MarketTrace Crypto MCP

ai.markettracePublished by markettrace.aiOfficial publisherv1.11.0Updated Oct 24, 2026

Crypto perps for AI agents: funding, OI, liquidations, order book, CVD, volume profile, footprint.

VerifiedStreamable HTTPWeb executableDatabasesFinanceData & Analytics

Overview

AI-generated overview

Read-only crypto perpetual-futures market data server giving an assistant normalized cross-exchange funding, open interest, liquidations, order book and volume/

What you can do
Fetch a normalized market snapshot with funding percentile, open interest, volume, CVD, order-book imbalance, liquidations and basis, plus funding percentile and recent liquidation totals by side. Retrieve consolidated cross-exchange OHLCV candles with per-candle delta and time series of any numeric state field from the archive. Get volume-profile levels (POC, value area, naked POCs), large aggressive orders and order-book wall events. Query stacked footprint imbalances and measured forward-return history after a stated condition. Read a built-in help guide covering tools, symbols, scales and limits.
When to use it
Useful when an assistant needs to answer questions about crypto perpetual-futures positioning, funding extremes, liquidation flows, order-book structure or historical base rates across Binance, Bybit, OKX and Hyperliquid. Suited to analysis and research rather than trading execution, since it reports history and facts, not predictions.
Requirements
Remote Streamable HTTP endpoint with OAuth sign-in by email magic link; no API keys. Stdio-only clients need an OAuth-capable bridge such as mcp-remote. The optional local bridge needs Python 3.9+ (or Docker) and the MARKETTRACE_BEARER credential for tool calls.
Before you install
Sign-in uses an email magic link through OAuth; the link must be opened on the same device and browser where sign-in started. The local stdio bridge only returns data when the MARKETTRACE_BEARER credential is set, so that secret must be handled carefully. Data is informational only and explicitly not financial advice.

Installation

In SourceWeft

  1. Open MarketTrace Crypto MCP in the dashboard and add it to a workspace.
  2. Connect the required credentials. They are stored privately and never shown on public pages.
  3. Enable the server for the chats that should use its tools.

Web executable via Streamable HTTP. Remote servers run from the web runtime once configured in a workspace.

Use with an agent

Paste this prompt into Claude Code, Codex, Cursor or another agent — or into SourceWeft chat. The agent reads this server's install guide, shows you its publisher, endpoint and sign-in, and adds it to your client once you agree. Keys never go into a command.

Read https://sourceweft.com/mcp/ai.markettrace%2Fagent-feed/install.md and connect the MCP server it describes to my client. Before changing any config, show me its publisher, endpoint and sign-in method and wait for my OK. Never put an API key in a command or in a file I would commit; ask me where it should come from.

Read the install guide the agent follows

Other MCP clients

Add this to your client's mcpServers config. The client completes OAuth sign-in on first connect.

{
  "mcpServers": {
    "markettrace-crypto": {
      "type": "http",
      "url": "https://api.markettrace.ai/mcp"
    }
  }
}

README

MarketTrace agent-feed

Read-only crypto perps microstructure for AI agents — normalized cross-exchange market state with self-declared coverage and freshness on every metric. Facts and normalization, no verdicts: the agent interprets.

This repo is the front door — connection configs, the interface contract, and a thin stdio bridge. The data pipeline itself (4-venue ingest, archives, normalization) is not open source.

What it serves

9 assets (BTC, ETH, SOL, BNB, XRP, DOGE, HYPE, ZEC, ENA) across Binance, Bybit, OKX, Hyperliquid:

ToolWhat it answers
get_market_stateOne normalized snapshot: funding + its trailing 2-year percentile, OI, volume, CVD, order-book imbalance, liquidations, basis, drivers. "Is ETH positioning stretched?"
get_funding_percentileCurrent funding ranked against its own trailing 2-year window (0–100) + same-sign streak.
get_liquidations_recentCross-exchange liquidation notional estimates for a window: USD, long/short split.
get_ohlcvConsolidated cross-exchange candles (5m…1d) with per-candle delta (taker buy − taker sell), for ATR, ranges, CVD and RV math.
get_conditional_outcomesMeasured forward-return history after a stated condition — base rates instead of folklore. "What happened historically after funding above the 90th percentile?"
get_state_historyTime series of any numeric state field from the 15-minute archive — the trend view behind the snapshot.
get_volume_profileVolume-profile levels per UTC day from the consolidated tape: POC, value area high/low, value-area width and its rank, a multi-day composite and naked POCs. "Is price inside yesterday's value area?"
get_big_tradesLarge aggressive orders (fills sharing venue, side and timestamp summed into one trade): per-side totals plus the biggest prints with venue, price and USD size. "Were the whale market orders buying or selling?"
get_footprint_eventsOrder-book wall events from the 1-minute footprint: absorbed and pulled walls with peak, executed and closing size in USD, plus thin-book minutes. "Were bid walls pulled before this drop?"
get_stacked_imbalancesStacked footprint imbalances from the consolidated tape: diagonal buy and sell runs per candle (1m…1h) with price band and USD size. "Where did aggressive buyers stack up on BTC this morning?"
helpA guide to the server itself: every tool grouped by the question it answers, a working example call for each, the symbols, how to read the scales, the limits, and where data without its own tool lives (open interest, CVD, funding rate). "Which tool gives me open interest?"

