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.

• 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

• Python 3.10 or higher
• uv (Python package and project manager)

1. Clone the Repository

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

1. Install Dependencies

Use uv to install the required packages:

   uv sync

1. Configure the MCP Client(Claude Desktop)

    "mcpServers": { 
      "crypto-orderbook-mcp": { 
        "command": "uv", 
        "args": [ "--directory", "/absolute/path/to/crypto-orderbook-mcp", "run", "main.py" ]
      } 
    }

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.

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,
  "time