MCP 服务器

aster-info-mcp

An MCP server that provides structured access to Aster DEX market data—covering candlesticks, order books, trades, and funding rates.

Tools

get_kline

Fetch Kline/Candlestick data from Aster Finance API and return as Markdown table text. Parameters: symbol (str): Trading pair symbol (e.g., 'BTCUSDT', 'ETHUSDT'). Case-insensitive. interval (str): Kline interval (e.g., '1m' for 1 minute, '1h' for 1 hour, '1d' for 1 day). startTime (Optional[int]): Start time in milliseconds since Unix epoch. If None, defaults to API behavior. endTime (Optional[int]): End time in milliseconds since Unix epoch. If None, defaults to API behavior. limit (Optional[int]): Number of Klines to return (1 to 1500). If None, defaults to 500. Returns: str: Markdown table containing open_time, open, high, low, and close. Raises: Exception: If the API request fails or data processing encounters an error.

get_index_price_kline

Fetch Index Price Kline/Candlestick data from Aster Finance API and return as Markdown table text. Parameters: pair (str): Index pair (e.g., 'BTCUSD', 'ETHUSD'). Case-insensitive. interval (str): Kline interval (e.g., '1m' for 1 minute, '1h' for 1 hour, '1d' for 1 day). startTime (Optional[int]): Start time in milliseconds since Unix epoch. If None, defaults to API behavior. endTime (Optional[int]): End time in milliseconds since Unix epoch. If None, defaults to API behavior. limit (Optional[int]): Number of Klines to return (1 to 1500). If None, defaults to 500. Returns: str: Markdown table containing open_time, open, high, low, and close. Raises: Exception: If the API request fails or data processing encounters an error.

get_mark_price_kline

Fetch Mark Price Kline/Candlestick data from Aster Finance API and return as Markdown table text. Parameters: symbol (str): Trading pair symbol (e.g., 'BTCUSDT', 'ETHUSDT'). Case-insensitive. interval (str): Kline interval (e.g., '1m' for 1 minute, '1h' for 1 hour, '1d' for 1 day). startTime (Optional[int]): Start time in milliseconds since Unix epoch. If None, defaults to API behavior. endTime (Optional[int]): End time in milliseconds since Unix epoch. If None, defaults to API behavior. limit (Optional[int]): Number of Klines to return (1 to 1500). If None, defaults to 500. Returns: str: Markdown table containing open_time, open, high, low, and close. Raises: Exception: If the API request fails or data processing encounters an error.

get_premium_index

Fetch Premium Index data from Aster Finance API and return as Markdown table text. Parameters: symbol (Optional[str]): Trading pair symbol (e.g., 'BTCUSDT', 'ETHUSDT'). Case-insensitive. If None, returns data for all symbols. Returns: str: Markdown table containing symbol, markPrice, indexPrice, lastFundingRate, and nextFundingTime. Raises: Exception: If the API request fails or data processing encounters an error.

get_funding_rate_history

Fetch Funding Rate History data from Aster Finance API and return as Markdown table text. Parameters: symbol (str): Trading pair symbol (e.g., 'BTCUSDT', 'ETHUSDT'). Case-insensitive. startTime (Optional[int]): Start time in milliseconds since Unix epoch. If None, defaults to API behavior. endTime (Optional[int]): End time in milliseconds since Unix epoch. If None, defaults to API behavior. limit (Optional[int]): Number of funding rate records to return (1 to 1000). If None, defaults to 100. Returns: str: Markdown table containing symbol, fundingTime, and fundingRate. Raises: Exception: If the API request fails or data processing encounters an error.

get_price_change_statistics_24h

Fetch 24-hour ticker price change statistics from Aster Finance API and return as Markdown table text. Parameters: symbol (Optional[str]): Trading pair symbol (e.g., 'BTCUSDT', 'ETHUSDT'). Case-insensitive. If None, returns data for all symbols. Returns: str: Markdown table containing symbol, priceChange, priceChangePercent, lastPrice, and volume. Raises: Exception: If the API request fails or data processing encounters an error.

get_order_book_ticker

Fetch order book ticker data from Aster Finance API and return as Markdown table text. Parameters: symbol (Optional[str]): Trading pair symbol (e.g., 'BTCUSDT', 'ETHUSDT'). Case-insensitive. If None, returns data for all symbols. Returns: str: Markdown table containing symbol, bidPrice, bidQty, askPrice, and askQty. Raises: Exception: If the API request fails or data processing encounters an error.

get_order_book

Fetch order book data from Aster Finance API and return as Markdown table text. Parameters: symbol (str): Trading pair symbol (e.g., 'BTCUSDT', 'ETHUSDT'). Case-insensitive. limit (Optional[int]): Number of order book entries to return (5, 10, 20, 50, 100, 500, 1000, 5000). If None, defaults to 100. Returns: str: Markdown table containing side (bid or ask), price, and quantity. Raises: Exception: If the API request fails or data processing encounters an error.

