sory 0.0.2__tar.gz

sory-0.0.2/LICENSE

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+MIT License
+
+Copyright (c) 2024 Manuel de Cara
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

sory-0.0.2/PKG-INFO

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+Metadata-Version: 2.4
+Name: sory
+Version: 0.0.2
+Summary: Smart order routing package for cryptocurrency trading
+Author-email: Manuel de Cara <manu.de.cara@gmail.com>
+License: MIT
+Classifier: Development Status :: 3 - Alpha
+Classifier: Intended Audience :: Developers
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Operating System :: OS Independent
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.9
+Requires-Python: >=3.9
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: ccxt>=4.1.13
+Requires-Dist: pydantic>=2.5.2
+Requires-Dist: loguru>=0.7.2
+Requires-Dist: python-dotenv>=1.0.0
+Requires-Dist: logtail-python>=0.2.5
+Provides-Extra: dev
+Requires-Dist: build; extra == "dev"
+Requires-Dist: twine; extra == "dev"
+Requires-Dist: black; extra == "dev"
+Requires-Dist: isort; extra == "dev"
+Requires-Dist: mypy; extra == "dev"
+Requires-Dist: pytest; extra == "dev"
+Requires-Dist: pytest-asyncio; extra == "dev"
+Requires-Dist: pytest-cov; extra == "dev"
+Dynamic: license-file
+
+# Sory - Smart Order Router
+
+A sophisticated cryptocurrency trading package that provides real-time market data aggregation, smart order routing (SOR), and execution capabilities across multiple exchanges.
+
+## Features
+
+- **Real-time Market Data**
+  - Aggregated and individual orderbooks across multiple exchanges
+  - Trade monitoring with customizable size filters
+  - Support for spot, margin, perpetuals, futures and options data/trading
+  - Fee-aware price adjustments
+  
+- **Smart Order Routing**
+  - Best execution path calculation
+  - VWAP-based price discovery
+  - Slippage simulation
+  - Cross-exchange liquidity aggregation
+
+- **Advanced Orderbook Processing**
+  - Symbol grouping for related markets (e.g., USDT/USDC pairs)
+  - Configurable depth levels
+  - Custom fee structures
+  - Volume-weighted price calculations for slippage simulations
+
+- **Exchange Support**
+  - Multiple exchanges (Binance, Bybit, OKX, Coinbase, etc.)
+  - Unified API interface
+  - Sandbox/testnet mode for testing
+  - Comprehensive error handling and logging
+
+
+---
+
+## For Users
+
+## Installation
+
+```bash
+pip install sory
+```
+
+## Quick Start
+
+### Market Data Monitoring
+
+```python
+import asyncio
+from sory import SoryClient
+
+async def orderbook_callback(orderbook):
+    print(f"\nOrderbook Update for {orderbook['symbol']}:")
+    print("Top 5 Bids:")
+    for price, amount, exchange in orderbook['bids'][:5]:
+        print(f"  {exchange}: {price:.2f} @ {amount:.4f}")
+
+async def main():
+    # Initialize 'sory'
+    sory = SoryClient()
+    
+    # Configure orderbook settings
+    await sory.set_config(
+        type="orderbook",
+        aggregated=True,
+        exchanges=["binance", "bybit", "okx"],
+        symbols=["BTC/USDT", "ETH/USDT"],  # Will return 2 different aggregated books
+        depth=20
+    )
+    
+    # Start streaming
+    await sory.start_stream("orderbook", callback=orderbook_callback)
+    
+    # Run for 60 seconds
+    await asyncio.sleep(60)
+    
+    # Cleanup
+    await sory.stop_stream("orderbook")
+    await sory.close()
+
+if __name__ == "__main__":
+    asyncio.run(main())
+```
+
+### Trade Execution
+
+```python
+import asyncio
+from sory import VolyClient
+from sory.models import OrderConfig
+
+async def main():
+    # Initialize 'sory'
+    sory = VolyClient()
