一个MCP服务器,分析主要密码交换的订单书深度和不平衡,赋予AI代理商和交易系统实时市场结构洞察力.

□ 特性

• ** 指令书计量**:计算某一交易所特定交易对的出价/任务深度和不平衡。
• ** 交叉交换比较**: 在统一的Markdown表格中比较排列本深度和多个交换机之间的不平衡.
• ** 支持的交易所**:比南斯、克兰克、克因克、比特芬克、克克克、比特

□ 安装

· 先决条件

• Python 3.10 或 更高级
• uv(Python软件包和项目经理)

QQ 设置

1. ** 仓库的单位**

2. ** 安置依赖**

使用 uv 安装所需的软件包:

3. ** 配置 MCP 客户端( Claude 桌面) **

□ 使用量

服务器提供两个主要工具:

1. [T1]: 计算指定交易所交易对的竞价深度、询问深度和不平衡。
2. [[T2]]:比较投标深度,问深度,以及多个交易所之间的不平衡,返回一个Markdown表.

QQ 示例: 计算顺序书量

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
   

3. 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:

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.