diff --git a/config/dca2.yaml b/config/dca2.yaml
new file mode 100644
index 000000000..8c10453ca
--- /dev/null
+++ b/config/dca2.yaml
@@ -0,0 +1,30 @@
+---
+backtest:
+  startTime: "2023-06-01"
+  endTime: "2023-07-01"
+  sessions:
+  - max
+  symbols:
+  - ETHUSDT
+  accounts:
+    binance:
+      balances:
+        USDT: 20_000.0
+
+persistence:
+  redis:
+    host: 127.0.0.1
+    port: 6379
+    db: 0
+
+exchangeStrategies:
+
+- on: max
+  dca2:
+    symbol: ETHUSDT
+    short: false
+    budget: 5000
+    maxOrderNum: 10
+    priceDeviation: 1%
+    takeProfitRatio: 1%
+    coolDownInterval: 5m
diff --git a/pkg/exchange/max/stream.go b/pkg/exchange/max/stream.go
index 72bece012..12a9ae32f 100644
--- a/pkg/exchange/max/stream.go
+++ b/pkg/exchange/max/stream.go
@@ -96,6 +96,9 @@ func (s *Stream) handleConnect() {
 				case types.DepthLevelMedium:
 					depth = 20
 
+				case types.DepthLevel1:
+					depth = 1
+
 				case types.DepthLevel5:
 					depth = 5
 
diff --git a/pkg/strategy/common/strategy.go b/pkg/strategy/common/strategy.go
index 991b6b8c5..cb040be2c 100644
--- a/pkg/strategy/common/strategy.go
+++ b/pkg/strategy/common/strategy.go
@@ -69,9 +69,11 @@ func (s *Strategy) Initialize(ctx context.Context, environ *bbgo.Environment, se
 	s.OrderExecutor.BindEnvironment(environ)
 	s.OrderExecutor.BindProfitStats(s.ProfitStats)
 	s.OrderExecutor.Bind()
-	s.OrderExecutor.TradeCollector().OnPositionUpdate(func(position *types.Position) {
-		// bbgo.Sync(ctx, s)
-	})
+	/*
+		s.OrderExecutor.TradeCollector().OnPositionUpdate(func(position *types.Position) {
+			bbgo.Sync(ctx, s)
+		})
+	*/
 
 	if !s.PositionHardLimit.IsZero() && !s.MaxPositionQuantity.IsZero() {
 		log.Infof("positionHardLimit and maxPositionQuantity are configured, setting up PositionRiskControl...")
diff --git a/pkg/strategy/dca2/callbacks.go b/pkg/strategy/dca2/callbacks.go
deleted file mode 100644
index 718d76e88..000000000
--- a/pkg/strategy/dca2/callbacks.go
+++ /dev/null
@@ -1 +0,0 @@
-package dca2
diff --git a/pkg/strategy/dca2/debug.go b/pkg/strategy/dca2/debug.go
new file mode 100644
index 000000000..8e44bf916
--- /dev/null
+++ b/pkg/strategy/dca2/debug.go
@@ -0,0 +1,19 @@
+package dca2
+
+import (
+	"fmt"
+	"strings"
+
+	"github.com/c9s/bbgo/pkg/types"
+)
+
+func (s *Strategy) debugOrders(submitOrders []types.Order) {
+	var sb strings.Builder
+	sb.WriteString("DCA ORDERS[\n")
+	for i, order := range submitOrders {
+		sb.WriteString(fmt.Sprintf("%3d) ", i+1) + order.String() + "\n")
+	}
+	sb.WriteString("] END OF DCA ORDERS")
+
+	s.logger.Info(sb.String())
+}
diff --git a/pkg/strategy/dca2/strategy.go b/pkg/strategy/dca2/strategy.go
index 23c852480..55e13433b 100644
--- a/pkg/strategy/dca2/strategy.go
+++ b/pkg/strategy/dca2/strategy.go
@@ -3,10 +3,15 @@ package dca2
 import (
 	"context"
 	"fmt"
+	"math"
+	"sync"
+	"time"
 
 	"github.com/c9s/bbgo/pkg/bbgo"
 	"github.com/c9s/bbgo/pkg/fixedpoint"
+	"github.com/c9s/bbgo/pkg/strategy/common"
 	"github.com/c9s/bbgo/pkg/types"
+	"github.com/c9s/bbgo/pkg/util"
 	"github.com/sirupsen/logrus"
 )
 
