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.