Analyzing order book depth and imbalance across major crypto exchanges.
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.
Clone the Repository
git clone https://github.com/kukapay/crypto-orderbook-mcp.git
cd crypto-orderbook-mcp
Install Dependencies
Use uv
to install the required packages:
uv sync
Configure the MCP Client(Claude Desktop)
"mcpServers": {
"crypto-orderbook-mcp": {
"command": "uv",
"args": [ "--directory", "/absolute/path/to/crypto-orderbook-mcp", "run", "main.py" ]
}
}
The server provides two main tools:
calculate_orderbook
: Computes bid depth, ask depth, and imbalance for a trading pair on a specified exchange.compare_orderbook
: Compares bid depth, ask depth, and imbalance across multiple exchanges, returning a Markdown table.Prompt: "Calculate the order book metrics for BTC/USDT on Binance with a 1% depth range."
Expected Output (JSON object):
{
"exchange": "binance",
"symbol": "BTC/USDT",
"bid_depth": 123.45,
"ask_depth": 234.56,
"imbalance": 0.1234,
"mid_price": 50000.0,
"timestamp": 1698765432000
}
Prompt: "Compare the order book metrics for BTC/USDT across Binance, Kraken, and OKX with a 1% depth range."
Expected Output (Markdown table):
| 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 |
This project is licensed under the MIT License. See the LICENSE file for details.