@@ -21,17 +26,20 @@ func init() {
 }
 
 type Strategy struct {
+	*common.Strategy
+
 	Environment *bbgo.Environment
 	Market      types.Market
 
 	Symbol string `json:"symbol"`
 
 	// setting
+	Short            bool             `json:"short"`
 	Budget           fixedpoint.Value `json:"budget"`
-	OrderNum         int64            `json:"orderNum"`
-	Margin           fixedpoint.Value `json:"margin"`
-	TakeProfitSpread fixedpoint.Value `json:"takeProfitSpread"`
-	RoundInterval    types.Duration   `json:"roundInterval"`
+	MaxOrderNum      int64            `json:"maxOrderNum"`
+	PriceDeviation   fixedpoint.Value `json:"priceDeviation"`
+	TakeProfitRatio  fixedpoint.Value `json:"takeProfitRatio"`
+	CoolDownInterval types.Duration   `json:"coolDownInterval"`
 
 	// OrderGroupID is the group ID used for the strategy instance for canceling orders
 	OrderGroupID uint32 `json:"orderGroupID"`
@@ -40,14 +48,12 @@ type Strategy struct {
 	logger    *logrus.Entry
 	LogFields logrus.Fields `json:"logFields"`
 
-	// persistence fields: position and profit
-	Position    *types.Position    `persistence:"position"`
-	ProfitStats *types.ProfitStats `persistence:"profit_stats"`
-
 	// private field
-	session       *bbgo.ExchangeSession
-	orderExecutor *bbgo.GeneralOrderExecutor
-	book          *types.StreamOrderBook
+	mu                   sync.Mutex
+	makerSide            types.SideType
+	takeProfitSide       types.SideType
+	takeProfitPrice      fixedpoint.Value
+	startTimeOfNextRound time.Time
 }
 
 func (s *Strategy) ID() string {
@@ -55,15 +61,15 @@ func (s *Strategy) ID() string {
 }
 
 func (s *Strategy) Validate() error {
-	if s.OrderNum < 1 {
+	if s.MaxOrderNum < 1 {
 		return fmt.Errorf("maxOrderNum can not be < 1")
 	}
 
-	if s.TakeProfitSpread.Compare(fixedpoint.Zero) <= 0 {
+	if s.TakeProfitRatio.Sign() <= 0 {
 		return fmt.Errorf("takeProfitSpread can not be <= 0")
 	}
 
-	if s.Margin.Compare(fixedpoint.Zero) <= 0 {
+	if s.PriceDeviation.Sign() <= 0 {
 		return fmt.Errorf("margin can not be <= 0")
 	}
 
@@ -91,95 +97,52 @@ func (s *Strategy) InstanceID() string {
 }
 
 func (s *Strategy) Subscribe(session *bbgo.ExchangeSession) {
-	session.Subscribe(types.BookChannel, s.Symbol, types.SubscribeOptions{Depth: types.DepthLevel1})
+	session.Subscribe(types.KLineChannel, s.Symbol, types.SubscribeOptions{Interval: types.Interval1m})
 }
 
 func (s *Strategy) Run(ctx context.Context, _ bbgo.OrderExecutor, session *bbgo.ExchangeSession) error {
-	if s.Position == nil {
-		s.Position = types.NewPositionFromMarket(s.Market)
-	}
-
-	if s.ProfitStats == nil {
-		s.ProfitStats = types.NewProfitStats(s.Market)
-	}
-
+	s.Strategy = &common.Strategy{}
+	s.Strategy.Initialize(ctx, s.Environment, session, s.Market, ID, s.InstanceID())
 	instanceID := s.InstanceID()
-	s.session = session
-	s.orderExecutor = bbgo.NewGeneralOrderExecutor(session, s.Symbol, ID, instanceID, s.Position)
-	s.orderExecutor.BindEnvironment(s.Environment)
-	s.orderExecutor.BindProfitStats(s.ProfitStats)
-	s.orderExecutor.TradeCollector().OnPositionUpdate(func(position *types.Position) {
-		bbgo.Sync(ctx, s)
-	})
-	s.orderExecutor.Bind()
-	s.book = types.NewStreamBook(s.Symbol)
-	s.book.BindStream(s.session.MarketDataStream)
 
