefits, Use Cases: https://pivotal.io/big-data/pivotal-gemfire • Free Intro Online Course: https://pivotal.io/academy/course/introduction-to- gemfire • Today’s Demo: https://github.com/VaughnVernon/IDDD_NYSE https://github.com/reactor/reactor-kafka • Apache Geode • Site: http://geode.apache.org/ • Geode Summit: https://2016.event.geodesummit.com/schedule • Upcoming Community Discussion with Vaughn Vernon: Weds, Sept 21, 9AM Pacific Meeting URL: https://pivotal.zoom.us/j/540483502