crypto-quant-signal-mcp 1.0.0

package/README.md

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+# crypto-quant-signal-mcp
+
+AI trading brain for crypto perps — composite signals, funding rate arb scanning, and market regime detection via MCP. Powered by Hyperliquid data.
+
+## What It Does
+
+Three opinionated tools + one performance resource that combine multiple indicators into a single verdict with confidence score:
+
+| Tool | Description |
+|------|-------------|
+| `get_trade_signal` | Composite BUY/SELL/HOLD signal combining RSI(14), EMA(9/21), funding rate, OI momentum, and volume |
+| `scan_funding_arb` | Cross-venue funding rate arbitrage scanner (Hyperliquid vs Binance vs Bybit) |
+| `get_market_regime` | Market regime classification (TRENDING_UP/DOWN, RANGING, VOLATILE) with strategy suggestions |
+| `signal-performance` | Historical signal track record — win rate, Sharpe ratio, profit factor |
+
+## Quick Start
+
+### Install
+
+```bash
+npm install -g crypto-quant-signal-mcp
+```
+
+Or run directly with npx:
+
+```bash
+npx -y crypto-quant-signal-mcp
+```
+
+### Claude Desktop Config
+
+Add to your `claude_desktop_config.json`:
+
+```json
+{
+  "mcpServers": {
+    "crypto-quant-signal": {
+      "command": "npx",
+      "args": ["-y", "crypto-quant-signal-mcp"],
+      "env": {
+        "CQS_API_KEY": "your-pro-key-here"
+      }
+    }
+  }
+}
+```
+
+No API key needed for free tier — just remove the `env` block.
+
+## Free vs Pro
+
+| Feature | Free | Pro ($29/mo) |
+|---------|------|-------------|
+| `get_trade_signal` | BTC + ETH, 1h only | All 200+ perps, 1h/4h/1d |
+| `scan_funding_arb` | Top 5 results | Unlimited |
+| `get_market_regime` | All assets, all timeframes | Same |
+| `signal-performance` | Full access | Full access |
+
+Set `CQS_API_KEY` environment variable for Pro access.
+
+## Example Agent Prompts
+
+**Quick signal check:**
+> "Get a trade signal for ETH on the 1h timeframe"
+
+**Funding arb scan:**
+> "Scan for funding rate arbitrage opportunities with at least 10 bps spread"
+
+**Market regime:**
+> "What's the current market regime for BTC on the 4h chart?"
+
+**Multi-step analysis:**
+> "Check the market regime for SOL, then get a trade signal. If it's a BUY, also scan for any funding arb opportunities on SOL."
+
+## Tools Reference
+
+### get_trade_signal
+
+Returns a composite signal by weighting five indicators:
+
+- **RSI(14)** — 25% weight: oversold/overbought detection
+- **EMA(9/21) crossover** — 30% weight: trend direction
+- **Funding rate** — 20% weight: sentiment from derivatives market
+- **OI momentum** — 15% weight: new money confirmation
+- **Volume** — 10% weight: conviction multiplier
+
+**Parameters:**
+- `coin` (string, required): Asset symbol (e.g. "ETH", "BTC", "SOL")
+- `timeframe` (string, default "1h"): "1h", "4h", or "1d"
+- `includeReasoning` (boolean, default true): Include human-readable explanation
+
+### scan_funding_arb
+
+Scans Hyperliquid's `predictedFundings` endpoint for cross-venue funding rate differences. Normalizes HL hourly rates vs Binance/Bybit 8h rates and annualizes the spread.
+
+**Parameters:**
+- `minSpreadBps` (number, default 5): Minimum spread in basis points
+- `limit` (number, default 10): Max results to return
+
+### get_market_regime
+
+Classifies market conditions using ADX(14), ATR(14)/price volatility ratio, and price structure (swing high/low analysis).
+
+**Parameters:**
+- `coin` (string, required): Asset symbol
+- `timeframe` (string, default "4h"): "1h", "4h", or "1d"
+
+## Performance Tracking
+
+Every signal from `get_trade_signal` is stored locally in a SQLite database at `~/.crypto-quant-signal/performance.db`. The server automatically backfills outcome prices at 1h, 4h, and 24h intervals.
+
+Access the track record via the `performance://signal-stats` MCP resource — it returns win rate, average return, Sharpe ratio, max drawdown, and profit factor broken down by signal type and asset.
+
+## Technical Details
+
+- **Data source:** Hyperliquid public API (free, no auth required)
+- **Transport:** stdio (local MCP)
+- **Storage:** SQLite via better-sqlite3 (local to your machine)
+- **Zero dependencies on external services** — works fully offline after candle data is fetched
+
+## License
+
+MIT