+    
+    # Configure for trading
+    await sory.set_config(
+        type="orderbook",
+        aggregated=True,
+        exchanges=["binance", "bybit", "okx", "kraken"],
+        symbols=["BTC/USDT"],
+        depth=20
+    )
+    
+    # Initialize order executor
+    api_configs = [
+        {
+            "exchange": "binance",
+            "api_key": "your_api_key",
+            "api_secret": "your_secret"
+        },
+        {
+            "exchange": "bybit",
+            "api_key": "your_api_key",
+            "api_secret": "your_api_secret"
+        }
+    ]
+    
+    await sory.initialize_executor(api_configs)
+    
+    # Create and execute order
+    order = OrderConfig(
+        side="buy",
+        amount=0.01  # BTC
+    )
+    
+    result = await sory.execute_order(order)
+    print(f"Order execution result: {result}")
+    
+    await sory.close()
+
+if __name__ == "__main__":
+    asyncio.run(main())
+```
+
+## Configuration
+
+API configurations can be passed directly as the `api_configs` dictionary or added to your `.env` file and accessed using the `get_api_config` function.
+```python
+from sory.utils.helpers import get_api_configs
+```
+
+### Environment Variables
+
+Create a `.env` file in your project root:
+
+```env
+# Exchange API Keys
+BINANCE_API_KEY=your_api_key
+BINANCE_API_SECRET=your_secret
+
+BYBIT_API_KEY=your_api_key
+BYBIT_API_SECRET=your_secret
+
+OKX_API_KEY=your_api_key
+OKX_API_SECRET=your_secret
+OKX_API_PASSWORD=your_password
+
+# Optional Logging
+BETTERSTACK_TOKEN=your_token
+```
+
+### Orderbook Configuration
+
+Sory supports various orderbook configuration options:
+
+```python
+await sory.set_config(
+    type="orderbook",
+    aggregated=True,                # Enable cross-exchange aggregation
+    exchanges=["binance", "bybit", "coinbase", "okx"],
+    symbols=["BTC/USDT", "BTC/USDC"],
+    depth=100,                      # Orderbook depth to maintain
+    fees_bps={                      # Optional fee configuration
+        "binance": 10,              # 0.1% fee
+        "bybit": {"BTC/USDT": 10}   # Symbol-specific fees
+    },
+    group={                        # Optional symbol grouping
+        "BTC/USDT": "BTC/USDC"     # Treat BTC/USDT and BTC/USDC pairs as same market
+    },
+    weighting={"BTC/USDT":         # VWAP to make every level worth $1,000
+                   {"USDT": 1000}
+               }
+)
+```
+
+### Trade Monitor Configuration
+
+For monitoring trades across exchanges:
+
+```python
+await sory.set_config(
+    type="trades",
+    exchanges=["binance", "bybit", "okx"],
+    symbols=["BTC/USDT", "ETH/USDT"],
+    size={                          # Optional size filters
+        "BTC/USDT": {"USDT": 10000} # Only trades > $10,000
+    }
+)
+```
+
+## Advanced Usage
+
+### Sandbox Testing
+
+Enable sandbox/testnet mode for testing. Note that you will need to pass the testnet API keys, and only Binance and Bybit are currently supported for sandbox mode:
+
+```python
+await sory.set_config(
+    type="orderbook",
+    aggregated=True,
+    exchanges=["binance", "bybit"],
+    sandbox_mode={
+        "binance": True,
+        "bybit": True
+    },
+    symbols=["BTC/USDT"],
+    depth=20
+)
+```
+
+### Margin Trading
+
+Enable spot margin trading mode:
+
+```python
+await sory.initialize_executor(api_configs, margin_mode=True)
+```
+
+---
+
+## For developers
+
+### Deployment
+
+1. Update version:
+```bash
+./run.sh bump_version.py patch  # or minor/major
+```
+
+2. Deploy to PyPI:
+```bash
+./deploy.sh
+```
+
+## License
+
+This project is licensed under the MIT License - see the LICENSE file for details.

