OKX Spot

OKX Spot historical market data details - currency pairs, data coverage and data collection specifics

Last updated 8 months ago

OKX Spot

OKX Spot historical market data details - currency pairs, data coverage and data collection specifics

OKEx historical data for spot high caps currency pairs is available since 2019-03-30, data for all spot currency pairs is available since 2021-03-11.

Downloadable CSV files

data type

symbol

date

trades

BTC-USDT

2020-01-01

incremental_book_L2

BTC-USDT

2020-01-01

book_snapshot_25

BTC-USDT

2020-01-01

quotes

BTC-USDT

2020-01-01

trades

ETH-USDT

2020-03-01

incremental_book_L2

ETH-USDT

2020-03-01

How to download all OKEx datasets for all instruments

# requires Python >=3.6
# pip install tardis-dev

from tardis_dev import datasets, get_exchange_details
import logging

# optionally enable debug logs
# logging.basicConfig(level=logging.DEBUG)

exchange = 'okex'
exchange_details = get_exchange_details(exchange)   

# iterate over and download all data for every symbol
for symbol in exchange_details["datasets"]["symbols"]:
    # alternatively specify datatypes explicitly ['trades', 'incremental_book_L2', 'quotes'] etc
    # see available options https://docs.tardis.dev/downloadable-csv-files#data-types
    data_types = symbol["dataTypes"]  
    symbol_id = symbol["id"]
    from_date =  symbol["availableSince"]
    to_date = symbol["availableTo"]

    # skip groupped symbols
    if symbol_id in ['PERPETUALS', 'SPOT', 'FUTURES']:
        continue

    print(f"Downloading {exchange} {data_types} for {symbol_id} from {from_date} to {to_date}")

    # each CSV dataset format is documented at https://docs.tardis.dev/downloadable-csv-files#data-types
    # see https://docs.tardis.dev/downloadable-csv-files#download-via-client-libraries for full options docs
    datasets.download(
        exchange = exchange,
        data_types = data_types,
        from_date =  from_date,
        to_date = to_date,
        symbols = [symbol_id],
        # TODO set your API key here
        api_key = "YOUR_API_KEY",
        # path where CSV data will be downloaded into
        download_dir = "./datasets",
    )

// npm install tardis-dev
// requires node version >=12
const { downloadDatasets, getExchangeDetails } = require('tardis-dev')

;(async () => {
  const exchange = 'okex'
  const exchangeDetails = await getExchangeDetails(exchange)

  // iterate over and download all data for every symbol
  for (const symbol of exchangeDetails.datasets.symbols) {
    // alternatively specify dataTypes explicitly ['trades', 'incremental_book_L2', 'quotes'] etc
    // see available options https://docs.tardis.dev/downloadable-csv-files#data-types
    const dataTypes = symbol.dataTypes
    const symbolId = symbol.id

    const from = symbol.availableSince
    const to = symbol.availableTo

    // skip groupped symbols
    if (['PERPETUALS', 'SPOT', 'FUTURES'].includes(symbolId)) {
      continue
    }

    console.log(`Downloading ${exchange} ${dataTypes} for ${symbolId} from ${from} to ${to}`)

    // each CSV dataset format is documented at https://docs.tardis.dev/downloadable-csv-files#data-types
    // see https://docs.tardis.dev/downloadable-csv-files#download-via-client-libraries for full options docs
    await downloadDatasets({
      exchange,
      dataTypes,
      from,
      to,
      symbols: [symbolId],
      // TODO: set your API key here
      apiKey: 'YOUR_API_KEY',
      //  path where CSV data will be downloaded into
      downloadDir: './datasets'
    })
  }
})()

curl -o okex_trades_2019-11-01_BTC-USD.csv.gz https://datasets.tardis.dev/v1/okex/trades/2019/11/01/BTC-USD.csv.gz

API Access and data format

# pip install tardis-client
import asyncio
from tardis_client import TardisClient, Channel
tardis_client = TardisClient(api_key="YOUR_API_KEY")

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=[])]
  )

  # messages as provided by OKEx real-time stream
  async for local_timestamp, message in messages:
    print(message)


asyncio.run(replay())

// npm install tardis-dev
const { replay } = require('tardis-dev');

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'
    });

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

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"}'

Captured real-time channels

Market data collection details

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

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Last updated 8 months ago