mcp server
Rubin Exchange
Rubin: self-custody DEX for crypto perpetuals & spot - trade, read positions, orders, balances.
Description as published by the maintainer. Source
- version 1.0.2
- active
active — Registry entry last updated 2026-06-22.
What this server can do
26 functions, named and described by the server itself. Parameter names are shown because they say more about what a function does than its name usually does.
batch_cancel(market, clientIds)- Cancel multiple SHORT_TERM orders in one tx. SHORT_TERM only (chain limitation) — for stateful/mixed use cancel_all_orders. Required: market, clientIds.
cancel_all_orders(market, confirm)- Cancel every OPEN order for the subaccount in a market (handles SHORT_TERM and LONG_TERM automatically). Returns `confirmation.remainingOpen` — orders still OPEN after the cancel (0 = all gone); if > 0, retry. Required: market.
cancel_order(market, confirm, clientId, orderFlags, goodTilBlock, goodTilTimeSeconds)- Cancel a single order by clientId. For SHORT_TERM pass goodTilBlock; for LONG_TERM/CONDITIONAL pass goodTilTimeSeconds (the original good-til value, available from get_open_orders). Returns `confirmation` with the verified result (canceled / still_open / filled / pending): `code: 0` only means the cancel was broadcast. If `still_open`, the goodTil value likely did not match the original — retry. Required: market, clientId, orderFlags.
close_all_positions(confirm, slippageBps)- Flatten EVERY open perpetual position with reduce-only MARKET orders (one per market). Respects the operator market allowlist (disallowed markets are skipped and reported). Each close is bounded at oracle ± slippageBps mirrored by side (default 500 bps = 5%). Returns a per-market result array — for any market reporting unfilled/partially_filled, re-run with a larger slippageBps.
close_position(market, confirm, percent, slippageBps)- Close all or part of an open perpetual position with a reduce-only MARKET order. Reads the current position, flips the side automatically (LONG→SELL, SHORT→BUY) and sizes the close. percent defaults to 100 (full close); a partial close is floored to the market step size. The close is bounded at oracle ± slippageBps mirrored by side (closing a SHORT buys up to oracle×(1+slip), closing a LONG sells down to oracle×(1−slip); default 500 bps = 5%). Returns the verified `confirmation` outcome — if it is `unfilled` or `partially_filled`, the book was thinner than the cap: re-run with a larger slippageBps to sweep deeper. Errors NOT_FOUND if there is no open position in the market. Required: market.
get_balance- Get the subaccount collateral (USDC asset position) and the on-chain wallet bank balances (gas). Collateral is what backs trading.
get_block_height- Return the latest chain block height. Useful for SHORT_TERM order goodTilBlock math.
get_candles(limit, toISO, market, fromISO, resolution)- Get OHLCV candles for a market at a given resolution. Useful for trend/volatility analysis. Required: market, resolution.
get_candles_multi(limit, market, resolutions)- Get recent OHLCV candles for a market across MULTIPLE resolutions in one call — by default ALL indexer resolutions (1MIN, 5MINS, 15MINS, 30MINS, 1HOUR, 4HOURS, 1DAY) — so the agent can read the trend across timeframes at once. Returns { candles: { <resolution>: [...] } }, newest first. Lower `limit` (e.g. 20) or pass a `resolutions` subset to keep the payload small. Required: market.
get_equity- Get the subaccount summary: equity, freeCollateral, marginEnabled, open perpetual positions and asset positions.
get_fills(page, limit, market)- Get executed fills for the subaccount, including price, size, fee and maker/taker liquidity.
get_market(market)- Get details for one perpetual market (clobPairId, atomicResolution, quantumConversionExponent, tick/step sizes, oracle price, status). Required: market.
get_news(limit, query, category, channels, sinceHours)- Fetch the latest headlines from the ritbit news feed (curated crypto / markets / business channels, newest first). Filter by `category` (crypto|markets|business) or explicit `channels`, and/or a free-text `query` (a ticker or keyword, matched in the post text and hashtags, e.g. BTC). Each item returns { source, url, publishedAt, tags (hashtags — where tickers appear), text }. There is NO importance field: judge impact yourself from the content (hacks, regulation, large moves, ⚠️ warnings). Use this to factor sentiment/catalysts into an assessment, or to answer "what's the latest?". Headlines are ru/en.
get_open_orders(side, limit, market)- Get currently active ORDERS for the subaccount, optionally filtered by market and side. Includes OPEN resting orders and UNTRIGGERED conditional orders (TP/SL accepted on-chain but not yet triggered). Returns { orders: [...] }. This does NOT include filled positions — a filled market/limit order leaves NO open order, it becomes a POSITION (see get_positions). When there are 0 orders but open positions exist, the result carries a `note` pointing you there.
get_orderbook(depth, market)- Get the live orderbook (bids/asks) for a market, optionally truncated to a depth. Required: market.
get_pnl(page, limit, createdOnOrAfter)- Get historical PnL ticks for the subaccount (equity, totalPnl, netTransfers over time). Use createdOnOrAfter to bound the range.
get_portfolio- One-call snapshot of everything the account has "open": equity & freeCollateral, every open POSITION (with notional, unrealized PnL and estimated liquidation price), every active ORDER (resting + untriggered TP/SL), and account margin risk. Use this to answer "what do I have open?" or "how am I doing?" without worrying whether the user means orders or positions — it returns both.
