More Details, and the Harm Legacy Systems Do
This morning I again have been battling the latest in the list of "not quite there - yet" issues with my greek engine. This morning's list of issues are really only one - the exchanges, in this case via the CTS feed, are sending start of day Summary messages with a 'close' value that I'm taking as the close for the day.
Wrong.
What I'd really like to do is to put all these "not really used" Summary messages from the exchanges into a group via flags, so that I can still send them, still see them, but the pricing part of the system would not use them. As it is, the legacy system I'm replacing just ignores them, and that's a little too dangerous for my taste. What if someone wanted to really see them? Too bad. They just aren't there.
That's one of the many dangers of legacy systems - you end up crippling your new code just to get it to match the old. Yet if the old was all that fantastic, why replace it? Seems like you'd want to accept some of these changes as they are really making the product better.
But that's not what I did. I removed the decoding of the message. I'm going to go back in someday and use some flags and then filter in the pricing component. But for now, it's safer to just go along than to try and change people's minds. They're just too stuck in their ways.