Crypto Orderbook MCP
About
An MCP server that analyzes order book depth and imbalance across major crypto exchanges.
Details
- License
- MIT
Explore
- 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
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
- Python 3.10 or higher
- uv (Python package and project manager)
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"
]
}
}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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