Symbols - SORY

Whatever a venue calls an instrument internally — BTCUSDT, BTC-USD, XBTUSD, tBTCUSD — you write it one way and SORY translates. That is what makes adding a venue one string rather than a mapping table you maintain.

Spot

BASE/QUOTE

"BTC/USDT"   # BTC spot, quoted in USDT
"ETH/USD"    # ETH spot, quoted in USD
"ETH/BTC"    # ETH spot, quoted in BTC

Perpetual swaps

BASE/QUOTE:SETTLE — the part after the colon is the settlement currency, which is what separates a linear contract from an inverse one.

"BTC/USDT:USDT"   # linear:  quoted in USDT, settled in USDT
"BTC/USD:BTC"     # inverse: quoted in USD, settled in BTC

BTC/USD and BTC/USD:USD are different instruments — the first is spot, the second a perpetual. This is the most common configuration mistake. SORY tells you at startup if a symbol is not listed on a venue.

Products

Product	Supported
Spot	Yes
Spot margin, including shorting	Per venue
Perpetual swaps	Yes
Dated futures	No
Options	No

Dated futures and options need expiry and strike handling throughout routing. SORY stays small instead.

Not every venue lists every pair

That is fine — SORY subscribes where the symbol exists and excludes the rest, explicitly:

sory.book("BTC/USDT").venues     # ('binance', 'bybit', 'okx')
sory.book("BTC/USDT").excluded   # {'kraken': 'symbol not listed on this venue'}

Nothing is silently missing. If a venue is not contributing, the book says so and why.

Venues

⌘I

​Spot

​Perpetual swaps

​Products

​Not every venue lists every pair

Spot

Perpetual swaps

Products

Not every venue lists every pair