SORY

Aggregate order books across every venue you trade. Execute against the best all-in price — fees included.

async with SoryClient(config=config, licence_key="...") as sory:
    book = sory.book("BTC/USDT")          # every venue, merged, fee-adjusted

    order = await sory.place(              # split across venues, best all-in price
        symbol="BTC/USDT", side="buy", qty=Decimal("2"),
        type="market", max_slippage_bps=15,
    )

That is the whole integration. No adapters to write, no per-venue special cases, no WebSocket plumbing.

Quickstart

Running in five minutes.

Venues

24 venues, one string each.

Why all-in pricing

Routing on quoted prices is routing on the wrong number.

Venue	Quoted ask	Your taker fee	All-in
A	100.00	20 bps	100.200
B	100.05	1 bp	100.060

Venue A looks cheaper and costs more. SORY compares all-in prices everywhere, using your negotiated rates — never a published retail tier.

What it does

Market data

One consolidated book across any number of venues, fee-adjusted, with venue health tracked and VWAP depth on request.

Execution

One order, split across venues on best all-in price, with hard price bounds and a full account of what filled where.

SORY is not an OEMS. No balances, no positions, no PnL, no trade database, no persistence of any kind. It plugs into whatever already owns those.

What people build with it

Best execution

Sweep a consolidated book instead of guessing which venue is cheapest.

Arbitrage

One book, every venue, fee-adjusted.

Hedging

Fill on one venue, hedge across the rest in one call.

Market making

Quote passively with post_only, hedge the fill.

Unwinds

Size against real depth, with a bound that holds.

Execution algos

You schedule the slices, SORY routes each one.

How it behaves

These are enforced in tests, not aspirations.

Fees are never a footnote

Every price crossing a decision boundary is fee-aware, and SORY is explicit about whether a number is raw or all-in. A maker rebate is a negative fee and the arithmetic handles the sign with no special case.

A quiet venue is a broken venue

A feed that stops publishing is marked Stale and drops out of both the book and routing, with the reason attached. A socket that stays open while delivering nothing is the failure that fills a hedge far through the touch.

Nothing is dropped silently

requested == filled + unfilled, always, with a reason. A slice too small for a venue is re-routed, not discarded.

A cancel never races a fill

cancel returns when every venue has confirmed, not when the requests were sent.

Decimal everywhere

Float never touches a price, size or fee.

Quickstart

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Start here

Core concepts

Quickstart

Venues

Why all-in pricing

What it does

Market data

Execution

What people build with it

Best execution

Arbitrage

Hedging

Market making

Unwinds

Execution algos

How it behaves

Quickstart

Venues

​Why all-in pricing

​What it does

Market data

Execution

​What people build with it

Best execution

Arbitrage

Hedging

Market making

Unwinds

Execution algos

​How it behaves

Why all-in pricing

What it does

What people build with it

How it behaves