-	balances := session.GetAccount().Balances()
+	if s.Short {
+		s.makerSide = types.SideTypeSell
+		s.takeProfitSide = types.SideTypeBuy
+	} else {
+		s.makerSide = types.SideTypeBuy
+		s.takeProfitSide = types.SideTypeSell
+	}
+
+	if s.OrderGroupID == 0 {
+		s.OrderGroupID = util.FNV32(instanceID) % math.MaxInt32
+	}
+
+	// order executor
+	s.OrderExecutor.TradeCollector().OnPositionUpdate(func(position *types.Position) {
+		s.logger.Infof("position: %s", s.Position.String())
+		bbgo.Sync(ctx, s)
+
+		// update take profit price here
+	})
+
+	session.MarketDataStream.OnKLine(func(kline types.KLine) {
+		// check price here
+	})
+
+	session.UserDataStream.OnAuth(func() {
+		s.logger.Info("user data stream authenticated, start the process")
+		// decide state here
+	})
+
+	balances, err := session.Exchange.QueryAccountBalances(ctx)
+	if err != nil {
+		return err
+	}
+
 	balance := balances[s.Market.QuoteCurrency]
 	if balance.Available.Compare(s.Budget) < 0 {
 		return fmt.Errorf("the available balance of %s is %s which is less than budget setting %s, please check it", s.Market.QuoteCurrency, balance.Available, s.Budget)
 	}
 
