OKX Market Data Connector
OKX Data Connector based on WebSocket/REST.
Configuration
Data Connector Parameters
| Parameter | Default Value | Description |
|---|---|---|
| WebSocket URL | wss://ws.okx.com:8443/ws/v5/public | WebSocket root URL. The following endpoints are supported: Standard OKX data feed: wss://ws.okx.com:8443/ws/v5/public OKX AWS data feed: wss://wsaws.okx.com:8443/ws/v5/public By default URL for standard OKX data feed is chosen. |
| REST URL | https://www.okx.com/ | REST root URL. The following endpoints are supported: Standard OKX endpoint: https://www.okx.com/ OKX AWS endpoint: https://aws.okx.com/ By default URL for standard OKX endpoint is chosen. |
| Read Timeout | 20000 | Read timeout in milliseconds. |
| Reconnect Timeout | 15000 | Reconnect timeout in milliseconds. |
| Exchange Name | OKX | Exchange name for this session. |
| Use Tick-By-Tick Order Book Channel | false | This option allows to use tick-by-tick order book channel instead of a standard one. Supported tick-by-tick order book channels: books50-l2-tbt (50 levels) and books-l2-tbt (400 levels). Depending on Output Book Size value either books50-l2-tbt or books-l2-tbt order book channel will be used. Default value for this option is false. |
| API Key | N/A | API key for authentication in OKX. |
| Secret Key | N/A | Secret key for authentication in OKX. |
| Passphrase | N/A | Passphrase for authentication in OKX. |
| Output Book Size | 20 | Size of the output book. |
| Snapshot Interval | 10S | This property sets an interval in seconds between periodical Level2 snapshots which sent to Aggregator. Snapshots will be generated as soon as this threshold is exceeded AND the next increment message arrives. Conversely, snapshots are NOT generated every period if no data is coming in. Default value is 10 seconds. |
Symbology
Supported symbol notations:
| Symbol Notation | Examples |
|---|---|
| SYMBOL-NAME | BTC-USDT BTC-USD-SWAP BTC-USD-231103 |
To get full symbol list please refer:
https://www.okex.com/api/v5/public/instruments?instType=SPOT
https://www.okex.com/api/v5/public/instruments?instType=SWAP
https://www.okex.com/api/v5/public/instruments?instType=FUTURES