Crypto Orderbook MCP

1# Crypto Orderbook MCP
2 
3An 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.
4 
5![License](https://img.shields.io/badge/license-MIT-green)
6![Python](https://img.shields.io/badge/python-3.10%2B-blue)
7![Status](https://img.shields.io/badge/status-active-brightgreen.svg)
8 
9 
10## Features
11 
12- **Order Book Metrics**: Calculate bid/ask depth and imbalance for a specified trading pair on a given exchange.
13- **Cross-Exchange Comparison**: Compare order book depth and imbalance across multiple exchanges in a unified Markdown table.
14- **Supported Exchanges**: Binance, Kraken, Coinbase, Bitfinex, Okx, Bybit
15 
16## Installation
17 
18### Prerequisites
19 
20- Python 3.10 or higher
21- [uv](https://github.com/astral-sh/uv) (Python package and project manager)
22 
23### Setup
24 
251. **Clone the Repository**
26 
27   ```bash
28   git clone https://github.com/kukapay/crypto-orderbook-mcp.git
29   cd crypto-orderbook-mcp
30   ```
31 
322. **Install Dependencies**
33 
34   Use `uv` to install the required packages:
35 
36   ```bash
37   uv sync
38   ```
39   
403. **Configure the MCP Client(Claude Desktop)**
41 
42    ```
43    "mcpServers": { 
44      "crypto-orderbook-mcp": { 
45        "command": "uv", 
46        "args": [ "--directory", "/absolute/path/to/crypto-orderbook-mcp", "run", "main.py" ]
47      } 
48    }
49    ```
50 
51## Usage
52 
53The server provides two main tools:
54 
551. **`calculate_orderbook`**: Computes bid depth, ask depth, and imbalance for a trading pair on a specified exchange.
562. **`compare_orderbook`**: Compares bid depth, ask depth, and imbalance across multiple exchanges, returning a Markdown table.
57 
58### Example: Calculate Order Book Metrics
59 
60**Prompt**: "Calculate the order book metrics for BTC/USDT on Binance with a 1% depth range."
61 
62**Expected Output** (JSON object):
63 
64```json
65{
66  "exchange": "binance",
67  "symbol": "BTC/USDT",
68  "bid_depth": 123.45,
69  "ask_depth": 234.56,
70  "imbalance": 0.1234,
71  "mid_price": 50000.0,
72  "timestamp": 1698765432000
73}
74```
75 
76### Example: Compare Order Book Across Exchanges
77 
78**Prompt**: "Compare the order book metrics for BTC/USDT across Binance, Kraken, and OKX with a 1% depth range."
79 
80**Expected Output** (Markdown table):
81 
82```markdown
83| exchange | bid_depth | ask_depth | imbalance |
84|----------|-----------|-----------|-----------|
85| binance  |    123.45 |    234.56 |    0.1234 |
86| kraken   |     89.12 |    178.34 |    0.0987 |
87| okx      |    145.67 |    256.78 |    0.1345 |
88```
89 
90## License
91 
92This project is licensed under the MIT License. See the [LICENSE](LICENSE) file for details.
93 
94