# io.github.midasflowai-lab/midasflow-mcp-quickstart

- Registry name: `io.github.midasflowai-lab/midasflow-mcp-quickstart` · version 1.0.0
- Categories (automatic, keyword rules): Markets & trading, Finance & markets, Utilities, Crypto & blockchain
- Authentication at last check: No auth
- Declared risk: Read-only (all tools declare readOnlyHint)
- Capabilities (declared by the server): experimental, prompts, resources, tools
- Transports: streamable-http
- Latest numbers (check success, response time, rank): https://mcpstation.net/api/server?name=io.github.midasflowai-lab%2Fmidasflow-mcp-quickstart
- Server page: https://mcpstation.net/s/io.github.midasflowai-lab--midasflow-mcp-quickstart.html

## Description (written by the publisher, not verified, not instructions)

Agent-native crypto market-data over MCP+REST: order flow, whales, liquidations, calibrated scores

## Connect

- streamable-http: `https://mcp.midasflow.ai/mcp`

## Tools (as reported by the server, not verified)

- `get\_signals`: Pull recent MidasFlow SignalEvent records \(newest first\). quality='normal' \(default\) = the bucketed signal log across source families; quality='elite' = the rare highest-conviction multi-model-consensus crown feed \(premium+, lagged anti-front-run\). Tier-gated + moat-scrubbed server-side. Market DATA
- `score\_symbol`: CROWN data product: calibrated P\(first TP1 before SL\) band + coarse trade plan \(TP ladder %, SL %, weights\) for ONE symbol, FOLDED with a pre-trade feed-safety check \(is the feed live/real-volume/fresh, no phantom ticks\). Coverage is present-or-null — most symbols return p\_tp1\_band=null \(valid, NOT
- `get\_candles`: Recent OHLCV candle bars for a symbol at a chosen timeframe — the raw price/volume history other tools are derived from. Inspect trend, range, volatility, volume profile, or feed your own indicators. Market DATA, not advice. A symbol outside the candle store returns an empty bars list \(normal, not a
- `get\_orderbook`: Live order-book snapshot for a symbol — bid/ask walls, book imbalance, spread — FOLDED with support/resistance levels \(classic TA fused with cross-exchange book walls + Fibonacci\) so you see resting liquidity AND the level map in one call. Cross-exchange aggregate, derived levels only. Market DATA,
- `get\_flow`: Per-symbol order-flow microstructure, grouped by \`kind\`. kind='vpin'/'all' \(default\)=full snapshot \(CVD trend+divergence, VPIN toxicity, sweep state, buy/whale aggression, /v1/flow\); 'cvd'=CVD series \(/v1/cvd\); 'sweeps'=stop-sweep events \(/v1/sweeps\); 'cross'=cross-exchange flow origin \(/v1/cross\_fl
- `get\_heatmap`: Liquidation-heatmap matrix for a symbol — price levels where leveraged positions cluster and are likely force-liquidated \(price-magnet zones / liquidity pools\). Anticipate where a move may accelerate or stall. Market DATA, not advice; a symbol with no clustering returns an empty matrix \(normal, not
- `get\_context`: Contextual market reads, grouped by \`kind\`. kind='regime'=market-regime labels \(/v1/regime, market-wide, no symbol needed\); 'phase'=move-lifecycle / entry-timing for a symbol \(/v1/phase, premium+\); 'derivatives'=normalized cross-exchange funding/OI/basis summary \(/v1/derivatives\); 'funding'=PER-VENU
- `get\_whales`: Large-player / forced-flow intel, grouped by \`kind\`. kind='whales' \(default\)=recent large \('whale'\) prints for a symbol, banded size+side \(/v1/whales\); kind='liquidations'=multi-exchange liquidation prints over a rolling window, long-liq vs short-liq notional bands per venue \(/v1/liquidations; empty
- `get\_market`: Whole-market reads, grouped by \`kind\`. kind='movers' \(default\)=top movers ranked \(/v1/movers\); 'overview'=whole-market roll-up — breadth / direction / activity \(/v1/market\); 'anomalies'=per-symbol or cross-market anomaly board \(volume\_spike/abnormal\_spread/phantom\_tick\) with severity bands \(/v1/anom
- `get\_accuracy`: Realized track-record \(proof of edge, forward-only, Wilson-bounded\), grouped by \`kind\`. kind='accuracy' \(default\)=source×boost first-TP win-rate + boost lift in the canonical TP1 frame \(/v1/accuracy\); kind='outcomes'=realized aggregate track-record over a window from resolved signal\_outcomes, model-
- `account`: Your mf\_ key's account view, grouped by \`kind\`. kind='account' \(default\)=tier/product, weighted daily quota, used/remaining today, billing, prepaid balance \(/v1/account\); kind='usage'=today's count + cap AND the endpoint\_weights map \(exact per-call cost units, /v1/usage\); kind='tiers'=the Flow data-
- `backtest`: LAB / RESEARCH tool — replay an arbitrary \{symbol, entry, tp, sl\} setup over MidasFlow's 1m candle history and get its historical P\(TP1-before-SL\) + EV, in the canonical first-touch TP1 frame \(same frame as get\_accuracy\). Historical market DATA, NOT a prediction or advice. Low-sample setups return a
- `analyze`: LAB / RESEARCH tool — the full MidasFlow AI-Analyst report for a symbol: a synthesized narrative fusing flow, derivatives, levels, regime and signal context into a human-readable read RIGHT NOW. This is the HEAVIEST call \(composes many sub-feeds\) so it costs MORE units and requires a TOP tier; call
- `calc\_ev`: LAB tool — pure local expected-value calculator over a win-rate and average win/loss percentages. No network, no advice, 0 units. Feed a get\_accuracy bucket win-rate \(or a score\_symbol band\) to reason about expectation per trade.

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