Quickstart

Install

pip install sory

Python 3.11 or newer.

Set your licence key

export SORY_LICENCE_KEY="..."

Don’t have one? Request a key.

Get a book

import asyncio
from sory import SoryClient

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


async def main():
    async with SoryClient(config) as sory:
        await asyncio.sleep(1)          # let the first books arrive

        book = sory.book()
        print(book.best_bid.price, book.best_ask.price, book.best_ask.venue)
        print(book.venues, book.excluded)


asyncio.run(main())

Both venues, merged into one book, best price first. excluded names any venue that is not contributing and why.Leave exchanges out entirely and SORY uses every venue that lists the symbol.

Send an order

Add keys for the venues you want to trade:

export SORY_BINANCE_API_KEY="..." SORY_BINANCE_API_SECRET="..."

A market order splits across your venues automatically:

from decimal import Decimal

order = await sory.place(side="buy", qty=Decimal("2"), order_type="market")

print(order.filled, order.achieved_price)
for child in order.children:
    print(child.venue, child.amount)

A limit order goes to one venue and rests there:

order = await sory.place(
    side="buy",
    qty=Decimal("2"),
    exchanges=["binance"],
    order_type="limit",
    price=Decimal("95000"),
)

Add your fees

Optional, but it is what makes routing pick the genuinely cheapest venue. Put the rates you actually pay in a file:

fees.toml

[binance]
maker_bps = 1.0
taker_bps = 4.0

[okx]
maker_bps = 2.0
taker_bps = 5.0

Point at it, and say which venues to apply it to:

config = {
    "symbol": "BTC/USDT",
    "exchanges": ["binance", "okx"],
    "fees_bps": "fees.toml",
    "fee_offset": {"binance": "taker", "okx": "taker"},
}

Prices now include what you pay. More on fees.

Try it without sending anything

order = await sory.place(
    side="buy", qty=Decimal("2"), order_type="market", dry_run=True,
)

Everything runs — routing, rounding, building each venue order — and nothing leaves the process.

Configuration

Every option, one table.

Playground

Try it on live books.

Venues

What’s supported.

Start here

Core concepts

Going further

Next

Configuration

Playground

Venues

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Configuration

Playground

Venues

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