Polymarket & Kalshi MCP Server: Give Claude, Cursor & Codex Live Market Data
An MCP server lets an AI agent pull live and historical prediction-market depth itself, mid-task. Here's how to add DepthFeed to Claude, Cursor, Codex, or ChatGPT — keyless to start.
The DepthFeed MCP server is a remote Model Context Protocol endpoint (https://api.depthfeed.com/mcp) that exposes Polymarket, Kalshi, and Limitless order-book data as tools an AI agent can call. Add it to Claude, Cursor, Codex, or ChatGPT and the agent fetches live and historical depth as JSON itself — no SDK, no glue code, and keyless to start.
What an MCP server does for you
Model Context Protocol (MCP) is the open standard AI clients use to call external tools. An MCP server publishes a set of tools with typed inputs; the agent — Claude Code, Cursor, Codex, ChatGPT — discovers them and calls them on its own when a task needs them. Instead of you copy-pasting market data into a prompt, the agent pulls exactly the snapshot it needs while it works.
DepthFeed's MCP server wraps the same v3 data API that powers everything else: market discovery, latest order books, and historical snapshots for Polymarket, Kalshi, and Limitless, across BTC, ETH, SOL, XRP, DOGE, BNB, and HYPE. The agent gets the full bid/ask ladder with the underlying crypto price stamped on each snapshot — the real book, not a last price.
The tools the agent gets
All eleven tools are read-only and return the identical JSON the REST API serves. Discovery first, then depth:
| Tool | What it returns |
|---|---|
| polymarket_search_markets | Polymarket up/down crypto markets for a coin |
| polymarket_get_market | A single Polymarket market by id or slug |
| polymarket_get_snapshots | Polymarket order-book history (time series) |
| kalshi_search_markets | Kalshi crypto markets (paid) |
| kalshi_get_orderbook | Latest Kalshi yes/no depth by ticker (paid) |
| kalshi_get_snapshots | Kalshi yes/no depth history (paid) |
| limitless_search_markets | Open Limitless markets on Base (paid) |
| limitless_get_orderbook | Latest Limitless L2 depth by slug (paid) |
| limitless_get_snapshots | Limitless L2 depth history (paid) |
| screener | Cross-venue top-of-book snapshot for all assets |
| whoami | The session's plan, limits, and coin access |
Install it in your client
It is a standard remote MCP server, so any MCP-capable client works. The endpoint is keyless by default, so these all work with no key to start:
| Client | How to add it |
|---|---|
| Claude Code | claude mcp add --transport http depthfeed https://api.depthfeed.com/mcp |
| Cursor | Add to ~/.cursor/mcp.json: "depthfeed": { "url": "https://api.depthfeed.com/mcp" } |
| VS Code (Copilot) | code --add-mcp '{"name":"depthfeed","type":"http","url":"https://api.depthfeed.com/mcp"}' |
| Claude Desktop | Settings → Connectors → Add custom connector → paste the URL |
| ChatGPT | Settings → Connectors → Developer Mode → add the URL |
| OpenAI Codex | ~/.codex/config.toml: [mcp_servers.depthfeed] url = "https://api.depthfeed.com/mcp" |
Keyless to start, your key for everything
With no key, the server runs on a demo tier: BTC Polymarket markets and a recent window of depth, so a one-click install does something useful the moment it lands. That is enough to wire up the agent and see real data flow.
Add a DepthFeed API key (Authorization: Bearer df_…) and the same session unlocks all seven assets, Kalshi, Limitless, the full order-book ladder, and deep history — the exact same plan gating as the REST API. Calls that need a higher plan come back as a clear in-tool message telling the agent what to upgrade, not as a hard error, so the conversation keeps flowing.
How it fits a backtesting workflow
The point is to keep the agent in flow. Ask Claude or Cursor to 'find the most recent BTC 15-minute Polymarket market and pull its order-book history,' and it calls polymarket_search_markets then polymarket_get_snapshots and hands you the data — or writes the loader around it — without you leaving the editor.
Because the MCP tools return the same JSON as the REST API and the live WebSocket, the code an agent writes against the demo tier reads the full feed unchanged once you add a key. Prototype the analysis in-agent, then point the same code at the paid endpoints and run the real backtest.
Key takeaways
- 01DepthFeed runs a remote MCP server at https://api.depthfeed.com/mcp for Claude, Cursor, Codex, and ChatGPT.
- 02Eleven read-only tools cover Polymarket, Kalshi, and Limitless market discovery, latest books, and history.
- 03It is keyless to start (BTC Polymarket); a DepthFeed key unlocks all coins, Kalshi, Limitless, and deep history.
- 04Claude Code installs in one line: claude mcp add --transport http depthfeed https://api.depthfeed.com/mcp.
- 05Tools return the same JSON as the REST API, so agent-written code reads the full feed unchanged once keyed.
DepthFeed serves the full Polymarket & Kalshi order book over a REST API and live WebSocket. Free Explorer tier, no card.
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