get_position_risk- Margin health for the subaccount: equity, freeCollateral, total maintenance/initial margin, maintenanceMarginBufferUsd (the EXACT liquidation guard — liquidatable when < 0), marginUsageRatio (1.0 = at liquidation), account leverage, and per-position estimated liquidation price + distance to it. Use before adding risk or to decide whether to protect/close a position.
get_positions(status)- Get perpetual POSITIONS with size, side, entryPrice, unrealizedPnl, realizedPnl and netFunding. Defaults to OPEN positions. NOTE: a position is what you HOLD after an order fills — it is NOT an open order. When the user asks loosely "what is open?", check BOTH this and get_open_orders (or call get_portfolio for both at once).
list_markets- List all perpetual markets with ticker, status and oracle price. Use this first to discover valid market tickers (e.g. BTC-USD) before placing orders.
open_position(side, size, market, confirm, notionalUsd, slippageBps, stopLossPrice, takeProfitPrice)- Enter a NEW position with a MARKET order, sized by base `size` OR quote `notionalUsd` (exactly one required; notionalUsd converts at the oracle price and is floored to the step size). Optionally attach a reduce-only stopLossPrice and/or takeProfitPrice as conditional orders in the SAME call (the bracket, placed with the opposite/closing side and a 500 bps execution bound past the trigger). slippageBps caps the entry fill vs oracle (default 500). Returns the entry `confirmation` plus any bracket order ids. Bracket legs are placed only if the entry broadcast succeeds; each is reduce-only so it can only close, never flip. Required: market, side.
place_limit_order(side, size, price, market, confirm, clientId, postOnly, reduceOnly, timeInForce, goodTilBlockOffset, goodTilTimeSeconds)- Place a limit order. Default timeInForce=GTT (long-term, durable, broadcast-commit so errors return synchronously). Use SHORT_TERM only for latency-sensitive orders (expire within ~20 blocks, broadcast async). NOTE: stateful (GTT) orders are rate-limited to 2/block and 20 per 100 blocks — pace placements. Returns `confirmation` with the REAL outcome verified via the indexer (filled / partially_filled / resting / unfilled / pending) — broadcast `code: 0` only means the tx was accepted, NOT that it filled. Report from `confirmation.outcome`; if it is `pending`, the indexer is lagging — re-check shortly. Required: market, side, price, size.
place_market_order(side, size, market, confirm, clientId, reduceOnly, slippageBps)- Place an IOC market order. It executes as an IOC limit at a worst-acceptable price mirrored around the oracle by side — BUY caps ABOVE the oracle, SELL below — at slippageBps distance (default 500 = 5%). Fills happen at book prices; the cap only limits how deep the sweep goes. reduceOnly closes an existing position. Returns `confirmation` with the REAL outcome verified via the indexer (filled / partially_filled / unfilled / pending): broadcast `code: 0` only means the tx was accepted — an IOC order cancels UNFILLED when the book is entirely beyond the slippage cap (thin/spread market). Always report from `confirmation.outcome`, not `code`; if `unfilled` or `partially_filled`, retry with a larger slippageBps to sweep deeper; if `pending`, the indexer is lagging — wait a few seconds and re-check before concluding. Required: market, side, size.
place_stop_loss(side, size, market, clientId, slippageBps, triggerPrice)- Place a reduce-only Stop loss (conditional market order) that triggers at triggerPrice. Side must be the CLOSING side of the position: SELL closes a LONG, BUY closes a SHORT. Once triggered it executes as an IOC limit bounded at triggerPrice ± slippageBps in the direction of execution (BUY above the trigger, SELL below; default 500 bps) so the close can cross the book. Required: market, side, triggerPrice, size.
place_take_profit(side, size, market, clientId, slippageBps, triggerPrice)- Place a reduce-only Take profit (conditional market order) that triggers at triggerPrice. Side must be the CLOSING side of the position: SELL closes a LONG, BUY closes a SHORT. Once triggered it executes as an IOC limit bounded at triggerPrice ± slippageBps in the direction of execution (BUY above the trigger, SELL below; default 500 bps) so the close can cross the book. Required: market, side, triggerPrice, size.
whoami- Report what this session controls: the master account/subaccount, whether it can trade or is read-only, and the exact on-chain authorization scope (which messages, which subaccount, and that it CANNOT withdraw/transfer). Call this first.
Last successful function declaration observed on . Source: https://mcp.mainnet.rubin.trade/mcp. We list what the server declared; we do not call any of these functions.
Endpoint status observed on . Source: https://mcp.mainnet.rubin.trade/mcp.
Signals
These are separate measurements of different things. They are deliberately not combined into one score, because a popularity number that mixes website traffic with saves and stars cannot be checked or acted on.
| Signal | Value | What it measures | Window | Observed | Source |
|---|---|---|---|---|---|
| Latest published version | 1.0.2 | Latest version string the maintainer published to the registry. | as of fetch | Model Context Protocol | |
| Registry record last updated | 2026-06-22 | When the registry record was last updated by its maintainer. | point in time | Model Context Protocol | |
| First listed in the MCP Registry | 2026-06-22 | Date this server was first published to the official MCP Registry. Not a usage or quality measure. | point in time | Model Context Protocol | |
| mcp tools declared | 26 tools | Number of functions the server itself declared when asked to list them. This is what the server offers an agent, not a measure of how well any of them work. | as of probe | mcp.mainnet.rubin.trade | |
| mcp endpoint status | ok | The server listed 26 functions when asked. | as of probe | mcp.mainnet.rubin.trade |
Where to get it
This record as data
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