What is Crypto Orderbook Mcp

Crypto-orderbook-mcp is an MCP server designed to analyze order book depth and imbalance across major cryptocurrency exchanges, providing real-time insights into market structure for AI agents and trading systems.

Use cases

Use cases include analyzing market conditions for trading strategies, comparing liquidity across exchanges, and monitoring order book dynamics to identify trading opportunities.

How to use

To use crypto-orderbook-mcp, clone the repository, install the required dependencies using the ‘uv’ package manager, and configure the MCP client to run the server. You can then utilize the ‘calculate_orderbook’ and ‘compare_orderbook’ tools to analyze order book metrics.

Key features

Key features include calculating bid/ask depth and imbalance for specific trading pairs, cross-exchange comparison of order book metrics, and support for multiple exchanges such as Binance, Kraken, Coinbase, Bitfinex, Okx, and Bybit.

Where to use

Crypto-orderbook-mcp can be used in trading systems, algorithmic trading, market analysis, and by AI agents that require real-time market data for decision-making.

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 (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,
  "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 LICENSE file for details.