SORY

One order book across every venue you trade. One call to send an order to the cheapest of them.

config = {
    "licence_key": "...",
    "symbol": "BTC/USDT",
    "exchanges": ["binance", "okx", "kraken"],
}

async with SoryClient(config) as sory:
    book = sory.book()                     # all three venues, merged

    order = await sory.place(              # split across them, best price first
        side="buy", qty=Decimal("2"), order_type="market",
    )

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

Quickstart

Running in five minutes.

Playground

Try it on live books.

Venues

24 venues, one string each.

Why quoted prices are the wrong number

The venue with the best price on screen is often not the cheapest place to trade, because you pay a different fee on each one.

Venue	Quoted ask	Your taker fee	You actually pay
A	100.00	20 bps	100.200
B	100.05	1 bp	100.060

Venue A looks cheaper and costs more. Give SORY your fees and it compares what you actually pay, everywhere.

Two things, done properly

Market data

Every venue’s book, merged into one. Dead feeds drop out on their own.

Execution

Send an order and get back exactly what went where, and why.

SORY is not an OEMS. No balances, no positions, no PnL, no database, no state on disk. It plugs into the system that already has those.

What people build with it

Best execution

Sweep the cheapest liquidity instead of guessing which venue is cheapest.

Arbitrage

One book, every venue — the spread you see is the spread you get.

Hedging

Fill on one venue, hedge across the others in a single call.

Market making

Quote passively, hedge the fill.

Promises it keeps

Each of these is enforced by a test, not a good intention.

A quiet venue is a broken venue

A feed that stops publishing is marked stale and drops out of the book and out of routing, with the reason attached. A socket that stays open while delivering nothing is what fills an order far away from where you expected.

Nothing disappears quietly

What you asked for always equals what was filled plus what was not, with a reason for the difference. A slice too small for one venue moves to another instead of vanishing.

A cancel never races a fill

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

Fees are never guessed

SORY uses the rates you give it, never a venue’s published retail tier. If you ask it to apply a fee it does not have, it stops rather than using zero.

No floats near money

Every price, size and fee is a Decimal.

Start here

Core concepts

Going further

Quickstart

Playground

Venues

Why quoted prices are the wrong number

Two things, done properly

Market data

Execution

What people build with it

Best execution

Arbitrage

Hedging

Market making

Promises it keeps

Quickstart

Playground

Venues

​Why quoted prices are the wrong number

​Two things, done properly

Market data

Execution

​What people build with it

Best execution

Arbitrage

Hedging

Market making

​Promises it keeps

Why quoted prices are the wrong number

Two things, done properly

What people build with it

Promises it keeps