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):

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.