OKEx Spot (high caps)

OKEx historical data for spot high caps currency pairs is available since 2019-03-30.

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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.

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API Access and data format

Historical data format is the same as provided by real-time OKEx WebSocket v3 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 can perform data normalization client-side.

# pip install tardis-client
import asyncio
from tardis_client import TardisClient, Channel
tardis_client = TardisClient(api_key="YOUR_API_KEY")
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async def replay():
  # replay method returns Async Generator
  messages = tardis_client.replay(
    exchange="okex",
    from_date="2020-01-01",
    to_date="2020-01-02",
    filters=[Channel(name="spot/trade", symbols=[])]
  )
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  # messages as provided by OKEx real-time stream
  async for local_timestamp, message in messages:
    print(message)
​
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asyncio.run(replay())

// npm install tardis-dev
const { replay } = require('tardis-dev');
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async function run() {
  try {
    const messages = replay({
      exchange: 'okex',
      from: '2020-01-01',
      to: '2020-01-02',
      filters: [{ channel: 'spot/trade', symbols: [] }],
      apiKey: 'YOUR_API_KEY'
    });
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    // messages as provided by OKEx real-time stream
    for await (const { localTimestamp, message } of messages) {
      console.log(localTimestamp, message);
    }
  } catch (e) {
    console.error(e);
  }
}
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run();

curl -g 'https://api.tardis.dev/v1/data-feeds/okex?from=2020-01-01&filters=[{"channel":"spot/trade","symbols":[]}]&offset=0'

curl -g 'localhost:8000/replay?options={"exchange":"okex","filters":[{"channel":"spot/trade","symbols":[]}],"from":"2020-01-01","to":"2020-01-02"}'

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Captured real-time channels

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• ​spot/trade​

• ​spot/ticker​

• ​spot/depth - available until 2020-04-10

• ​spot/depth_l2_tbt - available since 2020-04-10

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Market data collection details

​Market data collection infrastructure for OKEx Spot since 2020-05-15 is located in GCP asia-northeast1 (Tokyo, Japan), before that it was located in GCP europe-west2 region (London, UK). Real-time market data is captured via multiple WebSocket connections.

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