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:

    pip install bjarkan-sdk

  2. Import and initialize the SDK:

    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:

    # 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:

    # 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:

    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!