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. See Licensing.

Write a fee schedule

SORY never guesses what you pay. Create fees.toml with your negotiated rates in basis points:

fees.toml

[binance]
maker_bps = 1.0
taker_bps = 4.0

[okx]
maker_bps = 2.0
taker_bps = 5.0

A missing entry is a startup error, never a silent zero. More on fees.

Get a consolidated book

import asyncio
from sory import SoryClient

config = {
    "market_data": {
        "exchanges": ["binance", "okx"],
        "symbols": ["BTC/USDT"],
        "aggregated": True,
    },
    "fees_bps": "fees.toml",
}


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

        book = sory.book("BTC/USDT")
        print(book.best_bid.price, book.best_ask.price, book.best_ask.venue)
        print(book.venues, book.excluded)


asyncio.run(main())

Prices are all-in: your fees are already applied. excluded names any venue that is not contributing, and why.

Route an order

Add credentials for the venues you want to trade:

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

Then place. SORY splits the order across venues on best all-in price:

from decimal import Decimal

order = await sory.place(
    symbol="BTC/USDT",
    side="buy",
    qty=Decimal("2"),
    type="market",
    max_slippage_bps=15,
)

print(order.filled, order.achieved_price)
for a in order.plan.allocations:
    print(a.venue, a.amount, a.expected_price)

Every order needs a price bound: a price for limit orders, max_slippage_bps for market orders. SORY will not sweep to arbitrary depth, and will not invent a bound for you.

Try it without sending anything

Set dry_run and the whole path runs — routing, capability checks, rounding — without an order leaving the process:

config = {"market_data": {...}, "fees_bps": "fees.toml", "dry_run": True}

Or just plan, and send nothing at all:

plan = sory.simulate(symbol="BTC/USDT", side="buy",
                     qty=Decimal("2"), max_slippage_bps=15)

print(plan.expected_price, plan.allocations, plan.excluded)

Configuration

Every option, one table.

Routing

How allocation works.

Venues

What’s supported.

Start here

Core concepts

Next

Configuration

Routing

Venues

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Configuration

Routing

Venues

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