Recipe Playground Dca

Playground: DCA (Time-Gated)

PREREQUISITE: Load kraken-playground and kraken-dca-strategy to run this recipe. This recipe is an example, not a boundary. Adapt the steps to your hypothesis, or write your own driver (see kraken-playground → Driving Your Own Hypothesis).

Test a dollar-cost-averaging hypothesis on live prices with no real money. Buy on a fixed cadence, optionally only when price dips below a short-term average, and record every buy, skip, and average cost into one session for later replay and P&L.

Use this skill for:

• running a time-based DCA hypothesis over a window
• gating each buy on a dip below a short-term average
• recording every decision with the numbers behind it

Important

This recipe records a session inside a paper workspace. It never places a live order. Paper results may overstate live performance: fees and slippage are simulated and there are no partial fills (see kraken-paper-strategy).

Pacing is external. /loop owns the schedule and fires one round per interval (see kraken-playground → Pacing). One decision per interval, paced from outside, so the session is interventional over the window (see kraken-playground → Running over a Window).

Params

Every number that gates a buy or skip goes in --strategy-params, not only in prose reasons. That is what makes two sessions comparable knob-for-knob:

• dollars_per_buy: quote currency deployed per qualifying round
• rounds: session length in decision rounds
• interval_s: spacing between rounds; set the /loop interval to this value
• dip_threshold_pct (dip-gated variant): only buy when price is at least this far below the short-term average; omit for unconditional time-based DCA

Quick Start

Natural language:

Dollar-cost-average into Bitcoin over 10 hours. Buy $100 every hour if the
price dips more than 0.10% below the 1-hour SMA. Record all buys, skips, and
average cost. At the end, show P&L.

Start the Session

Work inside a paper workspace (create one once: kraken workspace create dca --capital 10000 --mode paper), then:

export KRAKEN_WORKSPACE=dca

kraken session start \
  --symbols BTC/USD --channels ticker,trade --to duckdb,jsonl \
  --label dca-btc-$(date +%Y%m%d-%H%M%S) \
  --strategy recipe-playground-dca \
  --strategy-params '{"dollars_per_buy":100,"rounds":10,"interval_s":3600,"dip_threshold_pct":-0.10}' \
  -o json 2>/dev/null &

# The session_started stdout line carries the id: {"type":"session_started","session":"s<n>",...}

Print the session id to the user right after starting, and again in the final report — it is the handle for resuming the /loop, checking kraken session show, and locating the artifacts.

Schedule the Rounds

/loop owns the pacing. Set its interval to interval_s and it fires each round on cadence (late under jitter, never early). Parse the interval from the user's request: "every hour" to 1h, "every 30 minutes" to 30m, "twice a day" to 12h.

The scheduler floor is 60 seconds (/loop, cron, and ScheduleWakeup all clamp to a one-minute minimum). interval_s must be >= 60; a sub-minute cadence is impossible — clamp to 60 and tell the user if they ask for less.

/loop 1h "Run one DCA round for session s<n> in workspace dca per recipe-playground-dca"

Do not re-add an elapsed-time gate inside the round. /loop already enforces the spacing.

Each Round

On each firing: stop if the session is complete, otherwise READ, THINK, ACT.

Check the last completed round against rounds. The round cursor lives in the session's typed state cell (kraken session state get/set) — not in the decision log, whose reasons stay free narrative (keep writing "round N" in them for the post-mortem story, but nothing parses it). Reading the cursor is O(1) however long the session runs, and a typo'd field refuses at set instead of silently steering the loop:

ROUNDS=10   # the `rounds` you set in --strategy-params
SESSION_ID=s1   # from the session_started line

# The typed cursor is the loop's memory: unset reads as round 0.
LAST_ROUND=$(kraken session state get --session "$SESSION_ID" -o json 2>/dev/null \
  | jq '.cursor.round // 0')
if [ "${LAST_ROUND:-0}" -ge "$ROUNDS" ]; then
  kraken session stop -o json 2>/dev/null
  exit 0
fi
ROUND=$((LAST_ROUND + 1))
# CLAIM the round BEFORE acting: a crash after the claim skips one buy
# (harmless); the reverse order would redo the round and buy twice. `set`
# replaces the whole cursor — carry every field your strategy tracks.
kraken session state set --round "$ROUND" -o json 2>/dev/null

READ: price and the short-term average. Mind the response shapes: the ticker is keyed by Kraken's INTERNAL pair name (XXBTZUSD, not BTC/USD), so read the price through the value (.[].last_price). The ohlc rows live under .candles; read that array directly — the sibling last cursor would poison naive iteration of the object.

PRICE=$(kraken ticker BTCUSD -o json 2>/dev/null | jq -r '.[].last_price')
# True 1h SMA: the last twelve 5-minute closes (NOT --interval 60, whose
# full-window mean is a multi-day average).
SMA=$(kraken ohlc BTCUSD --interval 5 -o json 2>/dev/null | jq '[.candles[-12:][].close] | add / length')

Fail loud, never fabricate: if either value comes back empty, the round must not guess — note an alert and end the firing, or the decision log fills with plausible-looking false reasons:

if [ -z "$PRICE" ] || [ -z "$SMA" ]; then
  kraken session note --kind alert --symbol BTC/USD \
    --reason "round $ROUND aborted: READ failed (price='$PRICE' sma='$SMA')" -o json 2>/dev/null
  exit 0
fi

Compute in jq/bc, do not eyeball it.

THINK:

• vs_sma = (price - sma) / sma * 100
• If the ticker spread is wider than 1%, skip and note it. A wide spread distorts the paper fill.
• If vs_sma <= dip_threshold_pct, buy dollars_per_buy / price units. Otherwise skip.

ACT (buy):

kraken order buy BTC/USD <volume> --type market \
  --reason "DCA round N: BTC/USD at <price> is <vs_sma>% below 1h SMA <sma> (threshold <dip>%); deploying \$<dollars_per_buy>" \
  -o json 2>/dev/null

Inside the paper workspace the order fills on the paper account, and the reason lands in the active session's decision log.

ACT (skip):

kraken session note --kind skip --symbol BTC/USD \
  --reason "skip round N: BTC/USD at <price> is <vs_sma>% from 1h SMA (threshold <dip>%)" \
  -o json 2>/dev/null

The round is already claimed, so nothing to write after acting: buy or skip, log the reason, and exit the firing.

Always pass the numeric reason so the decision log carries the "why" behind every round.