package/dist/index.d.ts

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+#!/usr/bin/env node
+export {};
+//# sourceMappingURL=index.d.ts.map

package/dist/index.d.ts.map

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+{"version":3,"file":"index.d.ts","sourceRoot":"","sources":["../src/index.ts"],"names":[],"mappings":""}

package/dist/index.js

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+#!/usr/bin/env node
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+const mcp_js_1 = require("@modelcontextprotocol/sdk/server/mcp.js");
+const stdio_js_1 = require("@modelcontextprotocol/sdk/server/stdio.js");
+const zod_1 = require("zod");
+const get_trade_signal_js_1 = require("./tools/get-trade-signal.js");
+const scan_funding_arb_js_1 = require("./tools/scan-funding-arb.js");
+const get_market_regime_js_1 = require("./tools/get-market-regime.js");
+const signal_performance_js_1 = require("./resources/signal-performance.js");
+const performance_db_js_1 = require("./lib/performance-db.js");
+const server = new mcp_js_1.McpServer({
+    name: 'crypto-quant-signal-mcp',
+    version: '1.0.0',
+});
+// ── Tool 1: get_trade_signal ──
+server.tool('get_trade_signal', "Returns a composite BUY/SELL/HOLD signal for a Hyperliquid perp. Combines RSI(14), EMA(9/21) crossover, funding rate, OI momentum, and volume into a weighted score with confidence percentage.", {
+    coin: zod_1.z.string().describe("Asset symbol, e.g. 'ETH', 'BTC', 'SOL'"),
+    timeframe: zod_1.z.enum(['1h', '4h', '1d']).default('1h').describe('Candle timeframe (free: 1h only)'),
+    includeReasoning: zod_1.z.boolean().default(true).describe('Include human-readable reasoning'),
+}, async ({ coin, timeframe, includeReasoning }) => {
+    try {
+        const result = await (0, get_trade_signal_js_1.getTradeSignal)({ coin, timeframe, includeReasoning });
+        return { content: [{ type: 'text', text: JSON.stringify(result, null, 2) }] };
+    }
+    catch (err) {
+        const message = err instanceof Error ? err.message : String(err);
+        return { content: [{ type: 'text', text: JSON.stringify({ error: message }) }], isError: true };
+    }
+});
+// ── Tool 2: scan_funding_arb ──
+server.tool('scan_funding_arb', 'Scans cross-venue funding rate differences between Hyperliquid, Binance, and Bybit. Returns top arbitrage opportunities ranked by annualized spread.', {
+    minSpreadBps: zod_1.z.number().default(5).describe('Minimum spread in basis points to include'),
+    limit: zod_1.z.number().default(10).describe('Max results (free: max 5)'),
+}, async ({ minSpreadBps, limit }) => {
+    try {
+        const result = await (0, scan_funding_arb_js_1.scanFundingArb)({ minSpreadBps, limit });
+        return { content: [{ type: 'text', text: JSON.stringify(result, null, 2) }] };
+    }
+    catch (err) {
+        const message = err instanceof Error ? err.message : String(err);
+        return { content: [{ type: 'text', text: JSON.stringify({ error: message }) }], isError: true };
+    }
+});
+// ── Tool 3: get_market_regime ──
+server.tool('get_market_regime', 'Classifies the current market regime (TRENDING_UP, TRENDING_DOWN, RANGING, VOLATILE) for a Hyperliquid perp using ADX(14), volatility ratio, and price structure analysis. Helps decide between trend-following vs mean-reversion strategies.', {
+    coin: zod_1.z.string().describe("Asset symbol, e.g. 'BTC', 'ETH', 'SOL'"),
+    timeframe: zod_1.z.enum(['1h', '4h', '1d']).default('4h').describe('Candle timeframe'),
+}, async ({ coin, timeframe }) => {
+    try {
+        const result = await (0, get_market_regime_js_1.getMarketRegime)({ coin, timeframe });
+        return { content: [{ type: 'text', text: JSON.stringify(result, null, 2) }] };
+    }
+    catch (err) {
+        const message = err instanceof Error ? err.message : String(err);
+        return { content: [{ type: 'text', text: JSON.stringify({ error: message }) }], isError: true };
+    }
+});
+// ── Resource: signal-performance ──
+server.resource('signal-stats', 'performance://signal-stats', { description: 'Historical signal performance metrics — win rate, Sharpe ratio, profit factor, and per-asset breakdowns. Updated on each access with latest outcome data.' }, async () => {
+    const stats = await (0, signal_performance_js_1.getSignalPerformance)();
+    return { contents: [{ uri: 'performance://signal-stats', mimeType: 'application/json', text: JSON.stringify(stats, null, 2) }] };
+});
+// ── Start server ──
+async function main() {
+    const transport = new stdio_js_1.StdioServerTransport();
+    await server.connect(transport);
+    // Graceful shutdown
+    const shutdown = () => {
+        (0, performance_db_js_1.closeDb)();
+        process.exit(0);
+    };
+    process.on('SIGINT', shutdown);
+    process.on('SIGTERM', shutdown);
+}
+main().catch((err) => {
+    console.error('Fatal:', err);
+    (0, performance_db_js_1.closeDb)();
+    process.exit(1);
+});
+//# sourceMappingURL=index.js.map

