crypto-orderbook-mcp

MIT License

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calculate_orderbook

Analyze order book depth and imbalance for crypto trading pairs on specified exchanges. Provides bid/ask depth, imbalance, mid-price, and timestamp for informed trading decisions.

Instructions

Calculate the order book depth and imbalance for a given trading pair on a specified exchange.

Args:
    exchange_id: The exchange identifier (e.g., 'binance', 'kraken')
    symbol: The trading pair (e.g., 'BTC/USDT')
    depth_percentage: Percentage range from mid-price to calculate depth and imbalance (default: 1.0%)

Returns:
    Dictionary containing bid depth, ask depth, imbalance, mid-price, and timestamp.

Input Schema

Name	Required	Description	Default
`depth_percentage`	No
`exchange_id`	Yes
`symbol`	Yes

Input Schema (JSON Schema)

{
  "properties": {
    "depth_percentage": {
      "default": 1,
      "title": "Depth Percentage",
      "type": "number"
    },
    "exchange_id": {
      "title": "Exchange Id",
      "type": "string"
    },
    "symbol": {
      "title": "Symbol",
      "type": "string"
    }
  },
  "required": [
    "exchange_id",
    "symbol"
  ],
  "title": "calculate_orderbookArguments",
  "type": "object"
}

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