Execution

SORY sends orders and reports what the venue said back. Nothing more.

order = await sory.place(
    symbol="BTC/USDT",
    side="buy",
    qty=Decimal("0.5"),
    type="limit",
    price=Decimal("95000"),
    post_only=True,
    venues=["binance"],       # omit to route across all healthy venues
    margin=False,
    max_slippage_bps=15,      # market orders only
)

Order types

Type	Behaviour
`limit`	GTC. Rests at your price. Partial fills expected.
`market`	Immediate. Requires `max_slippage_bps`.
cancel	Pull a resting order.

Plus one flag: post_only, which stops a resting quote from crossing and paying taker.

If a venue does not support post_only, the order is refused rather than sent without it. A quote that silently pays taker is worse than one that fails loudly. Use venues=[...] to route only where it is supported — the venues table says which.

No reduce_only, no stop or trigger orders, no IOC/FOK, no icebergs, no algos. Build them on top.

The order model

One Order fans out to one or more VenueOrders. That is inherent to routing.

Order       (id, symbol, side, qty, type, price, post_only, margin)
  ├── VenueOrder  (venue=binance, client_order_id, venue_order_id, qty, price)
  └── VenueOrder  (venue=okx,     client_order_id, venue_order_id, qty, price)

order.filled       # sum over children
order.remaining    # qty - filled
order.plan         # why it was routed this way

The parent sums its children and computes nothing else — except expected_price / achieved_price, because routing has to be measurable.

What a venue tells you

async for update in sory.order_updates():
    update.venue, update.status, update.filled, update.average, update.raw

OrderUpdate is the venue’s own report, normalised: numbers as Decimal, the venue tagged on. No derived fields, no invented all-in price. raw holds the untouched payload. Status is the venue’s own — open, closed, canceled, rejected, expired. SORY builds no state machine on top of it.

Cancelling

await sory.cancel(order.id)              # returns once every venue has confirmed
await sory.cancel_all()                  # kill switch: everything, everywhere
await sory.cancel_all(symbol="BTC/USDT")

Wait for confirmation before reposting. A cancel that races a fill is how you end up double-filled, so cancel returns when the venues have answered, not when the requests were sent.

State

In memory only. No file, no database, no persistence of any kind. On restart, the venues tell you what is resting — that is the whole recovery story.

Safety

Control	Behaviour
Capability validation	An order needing something a venue does not declare dies before dispatch.
Price bound	Required on every order.
Venue health	`Stale` or `Offline` is not routable.
`max_order_notional`	Optional cap. Off by default.
`max_open_orders`	Optional cap. Off by default.
`dry_run`	Every path runs end to end without sending.

The caps are yours to set. SORY does not invent a risk policy for you.

Start here

Core concepts

Order types

The order model

What a venue tells you

Cancelling

State

Safety

​Order types

​The order model

​What a venue tells you

​Cancelling

​State

​Safety

Order types

The order model

What a venue tells you

Cancelling

State

Safety