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package/dist/lib/hyperliquid.d.ts

@@ -0,0 +1,20 @@
+import type { HLMetaAndAssetCtxs, HLPredictedFunding, Candle } from '../types.js';
+/**
+ * Fetch candle data for a coin/interval starting from a given time.
+ * Returns parsed Candle[] suitable for indicator calculations.
+ */
+export declare function fetchCandles(coin: string, interval: string, startTime: number): Promise<Candle[]>;
+/**
+ * Fetch metadata + live asset context for all perps.
+ * Returns funding rates, OI, volume, prices.
+ */
+export declare function fetchMetaAndAssetCtxs(): Promise<HLMetaAndAssetCtxs>;
+/**
+ * Fetch predicted funding rates across venues (HL, Binance, Bybit) for all assets.
+ */
+export declare function fetchPredictedFundings(): Promise<HLPredictedFunding[]>;
+/**
+ * Fetch the current price for a specific coin using metaAndAssetCtxs.
+ */
+export declare function fetchCurrentPrice(coin: string): Promise<number | null>;
+//# sourceMappingURL=hyperliquid.d.ts.map

package/dist/lib/hyperliquid.d.ts.map

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package/dist/lib/hyperliquid.js

@@ -0,0 +1,82 @@
+"use strict";
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.fetchCandles = fetchCandles;
+exports.fetchMetaAndAssetCtxs = fetchMetaAndAssetCtxs;
+exports.fetchPredictedFundings = fetchPredictedFundings;
+exports.fetchCurrentPrice = fetchCurrentPrice;
+const BASE_URL = 'https://api.hyperliquid.xyz/info';
+const TIMEOUT_MS = 3000;
+const MAX_RETRIES = 1;
+async function hlPost(body, retries = MAX_RETRIES) {
+    for (let attempt = 0; attempt <= retries; attempt++) {
+        const controller = new AbortController();
+        const timer = setTimeout(() => controller.abort(), TIMEOUT_MS);
+        try {
+            const res = await fetch(BASE_URL, {
+                method: 'POST',
+                headers: { 'Content-Type': 'application/json' },
+                body: JSON.stringify(body),
+                signal: controller.signal,
+            });
+            clearTimeout(timer);
+            if (!res.ok) {
+                throw new Error(`HL API ${res.status}: ${res.statusText}`);
+            }
+            return (await res.json());
+        }
+        catch (err) {
+            clearTimeout(timer);
+            if (attempt === retries)
+                throw err;
+            // brief pause before retry
+            await new Promise(r => setTimeout(r, 500));
+        }
+    }
+    throw new Error('HL API: max retries exceeded');
+}
+/**
+ * Fetch candle data for a coin/interval starting from a given time.
+ * Returns parsed Candle[] suitable for indicator calculations.
+ */
+async function fetchCandles(coin, interval, startTime) {
+    const raw = await hlPost({
+        type: 'candleSnapshot',
+        req: { coin, interval, startTime },
