Amberdata MCP. Query Crypto Markets, On-Chain Data, and DeFi Metrics.

Listen up. If you're tracking crypto markets, you need this server connected to your agent. This isn't some basic price checker; it gives you institutional-grade data—the whole picture of on-chain movement, derivatives pricing, and what's happening deep in DeFi protocols.

Tracking the Money Flow (On-Chain Analysis)
When you wanna know where assets are going, this server handles all your address tracking. You can grab a user’s current native coin balance using get_address_balances_latest, or check their latest holdings of ERC-20 tokens with get_address_token_balances_latest. For transaction history, it pulls records via get_address_token_transfers for any given address.

If you need to see the underlying network health, you can get the most recent block height and total transaction volume using get_blockchain_metrics_latest, or pull historical data points about processing metrics with get_blocks_metrics_historical. For deeper forensic analysis, it provides history on transaction-level metrics through get_transactions_metrics_historical.

Analyzing Spot Market Depth and Execution
This is where you measure immediate liquidity. To gauge how deep the market is, you can grab full, minute-by-minute order book snapshots for a spot asset using get_spot_order_book_snapshots, or get incremental updates—the deltas—to that L2 order book depth with get_spot_order_book_events. You'll also find metrics like the absolute and percentage spread between bid and ask prices via get_spot_bid_ask_spread.

For basic trading data, you can pull aggregated OHLCV (Open, High, Low, Close, Volume) using get_spot_ohlcv, or check the historical or latest best bid/ask (BBO) rates with get_spot_tickers. To understand trade behavior, it calculates the Volume Weighted Average Price and Time Weighted Average Price metrics via get_spot_vwap_twap, and even determines net buy vs. sell aggression using get_spot_trade_pressure based on executed trades.

Dominating Derivatives Pricing (Futures & Options)
When you move past basic spot trading, this server handles the complex derivatives stuff. For futures contracts, you can get OHLCV data with get_futures_ohlcv, pull snapshots of the order book depth using get_futures_order_book_snapshots, and fetch historical or latest ticker data for perpetual futures via get_futures_tickers.

It also streams execution records through get_futures_trades and gives you OHLCV data specifically for options contracts with get_options_ohlcv. For option chains, it pulls specialized tickers that include Greeks and Implied Volatility metrics using get_options_tickers, and retrieves the actual trade flow with get_options_trades.

Deep Dive into DeFi Protocols and Liquidity
If you're working in decentralized finance, this is your source. You can review supported DEX liquidity pools and protocols listed through get_defi_dex_information. For lending markets, it gives aggregated metrics on the overall state of those assets using get_defi_lending_assets_metrics_summary, plus a list of supported lending protocols like Aave or Compound via get_defi_lending_protocols_information.

To track specific trading activity in DeFi, you can get the latest Open, High, Low, Close, Volume data for any DEX pair using get_defi_market_ohlcv_latest, and retrieve historical tick-by-tick trade records from a decentralized exchange with get_defi_market_trades_historical.

Wrapping Up Trade Metrics
Beyond the main instruments, you can run deeper analysis on execution volume. The server calculates aggregated trade counts grouped by size categories in spot markets using get_spot_trade_frequency. You'll also get all individual, tick-by-tick executed transactions for any given spot instrument through get_spot_trades. It’s a complete toolkit for seeing exactly what happened on the blockchain and in the markets.