SORY

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

One order book across every venue you trade, then execute against the best all-in price — fees included. One config 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 = {
    "licence_key": "...",
    "symbol": "BTC/USDT",
    "exchanges": ["binance", "okx", "bybit"],
    "fees_bps": "fees.toml",
    "fee_offset": {"binance": "taker", "okx": "taker", "bybit": "taker"},
}


async def main() -> None:
    async with SoryClient(config) as sory:
        # A consolidated, fee-adjusted book across all three venues.
        book = sory.book()
        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(side="buy", qty=Decimal("2"), order_type="market")
        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 your fees applied where you ask, venue health tracked, VWAP depth and the trade tape on request.

Execution — a market order split across venues on best all-in price, or a limit order resting on the venue you name, with a full account of what 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 own fee tier from a config file — never a venue's published rate, which is usually the entry-level tier and not what you pay.

What you get

Venues

Binance, OKX, Bybit, Coinbase, Kraken, Bitget, KuCoin, Gate, HTX, Crypto.com, Bullish, Bitstamp, Bitfinex, Hyperliquid and Deribit, among others — the full list is generated from the registry, so it is never out of date.

Venue ids and symbols follow a single convention across all of them — BTC/USDT for spot, BTC/USDT:USDT for a perp — so putting a venue on a card is one string. Omit exchanges entirely and SORY uses every venue that lists the symbol. Need one that is not listed? Ask for it — new venues land on almost every release.

Try it

playground.sory.pro — build a config and run it against live order books, in your browser.

Documentation

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

Licence

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