README.md•2.6 kB
# 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.