sory · a smart order router for crypto

Multiple venues,one consolidated book.

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

one order
One order in. Split across venues on best all-in price, fees included.

The whole integration

Two calls.

Get market data. Place order.

async with SoryClient(config=config, licence_key="...") as sory:
    book = sory.book("BTC/USDT")          # every venue, merged, fee-adjusted

    order = await sory.place(              # split across venues, best all-in price
        symbol="BTC/USDT", side="buy", qty=Decimal("2"),
        type="market", max_slippage_bps=15,
    )

Venues

One string each.

Add a venue by adding its id to exchanges. Nothing to install, register or write.

Documentation

Start here.

Everything lives in the docs.