CEX DCA portfolio with rebalancing

The CEX DCA portfolio with rebalancing node performs a strategy that combines systematic rebalancing with dollar-cost averaging on a centralized exchange.

The strategy consists in regularly investing fixed amounts of dollars into a portfolio of assets and periodically adjusting the asset allocation to maintain set exposure levels. This node supports a portfolio composed of up to five different assets.

Inputs

• exchange:

  • description: The exchange on which the DCA with rebalancing strategy will be performed.

  • allowed types: CryptoExchange

  • default value: None

• asset_1:

  • description: The first of the assets that will compose the portfolio on which periodical investments and rebalancing will be performed.

  • allowed types: string

  • default value: BTC

• asset_1_percentage:

  • description: The percentage of allocation of the first asset in the portfolio on which periodical investments and rebalancing will be performed.

  • allowed types: decimal

  • default value: 100

• asset_2 [Optional]:

  • description: The second of the assets that will compose the portfolio on which periodical investments and rebalancing will be performed.

  • allowed types: string

  • default value: None

• asset_2_percentage [Optional]:

  • description: The percentage of allocation of the second asset in the portfolio on which periodical investments and rebalancing will be performed.

  • allowed types: decimal

  • default value: None

• asset_3 [Optional]:

  • description: The third of the assets that will compose the portfolio on which periodical investments and rebalancing will be performed.

  • allowed types: string

  • default value: None

• asset_3_percentage [Optional]:

  • description: The percentage of allocation of the third asset in the portfolio on which periodical investments and rebalancing will be performed.

  • allowed types: decimal

  • default value: None

• asset_4 [Optional]:

  • description: The fourth of the assets that will compose the portfolio on which periodical investments and rebalancing will be performed.

  • allowed types: string

  • default value: None

• asset_4_percentage [Optional]:

  • description: The percentage of allocation of the fourth asset in the portfolio on which periodical investments and rebalancing will be performed.

  • allowed types: decimal

  • default value: None

• asset_5 [Optional]:

  • description: The fifth of the assets that will compose the portfolio on which periodical investments and rebalancing will be performed.

  • allowed types: string

  • default value: None

• asset_5_percentage [Optional]:

  • description: The percentage of allocation of the fifth asset in the portfolio on which periodical investments and rebalancing will be performed.

  • allowed types: decimal

  • default value: None

• sell_currency:

  • description: The asset that will be sold for performing the strategy. Must be USDT, USDC or USD.

  • allowed types: string

  • default value: None

• amount_usd:

  • description: The amount of dollars that will be invested at regular intervals.

  • allowed types: decimal

  • default value: 0

• time_interval_min:

  • description: The time interval between recurring buys and rebalances, expressed in minutes.

  • allowed types: integer

  • default value: 0

• total_iterations [Optional]:

  • description: The total number of iterations of buying and rebalancing that will be performed. If this field is not set, it will keep iterating until the program is stopped.

  • allowed types: integer

  • default value: None

Output

• No output

Tags

• crypto

• CEX