Which integrations are available for this server?

Pull live crypto market data from Binance public API without API key, including OHLCV candles, order book, funding rates, indicators, volume, and more. Provides 24h USD volume data for crypto assets from Coinbase as part of cross-exchange volume breakdown.

How do I use Data Puller MCP Server?

1. Click on "Install Server". 2. Wait a few minutes for the server to deploy. Once ready, it will show a "Started" state. 3. In the chat, type @ followed by the MCP server name and your instructions, e.g., "@Data Puller MCP Server what's the orderbook for ETHUSDT on Binance?" That's it! The server will respond to your query, and you can continue using it as needed. Here is a step-by-step guide with screenshots.

Data Puller MCP Server

by arisloth

Overview Schema Related Servers Score Discussions

Python

Remote

Data Puller

Pulls live crypto market data from public exchange APIs (Binance, Bybit, Hyperliquid — no API key needed) and serves it two ways:

CLI — FetchKlines.py writes a compact multi-timeframe text snapshot to disk.
MCP server — mcp_server.py exposes the same data as tools an LLM (Claude Desktop / Claude Code) can call on demand, so every answer reflects current market state.

Layout

File	Role
`sources.py`	Raw HTTP fetchers, return parsed JSON
`indicators.py`	Pure math — OBV, volume ratio, ADX, EMA/ATR/VWAP, volume profile, order-book imbalance, Fibonacci, the Stage-1 interpretation layer (trend regime, OI/price quadrant, L/S extreme flag, ATR position sizing), the Stage-2 order-flow layer (CVD + divergence, taker buy/sell ratio, Bollinger width / TTM squeeze), the Stage-3 positioning layer (funding APR/extremes, perp basis), and the Stage-4 context layer (BTC correlation/beta, market-cap rotation)
`formatting.py`	Text renderers shared by the CLI and the tool summaries
`FetchKlines.py`	CLI snapshot tool
`mcp_server.py`	MCP (stdio) server exposing the tools
`requirements.txt`	`requests`, `mcp[cli]`

Related MCP server: mcp-coinmarketcap

Setup

python3 -m venv .venv
.venv/bin/pip install -r requirements.txt

CLI usage

.venv/bin/python FetchKlines.py BTCUSDT      # write a snapshot for BTCUSDT
.venv/bin/python FetchKlines.py ZECUSDT
.venv/bin/python FetchKlines.py --clean      # delete all snapshot .txt files
.venv/bin/python FetchKlines.py --clean BTCUSDT  # delete only BTCUSDT snapshots

Writes a file like BTCUSDT_2026-05-29_1430.txt next to the script.

MCP tools

Each tool returns structured fields plus a summary text block, and returns {"error": "..."} on failure instead of crashing.

