Market Data MCP

Pulls live crypto market data from public exchange APIs (Binance, Bybit, Hyperliquid — no API key needed) and serves it two ways:

1. CLI — FetchKlines.py writes a compact multi-timeframe text snapshot to disk.
2. MCP server — mcp_server.py exposes the data as tools an LLM (Claude Desktop /

Claude Code) can call on demand, so every answer reflects current market state.

Crypto is keyless (Binance, Bybit, Hyperliquid, Coinbase, CoinGecko — public APIs). Stocks & ETFs (incl. commodity ETFs like GLD/USO) come from Alpaca and need an API key in your environment — see Multi-asset. Commodity futures are not covered (use ETF proxies).

Layout

Layered so dependencies point downward only — I/O ↘ orchestration ↘ math/presentation ↘ tools:

Setup

python3 -m venv .venv
.venv/bin/pip install -r requirements.txt

Multi-asset (stocks & ETFs)

Crypto works out of the box (keyless). To pull stocks/ETFs (e.g. AAPL, SPY, GLD), set Alpaca credentials in your environment (never commit them):

export APCA_API_KEY_ID=your_key
export APCA_API_SECRET_KEY=your_secret
export ALPACA_FEED=iex      # default; set 'sip' if you have the paid full-tape subscription

• Routing is automatic: a USDT-suffixed symbol (BTCUSDT) → crypto; anything else

(AAPL) → equity via Alpaca. Every price tool also takes asset_class="crypto"|"equity" to force it.

• Equity-capable tools: get_klines, get_indicators, get_emas, get_vwap, get_atr,

get_volume_profile, get_squeeze, get_regime, get_patterns, get_correlation (reference defaults to SPY for equities).

• Crypto-only tools (return a clean N/A for equities): get_orderbook,

get_futures_context, get_funding, get_cvd, get_volume_breakdown, get_market_breadth.

• IEX feed caveat: the free Alpaca feed reports only IEX volume (~2–3% of the tape), so

volume-based fields (volume profile/ratio/OBV) are flagged low-confidence for equities; price tools are unaffected. Set ALPACA_FEED=sip for full-tape volume.

• Not available for equities: CVD/taker (bars carry no trade side) and commodity futures

(use ETF proxies like GLD/USO).

CLI usage

.venv/bin/python FetchKlines.py BTCUSDT      # write a snapshot for BTCUSDT
.venv/bin/python FetchKlines.py ZECUSDT
.venv/bin/python FetchKlines.py --clean      # delete all snapshot .txt files
.venv/bin/python FetchKlines.py --clean BTCUSDT  # delete only BTCUSDT snapshots

Writes a file like BTCUSDT_2026-05-29_1430.txt next to the script.

MCP tools

Each tool returns structured fields plus a summary text block, and returns {"error": "..."} on failure instead of crashing.

symbol is a crypto pair like BTCUSDT, ETHUSDT (quote in USDT) or — for the equity-capable tools — a stock/ETF ticker like AAPL, SPY, GLD (needs Alpaca creds; see Multi-asset).

Try it interactively

.venv/bin/mcp dev mcp_server.py

Opens the MCP Inspector in your browser; call each tool and inspect the responses.

Use with Claude Desktop

1. Open Claude Desktop → Settings → Developer → Edit Config. This opens

claude_desktop_config.json (on macOS it lives at ~/Library/Application Support/Claude/claude_desktop_config.json).

1. Add this server under mcpServers (use absolute paths):

   {
     "mcpServers": {
       "market-data-mcp": {
         "command": "/absolute/path/to/binancedatapuller/.venv/bin/python",
         "args": ["/absolute/path/to/binancedatapuller/mcp_server.py"]
       }
     }
   }

If the file already has other servers, add "market-data-mcp" as another key inside the existing mcpServers object rather than replacing it.

1. Fully quit and reopen Claude Desktop (the config is read on startup).

1. The tools appear under the tools/plug icon in the chat input. Then just ask, e.g.:

• "Check the funding rate and order-book imbalance for ETHUSDT."
• "Pull 4h candles and the ADX for BTCUSDT and tell me the trend."

Claude calls the relevant tools and reasons over the fresh data it gets back.

Use with Claude Code (alternative)

claude mcp add market-data-mcp -- \
  /absolute/path/to/binancedatapuller/.venv/bin/python \
  /absolute/path/to/binancedatapuller/mcp_server.py

Notes

• Data is fetched on demand per tool call — no streaming. Fresh enough for request/response

reasoning, and avoids hammering rate limits.

• The most recent candle may be in progress (incomplete), same as the raw exchange data.
• Binance public endpoints are rate-limited; on-demand tool calls stay well within limits.
• All data is from keyless public APIs. Two signal classes are intentionally out of scope

because they aren't available keyless:

• Liquidations — not exposed by keyless public REST (Binance allForceOrders returns 400;

Bybit is WebSocket-only). Cascade risk is instead readable from the OI quadrant, funding extremes, and ATR.

• On-chain flows (exchange netflows, stablecoin/whale activity) — require a paid/keyed

provider (Glassnode/CryptoQuant/Nansen) with no price-derivable proxy. Both would need a paid/keyed source to add later.