SDK MCP Server

Every book (sub-account) of this account with lifetime numbers and the keys bound to it. A book is a separate journal, balance and report; a key minted with a book name trades that book. Requires an API key.

Your paper account: balance, equity, free margin, unrealized P&L. Requires an API key.

Cancel a resting limit order. Requires an API key.

Close a simulated position, fully or partially. Requires an API key.

The equity curve of this key’s book: starting balance + realized P&L per bucket from the ledger, the live unrealized point at the end, and max drawdown. Requires an API key.

Which exchange fee schedule your paper fills are charged at: lists the venues we model (Bybit, Binance, OKX, Bitget, MEXC, Gate, KuCoin, Kraken, Hyperliquid) with their taker rate and the referral discount a MarginPad sign-up gets, and your current default. Pass set to change the default (a venue key, or "marginpad" for the default rate). Requires an API key.

Place a resting order that fills only when the market reaches your price, and fills AT that price. type "limit" = a pullback entry (long below the market, short above); type "stop" = a breakout entry (long above the market, short below). To open right now use paper_open instead. Simulated money only. Requires an API key.

Change a resting limit or stop order in place: its price, stop-loss, take-profit, margin, leverage or trailing stop. Requires an API key.

Open a simulated position at the live price. Simulated money only - no real funds are ever at risk. Requires an API key.

Your resting limit orders, plus the last 20 that filled, expired or were cancelled. Requires an API key.

Your paper positions with live mark price and P&L net of fees; status "open" for just the open ones. Requires an API key.

How honestly your paper fills are simulated. By default a market order fills at the live price with no slippage and maintenance margin is a flat 0.5%, which is easier than a real exchange and increasingly so as a position grows. Pass slippage and/or margin_tiers to turn either on, and margin_venue to build on a named venue’s published maintenance-margin rate (Binance 0.40%, Bybit 0.50%, MEXC 0.10%, Kraken 0.60%, Hyperliquid 1.25%, Coinbase 1.33%). Reading returns your setting, every venue rate and the whole size-tier ladder, so a liquidation price never has to be reverse-engineered. Positions keep the margin they were filled with. Requires an API key.

Backtest with the real routes: replay one past UTC day on MarginPad’s 1-minute candles. With symbol+day it STARTS a replay (speed = market seconds per real second, 1-600, default 60): from then on paper_open / paper_positions / paper_close act on a separate replay journal priced at the candle under the cursor, with stops, targets and liquidations checked on every candle. With no arguments it reads the status (cursor, price, progress, candles up to the cursor). With act "stop" it closes everything at the cursor and returns the summary. Requires an API key.

The 30-day trading report for this account, measured from its own closed trades: totals and a skill score (free), win rate and return by coin, leverage band, side, hour and day plus written findings (API Pro and above). Requires an API key.

Restart this key’s book at $10,000: closed trades are archived (never deleted), resting orders cancelled, the report and equity curve start from now. Refused while positions are open - close them first. Requires an API key.

The whole paper-trading simulation, configurable. By default this engine is deliberately easy: a market order fills whole at the live price, maintenance margin is a flat 0.5%, the balance is a scorecard that never refuses an open, and there is no latency, no size impact and no partial fill. That is right for learning and optimistic for proving out a bot. This sets any of it: the book size your results are measured against and whether it is a real budget (margin_enforced), what crossing the book costs on entry and exit (slippage, slippage_bps, impact_bps_per_100k), how long your order is in flight (latency_ms), whether orders fill part-way (partial_fills, min_fill_pct), how often the venue refuses (reject_rate_pct), your own fee (taker_bps), funding (funding, funding_mult) and where liquidation sits (margin_venue, margin_tiers, mmr_pct). Easiest route: pass a preset - frictionless, realistic, binance, bybit, okx, hyperliquid, thin_book or brutal. Reading returns every field with its range, its default and what it changes, the presets, and what a fill would look like right now. Out-of-range values are refused, never clamped. Positions keep the simulation they were filled under. Requires an API key.

Move the stop-loss, take-profit or trailing stop on an open simulated position. Requires an API key.

Closed-trade ledger with paging - the full record for measuring a strategy. Requires an API key.

Liquidation price for a position: entry, leverage, side.

Risk-based position size from account balance, risk percent, entry and stop.

Upcoming macro events that move crypto (FOMC, CPI, NFP). Always check this before answering questions about dates - never answer those from memory.

Crypto Fear and Greed index, current value and classification.

Current funding rates across exchanges - who pays whom to hold a perp position.

OHLC candles for a symbol. Use this to compute indicators or check a setup before trading.

Recent real liquidation events aggregated from nine exchanges.

Every tradable symbol with its asset class, maximum leverage and taker fee. Call this before sizing a trade.

Open interest per symbol - how much leveraged money is committed.

Live price and 24h change for a crypto perp, stock, index, forex pair or metal. No API key needed.

Scored trade setups across top USDT perps: 0-100 technical score, RSI, MACD, funding and open interest.