# EdgeDepth Research

Research-only MCP server querying historical Binance USDT-M perpetual microstructure. Test market setups, inspect forward returns, and audit replays without lookahead bias.

- MCP server · `type=mcp` · Claude Code, Codex, Cursor, GitHub Copilot, Windsurf (Devin Desktop), Cline, Zed, Gemini CLI · ★ 3
- Author: edgedepthhq
- License: MIT · policy=link-only · description only; the file stays with the author
- Source: https://github.com/edgedepthhq/edgedepth-research-mcp
- Updated: 2026-10-13
- HTML: https://affpapa.org/en/nevibecode/mcp/edgedepth-research

## What it does

The server provides access to historical Binance USDT-M perpetual contract records. It focuses strictly on analysis, containing no tools to execute orders or modify alerts. Assistants can query metrics such as order flow, order-book depth, liquidation clusters, funding rates, and open interest. Counts preserve exact denominators, meaning missing records stay absent rather than turning into zeroes.

Forward returns, maximum favorable excursion, and adverse excursion calculate over the entire matched group. Because outcome columns cannot serve as query filters, selection bias stays out of the study. Each result package provides a reproducibility key alongside a link to inspect the recorded replay.

Running via local stdio requires Node.js 20 or newer plus an `EDGEDEPTH_API_KEY`. The hosted HTTP endpoint handles credentials through browser verification.

## Requirements
- Needs: Node.js (commands run via npx)
- Remote server: `https://mcp.edgedepth.com/mcp`
- Environment variables: `EDGEDEPTH_API_KEY` — keys and tokens: ask the human for the values, never commit them or put them in shared files.

## Install

### Claude Code (native platform)

1. **Platform CLI: remote server**
```bash
claude mcp add --transport http research https://mcp.edgedepth.com/mcp
```

2. **Platform CLI**
```bash
claude mcp add --env EDGEDEPTH_API_KEY=<EDGEDEPTH_API_KEY> --transport stdio edgedepth-research -- npx -y @edgedepth/research-mcp
```
Replace <…> with your own values

### Codex

1. **Platform CLI: remote server**
```bash
codex mcp add edgedepth-research --url https://mcp.edgedepth.com/mcp
```

2. **Platform CLI**
```bash
codex mcp add edgedepth-research --env EDGEDEPTH_API_KEY=<EDGEDEPTH_API_KEY> -- npx -y @edgedepth/research-mcp
```
Replace <…> with your own values

### Cursor

**Config file**
File `.cursor/mcp.json`:
```json
{
    "mcpServers": {
        "edgedepth-research": {
            "url": "https://mcp.edgedepth.com/mcp"
        }
    }
}
```
File `.cursor/mcp.json`:
```json
{
    "mcpServers": {
        "edgedepth-research": {
            "command": "npx",
            "args": [
                "-y",
                "@edgedepth/research-mcp"
            ],
            "env": {
                "EDGEDEPTH_API_KEY": "<EDGEDEPTH_API_KEY>"
            }
        }
    }
}
```
Replace <…> with your own values

### GitHub Copilot

**Config file**
File `.vscode/mcp.json`:
```json
{
    "servers": {
        "edgedepth-research": {
            "type": "http",
            "url": "https://mcp.edgedepth.com/mcp"
        }
    }
}
```
File `.vscode/mcp.json`:
```json
{
    "servers": {
        "edgedepth-research": {
            "type": "stdio",
            "command": "npx",
            "args": [
                "-y",
                "@edgedepth/research-mcp"
            ],
            "env": {
                "EDGEDEPTH_API_KEY": "<EDGEDEPTH_API_KEY>"
            }
        }
    }
}
```
Replace <…> with your own values

### Gemini CLI

1. **Platform CLI: remote server**
```bash
gemini mcp add -t http edgedepth-research https://mcp.edgedepth.com/mcp
```

2. **Platform CLI**
```bash
gemini mcp add -e EDGEDEPTH_API_KEY=<EDGEDEPTH_API_KEY> edgedepth-research npx -y @edgedepth/research-mcp
```
Replace <…> with your own values

## When to use it
- verify market behavior around liquidation cascades in crypto perpetuals
- calculate MFE and MAE distributions without lookahead filtering
- compare matched pattern frequencies against an unconditional baseline
- obtain reproducibility keys and replay links for audited setups

## Example prompts
- Check how funding rate shifts correlate with open interest drops using EdgeDepth
- Run the `liquidation_cascade_bounce` prompt on BTC perpetual contracts
- Inspect the query grammar by reading `edgedepth://research/grammar`

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