Tool	Arguments	Returns
`get_klines`	`symbol`, `interval="1h"`, `limit=50`	OHLCV candles + % change over the window
`get_orderbook`	`symbol`, `exchange="binance"` (`binance`/`bybit`/`hyperliquid`)	best bid/ask, spread, 5/10/20-level bid-vs-ask imbalance + pressure
`get_futures_context`	`symbol`	funding rate + annualized APR, percentile & extreme flag, next funding, mark/index price, perp basis (contango/backwardation), open interest + 5h trend, OI/price quadrant (long build-up / short build-up / short-covering / long-liquidation), and the long/short account ratio demoted to an extreme-only contrarian flag (mid-range is labeled noise)
`get_funding`	`symbol`	Cross-exchange funding (Binance / Bybit / Hyperliquid) normalized to APR, Binance extreme/percentile vs its own history, and the cross-venue APR spread (positioning/arb divergence). Funding is contrarian context, not a timing trigger
`get_regime`	`symbol`, `interval="4h"`, `limit=300`	Trend-regime meta-filter: ADX(14) + price vs 200-EMA → regime (trend_up/trend_down/range/transitional) and mode (trend-following/mean-reversion/stand-aside), with ATR(14) and a one-line playbook. Gates how to read every other signal
`get_indicators`	`symbol`, `interval="1h"`, `limit=60`	OBV, CVD (+trend & price divergence), taker buy/sell ratio, volume ratio, ADX(14) with +DI/-DI framed as a regime gate (DI actionable only when ADX≥25), TTM squeeze + Bollinger width, Fibonacci retracements
`get_cvd`	`symbol`, `interval="15m"`, `limit=96`	Cumulative Volume Delta on perp + spot with trend, taker ratio, CVD-vs-price divergence, and the spot-vs-perp conviction read (perp-led = fragile/leverage; spot-led = higher-conviction). Degrades to one market if the other isn't listed
`get_squeeze`	`symbol`, `interval="1h"`, `limit=100`, `period=20`	TTM-style volatility squeeze (Bollinger inside Keltner) + Bollinger band width with percentile and compressed/normal/expanded state — breakout-timing filter, non-directional
`get_emas`	`symbol`, `interval="1h"`, `limit=500`	20/50/200 EMAs + trend-stack label (bullish/bearish/mixed/n/a)
`get_volume_breakdown`	`symbol`	24h USD volume: Binance spot + Coinbase + cross-exchange aggregate (via CoinGecko) with shares, explicit cross-venue perp volume (Binance / Bybit / Hyperliquid), perp/spot ratio + leverage-led vs spot-led read, `thin` flag — US/institutional divergence on majors, true total on thin alts
`get_vwap`	`symbol`, `interval="5m"`, `limit=288`	Session VWAP (resets at 00:00 UTC) + window VWAP, each with 1σ/2σ bands, plus a long/short/neutral bias vs current close
`get_atr`	`symbol`, `interval="30m"`, `limit=100`, `period=14`, `account_equity=None`, `risk_pct=1.0`, `stop_atr_mult=1.5`	ATR(14) and example 1×/1.5× ATR stop distances for long and short. Pass `account_equity` to also get an ATR-normalized position size (risk `risk_pct`% across a `stop_atr_mult`×ATR stop) — for stop placement and sizing, not direction
`get_volume_profile`	`symbol`, `interval="15m"`, `limit=192`, `bins=24`	POC, value area (70%), top 5 high-volume nodes, and whether the current close sits inside the value area
`get_correlation`	`symbol`, `interval="1h"`, `limit=200`, `btc="BTCUSDT"`	Rolling correlation + beta of an alt vs BTC, a recent-half correlation with a decoupling flag, and a gating read (high corr → trade BTC's regime; low → alt-specific edge valid)
`get_market_breadth`	(none)	Total market cap + 24h change, TOTAL2 (ex-BTC), BTC/ETH/stablecoin dominance with BTC.D direction, ETH/BTC bellwether, and a rotation read (btc-dominant / alt-rotation / risk-off) for higher-timeframe alt bias

symbol is a pair like BTCUSDT, ETHUSDT, ZECUSDT (quote in USDT).

Try it interactively

.venv/bin/mcp dev mcp_server.py

Opens the MCP Inspector in your browser; call each tool and inspect the responses.

Use with Claude Desktop

Open Claude Desktop → Settings → Developer → Edit Config. This opens claude_desktop_config.json (on macOS it lives at ~/Library/Application Support/Claude/claude_desktop_config.json).

Add this server under mcpServers (use absolute paths):

{
  "mcpServers": {
    "binance-data": {
      "command": "/Users/arian/Documents/Uni/PP/binancedatapuller/.venv/bin/python",
      "args": ["/Users/arian/Documents/Uni/PP/binancedatapuller/mcp_server.py"]
    }
  }
}

If the file already has other servers, add "binance-data" as another key inside the existing mcpServers object rather than replacing it.

Fully quit and reopen Claude Desktop (the config is read on startup).
The tools appear under the tools/plug icon in the chat input. Then just ask, e.g.:
- "Check the funding rate and order-book imbalance for ETHUSDT."
- "Pull 4h candles and the ADX for BTCUSDT and tell me the trend."
Claude calls the relevant tools and reasons over the fresh data it gets back.

Use with Claude Code (alternative)

claude mcp add binance-data -- \
  /Users/arian/Documents/Uni/PP/binancedatapuller/.venv/bin/python \
  /Users/arian/Documents/Uni/PP/binancedatapuller/mcp_server.py

Notes

Data is fetched on demand per tool call — no streaming. Fresh enough for request/response reasoning, and avoids hammering rate limits.
The most recent candle may be in progress (incomplete), same as the raw exchange data.
Binance public endpoints are rate-limited; on-demand tool calls stay well within limits.
All data is from keyless public APIs. Two signal classes are intentionally out of scope because they aren't available keyless:
- Liquidations — not exposed by keyless public REST (Binance allForceOrders returns 400; Bybit is WebSocket-only). Cascade risk is instead readable from the OI quadrant, funding extremes, and ATR.
- On-chain flows (exchange netflows, stablecoin/whale activity) — require a paid/keyed provider (Glassnode/CryptoQuant/Nansen) with no price-derivable proxy. Both would need a paid/keyed source to add later.

This server cannot be installed

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maintenance

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Maintenance

–Maintainers

–Response time

–Release cycle

–Releases (12mo)

Commit activity

Resources

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