OKCoin

OKCoin historical market data details - available instruments, data coverage and data collection specifics

OKCoin historical data for all its currency pairs is available since 2019-11-19 until 2025-10-01.

https://api.tardis.dev/v1/exchanges/okcoinapi.tardis.dev

See OKCoin historical data coverage: available symbols, channels, date ranges and incidents

Downloadable CSV files

Historical CSV datasets for the first day of each month are available to download without API key. See downloadable CSV files documentation.

data type	symbol	date
incremental_book_L2	BTC-USD	2020-01-01	Download sample
trades	BTC-USD	2020-01-01	Download sample
quotes	BTC-USD	2020-01-01	Download sample

API Access and data format

Historical data format is the same as provided by real-time OKCoin WebSocket API with addition of local timestamps. If you'd like to work with normalized data format instead (same format for each exchange) see downloadable CSV files or official client libs that perform data normalization client-side.

Python

# pip install tardis-dev
import asyncio
from tardis_dev import Channel, replay

async def main():
    async for local_timestamp, message in replay(
        exchange="okcoin",
        from_date="2024-01-01",
        to_date="2024-01-02",
        filters=[Channel(name="books", symbols=["BTC-USD"])],
        api_key="YOUR_API_KEY",
    ):
        # messages as provided by OKCoin real-time stream
        print(message)

asyncio.run(main())

See Python client docs.

Node.js

// npm install tardis-dev
import { replay } from 'tardis-dev';

const messages = replay({
  exchange: 'okcoin',
  from: '2024-01-01',
  to: '2024-01-02',
  filters: [{ channel: 'books', symbols: ['BTC-USD'] }],
  apiKey: 'YOUR_API_KEY'
});

// messages as provided by OKCoin real-time stream
for await (const { localTimestamp, message } of messages) {
  console.log(localTimestamp, message);
}

See Node.js client docs.

cURL & HTTP API

curl --compressed -g 'https://api.tardis.dev/v1/data-feeds/okcoin?from=2024-01-01&filters=[{"channel":"books","symbols":["BTC-USD"]}]&offset=0'

https://api.tardis.dev/v1/data-feeds/okcoin?from=2024-01-01&filters=[{%22channel%22:%22books%22,%22symbols%22:[%22BTC-USD%22]}]&offset=0api.tardis.dev

Example API response for OKCoin historical market data request

See HTTP API docs.

cURL & tardis-machine

curl -g 'localhost:8000/replay?options={"exchange":"okcoin","filters":[{"channel":"books","symbols":["BTC-USD"]}],"from":"2024-01-01","to":"2024-01-02"}'

Tardis-machine is a locally runnable server that exposes API allowing efficiently requesting historical market data for whole time periods in contrast to HTTP API that provides data only in minute by minute slices.

See tardis-machine docs.

Captured real-time channels

Okcoin Developer Documentation | Okcoin Official Website | Okcoinwww.okcoin.com

See OKCoin WebSocket API docs providing documentation for each captured channel's format

Click any channel below to see HTTP API response with historical data recorded for it.

v5 API channels (since 2023-04-27):

• trades — available since 2023-04-27 Public spot trade executions stream

• books — available since 2023-04-27 Incremental spot order book depth updates

• bbo-tbt — available since 2023-04-27 Tick-by-tick best bid and offer updates

• tickers — available since 2023-04-27 24h spot ticker updates

v3 API channels (until 2023-04-27):

• spot/trade — available until 2023-04-27 Public spot trade executions stream

• spot/depth — available until 2020-02-18 Incremental spot order book updates stream (legacy depth channel)

• spot/depth_l2_tbt — available since 2020-02-12, until 2023-04-27 Tick-by-tick L2 spot order book updates with sequencing

• spot/ticker — available until 2023-04-27 Spot ticker updates stream

Market data collection details

Market data collection infrastructure for OKCoin since 2020-05-15 was located in GCP asia-northeast1 (Tokyo, Japan), before that it was located in GCP europe-west2 region (London, UK).

Real-time market data was captured via multiple WebSocket connections to wss://real.okcoin.com:8443/ws/v5/public.

OKCoin servers are located in Alibaba Cloud cn-hongkong region (Hong Kong, China).