-	session.MarketDataStream.OnBookUpdate(func(book types.SliceOrderBook) {
-		bid, ok := book.BestBid()
-		if !ok {
-			return
-		}
-
-		takeProfitPrice := s.Market.TruncatePrice(s.Position.AverageCost.Mul(fixedpoint.One.Add(s.TakeProfitSpread)))
-		if bid.Price.Compare(takeProfitPrice) >= 0 {
-		}
-	})
-
 	return nil
 }
-
-func (s *Strategy) generateMakerOrder(budget, askPrice, margin fixedpoint.Value, orderNum int64) ([]types.SubmitOrder, error) {
-	marginPrice := askPrice.Mul(margin)
-	price := askPrice
-	var prices []fixedpoint.Value
-	var total fixedpoint.Value
-	for i := 0; i < int(orderNum); i++ {
-		price = price.Sub(marginPrice)
-		truncatePrice := s.Market.TruncatePrice(price)
-		prices = append(prices, truncatePrice)
-		total = total.Add(truncatePrice)
-	}
-
-	quantity := budget.Div(total)
-	quantity = s.Market.TruncateQuantity(quantity)
-
-	var submitOrders []types.SubmitOrder
-
-	for _, price := range prices {
-		submitOrders = append(submitOrders, types.SubmitOrder{
-			Symbol:      s.Symbol,
-			Market:      s.Market,
-			Type:        types.OrderTypeLimit,
-			Price:       price,
-			Side:        types.SideTypeBuy,
-			TimeInForce: types.TimeInForceGTC,
-			Quantity:    quantity,
-			Tag:         orderTag,
-			GroupID:     s.OrderGroupID,
-		})
-	}
-
-	return submitOrders, nil
-}
-
-func (s *Strategy) generateTakeProfitOrder(position *types.Position, takeProfitSpread fixedpoint.Value) types.SubmitOrder {
-	takeProfitPrice := s.Market.TruncatePrice(position.AverageCost.Mul(fixedpoint.One.Add(takeProfitSpread)))
-	return types.SubmitOrder{
-		Symbol:      s.Symbol,
-		Market:      s.Market,
-		Type:        types.OrderTypeLimit,
-		Price:       takeProfitPrice,
-		Side:        types.SideTypeSell,
-		TimeInForce: types.TimeInForceGTC,
-		Quantity:    position.GetBase().Abs(),
-		Tag:         orderTag,
-		GroupID:     s.OrderGroupID,
-	}
-}
diff --git a/pkg/strategy/dca2/strategy_test.go b/pkg/strategy/dca2/strategy_test.go
deleted file mode 100644
index 5278819fe..000000000
--- a/pkg/strategy/dca2/strategy_test.go
+++ /dev/null
@@ -1,141 +0,0 @@
-package dca2
-
-import (
-	"testing"
-
-	"github.com/c9s/bbgo/pkg/fixedpoint"
-	"github.com/c9s/bbgo/pkg/types"
-	"github.com/sirupsen/logrus"
-	"github.com/stretchr/testify/assert"
-)
-
-func number(a interface{}) fixedpoint.Value {
-	switch v := a.(type) {
-	case string:
-		return fixedpoint.MustNewFromString(v)
-	case int:
-		return fixedpoint.NewFromInt(int64(v))
-	case int64:
-		return fixedpoint.NewFromInt(int64(v))
-	case float64:
-		return fixedpoint.NewFromFloat(v)
-	}
-
-	return fixedpoint.Zero
-}
-
-func newTestMarket(symbol string) types.Market {
-	switch symbol {
-	case "BTCUSDT":
-		return types.Market{
-			BaseCurrency:    "BTC",
-			QuoteCurrency:   "USDT",
-			TickSize:        number(0.01),
-			StepSize:        number(0.000001),
-			PricePrecision:  2,
-			VolumePrecision: 8,
-			MinNotional:     number(8.0),
-			MinQuantity:     number(0.0003),
-		}
-	case "ETHUSDT":
-		return types.Market{
-			BaseCurrency:    "ETH",
-			QuoteCurrency:   "USDT",
-			TickSize:        number(0.01),
-			StepSize:        number(0.00001),
-			PricePrecision:  2,
-			VolumePrecision: 6,
-			MinNotional:     number(8.000),
-			MinQuantity:     number(0.0046),
-		}
-	}
-
-	// default
-	return types.Market{
-		BaseCurrency:    "BTC",
-		QuoteCurrency:   "USDT",
-		TickSize:        number(0.01),
-		StepSize:        number(0.00001),
-		PricePrecision:  2,
-		VolumePrecision: 8,
-		MinNotional:     number(10.0),
-		MinQuantity:     number(0.001),
-	}
-}
-
-func newTestStrategy(va ...string) *Strategy {
-	symbol := "BTCUSDT"
-
-	if len(va) > 0 {
-		symbol = va[0]
-	}
-
-	market := newTestMarket(symbol)
-	s := &Strategy{
-		logger: logrus.NewEntry(logrus.New()),
-		Symbol: symbol,
-		Market: market,
-	}
-	return s
-}
-
-func TestGenerateMakerOrder(t *testing.T) {
-	assert := assert.New(t)
-
-	strategy := newTestStrategy()
-
-	budget := number("105000")
-	askPrice := number("30000")
-	margin := number("0.05")
-	submitOrders, err := strategy.generateMakerOrder(budget, askPrice, margin, 4)
-	if !assert.NoError(err) {
-		return
-	}
-
-	assert.Len(submitOrders, 4)
-	assert.Equal(submitOrders[0].Price, number("28500"))
-	assert.Equal(submitOrders[0].Quantity, number("1"))
-	assert.Equal(submitOrders[1].Price, number("27000"))
-	assert.Equal(submitOrders[1].Quantity, number("1"))
-	assert.Equal(submitOrders[2].Price, number("25500"))
-	assert.Equal(submitOrders[2].Quantity, number("1"))
-	assert.Equal(submitOrders[3].Price, number("24000"))
-	assert.Equal(submitOrders[3].Quantity, number("1"))
-}
-
-func TestGenerateTakeProfitOrder(t *testing.T) {
-	assert := assert.New(t)
-
-	strategy := newTestStrategy()
-
-	position := types.NewPositionFromMarket(strategy.Market)
-	position.AddTrade(types.Trade{
-		Side:          types.SideTypeBuy,
-		Price:         number("28500"),
-		Quantity:      number("1"),
-		QuoteQuantity: number("28500"),
-		Fee:           number("0.0015"),
-		FeeCurrency:   strategy.Market.BaseCurrency,
-	})
-
-	o := strategy.generateTakeProfitOrder(position, number("10%"))
-	assert.Equal(number("31397.09"), o.Price)
-	assert.Equal(number("0.9985"), o.Quantity)
-	assert.Equal(types.SideTypeSell, o.Side)
-	assert.Equal(strategy.Symbol, o.Symbol)
-
-	position.AddTrade(types.Trade{
-		Side:          types.SideTypeBuy,
-		Price:         number("27000"),
-		Quantity:      number("0.5"),
-		QuoteQuantity: number("13500"),
-		Fee:           number("0.00075"),
-		FeeCurrency:   strategy.Market.BaseCurrency,
-	})
-	o = strategy.generateTakeProfitOrder(position, number("10%"))
-	assert.Equal(number("30846.26"), o.Price)
-	assert.Equal(number("1.49775"), o.Quantity)
-	assert.Equal(types.SideTypeSell, o.Side)
-	assert.Equal(strategy.Symbol, o.Symbol)
-
-}