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

Clone the Repository

bash git clone https://github.com/kukapay/crypto-orderbook-mcp.git cd crypto-orderbook-mcp

Install Dependencies

Use uv to install the required packages:

bash 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" ] } }

Usage

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.

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 |