Data: funding rates, open interest, cumulative volume delta (CVD), order-book depth, liquidations, OHLCV candles with per-candle delta, volume-profile levels, large aggressive orders, order-book wall events, stacked footprint imbalances.

Honesty model: every metric carries a coverage entry (venues, window depth, freshness); thin history answers with disclosed depth instead of made-up numbers; conditional outcomes go history_silent below the evidence floor; every response self-declares its age. Reports history, not predictions.

Connect

Claude (web/desktop): Settings → Connectors → Add custom connector → https://api.markettrace.ai/mcp → authorize (email magic link).

Every client signs in the same way: it opens a browser, you enter your email, and a sign-in link arrives. Open it on the same device and in the same browser where you started.

Claude Code (adding the server does not sign you in, so run both):

bash
claude mcp add --transport http markettrace https://api.markettrace.ai/mcpclaude mcp login markettrace

Codex:

bash
codex mcp add markettrace --url https://api.markettrace.ai/mcpcodex mcp login markettrace

Cursor: add this to ~/.cursor/mcp.json (or use Add to Cursor on https://markettrace.ai/agents) and sign in when Cursor asks:

json
{  "mcpServers": {    "markettrace": { "url": "https://api.markettrace.ai/mcp" }  }}

Stdio-only clients (via the standard OAuth-capable bridge):

bash
npx -y mcp-remote https://api.markettrace.ai/mcp

More client configs in examples/mcp-configs.md.

Local stdio bridge (this repo)

mcp_server.py is a zero-dependency stdio bridge: it starts and answers introspection (initialize, tools/list) with no credentials — the bundled tools.json is a snapshot of the hosted server's own contract. Tool calls are proxied to the hosted endpoint when MARKETTRACE_BEARER is set; without it they return a pointer to the hosted OAuth endpoint instead of data. It holds no methodology — just a client.

Refresh the contract: tools.json is a {version, generated_at, tools} snapshot of the live server's tools/list — regenerate it by capturing that response and stamping the current contract version (mirrors feed.version in get_market_state).

bash
python3 mcp_server.py            # Python 3.9+, no dependencies

Or with Docker:

bash
docker build -t markettrace-bridge . && docker run -i markettrace-bridge

Things to ask

  • "What's the market state for BTC — is positioning stretched?"
  • "What happened historically after funding above the 90th percentile?"
  • "How did open interest build over the last 3 days?"
  • "How much got liquidated on ETH in the last hour — longs or shorts?"
  • "Where are the key volume levels on BTC — any untested POCs nearby?"
  • "Did a large resting order get absorbed on SOL in the last hour?"

Terms

Informational market data only — not financial advice. Privacy Policy · Terms of Service · Contact: [email protected]

The bridge in this repo is MIT-licensed (LICENSE); the hosted service is governed by the Terms above.

Source: README.md at commit 8d785eb

Tools

0
This server asks you to sign in, so SourceWeft could not read its tools without an account and has not indexed them. What a connected account sees can depend on that account and its permissions.

Version history

5
  1. v1.11.0LatestOct 16, 2026
  2. v1.9.0Oct 6, 2026
  3. v1.8.0Oct 6, 2026
  4. v1.6.0Sep 27, 2026
  5. v1.5.0Sep 16, 2026

Score

85% of the applicable checks met

How complete this listing is, computed from the registry entry, the endpoint and public sources. Not a rating of the server and not a statement that it is safe or working today: reachability is a dated check, and no installs or reviews go into the score.

  • Reached in the last 30 daysRequired25 pts
  • Auth declaredRequired10 pts
  • Tools listed15 pts

    Answer tools/list without a credential, or ship a package that starts in a sandbox without one.

  • DescriptionRequired15 pts
  • Logo10 pts
  • Documentation15 pts
  • License10 pts