feat: add DCA strategy

packages/bot-templates/src/templates/dca.ts

@@ -0,0 +1,72 @@
+import { z } from "zod";
+import { logger } from "@opentrader/logger";
+import { XOrderType } from "@opentrader/types";
+import { useDca, cancelSmartTrade, IBotConfiguration, TBotContext } from "@opentrader/bot-processor";
+
+export function* dca(ctx: TBotContext<DCABotConfig>) {
+  const { config, onStart, onStop } = ctx;
+  const { settings } = config;
+
+  if (onStart) {
+    logger.info(`[DCA] Bot strategy started on ${config.symbol} pair`);
+    yield useDca({
+      price: settings.entry.price,
+      quantity: settings.entry.quantity,
+      tpPercent: settings.tp.percent / 100,
+      safetyOrders: settings.safetyOrders.map((so) => ({
+        relativePrice: -so.deviation / 100,
+        quantity: so.quantity,
+      })),
+    });
+  }
+
+  if (onStop) {
+    yield cancelSmartTrade();
+    logger.info(`[DCA] Bot with ${config.symbol} pair stopped`);
+
+    return;
+  }
+
+  logger.info(
+    {
+      price: settings.entry.price,
+      quantity: settings.entry.quantity,
+      tpPercent: settings.tp.percent / 100,
+      safetyOrders: settings.safetyOrders.map((so) => ({
+        relativePrice: -so.deviation / 100,
+        quantity: so.quantity,
+      })),
+    },
+    `[DCA] Strategy executed`,
+  );
+}
+
+dca.displayName = "DCA Bot";
+dca.hidden = true;
+dca.schema = z.object({
+  entry: z.object({
+    quantity: z.number().positive().describe("Quantity of the Entry Order in base currency").default(0.001),
+    type: z.nativeEnum(XOrderType).describe("Entry with Limit or Market order").default(XOrderType.Market),
+    price: z.number().optional(),
+  }),
+  tp: z.object({
+    percent: z.number().positive().describe("Take Profit from entry order price in %").default(3),
+  }),
+  safetyOrders: z
+    .array(
+      z.object({
+        quantity: z.number().positive().positive("Quantity of the Safety Order in base currency"),
+        deviation: z.number().positive().positive("Price deviation from the Entry Order price in %"),
+      }),
+    )
+    .default([
+      { quantity: 0.002, deviation: 1 },
+      { quantity: 0.003, deviation: 2 },
+      { quantity: 0.004, deviation: 3 },
+    ]),
+});
+dca.runPolicy = {
+  onOrderFilled: true,
+};
+
+export type DCABotConfig = IBotConfiguration<z.infer<typeof dca.schema>>;

packages/bot-templates/src/templates/index.ts

@@ -1,3 +1,4 @@
+export * from "./dca.js";
 export * from "./grid-bot.js";
 export * from "./grid.js";
 export * from "./rsi.js";