OKX Swap

OKX Swap historical market data details - instruments, data coverage and data collection specifics

OKX historical data for all its perpetual swap instruments is available since 2019-03-30.

https://api.tardis.dev/v1/exchanges/okex-swapapi.tardis.dev

See OKX Swap 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.

Liquidations datasets are available since 2020-12-18.

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

API Access and data format

Historical data format is the same as provided by real-time OKX WebSocket v5 API with addition of local timestamps (before 2021-12-23 it was v3 API version). 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.

Python

# 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-swap",
    from_date="2024-01-01",
    to_date="2024-01-02",
    filters=[Channel(name="books-l2-tbt", symbols=["BTC-USD-SWAP"])]
  )

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


asyncio.run(replay())

See Python client docs.

Node.js

cURL & HTTP API

cURL & tardis-machine

Captured real-time channels

OKX API guide | OKX technical support | OKXwww.okx.com

See OKX 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.

Current channels (API v5, since 2021-12-23):

• trades Public swap trade executions stream

• trades-all — available since 2023-10-19 All trades stream including non-aggregated trade messages

• books-l2-tbt Tick-by-tick L2 swap order book updates (10ms)

• books — available since 2023-02-24, until 2024-07-19 Incremental swap order book depth updates (100ms)

• bbo-tbt — available since 2022-05-05 Tick-by-tick best bid and offer updates (10ms)

• tickers 24h swap ticker updates (100ms)

• liquidations Liquidation events with at most one update per second per contract

• liquidation-orders — available since 2023-03-30 Liquidation orders with at most one update per second per contract

• open-interest Open interest updates (3s)

• mark-price Mark price updates with keepalive up to 10s when unchanged (200ms)

• funding-rate Funding rate updates with upcoming funding time (30s to 90s cadence)

• index-tickers Index ticker updates with keepalive up to 1m when unchanged (100ms)

• price-limit Price limit updates (200ms)

• status Exchange status and maintenance notifications

• instruments Instrument state updates (listing, suspension, parameter changes)

• long-short-account-ratio Long/short account ratio snapshots from REST statistics endpoint (1m)

• taker-volume Taker buy/sell volume snapshots from REST statistics endpoint (1m)

• public-block-trades — available since 2023-01-01 Public block trades stream (15m)

• public-struc-block-trades — available since 2023-01-01 Public structured block trades stream (15m)

• taker-volume-contract — available since 2024-08-08 Contract-level taker buy/sell volume snapshots from REST statistics endpoint (1m)

• long-short-account-ratio-contract-top-trader — available since 2024-08-08 Contract-level top-trader long/short account ratio snapshots (1m)

• long-short-position-ratio-contract-top-trader — available since 2024-08-08 Contract-level top-trader long/short position ratio snapshots (1m)

• long-short-account-ratio-contract — available since 2024-08-08 Contract-level long/short account ratio snapshots from REST statistics endpoint (1m)

Legacy channels (API v3, until 2021-12-23):

• swap/trade — until 2021-12-23 Public swap trade executions stream

• swap/depth — until 2020-02-13 Incremental swap order book updates (legacy depth channel, 100ms)

• swap/depth_l2_tbt — available since 2020-02-07, until 2021-12-23 Tick-by-tick L2 swap order book updates with sequencing

• swap/ticker — until 2021-12-23 24h swap ticker updates

• swap/liquidation — available since 2020-12-18, until 2021-12-23 Swap liquidation events

• swap/funding_rate — until 2021-12-23 Funding rate updates

• swap/mark_price — until 2021-12-23 Mark price with keepalive up to 10s when unchanged

• index/ticker — available since 2019-09-20, until 2021-12-23 Index ticker for swap contracts with keepalive up to 1m when unchanged

• system/status — available since 2020-07-01, until 2021-12-23 Exchange status and maintenance notifications

• information/sentiment — available since 2020-10-28, until 2021-12-23 Market sentiment ratio metrics (75s, REST polling)

• information/long_short_ratio — available since 2020-10-28, until 2021-12-23 Long/short account ratio metrics (75s, REST polling)

• information/margin — available since 2020-10-28, until 2021-12-23 Margin ratio metrics (75s, REST polling)

Market data collection details

Market data collection infrastructure for OKX Swap since 2022-05-04T16:45 is located in AWS HK region (Hong Kong, China, VPC colo setup), before that, starting since 2020-05-15 it was located in GCP asia-northeast1 (Tokyo, Japan) and initially it was located in GCP europe-west2 region (London, UK).

Real-time market data is captured via multiple WebSocket connections to wss://awscolows1.okx.com:8443/ws/v5/public.

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