Market Microstructure & Manipulation Detection MCP Server

Detect market manipulation patterns including wash trading, spoofing, layering, and unusual order flow through market microstructure analysis.

8 Tools

Tool	Description
simulate_order_book_dynamics	Simulate multivariate Hawkes-process order book dynamics
detect_spoofing_manipulation	Detect layering, spoofing, wash trading via BOCPD
measure_cross_asset_information	Measure directed information flow between assets
decompose_spread_components	Decompose bid-ask spread into adverse selection and inventory costs
identify_insider_abnormal_flow	Identify abnormal trading flow around insider transactions
discover_manipulation_causality	Discover directed causal links between manipulation events
classify_market_regimes	Classify market regimes via Student-t Hidden Markov Model
optimize_surveillance_strategy	Optimize surveillance strategy via extensive-form game theory

Category

Financial Intel

Quick Start

Claude Desktop

Add to claude_desktop_config.json:

{
  "mcpServers": {
    "market-microstructure-manipulation-mcp": {
      "url": "https://ryanclinton--market-microstructure-manipulation-mcp.apify.actor/mcp",
      "headers": {
        "Authorization": "Bearer YOUR_APIFY_TOKEN"
      }
    }
  }
}

Cursor

Add to .cursor/mcp.json:

{
  "mcpServers": {
    "market-microstructure-manipulation-mcp": {
      "url": "https://ryanclinton--market-microstructure-manipulation-mcp.apify.actor/mcp",
      "headers": {
        "Authorization": "Bearer YOUR_APIFY_TOKEN"
      }
    }
  }
}

Windsurf

Add to your MCP configuration:

{
  "mcpServers": {
    "market-microstructure-manipulation-mcp": {
      "serverUrl": "https://ryanclinton--market-microstructure-manipulation-mcp.apify.actor/mcp",
      "headers": {
        "Authorization": "Bearer YOUR_APIFY_TOKEN"
      }
    }
  }
}

Authentication

This server requires an Apify API token. Get yours free at Apify Console.

Pricing

Pay-per-use via Apify. See the Apify Store listing for pricing details.

Tags

finance market-surveillance manipulation-detection trading risk-analysis

License

Proprietary - available via Apify Store.