+    });
+    return raw.map(c => ({
+        open: parseFloat(c.o),
+        high: parseFloat(c.h),
+        low: parseFloat(c.l),
+        close: parseFloat(c.c),
+        volume: parseFloat(c.v),
+        time: c.t,
+    }));
+}
+/**
+ * Fetch metadata + live asset context for all perps.
+ * Returns funding rates, OI, volume, prices.
+ */
+async function fetchMetaAndAssetCtxs() {
+    const raw = await hlPost({
+        type: 'metaAndAssetCtxs',
+    });
+    return { meta: raw[0], assetCtxs: raw[1] };
+}
+/**
+ * Fetch predicted funding rates across venues (HL, Binance, Bybit) for all assets.
+ */
+async function fetchPredictedFundings() {
+    return hlPost({ type: 'predictedFundings' });
+}
+/**
+ * Fetch the current price for a specific coin using metaAndAssetCtxs.
+ */
+async function fetchCurrentPrice(coin) {
+    const data = await fetchMetaAndAssetCtxs();
+    const idx = data.meta.universe.findIndex(a => a.name === coin);
+    if (idx === -1)
+        return null;
+    const ctx = data.assetCtxs[idx];
+    return parseFloat(ctx.oraclePx || ctx.markPx);
+}
+//# sourceMappingURL=hyperliquid.js.map

package/dist/lib/hyperliquid.js.map

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package/dist/lib/indicators.d.ts

@@ -0,0 +1,38 @@
+/**
+ * Pure indicator functions — no side effects, no API calls.
+ * All operate on arrays of numbers. Return null if insufficient data.
+ */
+/**
+ * Exponential Moving Average.
+ * Returns the full EMA series (same length as input, first values use SMA seed).
+ */
+export declare function ema(closes: number[], period: number): number[] | null;
+/**
+ * Get the last valid EMA value.
+ */
+export declare function emaLast(closes: number[], period: number): number | null;
+/**
+ * RSI (Wilder's smoothing method).
+ * Returns the final RSI value (0–100), or null if insufficient data.
+ */
+export declare function rsi(closes: number[], period?: number): number | null;
+/**
+ * Average True Range (ATR).
+ * Returns the final ATR value, or null if insufficient data.
+ */
+export declare function atr(highs: number[], lows: number[], closes: number[], period?: number): number | null;
+/**
+ * Average Directional Index (ADX).
+ * Returns { adx, plusDI, minusDI } or null if insufficient data.
+ */
+export declare function adx(highs: number[], lows: number[], closes: number[], period?: number): {
+    adx: number;
+    plusDI: number;
+    minusDI: number;
+} | null;
+/**
+ * Detect price structure from candle data.
+ * Looks at swing highs and lows over the last N candles.
+ */
+export declare function detectPriceStructure(highs: number[], lows: number[], lookback?: number): 'HIGHER_HIGHS' | 'LOWER_LOWS' | 'MIXED';
+//# sourceMappingURL=indicators.d.ts.map

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package/dist/lib/indicators.js

