In system design, following rules and eventually bending them is key to expertise.
Volatility-based decomposition is explored in this article to illustrate its benefits over functional decomposition.
Functional decomposition can lead to flaws like clients taking on business logic responsibilities, creating maintenance and scalability issues.
Volatility-based decomposition considers aspects like user volatility, client application needs, security procedures, notifications, storage, connections, trade items, workflows, and market feed sources.
Identifying volatilities allows for component decomposition, ensuring flexibility and adaptability in the design.
Components like Data Access, Storage, Notification Utility, Trade Workflow, Analysis Workflows, Feed Access, and Clients play vital roles in a volatile-based trading system design.
Decomposing systems based on volatility reduces coupling between services and enables easier adaptation to changes and new requirements.
The article emphasizes the importance of breaking systems based on volatility rather than function and introduces new rules to follow while designing systems.
Readers are encouraged to follow future articles for more in-depth discussions on system design principles and volatility-driven decomposition.
Understanding and applying volatility-based decomposition principles can lead to more robust and scalable system designs.
Stay tuned for more insights into effective system design practices in upcoming articles.