SORY

A smart order router for crypto, in a Python package.

Aggregate order books across every venue you trade, then execute against the best all-in price — fees included. Two lines to get a consolidated book, one call to route an order.

pip install sory

The whole integration

import asyncio
from decimal import Decimal

from sory import SoryClient

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


async def main() -> None:
    async with SoryClient(config=config, licence_key="...") as sory:
        # A consolidated, fee-adjusted book across all three venues.
        book = sory.book("BTC/USDT")
        print(book.best_bid.price, book.best_ask.price, book.best_ask.venue)

        # One call. SORY splits it across venues on best all-in price.
        order = await sory.place(
            symbol="BTC/USDT",
            side="buy",
            qty=Decimal("2"),
            type="market",
            max_slippage_bps=15,
        )
        print(order.filled, order.achieved_price, order.plan.allocations)


asyncio.run(main())

That is the integration. No adapters to write, no per-venue special cases, no WebSocket plumbing.

What it does

Two things, well:

Market data — one consolidated order book across any number of venues, with fees applied, venue health tracked, and VWAP depth on request.

Execution — one order, split across venues on best all-in price, with hard price bounds and a full account of what was filled where and why.

It is deliberately not an OEMS. No balances, no positions, no PnL, no trade database. SORY plugs into whatever already owns those — which is why it takes about ten minutes to drop into an existing system.

What people use it for

Why fee-aware routing matters

Routing on quoted prices is routing on the wrong number:

venue A:  ask 100.00, your taker fee 20 bps  ->  all-in 100.200
venue B:  ask 100.05, your taker fee  1 bp   ->  all-in 100.060   <- actually cheaper

Venue A looks better and costs more. SORY compares all-in prices everywhere, using your negotiated fees from a config file — never a published retail tier, which is usually nowhere near what you actually pay.

What you get

Venues

Around 100 spot and perpetual venues are supported, including Binance, OKX, Bybit, Coinbase, Kraken, Bitget, KuCoin, Gate, HTX, Crypto.com, Bullish, MEXC, Bitstamp, Bitfinex, Hyperliquid, Deribit and BitMEX.

Venue ids and symbols follow a single convention across all of them — BTC/USDT for spot, BTC/USDT:USDT for a perp — so adding a venue to your config is one string.

Documentation

introduction · configuration · market data · routing · execution · fees · venues · licensing

Licence

SORY is commercial software, unlocked with a licence key — see licensing. The source is MIT; see LICENSE.