@@ -0,0 +1,201 @@
+"use strict";
+/**
+ * Pure indicator functions — no side effects, no API calls.
+ * All operate on arrays of numbers. Return null if insufficient data.
+ */
+Object.defineProperty(exports, "__esModule", { value: true });
+exports.ema = ema;
+exports.emaLast = emaLast;
+exports.rsi = rsi;
+exports.atr = atr;
+exports.adx = adx;
+exports.detectPriceStructure = detectPriceStructure;
+/**
+ * Exponential Moving Average.
+ * Returns the full EMA series (same length as input, first values use SMA seed).
+ */
+function ema(closes, period) {
+    if (closes.length < period)
+        return null;
+    const k = 2 / (period + 1);
+    const result = [];
+    // SMA seed for the first `period` values
+    let sum = 0;
+    for (let i = 0; i < period; i++) {
+        sum += closes[i];
+        result.push(NaN); // pad until seed is ready
+    }
+    result[period - 1] = sum / period;
+    for (let i = period; i < closes.length; i++) {
+        const prev = result[i - 1];
+        result.push(closes[i] * k + prev * (1 - k));
+    }
+    return result;
+}
+/**
+ * Get the last valid EMA value.
+ */
+function emaLast(closes, period) {
+    const series = ema(closes, period);
+    if (!series)
+        return null;
+    return series[series.length - 1];
+}
+/**
+ * RSI (Wilder's smoothing method).
+ * Returns the final RSI value (0–100), or null if insufficient data.
+ */
+function rsi(closes, period = 14) {
+    if (closes.length < period + 1)
+        return null;
+    let avgGain = 0;
+    let avgLoss = 0;
+    // Initial average gain/loss over first `period` changes
+    for (let i = 1; i <= period; i++) {
+        const change = closes[i] - closes[i - 1];
+        if (change > 0)
+            avgGain += change;
+        else
+            avgLoss += Math.abs(change);
+    }
+    avgGain /= period;
+    avgLoss /= period;
+    // Wilder's smoothing for remaining data
+    for (let i = period + 1; i < closes.length; i++) {
+        const change = closes[i] - closes[i - 1];
+        const gain = change > 0 ? change : 0;
+        const loss = change < 0 ? Math.abs(change) : 0;
+        avgGain = (avgGain * (period - 1) + gain) / period;
+        avgLoss = (avgLoss * (period - 1) + loss) / period;
+    }
+    if (avgLoss === 0)
+        return 100;
+    const rs = avgGain / avgLoss;
+    return 100 - 100 / (1 + rs);
+}
+/**
+ * Average True Range (ATR).
+ * Returns the final ATR value, or null if insufficient data.
+ */
+function atr(highs, lows, closes, period = 14) {
+    const len = highs.length;
+    if (len < period + 1)
+        return null;
+    // Compute true ranges
+    const trs = [];
+    for (let i = 1; i < len; i++) {
+        const tr = Math.max(highs[i] - lows[i], Math.abs(highs[i] - closes[i - 1]), Math.abs(lows[i] - closes[i - 1]));
+        trs.push(tr);
+    }
+    // Simple average of first `period` TRs
+    let atrVal = 0;
+    for (let i = 0; i < period; i++) {
+        atrVal += trs[i];
+    }
+    atrVal /= period;
+    // Wilder's smoothing for the rest
+    for (let i = period; i < trs.length; i++) {
+        atrVal = (atrVal * (period - 1) + trs[i]) / period;
+    }
+    return atrVal;
+}
+/**
+ * Average Directional Index (ADX).
+ * Returns { adx, plusDI, minusDI } or null if insufficient data.
+ */
+function adx(highs, lows, closes, period = 14) {
+    const len = highs.length;
+    // Need period + 1 for TR, then period for smoothing +DM/-DM, then period for DX smoothing
+    if (len < 2 * period + 1)
+        return null;
+    // Step 1: compute +DM, -DM, TR arrays (from index 1)
+    const plusDMs = [];
+    const minusDMs = [];
+    const trs = [];
+    for (let i = 1; i < len; i++) {
+        const upMove = highs[i] - highs[i - 1];
+        const downMove = lows[i - 1] - lows[i];
+        plusDMs.push(upMove > downMove && upMove > 0 ? upMove : 0);
+        minusDMs.push(downMove > upMove && downMove > 0 ? downMove : 0);