sory-0.0.2/README.md

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+# Sory - Smart Order Router
+
+A sophisticated cryptocurrency trading package that provides real-time market data aggregation, smart order routing (SOR), and execution capabilities across multiple exchanges.
+
+## Features
+
+- **Real-time Market Data**
+  - Aggregated and individual orderbooks across multiple exchanges
+  - Trade monitoring with customizable size filters
+  - Support for spot, margin, perpetuals, futures and options data/trading
+  - Fee-aware price adjustments
+  
+- **Smart Order Routing**
+  - Best execution path calculation
+  - VWAP-based price discovery
+  - Slippage simulation
+  - Cross-exchange liquidity aggregation
+
+- **Advanced Orderbook Processing**
+  - Symbol grouping for related markets (e.g., USDT/USDC pairs)
+  - Configurable depth levels
+  - Custom fee structures
+  - Volume-weighted price calculations for slippage simulations
+
+- **Exchange Support**
+  - Multiple exchanges (Binance, Bybit, OKX, Coinbase, etc.)
+  - Unified API interface
+  - Sandbox/testnet mode for testing
+  - Comprehensive error handling and logging
+
+
+---
+
+## For Users
+
+## Installation
+
+```bash
+pip install sory
+```
+
+## Quick Start
+
+### Market Data Monitoring
+
+```python
+import asyncio
+from sory import SoryClient
+
+async def orderbook_callback(orderbook):
+    print(f"\nOrderbook Update for {orderbook['symbol']}:")
+    print("Top 5 Bids:")
+    for price, amount, exchange in orderbook['bids'][:5]:
+        print(f"  {exchange}: {price:.2f} @ {amount:.4f}")
+
+async def main():
+    # Initialize 'sory'
+    sory = SoryClient()
+    
+    # Configure orderbook settings
+    await sory.set_config(
+        type="orderbook",
+        aggregated=True,
+        exchanges=["binance", "bybit", "okx"],
+        symbols=["BTC/USDT", "ETH/USDT"],  # Will return 2 different aggregated books
+        depth=20
+    )
+    
+    # Start streaming
+    await sory.start_stream("orderbook", callback=orderbook_callback)
+    
+    # Run for 60 seconds
+    await asyncio.sleep(60)
+    
+    # Cleanup
+    await sory.stop_stream("orderbook")
+    await sory.close()
+
+if __name__ == "__main__":
+    asyncio.run(main())
+```
+
+### Trade Execution
+
+```python
+import asyncio
+from sory import VolyClient
+from sory.models import OrderConfig
+
+async def main():
+    # Initialize 'sory'
+    sory = VolyClient()
+    
+    # Configure for trading
+    await sory.set_config(
+        type="orderbook",
+        aggregated=True,
+        exchanges=["binance", "bybit", "okx", "kraken"],
+        symbols=["BTC/USDT"],
+        depth=20
+    )
+    
+    # Initialize order executor
+    api_configs = [
+        {
+            "exchange": "binance",
+            "api_key": "your_api_key",
+            "api_secret": "your_secret"
+        },
+        {
+            "exchange": "bybit",
+            "api_key": "your_api_key",
+            "api_secret": "your_api_secret"
+        }
+    ]
+    
+    await sory.initialize_executor(api_configs)
+    
+    # Create and execute order
+    order = OrderConfig(
+        side="buy",
+        amount=0.01  # BTC
+    )
+    
+    result = await sory.execute_order(order)
+    print(f"Order execution result: {result}")
+    
+    await sory.close()
+
+if __name__ == "__main__":
+    asyncio.run(main())
+```
+
+## Configuration
+
+API configurations can be passed directly as the `api_configs` dictionary or added to your `.env` file and accessed using the `get_api_config` function.
+```python
+from sory.utils.helpers import get_api_configs
+```
+
+### Environment Variables
+
+Create a `.env` file in your project root:
+
+```env
+# Exchange API Keys
+BINANCE_API_KEY=your_api_key
+BINANCE_API_SECRET=your_secret
+
+BYBIT_API_KEY=your_api_key
+BYBIT_API_SECRET=your_secret
+
+OKX_API_KEY=your_api_key
+OKX_API_SECRET=your_secret
+OKX_API_PASSWORD=your_password
+
+# Optional Logging
+BETTERSTACK_TOKEN=your_token
+```
+
+### Orderbook Configuration
+
+Sory supports various orderbook configuration options:
+
+```python
+await sory.set_config(
+    type="orderbook",
+    aggregated=True,                # Enable cross-exchange aggregation
+    exchanges=["binance", "bybit", "coinbase", "okx"],
+    symbols=["BTC/USDT", "BTC/USDC"],
+    depth=100,                      # Orderbook depth to maintain
+    fees_bps={                      # Optional fee configuration
+        "binance": 10,              # 0.1% fee
+        "bybit": {"BTC/USDT": 10}   # Symbol-specific fees
+    },
+    group={                        # Optional symbol grouping
+        "BTC/USDT": "BTC/USDC"     # Treat BTC/USDT and BTC/USDC pairs as same market
+    },
+    weighting={"BTC/USDT":         # VWAP to make every level worth $1,000
+                   {"USDT": 1000}
+               }
+)
+```
+
+### Trade Monitor Configuration
+
+For monitoring trades across exchanges:
+
+```python
+await sory.set_config(
+    type="trades",
+    exchanges=["binance", "bybit", "okx"],
+    symbols=["BTC/USDT", "ETH/USDT"],
+    size={                          # Optional size filters
+        "BTC/USDT": {"USDT": 10000} # Only trades > $10,000
+    }
+)
+```
+
+## Advanced Usage
+
+### Sandbox Testing
+
+Enable sandbox/testnet mode for testing. Note that you will need to pass the testnet API keys, and only Binance and Bybit are currently supported for sandbox mode:
+
+```python
+await sory.set_config(
+    type="orderbook",
+    aggregated=True,
+    exchanges=["binance", "bybit"],
+    sandbox_mode={
+        "binance": True,
+        "bybit": True
+    },
+    symbols=["BTC/USDT"],
+    depth=20
+)
+```
+
+### Margin Trading
+
+Enable spot margin trading mode:
+
+```python
+await sory.initialize_executor(api_configs, margin_mode=True)
+```
+
+---
+
+## For developers
+
+### Deployment
+
+1. Update version:
+```bash
+./run.sh bump_version.py patch  # or minor/major
+```
+
+2. Deploy to PyPI:
+```bash
+./deploy.sh
+```
+
+## License
+
+This project is licensed under the MIT License - see the LICENSE file for details.

