Deptho

io.depthoPublished by deptho.iov0.1.0Updated Nov 7, 2026

Replay a crypto backtest's orders against trades and write tearsheets, locally.

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Overview

AI-generated overview

Local MCP server that replays a crypto perpetual backtest's orders against trade prints and writes an HTML tearsheet splitting returns into fees, funding and…

What you can do
  • Replay an orders CSV against a Binance aggTrades or Tardis.dev trades file, returning fills and a slippage summary (mean, median, p90, p99 bps)
  • Write a self-contained HTML tearsheet from a bars CSV with time, price and position, returning its path and headline numbers
  • Check whether Deptho Pro is installed and licensed
  • With Deptho Pro, download Binance USD-M daily trade files into a local memory-mapped dataset and replay orders against it
When to use it
Useful when you want an assistant to sanity-check a crypto perpetual backtest at tick level: measuring realistic slippage on market orders, or attributing returns to fees, funding and slippage before trusting the results.
Requirements
Runs locally over stdio as a PyPI package (pip install deptho-mcp) and needs Python; the assistant must be pointed at the installed deptho-mcp executable. Inputs are local CSV and trades files. The Pro tools require Deptho Pro installed in the same environment with a license key, and pro_sync needs network access to Binance's public archive.
Before you install
Fills are modeled from trade prints only, with no order book depth or queue position, so slippage estimates are approximations. The Pro tools require a license key and pro_sync downloads data from Binance's public archive; all other work stays on local files. The server is not affiliated with Binance or Tardis.dev.

Installation

In SourceWeft

  1. Open Deptho in the dashboard and add it to a workspace.
  2. Enable the server for the chats that should use its tools.

Desktop only via STDIO. STDIO servers start a local process, so they need the SourceWeft desktop host.

Other MCP clients

Follow the launch instructions in the repository.

README

deptho-mcp

An MCP server that gives coding assistants (Claude Code, Claude Desktop, Cursor and others) Deptho's backtest checks: replay a backtest's market orders against the trades that followed them, and write a tearsheet that splits returns into fees, funding and slippage. It runs on your machine over stdio, reads and writes local files, and sends nothing anywhere.

Tools

tooldoes
replay_ordersorders CSV + trades file → fills CSV and a slippage summary (mean, median, p90, p99 bps)
tearsheetbars CSV (time, price, position) → self-contained HTML report, its path and headline numbers
pro_statuswhether Deptho Pro is installed and licensed here
pro_syncDeptho Pro: download Binance USD-M days from the public archive into a local memory-mapped dataset
pro_replayDeptho Pro: replay an orders CSV against that dataset

Orders CSV: time (ISO 8601 or epoch), side (+1/-1 or buy/sell), qty (base units, e.g. BTC). Trades file: a Binance archive aggTrades file (.zip or .csv) or a Tardis.dev trades file (.csv or .csv.gz) covering the orders' period.

Fills are modeled from trade prints: each order fills at the VWAP of the same-side trades after it until its size is covered. Order book depth and queue position are not modeled.

Install

bash
pip install deptho-mcp

Use a virtual environment if you like; then point your assistant at that environment's deptho-mcp (which deptho-mcp prints the full path). For the Pro tools, install Deptho Pro into the same environment with your license key.

Claude Code

bash
claude mcp add deptho -- deptho-mcp

Claude Desktop

Settings → Developer → Edit Config, then add to claude_desktop_config.json:

json
{  "mcpServers": {    "deptho": { "command": "/full/path/to/deptho-mcp" }  }}

Cursor

Add to ~/.cursor/mcp.json (or .cursor/mcp.json in a project):

json
{  "mcpServers": {    "deptho": { "command": "/full/path/to/deptho-mcp" }  }}

Then ask, for example: "Replay orders.csv against BTCUSDT-aggTrades-2026-09-30.zip and tell me the p90 slippage."

Privacy

Every tool works on local files. Nothing is sent to Deptho. The only download is pro_sync, which fetches Binance's public archive (data.binance.vision) when you ask it to.

Links

License: Apache-2.0. Market data comes from Binance's public archive or from files you supply; Deptho is not affiliated with Binance or Tardis.dev.

Source: README.md at commit c1a3475

Tools

5

replay_orders

Replay a backtest's market orders against the trades that followed them. orders_csv: CSV with columns time (ISO or epoch), side (+1/-1 or buy/sell), qty (base units). trades_file: Binance archive aggTrades file (.zip or .csv) or Tardis.dev trades file (.csv or .csv.gz) covering the orders' period. Writes one row per filled order (side, qty, price, ref_price, slippage_bps) to fills_csv (default: next to the orders, <name>.fills.csv) and returns a summary. Slippage is in bps against the last trade before each order; positive = cost.

Parametersfills_csvorders_csvrequiredtrades_filerequired

tearsheet

Write Deptho's HTML tearsheet for a strategy and return its path and headline numbers. bars_csv: CSV with columns time, price (mark/close) and position (exposure as a fraction of equity, 1.0 = 1x long, decided at each bar's close; it earns from the next bar). funding_csv (optional): time and funding_rate (positive = longs pay). fee_bps and slippage_bps: per unit of turnover; use the slippage measured with replay_orders rather than a guess. Writes one self-contained HTML file (default: next to bars_csv, <name>.report.html).

Parameterstitlefee_bpsbars_csvrequiredfunding_csvreport_htmlslippage_bps

pro_status

Whether Deptho Pro is installed and licensed here. pro_sync and pro_replay need it.

Takes no parameters.

pro_sync

(Deptho Pro) Download Binance USD-M daily trade files from Binance's public archive for start..end (YYYY-MM-DD, inclusive) and append them to one local memory-mapped dataset, "<SYMBOL>-aggTrades". Days already on disk aren't downloaded again. Returns the dataset name and size.

Parametersendrequiredstartrequiredsymbolrequired

pro_replay

(Deptho Pro) Replay an orders CSV (time, side, qty) against a dataset made by pro_sync (the name it returned, e.g. "BTCUSDT-aggTrades"), straight off the memory-mapped columns. Same output as replay_orders.

Parametersdatasetrequiredfills_csvorders_csvrequired

Version history

1
  1. v0.1.0LatestNov 5, 2026

Score

90% 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 days25 pts
  • Auth declared10 pts

    Declare the credential headers in the registry entry, or keep the endpoint answering the probe so its auth can be classified.

  • Tools listedRequired15 pts
  • DescriptionRequired15 pts
  • Logo10 pts
  • Documentation15 pts
  • License10 pts