Deptho

io.deptho由 deptho.io 發布v0.1.0更新於 Nov 7, 2026

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

已驗證STDIO僅桌面金融資料與分析

概覽

AI 產生的概覽

本機 MCP 伺服器，用逐筆成交資料回放加密貨幣永續合約回測的訂單，並產出把報酬拆成手續費、資金費與滑價的 HTML 報告。

可以做什麼
  • 用 Binance aggTrades 或 Tardis.dev 成交檔案回放訂單 CSV，回傳成交明細與滑價統計（平均、中位數、p90、p99 bps）
  • 依含 time、price、position 的 bars CSV 產出自包含的 HTML 報告，回傳檔案路徑與主要指標
  • 檢查本機是否已安裝並授權 Deptho Pro
  • 使用 Deptho Pro 時，把 Binance USD-M 每日成交檔案下載成本機記憶體映射資料集，並對其回放訂單
適用情境
適合讓助理在逐筆層級檢查加密貨幣永續合約回測：評估市價單的實際滑價，或在採信結果前把報酬拆成手續費、資金費與滑價。
執行需求
以 PyPI 套件形式在本機透過 stdio 執行（pip install deptho-mcp），需要 Python，並讓助理指向已安裝的 deptho-mcp 執行檔。輸入為本機 CSV 與成交檔案。Pro 工具需在同一環境安裝 Deptho Pro 並提供授權金鑰，pro_sync 另需連線至 Binance 公開封存檔。
安裝前請注意
成交僅依逐筆成交價建模，不考慮訂單簿深度與排隊順位，滑價估計僅為近似值。Pro 工具需要授權金鑰，pro_sync 會從 Binance 公開封存檔下載資料；其餘操作只處理本機檔案。此服務與 Binance、Tardis.dev 並無關聯。

安裝

在 SourceWeft 中

  1. 開啟 儀表板中的 Deptho，將其新增到工作區。
  2. 為需要使用其工具的對話啟用該服務。

Desktop only，透過 STDIO。 STDIO 服務會啟動本機處理程序，因此需要 SourceWeft 桌面主機。

其他 MCP 客戶端

參照 儲存庫 中的啟動說明。

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.

來源：README.md，提交 c1a3475

工具

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.

輸入參數fills_csvorders_csv必填trades_file必填

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).

輸入參數titlefee_bpsbars_csv必填funding_csvreport_htmlslippage_bps

pro_status

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

無需輸入參數。

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.

輸入參數end必填start必填symbol必填

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.

輸入參數dataset必填fills_csvorders_csv必填

版本歷史

1
  1. v0.1.0最新Nov 5, 2026

評分

已滿足適用檢查項的 90%

該評分衡量此收錄條目的完整程度，依據註冊中心條目、端點與公開來源計算得出。它不是對伺服器本身的評價，也不表示伺服器安全或目前可用：可連通性是帶日期的檢查結果，評分也不包含安裝量或使用者評價。

  • 近 30 天內可連通25 分
  • 已宣告認證方式10 分

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  • 已列出工具必需15 分
  • 描述必需15 分
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