sory-0.0.2/pyproject.toml

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+[build-system]
+requires = ["setuptools>=61.0", "wheel"]
+build-backend = "setuptools.build_meta"
+
+[project]
+name = "sory"
+version = "0.0.2"
+description = "Smart order routing package for cryptocurrency trading"
+readme = "README.md"
+authors = [
+    {name = "Manuel de Cara", email = "manu.de.cara@gmail.com"}
+]
+license = {text = "MIT"}
+classifiers = [
+    "Development Status :: 3 - Alpha",
+    "Intended Audience :: Developers",
+    "License :: OSI Approved :: MIT License",
+    "Operating System :: OS Independent",
+    "Programming Language :: Python :: 3",
+    "Programming Language :: Python :: 3.9"
+]
+requires-python = ">=3.9"
+dependencies = [
+    "ccxt>=4.1.13",
+    "pydantic>=2.5.2",
+    "loguru>=0.7.2",
+    "python-dotenv>=1.0.0",
+    "logtail-python>=0.2.5"
+]
+
+[project.optional-dependencies]
+dev = [
+    "build",
+    "twine",
+    "black",
+    "isort",
+    "mypy",
+    "pytest",
+    "pytest-asyncio",
+    "pytest-cov"
+]
+
+[tool.setuptools.packages.find]
+where = ["src"]
+include = ["sory*"]
+
+[tool.black]
+line-length = 100
+target-version = ['py39']
+
+[tool.isort]
+profile = "black"
+line_length = 100
+multi_line_output = 3

sory-0.0.2/setup.cfg

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+[egg_info]
+tag_build = 
+tag_date = 0
+

sory-0.0.2/setup.py

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+from setuptools import setup, find_packages
+
+if __name__ == "__main__":
+    setup(
+        name="sory",
+        package_dir={"": "src"},
+        packages=find_packages(where="src", exclude=["tests*", "scripts*"]),
+        install_requires=[
+            "ccxt>=4.1.13",
+            "pydantic>=2.5.2",
+            "loguru>=0.7.2",
+            "python-dotenv>=1.0.0",
+            "logtail-python>=0.2.5"
+        ],
+        extras_require={
+            'dev': [
+                'build',
+                'twine',
+                'black',
+                'isort',
+                'mypy',
+                'pytest',
+                'pytest-asyncio',
+                'pytest-cov'
+            ]
+        }
+    )

sory-0.0.2/src/sory/__init__.py

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+"""Sory package for cryptocurrency trading."""
+from sory.client import SoryClient
+from sory.models import OrderbookConfig, TradesConfig, APIConfig, OrderConfig
+from sory.exceptions import SoryError
+
+__version__ = "3.0.2"
+
+__all__ = [
+    "SoryClient",
+    "SoryError",
+    "OrderbookConfig",
+    "TradesConfig",
+    "APIConfig",
+    "OrderConfig",
+]