sory v5.0.0 · out now
A smart order router for crypto. In a Python package. Aggregate books and execute against the best all-in price.
Python 3.11+ · pip install sory
The whole integration
Get market data. Place order.
config = {
"licence_key": "...",
"fees_bps": "fees.toml", # your own fees
"symbol": "BTC/USDT",
"exchanges": ["binance", "okx", "coinbaseexchange", "kraken"],
}
async with SoryClient(config) as sory:
book = sory.book() # every venue, merged, fee-adjusted
order = await sory.place( # split across venues, best all-in price
side="buy", qty=Decimal("2"), order_type="market",
)
Venues
Add a venue by adding its id to exchanges. Nothing to install, register or write.
Documentation
Everything lives in the docs.