EdgeDepth Research

EdgeDepth Research MCP Server

@edgedepth/research-mcp is the official, research-only Model Context Protocol server for EdgeDepth, a market microstructure search engine over recorded Binance USDT-M crypto and TradFi perpetuals. Use it from ChatGPT, Claude, Cursor, Codex, or any MCP client to find every verified occurrence of a market condition, inspect forward outcomes across the complete matched set, read an unconditional same-scope reference, and open replay-linked evidence.

Every result includes counts with denominators and a reproducibility key. Same key, same bytes.

Website · Search the market · REST API documentation · MCP setup guide · Learning hub

Why use EdgeDepth Research?

• Search recorded market microstructure: query a closed, versioned feature registry covering order flow, price action, volatility, funding, open interest, positioning, candle formations, and liquidations.
• Keep the denominator: every count reports the eligible population and exclusions behind it. Missing data is absent, never silently changed to zero.
• Measure outcomes without lookahead selection: forward returns, MFE, and MAE are computed over all occurrences. Outcome fields cannot be used as filters.
• Compare matched and baseline populations: deterministic cohort results put the matched distribution beside every other eligible predicate-false bucket.
• Audit and replay the evidence: results carry a reproducibility key, and representative occurrences include authenticated web handoffs to the exact recorded market moment.
• Stay research-only: no tool trades, modifies alerts, publishes reports, or writes account data. A fresh scan, cohort, or stratified computation can consume research allowance units; the annotations state that side effect explicitly.

Choose a connection

The package exposes one tool core through two transports:

• Hosted MCP (recommended): connect to https://mcp.edgedepth.com/mcp over Streamable HTTP and authorize once in your browser. No API key to copy.
• Local stdio: run npx -y @edgedepth/research-mcp with an EdgeDepth API key.

Connect

Claude Desktop

In Settings > Connectors > Add custom connector, enter:

https://mcp.edgedepth.com/mcp

Complete the EdgeDepth browser authorization prompt.

Cursor (~/.cursor/mcp.json)

{
  "mcpServers": {
    "edgedepth-research": {
      "url": "https://mcp.edgedepth.com/mcp"
    }
  }
}

Codex (~/.codex/config.toml)

[mcp_servers.edgedepth]
url = "https://mcp.edgedepth.com/mcp"

Then run:

codex mcp login edgedepth

Remove any old bearer_token_env_var line before using browser OAuth.

Local stdio with npx

Create a key on the EdgeDepth Developer page, then add:

{
  "mcpServers": {
    "edgedepth-research": {
      "command": "npx",
      "args": ["-y", "@edgedepth/research-mcp"],
      "env": {
        "EDGEDEPTH_API_KEY": "edk_live_YOUR_KEY"
      }
    }
  }
}

Local stdio requires Node.js 20 or newer. Use the research:read key scope for recorded-data tools and add research:interpret only when you need the free interpret_prose proposal step.

Recommended agent workflow

1. Call list_features first. It is the live, closed grammar and prevents invented fields.
2. Call list_instruments to check the manifest-derived universe, coverage, and provenance.
3. If starting from natural language, call interpret_prose. It returns a proposed document and never executes it.
4. Inspect or show that proposal, then pass the exact document to run_scan.
5. Read rates from outcomes_summary, which covers all occurrences. Page rows are examples, never the denominator.
6. Read the appended unconditional same-scope reference when available. It is not matched, comparable, or a causal control.
7. Return the full reproducibility key with the answer and one replay handoff. Use next_page only with a cursor returned by the API.

Example instruction for an MCP client:

Call list_features first, then list_instruments for btcusdt and ethusdt.
Propose an exact query for elevated VPIN and one-sided taker flow over the last
seven complete UTC days. Show me the proposed document before running it.
Report counts with denominators, summarize outcomes over all occurrences, and
include the full reproducibility key.

