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The DCA Executor implements Dollar Cost Averaging by spreading investment across multiple orders at different price levels, reducing the impact of volatility.

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Overview

PropertyValue
Position TypeSpot or Perp
keep_positionConfigurable
Use CasesBuilding positions, averaging down, systematic entry

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Configuration

from hummingbot.strategy_v2.executors.dca_executor.data_types import (
    DCAExecutorConfig,
    DCAMode,
    TrailingStop,
)

config = DCAExecutorConfig(
    controller_id="my-agent",
    connector_name="binance",
    trading_pair="BTC-USDT",
    side=TradeType.BUY,
    leverage=1,
    amounts_quote=[100, 150, 200, 300],  # Increasing amounts
    prices=[65000, 63000, 61000, 59000],  # Entry prices
    take_profit=Decimal("0.05"),          # 5% TP from avg
    stop_loss=Decimal("0.10"),            # 10% SL from avg
    time_limit=86400,                      # 24 hours
    mode=DCAMode.MAKER,
)

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Parameters

ParameterDescription
amounts_quoteList of order amounts in quote currency
pricesList of entry prices for each level
take_profitExit target as % from average entry
stop_lossStop loss as % from average entry
time_limitMaximum duration in seconds
modeMAKER (limit) or TAKER (market)
activation_boundsOptional price bounds for activation

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How It Works

  1. Level Setup: Creates orders at each price/amount pair
  2. Order Management: Places limit orders at specified prices
  3. Fill Tracking: Tracks fills and calculates average entry
  4. Exit Management: Applies TP/SL relative to average entry

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DCA Modes

ModeBehavior
MAKERPlaces limit orders at each price level
TAKERUses market orders when price reaches level

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Example: Systematic BTC Entry

# Build BTC position with increasing size at lower prices
btc_dca = DCAExecutorConfig(
    controller_id="btc-dca",
    connector_name="binance",
    trading_pair="BTC-USDT",
    side=TradeType.BUY,
    amounts_quote=[
        Decimal("200"),   # First entry
        Decimal("300"),   # Avg down
        Decimal("500"),   # Larger at support
    ],
    prices=[
        Decimal("67000"),
        Decimal("64000"),
        Decimal("61000"),
    ],
    take_profit=Decimal("0.08"),  # 8% from avg
    stop_loss=Decimal("0.15"),    # 15% from avg
    mode=DCAMode.MAKER,
)

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Example: Quick DCA with Trailing Stop

# Tighter DCA with trailing stop
quick_dca = DCAExecutorConfig(
    controller_id="quick-dca",
    connector_name="binance_perpetual",
    trading_pair="ETH-USDT",
    side=TradeType.BUY,
    leverage=3,
    amounts_quote=[
        Decimal("100"),
        Decimal("100"),
        Decimal("100"),
    ],
    prices=[
        Decimal("3200"),
        Decimal("3100"),
        Decimal("3000"),
    ],
    take_profit=Decimal("0.05"),
    stop_loss=Decimal("0.08"),
    trailing_stop=TrailingStop(
        activation_price=Decimal("0.03"),
        trailing_delta=Decimal("0.015"),
    ),
    time_limit=7200,  # 2 hours
)

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Spot vs Perpetual

MarketBehavior
SpotAccumulates base asset across levels
PerpetualBuilds leveraged position across levels
On perpetual markets, leverage is applied to all orders uniformly.