Crypto Orderbook MCP
About
An MCP server that analyzes order book depth and imbalance across major crypto exchanges.
Details
- Author
- kukapay
- GitHub stars
- 17
- Downloads
- 464
- Categories
- Finance
Jump to
- Calculate bid depth, ask depth, and imbalance for a trading pair.
- Compare order book metrics across multiple exchanges in a Markdown table.
- Supports six major exchanges: Binance, Kraken, Coinbase, Bitfinex, Okx, Bybit.
- Real-time data via public exchange APIs.
- Simple integration with AI agents via MCP protocol.
Setting up with Highlight
This MCP is not yet compatible with Highlight’s one-click setup. However, you can still use it with Highlight by following these steps:
- Download and install Highlight from highlightai.com/download
- Navigate to the plugins tab and select "Add Custom Plugin"
-
Configure the plugin with the settings below
Plugin Name
Crypto Orderbook MCPCommand (node, npx, python, etc.)Please refer to the README for specific instructions on how to obtain API keys or other required environment variables.
- Enable "Start Automatically" if you want the plugin to start when Highlight launches
From the repository
Install Python 3.10+, clone the repository, and run uv sync to install dependencies. Configure the MCP client (e.g., Claude Desktop) with the command uv --directory <absolute_path> run main.py. Use the calculate_orderbook tool to get metrics for a single exchange or compare_orderbook to compare across multiple exchanges.
Claude Desktop / Cursor
Paste into your MCP client config file to install this server.
{
"mcpServers": {
"crypto orderbook mcp": {
"crypto-orderbook-mcp": {
"command": "uv",
"args": [
"sync"
]
}
}
}
}McpServers
{
"crypto-orderbook-mcp": {
"command": "uv",
"args": [
"sync"
]
}
}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.
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
"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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