Tools

Tool	What it does
list_features	Returns the closed grammar registry: feature ids, types, ranges, operators, windows, sequence rules, limits, and error codes.
list_instruments	Returns the research universe and coverage. The default is a compact summary; use symbols: [...] for selected full records or full: true for the verbatim canonical universe.
interpret_prose	Turns prose into a proposed query document. It does not execute the query. Optional time_zone accepts an IANA time zone for calendar planning.
run_scan	Executes a research_query.v2 document and returns canonical result bytes with counts, denominators, outcomes, the unconditional same-scope reference, and the reproducibility key.
next_page	Continues a prior scan with its opaque cursor. Never construct cursors manually.
snapshot_at	Reads registry feature values, window aggregates, and fired rules as of a recorded moment.
base_rate	Counts matches and eligible buckets for one clause over a window.
commonality	Finds the deterministic intersection across multiple moments with selection-bias caveats included.
get_report	Retrieves a published report by its 8-character canonical hash.
run_cohort	Compares what followed every match with what followed every other eligible predicate-false bucket.
run_stratified	Partitions one matched population at its existing anchors into split-true, split-false, and split-absent outcome summaries.

No tool can trade, change market state, publish, or modify account data. run_scan, run_cohort, and run_stratified are annotated as metered computations because a fresh call can irreversibly consume an allowance unit. The other recorded-data tools are closed-world reads. interpret_prose is a free read that uses the configured external language interpreter.

Research contract

• Validation failures pass through as 422 {"errors":[{"code":"...","message":"..."}]}.
• Transport failures use the {"error","code"} envelope.
• Contract codes are machine-actionable. For errors such as UNSUPPORTED_FEATURE or OUTCOME_IN_PREDICATE, call list_features, repair the document, and retry.
• Deterministic tools are exact-document, UTC-only tools. interpret_prose may use a time zone to plan dates, but run_scan, run_cohort, and base_rate never reinterpret calendar language.
• Reruns and ETag 304 Not Modified revalidations are free. list_instruments ETags are scoped to the requested summary, symbol projection, or full representation.
• Interpretation is free and never debits the scan allowance. An unavailable scan allowance returns neutral 402 RESEARCH_ALLOWANCE_EXHAUSTED metadata without a checkout link.

REST API and documentation

The MCP server is a thin, deterministic interface to the public EdgeDepth Research API:

• REST API quickstart
• Authentication and API keys
• Credits, caching, and limits
• Versioned query grammar
• Reproducibility contract
• Worked API examples
• MCP connection guide
• How EdgeDepth Research works
• What you can ask

The default REST base used by the stdio package is https://app.edgedepth.com/api/v1/research.

Environment

Local stdio

Variable	Default	Purpose
EDGEDEPTH_API_KEY	None	Required for stdio tool calls.
EDGEDEPTH_API_BASE	https://app.edgedepth.com/api/v1/research	Optional REST API base override.

Hosted server operators

Variable	Default	Purpose
EDGEDEPTH_OAUTH_EXCHANGE_URL	http://127.0.0.1:3002/api/mcp/oauth/exchange	OAuth access-token exchange endpoint.
MCP_INTERNAL_SECRET	None	Required internal assertion secret; must match the web app.
PORT	3003	HTTP listen port.
HOST	127.0.0.1	HTTP listen host.

Authentication and security

The hosted server uses browser OAuth. It validates opaque access tokens, exchanges them for separate short-lived internal assertions, and never passes the OAuth access token to the REST API. The MCP server is stateless and stores no user credentials.

Compatible clients rotate refresh tokens silently while the connection remains active. Review or revoke access at EdgeDepth Connected Apps.

API keys remain available for scripts, local stdio, and MCP clients without browser OAuth. Treat an edk_live_... key as a secret and never commit it to source control.

Develop

npm install
npm run build
npm test
npm run typecheck

TypeScript builds to dist/. Example nginx locations, systemd hardening, and operator environment values live under deploy/. Production deployment and npm publishing remain operator actions.

Related projects

• edgedepth-terminal (AGPL): the open-source C++/WASM orderflow terminal. Replay-linked evidence from research results opens the exact recorded market moment in it, and it self-hosts with one docker compose command.
• edgedepth-gateway (MIT): a Go bridge from Binance's public streams to the terminal's wire format, for running the terminal on live data without an account.

License

MIT