Binance MCP Server

from datetime import UTC, datetime from decimal import Decimal from typing import Any, Literal from pydantic import BaseModel, Field class DateTimeResponse(BaseModel): """Response model for get_current_datetime tool""" timestamp: str = Field( description="ISO8601 timestamp of now", default_factory=lambda: datetime.now(tz=UTC).isoformat(), ) class BinanceServerTimeResponse(BaseModel): """Response model for binance_server_time tool""" server_time: int = Field( description="Unix timestamp in milliseconds representing the Binance server time", alias="serverTime" ) class BinanceConnectivityResponse(BaseModel): """Response model for binance_test_connectivity tool""" timestamp: str = Field( description="ISO8601 timestamp of the connectivity check", default_factory=lambda: datetime.now(tz=UTC).isoformat(), ) reachable: bool = Field(description="Binance API connectivity status") type ContractType = Literal["PERPETUAL", "CURRENT_MONTH", "NEXT_MONTH", "CURRENT_QUARTER", "NEXT_QUARTER"] type ContractStatus = Literal[ "PENDING_TRADING", "TRADING", "PRE_DELIVERING", "DELIVERING", "DELIVERED", "CANCELLED", "PRE_SETTLE", "SETTLING", "CLOSE", ] type UnderlyingType = Literal["COIN", "INDEX"] type OrderType = Literal[ "LIMIT", "LIMIT_MAKER", "MARKET", "STOP_LOSS", "STOP_LOSS_LIMIT", "TAKE_PROFIT", "TAKE_PROFIT_LIMIT", ] type OrderTimeInForce = Literal["GTC", "IOC", "FOK", "GTX", "GTE_GTC", "GTD"] class SymbolPriceFilter(BaseModel): rate_limit_type: Literal["REQUEST_WEIGHT", "ORDERS", "RAW_REQUESTS"] = Field(alias="rateLimitType") interval: Literal["SECOND", "MINUTE", "DAY"] interval_num: int = Field(alias="intervalNum") limit: int class SymbolLotSizeFilter(BaseModel): filter_type: Literal["LOT_SIZE"] = Field(alias="filterType") min_qty: Decimal = Field(alias="minQty") max_qty: Decimal = Field(alias="maxQty") step_size: Decimal = Field(alias="stepSize") class FuturesSymbolPercentPriceFilter(BaseModel): filter_type: Literal["PERCENT_PRICE"] = Field(alias="filterType") multiplier_up: Decimal = Field(alias="multiplierUp") multiplier_down: Decimal = Field(alias="multiplierDown") multiplier_decimal: int = Field(alias="multiplierDecimal") class FuturesSymbolMinNotionalFilter(BaseModel): filter_type: Literal["MIN_NOTIONAL"] = Field(alias="filterType") notional: Decimal class SymbolIcebergPartsFilter(BaseModel): filter_type: Literal["ICEBERG_PARTS"] = Field(alias="filterType") limit: int class SymbolMarketLotSizeFilter(BaseModel): filter_type: Literal["MARKET_LOT_SIZE"] = Field(alias="filterType") min_qty: Decimal = Field(alias="minQty") max_qty: Decimal = Field(alias="maxQty") step_size: Decimal = Field(alias="stepSize") class FuturesSymbolMaxOrdersFilter(BaseModel): filter_type: Literal["MAX_NUM_ORDERS"] = Field(alias="filterType") limit: int class FuturesSymbolMaxAlgoOrdersFilter(BaseModel): filter_type: Literal["MAX_NUM_ALGO_ORDERS"] = Field(alias="filterType") limit: int class SymbolMaxIcebergOrdersFilter(BaseModel): filter_type: Literal["MAX_NUM_ICEBERG_ORDERS"] = Field(alias="filterType") max_num_iceberg_orders: int = Field(alias="maxNumIcebergOrders") class SymbolMaxPositionFilter(BaseModel): filter_type: Literal["MAX_POSITION"] = Field(alias="filterType") max_position: Decimal type FutureSymbolFilter = ( SymbolPriceFilter | FuturesSymbolPercentPriceFilter | SymbolLotSizeFilter | FuturesSymbolMinNotionalFilter | SymbolIcebergPartsFilter | SymbolMarketLotSizeFilter | FuturesSymbolMaxOrdersFilter | FuturesSymbolMaxAlgoOrdersFilter | SymbolMaxIcebergOrdersFilter | SymbolMaxPositionFilter ) class FuturesSymbolExchangeInfo(BaseModel): symbol: str pair: str contract_type: str = Field(alias="contractType") delivery_date: int = Field(alias="deliveryDate") onboard_date: int = Field(alias="onboardDate") status: ContractStatus maint_margin_percent: Decimal = Field(alias="maintMarginPercent") required_margin_percent: Decimal = Field(alias="requiredMarginPercent") base_asset: str = Field(alias="baseAsset") quote_asset: str = Field(alias="quoteAsset") margin_asset: str = Field(alias="marginAsset") price_precision: int = Field(alias="pricePrecision") quantity_precision: int = Field(alias="quantityPrecision") base_asset_precision: int = Field(alias="baseAssetPrecision") quote_precision: int = Field(alias="quotePrecision") underlying_type: UnderlyingType = Field(alias="underlyingType") settle_plan: int | None = Field(None, alias="settlePlan") trigger_protect: Decimal = Field(alias="triggerProtect") filters: list[dict[str, Any]] order_type: list[OrderType] | None = Field(None, alias="OrderType") time_in_force: list[OrderTimeInForce] = Field(alias="timeInForce") liquidation_fee: Decimal = Field(alias="liquidationFee") market_take_bound: Decimal = Field(alias="marketTakeBound") contract_size: Decimal | None = Field(None, alias="contractSize") class