sory · a smart order router for crypto
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.
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
Add a venue by adding its id to exchanges. Nothing to install, register or write.
Documentation
Everything lives in the docs.