crypto-orderbook-mcp

# 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.    ## 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](https://github.com/astral-sh/uv) (Python package and project manager) ### Setup 1. **Clone the Repository** ```bash git clone https://github.com/kukapay/crypto-orderbook-mcp.git cd crypto-orderbook-mcp ``` 2. **Install Dependencies** Use `uv` to install the required packages: ```bash 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): ```json { "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): ```markdown | 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 [LICENSE](LICENSE) file for details.