About Deptho
Deptho is a local MCP server for coding assistants that checks crypto backtests by replaying market orders against subsequent trades. It produces fill and slippage data plus HTML tearsheets, while processing files on the machine.
Key features
- 01Replay orders against trade data
- 02Calculate slippage summaries
- 03Generate HTML tearsheets
- 04Optional Deptho Pro dataset tools
- 05Process local files
Use cases
- 01Evaluate execution slippage in a backtest
- 02Review return components in a tearsheet
- 03Replay orders using local trade archives
MCP support
Exposes Deptho backtest-checking tools to MCP clients over stdio. Its tools read and write local files; the optional pro_sync tool downloads Binance public archive data when requested.
Configuration
Local server config is the same for every client. Copy it into your client’s MCP config file.
Tools
5Saved tool list · updated 1w ago
| Parameter | Type | Required | Description |
|---|---|---|---|
| fills_csv | any | No | |
| orders_csv | string | Yes | |
| trades_file | string | Yes |
Details
From the project READMEdeptho-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.
Comments
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