kukapay/crypto-orderbook-mcp

💰 Finance & Fintech
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🐍 ☁️ - Analyzing order book depth and imbalance across major crypto exchanges.

Quick Install

One-Click IDE Configuration
claude_desktop_config.json
{
  "mcpServers": {
    "kukapay-crypto-orderbook-mcp": {
      "command": "npx",
      "args": [
        "-y",
        "kukapay-crypto-orderbook-mcp"
      ]
    }
  }
}
Or

Using an AI coding agent (Claude Code, Cursor, etc.)? Copy a ready-made prompt that tells it to fetch the setup instructions and install this server for you.

Documentation Overview

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.

License Python Status

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 (Python package and project manager)

Setup

  1. Clone the Repository

    git clone https://github.com/kukapay/crypto-orderbook-mcp.git
    cd crypto-orderbook-mcp
    
  2. Install Dependencies

    Use uv to install the required packages:

    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):

{
  "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):

| 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 file for details.

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