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Replay a crypto backtest's orders against trades and write tearsheets, locally.
About
Replay a crypto backtest's orders against trades and write tearsheets, locally.
Security Report
Valid MCP server (1 strong, 2 medium validity signals). No known CVEs in dependencies. Package registry verified. Imported from the Official MCP Registry.
5 files analyzed · 1 issue found
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How to Install
Add this to your MCP configuration file:
{
"mcpServers": {
"io-deptho-deptho-mcp": {
"args": [
"deptho-mcp"
],
"command": "uvx"
}
}
}Documentation
View on GitHubFrom the project's GitHub 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
| tool | does |
|---|---|
replay_orders | orders CSV + trades file → fills CSV and a slippage summary (mean, median, p90, p99 bps) |
tearsheet | bars CSV (time, price, position) → self-contained HTML report, its path and headline numbers |
pro_status | whether Deptho Pro is installed and licensed here |
pro_sync | Deptho Pro: download Binance USD-M days from the public archive into a local memory-mapped dataset |
pro_replay | Deptho 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
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
claude mcp add deptho -- deptho-mcp
Claude Desktop
Settings → Developer → Edit Config, then add to claude_desktop_config.json:
{
"mcpServers": {
"deptho": { "command": "/full/path/to/deptho-mcp" }
}
}
Cursor
Add to ~/.cursor/mcp.json (or .cursor/mcp.json in a project):
{
"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
- Deptho: https://deptho.io/go/mcp
- Source: https://github.com/jjinaustin/deptho-mcp
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.
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