get_latest_price

Fetch latest price data from Aster Finance API and return as Markdown table text. Parameters: symbol (Optional[str]): Trading pair symbol (e.g., 'BTCUSDT', 'ETHUSDT'). Case-insensitive. If None, returns data for all symbols. Returns: str: Markdown table containing symbol and price. Raises: Exception: If the API request fails or data processing encounters an error.

get_recent_trades

Fetch recent trades data from Aster Finance API and return as Markdown table text. Parameters: symbol (str): Trading pair symbol (e.g., 'BTCUSDT', 'ETHUSDT'). Case-insensitive. limit (Optional[int]): Number of trades to return (1 to 1000). If None, defaults to 500. Returns: str: Markdown table containing tradeId, price, qty, quoteQty, time, and isBuyerMaker. Raises: Exception: If the API request fails or data processing encounters an error.

get_aggregated_trades

Fetch aggregated trades data from Aster Finance API and return as Markdown table text. Parameters: symbol (str): Trading pair symbol (e.g., 'BTCUSDT', 'ETHUSDT'). Case-insensitive. fromId (Optional[int]): Aggregated trade ID to start from. If None, uses time-based query or most recent trades. startTime (Optional[int]): Start time in milliseconds since Unix epoch. If None, defaults to API behavior. endTime (Optional[int]): End time in milliseconds since Unix epoch. If None, defaults to API behavior. limit (Optional[int]): Number of aggregated trades to return (1 to 1000). If None, defaults to 500. Returns: str: Markdown table containing aggTradeId, price, qty, firstTradeId, lastTradeId, time, and isBuyerMaker. Raises: Exception: If the API request fails or data processing encounters an error.

README

Aster Info MCP

An MCP server that provides structured access to Aster DEX market data—covering candlesticks, order books, trades, and funding rates.

GitHub License

Features

13 Tools: Access a variety of Aster Finance Futures API endpoints, including:
- Candlestick data (get_kline, get_index_price_kline, get_mark_price_kline)
- Price and ticker data (get_latest_price, get_price_change_statistics_24h, get_order_book_ticker)
- Order book and trade data (get_order_book, get_recent_trades, get_historical_trades, get_aggregated_trades)
- Funding and index data (get_premium_index, get_funding_rate_history)
Markdown Output: All tools return data as formatted Markdown tables for easy readability and integration.
Robust Error Handling: Handles HTTP errors (e.g., 400, 429) and data processing issues with clear exceptions.

Installation

Prerequisites

Python 3.10 or higher
uv (recommended package manager)

Steps

Clone the Repository:

git clone https://github.com/kukapay/aster-info-mcp.git
cd aster-info-mcp

Install Dependencies:
```
uv sync
```

Installing to Claude Desktop:

Install the server as a Claude Desktop application:

uv run mcp install main.py --name "Aster Info"

Configuration file as a reference:

{
   "mcpServers": {
       "Aster Info": {
           "command": "uv",
           "args": [ "--directory", "/path/to/aster-info-mcp", "run", "main.py" ]
       }
   }
}

Replace /path/to/aster-info-mcp with your actual installation path.

Usage

Available Tools

Tool Name	Description	Parameters
`get_kline`	Fetch candlestick data for a symbol.	`symbol`, `interval`, `startTime` (opt), `endTime` (opt), `limit` (opt)
`get_index_price_kline`	Fetch index price candlestick data for a pair.	`pair`, `interval`, `startTime` (opt), `endTime` (opt), `limit` (opt)
`get_mark_price_kline`	Fetch mark price candlestick data for a symbol.	`symbol`, `interval`, `startTime` (opt), `endTime` (opt), `limit` (opt)
`get_premium_index`	Fetch premium index data (mark price, funding rate).	`symbol` (opt)
`get_funding_rate_history`	Fetch historical funding rate data for a symbol.	`symbol`, `startTime` (opt), `endTime` (opt), `limit` (opt)
`get_price_change_statistics_24h`	Fetch 24-hour price change statistics.	`symbol` (opt)
`get_latest_price`	Fetch the latest price for a symbol or all symbols.	`symbol` (opt)
`get_order_book_ticker`	Fetch order book ticker data (best bid/ask prices and quantities).	`symbol` (opt)
`get_order_book`	Fetch order book data (bids and asks) for a symbol.	`symbol`, `limit` (opt)
`get_recent_trades`	Fetch recent trades for a symbol.	`symbol`, `limit` (opt)
`get_historical_trades`	Fetch historical trades for a symbol.	`symbol`, `limit` (opt), `fromId` (opt)
`get_aggregated_trades`	Fetch aggregated trades for a symbol.	`symbol`, `fromId` (opt), `startTime` (opt), `endTime` (opt), `limit` (opt)

Notes:

All tools return data as Markdown tables.
Parameters marked (opt) are optional.
Timestamps are in milliseconds (Unix epoch); outputs are converted to readable datetime format.
Numeric fields are rounded to 8 decimal places (except priceChangePercent, rounded to 2).

Examples

Below are examples for each of the 13 tools.