MarketTrace/ Microstructure Analytics

ModulesM1Positioning M2Footprint M3Liquidations M4Funding M5Volume Profile M6Book Depth

All feeds online

Documentation

How MarketTrace works and how to build on it: the read-only MCP agent feed, the methodology behind every metric, and a plain-language glossary.

Agent feed (MCP)

Connect the feedAdd the read-only MCP agent feed to Claude or any MCP client: server URL, OAuth sign-in, the six tools, and example prompts.
Agent-feed methodologyHow the feed is computed: the coverage-honesty model, conditional-outcomes statistics, and the 15-minute state archive.

Methodology

Browse all methodologyThe sources, formulas and limits behind every metric: funding, order flow, liquidations, footprint, heat index and the agent feed. One page per topic.

Glossary

Browse the glossaryPlain-language definitions for the microstructure terms used across the site: CVD, OBI, funding, basis, open interest, conditional outcomes, MCP and more.

API

Programmatic accessPlanned
The MCP agent feed is the programmatic interface today. A conventional REST API may follow. Get in touch at [email protected].