Crypto Orderbook MCP
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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**
2. **Install Dependencies**
Use uv to install the required packages:
3. **Configure the MCP Client(Claude Desktop)**
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):
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):
License
This project is licensed under the MIT License. See the LICENSE file for details.