ExchangeMaxNumOrdersFilter(BaseModel): filter_type: Literal["EXCHANGE_MAX_NUM_ORDERS"] = Field(alias="filterType") max_num_orders: int = Field(alias="maxNumOrders") class ExchangeMaxAlgoOrdersFilter(BaseModel): filter_type: Literal["EXCHANGE_MAX_ALGO_ORDERS"] = Field(alias="filterType") maxNumAlgoOrders: int = Field(alias="maxNumAlgoOrders") type ExchangeFilter = ExchangeMaxNumOrdersFilter | ExchangeMaxAlgoOrdersFilter class RateLimiter(BaseModel): rate_limit_type: Literal["REQUEST_WEIGHT", "ORDERS", "RAW_REQUESTS"] = Field(alias="rateLimitType") interval: Literal["SECOND", "MINUTE", "DAY"] interval_num: int = Field(alias="intervalNum") limit: int class FuturesExchangeInfo(BaseModel): exchange_filters: list[ExchangeFilter] = Field(alias="exchangeFilters") rate_limits: list[RateLimiter] = Field(alias="rateLimits") server_time: int = Field(alias="serverTime") assets: list[Any] symbols: list[FuturesSymbolExchangeInfo] timezone: str class HistoricOpenInterest(BaseModel): symbol: str sum_open_interest: Decimal = Field(alias="sumOpenInterest") sum_open_interest_value: Decimal = Field(alias="sumOpenInterestValue") timestamp: int type Kline = list[ int, int, Decimal, Decimal, Decimal, Decimal, Decimal, int, Decimal, int, Decimal, Decimal, ] class Candle(BaseModel): open_time: int open: Decimal high: Decimal low: Decimal close: Decimal volume: Decimal close_time: int quote_asset_volume: Decimal number_of_trades: int taker_buy_base_asset_volume: Decimal taker_buy_quote_asset_volume: Decimal volume_ma: Decimal | None = None taker_buy_volume_ma: Decimal | None = None @classmethod def from_kline(cls, kline: Kline) -> "Candle": return cls( open_time=kline[0], open=kline[1], high=kline[2], low=kline[3], close=kline[4], volume=kline[5], close_time=kline[6], quote_asset_volume=kline[7], number_of_trades=kline[8], taker_buy_base_asset_volume=kline[9], taker_buy_quote_asset_volume=kline[10], ) @property def buy_sell_ratio(self) -> Decimal: if self.quote_asset_volume == 0: return Decimal(0) if self.taker_buy_quote_asset_volume == 0: return Decimal(0) return self.taker_buy_quote_asset_volume / self.quote_asset_volume @property def hl2(self) -> Decimal: return (self.high + self.low) / Decimal(2) @property def is_green(self) -> bool: return self.close > self.open @property def is_red(self) -> bool: return self.close < self.open @property def volume_delta(self) -> Decimal: return self.quote_asset_volume - self.taker_buy_quote_asset_volume class LongShortRatio(BaseModel): symbol: str long_short_ratio: Decimal = Field(alias="longShortRatio") long_account: Decimal = Field(alias="longAccount") short_account: Decimal = Field(alias="shortAccount") timestamp: int class AggregatedTrade(BaseModel): a: int p: Decimal q: Decimal f: int l: int # noqa: E741 T: int m: bool @property def id(self) -> int: return self.a @property def price(self) -> Decimal: return self.p @property def quantity(self) -> Decimal: return self.q @property def first_trade_id(self) -> int: return self.f @property def last_trade_id(self) -> int: return self.l @property def timestamp(self) -> int: return self.T @property def maker(self) -> bool: return self.m type ValidPeriods = Literal["1m", "5m", "15m", "30m", "1h", "2h", "4h", "6h", "12h", "1d"] class Candidate(BaseModel): symbol: str direction: Literal["long", "short"] momentum: Literal["bullish", "bearish"] | None = None momentum_strength: Decimal | None = None oi_zscore: Decimal | None = None ls_zscore: Decimal | None = None oi_ls_weight: Decimal | None = None oi_ls_weight_zscored: Decimal | None = None trend_strength: float | None = None volatility_factor: float | None = None composite_z: float | None = None funding_rate: float | None = None class BookDepth(BaseModel): e: Literal["depthUpdate"] E: int T: int s: str U: int u: int pu: int b: list[list[float]] a: list[list[float]] class FundingRate(BaseModel): symbol: str funding_rate: Decimal = Field(alias="fundingRate") funding_time: int = Field(alias="fundingTime") mark_price: Decimal = Field(alias="markPrice") class OrderBook(BaseModel): last_update_id: int = Field(alias="lastUpdateId") E: int T: int bids: list[list[Decimal]] asks: list[list[Decimal]] class Ticker(BaseModel): symbol: str price_change: Decimal = Field(alias="priceChange") price_change_percent: Decimal = Field(alias="priceChangePercent") weighted_avg_price: Decimal = Field(alias="weightedAvgPrice") last_price: Decimal = Field(alias="lastPrice") last_qty: Decimal = Field(alias="lastQty") open_price: Decimal = Field(alias="openPrice") high_price: Decimal = Field(alias="highPrice") low_price: Decimal = Field(alias="lowPrice") volume: Decimal quote_volume: Decimal = Field(alias="quoteVolume") open_time: int = Field(alias="openTime") close_time: int = Field(alias="closeTime") first_id: int = Field(alias="firstId") last_id: int = Field(alias="lastId") count: int