Welcome to the documentation for the Bjarkan Smart Order Router (SOR) SDK. This project provides a powerful and flexible solution for getting aggregated or non-aggregated market data, streaming real-time trades, and executing orders across multiple cryptocurrency exchanges, optimizing for the best possible execution price.

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What is Bjarkan SOR?

Bjarkan SOR is a comprehensive Market Data provider and Smart Order Router designed to:

1. Provide both aggregated and non-aggregated orderbook data views with fees and VWAP calculations available.
2. Stream real-time trade data from multiple exchanges.
3. Intelligently split and route orders to achieve the best overall execution price.

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Key Features

• Multi-Exchange Support: Connect to and trade on multiple exchanges simultaneously (30+ exchanges supported).
• Configurable: Set up your own configurations to define which exchanges and symbols you want to work with.
• Real-time Order Book Data: Get a comprehensive view of the market across all connected exchanges, with options for aggregated or non-aggregated data.
• Live Trade Streaming: Receive real-time trade data from multiple exchanges with customizable filtering.
• Smart Order Execution: Automatically split and route orders for optimal execution.
• Customizable Strategies: Leverage our open market data, execution and SOR to create your own advanced trading strategies and execution models.
• Flexible Configuration: Easily set up and modify your orderbook and trades configurations, as well as API keys.
• Sandbox Mode: Test your strategies in a safe environment using exchange sandbox modes.
• Fee-Aware Orderbooks: Incorporate exchange fees directly into price levels to view the real orderbook of crypto.
• VWAP Calculations: Utilize Volume Weighted Average Price calculations for more accurate pricing and better execution strategies.
• Async Architecture: Built with Python’s asyncio for high-performance and non-blocking operations.
• Resource Management: Clean resource handling with async context managers.

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Getting Started

1. Install the Bjarkan SDK:

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   pip install bjarkan-sdk
   

2. Import and initialize the SDK:

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   import asyncio
   from bjarkan import BjarkanSDK
   
   async def main():
       async with BjarkanSDK() as sdk:
           # Your code here
   
   if __name__ == "__main__":
       asyncio.run(main())
   

3. Set your orderbook and/or trades configurations:

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   # Configure orderbook
   await sdk.set_config(
       type="orderbook",
       aggregated=True,
       exchanges=["binance", "okx", "bybit"],
       symbols=["BTC/USDT"],
       depth=20
   )
   

4. Start the required data streams:

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   # Define a callback for orderbook updates
   async def process_orderbook(orderbook):
       print(f"Best bid: {orderbook['bids'][0][0]}, Best ask: {orderbook['asks'][0][0]}")
   
   # Start the orderbook stream
   await sdk.start_stream("orderbook", callback=process_orderbook)
   

5. Execute orders or implement your custom trading strategies:

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   from bjarkan.models import OrderConfig
   
   # Create an order
   order = OrderConfig(
       side="buy",
       amount=0.001  # BTC amount
   )
   
   # Execute the order
   result = await sdk.execute_order(order)
   print(f"Order status: {result['status']}")
   

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Built on CCXT Pro

Bjarkan SOR SDK is built on top of CCXT Pro, providing a standardized interface to access cryptocurrency exchanges. This foundation ensures robust exchange connectivity while Bjarkan adds smart order routing and advanced market data capabilities.

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Core Components

The SDK consists of several key components:

1. BjarkanSDK Client: The main entry point for all functionality
2. OrderbookManager: Handles orderbook data collection and processing
3. TradesManager: Manages real-time trade data
4. OrderExecutor: Routes and executes orders across exchanges

We’re excited to see what you’ll build with the Bjarkan SOR. Happy trading!