OKX WebSocket Trading API Integration in Delphi

The TsgcWSAPI_OKX component provides comprehensive Delphi access to the OKX exchange through a unified WebSocket interface. It supports public market data streams, private account channels, and direct trading operations including market and limit orders, all through a single component. This guide details every available method, configuration property, and includes working code examples to get you trading on OKX from Delphi.

WebSocket Public Channels

Public channels stream market data to all connected clients without requiring authentication. These channels cover instruments, tickers, order books, trades, candlesticks, funding rates, and more. Each subscribe method has a corresponding unsubscribe method.

Market Data Channels

Price & Index Channels

Options & System Channels

WebSocket Private Channels

Private channels require authentication and deliver real-time updates on your account state, positions, orders, and algorithmic trading activity. Set OKX.IsPrivate := True and provide valid API credentials before subscribing to these channels.

Account & Position Channels

Order & Algo Channels

RFQ & Block Trade Channels

Grid Trading Channels

WebSocket Trading Operations

OKX supports placing and managing orders directly over the WebSocket connection, which provides lower latency compared to REST API calls. These methods require authentication.

Code Example

The following example demonstrates how to create and configure the TsgcWSAPI_OKX component, authenticate with the API, subscribe to ticker data, monitor orders, and place both market and limit orders directly over the WebSocket connection.

var
  oClient: TsgcWebSocketClient;
  oOKX: TsgcWSAPI_OKX;
begin
  // Create the WebSocket client
  oClient := TsgcWebSocketClient.Create(nil);
  oOKX := TsgcWSAPI_OKX.Create(nil);
  oOKX.Client := oClient;

  // Configure API credentials
  oOKX.OKX.ApiKey := 'your_api_key';
  oOKX.OKX.ApiSecret := 'your_api_secret';
  oOKX.OKX.Passphrase := 'your_passphrase';
  oOKX.OKX.IsPrivate := True;

  // Connect to OKX
  oClient.Active := True;

  // Subscribe to BTC-USDT ticker
  oOKX.SubscribeTicker('BTC-USDT');

  // Subscribe to order updates for spot trading
  oOKX.SubscribeOrders(okxitSpot);

  // Place a market buy order
  oOKX.PlaceMarketOrder(okxosBuy, 'BTC-USDT', 0.001);

  // Place a limit buy order
  oOKX.PlaceLimitOrder(okxosBuy, 'BTC-USDT', 0.001, 30000);
end;

Handling WebSocket Events

Assign an event handler to process incoming WebSocket messages. The event provides the channel name and the JSON payload for each update.

procedure TForm1.OnOKXEvent(Sender: TObject;
  const aChannel, aData: string);
begin
  // aChannel identifies the subscription (e.g., 'tickers', 'orders')
  // aData contains the JSON payload
  Memo1.Lines.Add(aChannel + ': ' + aData);
end;

Using Demo Trading Mode

OKX provides a demo trading environment for testing. Enable it by setting OKX.IsDemo := True before connecting. Demo mode connects to a separate endpoint with simulated balances, allowing you to test your trading logic without risking real funds.

// Enable demo trading mode
oOKX.OKX.IsDemo := True;
oOKX.OKX.IsPrivate := True;
oClient.Active := True;

Configuration & Notes

Configuration Properties

All configuration is accessed through the OKX property of the component.

Important Notes

• Set OKX.IsPrivate := True before connecting if you need private channels or trading operations. Public channels work without authentication.
• Use OKX.IsDemo := True to test against the OKX demo environment before going live. Demo mode uses separate API credentials generated specifically for the demo platform.
• The SubscribeOrders method accepts an instrument type parameter (e.g., okxitSpot, okxitFutures, okxitSwap, okxitOption) to filter order updates by trading type.
• The PlaceMarketOrder and PlaceLimitOrder convenience methods accept an order side parameter (e.g., okxosBuy, okxosSell), instrument ID, size, and (for limit orders) price.
• The AmendOrder method allows you to modify price or size of an active order without cancelling and re-placing it, reducing latency and avoiding lost queue position.
• OKX enforces rate limits on WebSocket messages. Refer to the official OKX documentation for current limits on subscriptions and trading requests per second.
• WebSocket subscriptions are persistent for the lifetime of the connection. If the connection drops, you will need to resubscribe after reconnecting.