crypto-orderbook-mcp

crypto-orderbook-mcp

2
finance

Crypto Orderbook MCP is a Model Context Protocol server focusing on the analysis of cryptocurrency order books. It provides real-time insights into market structure by evaluating order book depth and imbalances across several major crypto exchanges. The tool is designed for integration with AI agents and trading systems.

Crypto Orderbook MCP

An MCP server that analyzes order book depth and imbalance across major crypto exchanges, empowering AI agents and trading systems with real-time market structure insights.

License Python Status

Features

  • Order Book Metrics: Calculate bid/ask depth and imbalance for a specified trading pair on a given exchange.
  • Cross-Exchange Comparison: Compare order book depth and imbalance across multiple exchanges in a unified Markdown table.
  • Supported Exchanges: Binance, Kraken, Coinbase, Bitfinex, Okx, Bybit

Installation

Prerequisites

  • Python 3.10 or higher
  • uv (Python package and project manager)

Setup

  1. Clone the Repository

    git clone https://github.com/kukapay/crypto-orderbook-mcp.git
cd crypto-orderbook-mcp

  2. Install Dependencies

    Use uv to install the required packages:

    uv sync

  3. Configure the MCP Client(Claude Desktop)

    "mcpServers": { 
  "crypto-orderbook-mcp": { 
    "command": "uv", 
    "args": [ "--directory", "/absolute/path/to/crypto-orderbook-mcp", "run", "main.py" ]
  } 
}

Usage

The server provides two main tools:

  1. calculate_orderbook: Computes bid depth, ask depth, and imbalance for a trading pair on a specified exchange.
  2. compare_orderbook: Compares bid depth, ask depth, and imbalance across multiple exchanges, returning a Markdown table.

Example: Calculate Order Book Metrics

Prompt: "Calculate the order book metrics for BTC/USDT on Binance with a 1% depth range."

Expected Output (JSON object):

{
  "exchange": "binance",
  "symbol": "BTC/USDT",
  "bid_depth": 123.45,
  "ask_depth": 234.56,
  "imbalance": 0.1234,
  "mid_price": 50000.0,
  "timestamp": 1698765432000
}

Example: Compare Order Book Across Exchanges

Prompt: "Compare the order book metrics for BTC/USDT across Binance, Kraken, and OKX with a 1% depth range."

Expected Output (Markdown table):

| exchange | bid_depth | ask_depth | imbalance |
|----------|-----------|-----------|-----------|
| binance  |    123.45 |    234.56 |    0.1234 |
| kraken   |     89.12 |    178.34 |    0.0987 |
| okx      |    145.67 |    256.78 |    0.1345 |

License

This project is licensed under the MIT License. See the file for details.