+        const tr = Math.max(highs[i] - lows[i], Math.abs(highs[i] - closes[i - 1]), Math.abs(lows[i] - closes[i - 1]));
+        trs.push(tr);
+    }
+    // Step 2: Wilder's smoothing for +DM, -DM, TR (initial sum then smooth)
+    let smoothPlusDM = 0;
+    let smoothMinusDM = 0;
+    let smoothTR = 0;
+    for (let i = 0; i < period; i++) {
+        smoothPlusDM += plusDMs[i];
+        smoothMinusDM += minusDMs[i];
+        smoothTR += trs[i];
+    }
+    const dxValues = [];
+    // First DI values
+    let plusDI = smoothTR !== 0 ? (smoothPlusDM / smoothTR) * 100 : 0;
+    let minusDI = smoothTR !== 0 ? (smoothMinusDM / smoothTR) * 100 : 0;
+    let diSum = plusDI + minusDI;
+    dxValues.push(diSum !== 0 ? (Math.abs(plusDI - minusDI) / diSum) * 100 : 0);
+    for (let i = period; i < trs.length; i++) {
+        smoothPlusDM = smoothPlusDM - smoothPlusDM / period + plusDMs[i];
+        smoothMinusDM = smoothMinusDM - smoothMinusDM / period + minusDMs[i];
+        smoothTR = smoothTR - smoothTR / period + trs[i];
+        plusDI = smoothTR !== 0 ? (smoothPlusDM / smoothTR) * 100 : 0;
+        minusDI = smoothTR !== 0 ? (smoothMinusDM / smoothTR) * 100 : 0;
+        diSum = plusDI + minusDI;
+        dxValues.push(diSum !== 0 ? (Math.abs(plusDI - minusDI) / diSum) * 100 : 0);
+    }
+    // Step 3: Smooth DX to get ADX (Wilder's smoothing)
+    if (dxValues.length < period)
+        return null;
+    let adxVal = 0;
+    for (let i = 0; i < period; i++) {
+        adxVal += dxValues[i];
+    }
+    adxVal /= period;
+    for (let i = period; i < dxValues.length; i++) {
+        adxVal = (adxVal * (period - 1) + dxValues[i]) / period;
+    }
+    return { adx: adxVal, plusDI, minusDI };
+}
+/**
+ * Detect price structure from candle data.
+ * Looks at swing highs and lows over the last N candles.
+ */
+function detectPriceStructure(highs, lows, lookback = 5) {
+    if (highs.length < lookback * 2)
+        return 'MIXED';
+    // Find swing highs and lows using a simple 3-bar pivot
+    const swingHighs = [];
+    const swingLows = [];
+    for (let i = 1; i < highs.length - 1; i++) {
+        if (highs[i] > highs[i - 1] && highs[i] > highs[i + 1]) {
+            swingHighs.push(highs[i]);
+        }
+        if (lows[i] < lows[i - 1] && lows[i] < lows[i + 1]) {
+            swingLows.push(lows[i]);
+        }
+    }
+    if (swingHighs.length < 2 || swingLows.length < 2)
+        return 'MIXED';
+    // Compare last few swings
+    const recentHighs = swingHighs.slice(-lookback);
+    const recentLows = swingLows.slice(-lookback);
+    let higherHighCount = 0;
+    let lowerLowCount = 0;
+    for (let i = 1; i < recentHighs.length; i++) {
+        if (recentHighs[i] > recentHighs[i - 1])
+            higherHighCount++;
+    }
+    for (let i = 1; i < recentLows.length; i++) {
+        if (recentLows[i] < recentLows[i - 1])
+            lowerLowCount++;
+    }
+    const hhRatio = recentHighs.length > 1 ? higherHighCount / (recentHighs.length - 1) : 0;
+    const llRatio = recentLows.length > 1 ? lowerLowCount / (recentLows.length - 1) : 0;
+    if (hhRatio > 0.5)
+        return 'HIGHER_HIGHS';
+    if (llRatio > 0.5)
+        return 'LOWER_LOWS';
+    return 'MIXED';
+}
+//# sourceMappingURL=indicators.js.map

package/dist/lib/indicators.js.map

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package/dist/lib/license.d.ts

@@ -0,0 +1,9 @@
+import type { LicenseInfo } from '../types.js';
+export declare function getLicense(): LicenseInfo;
+export declare function resetLicenseCache(): void;
+export declare function isFreeTier(): boolean;
+export declare function canAccessCoin(coin: string): boolean;
+export declare function canAccessTimeframe(timeframe: string): boolean;
+export declare function getFundingArbLimit(requestedLimit: number): number;
+export declare function freeGateMessage(coin: string, timeframe: string): string;
+//# sourceMappingURL=license.d.ts.map

package/dist/lib/license.d.ts.map

@@ -0,0 +1 @@
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