API OKX

OKX

APIs supported

WebSockets API: connect to a websocket server and provides real-time market data updates, account changes and place trading orders.

Properties

WebSocket channels are divided into two categories: public and private channels.

Public channels: include tickers channel, K-Line channel, limit price channel, order book channel, and mark price channel, etc -- do not require log in.
Private channels: including account channel, order channel, and position channel, etc -- require log in.

You can configure the following properties in the OKS property.

ApiKey: you can request a new api key in your OKX account, just copy the value to this property.
ApiSecret: it's the secret value of the api.
Passphrase: it's the custom string defined when creating a new api key.

IsDemo: if enabled, will connect to the OKX Demo account (disabled by default).
IsPrivate: if enabled, you will be able to connect to private channels (disabled by default).

Connection

When the client successfully connects to OKX servers, the event OnOKXConnect is fired. If there is any error while trying to connect, the event OnOKXError will be fired with the error details.

After the event OnOKXConnect is fired, then you can start to send and receive messages from OKX servers.


oClient := TsgcWebSocketClient.Create(nil);
oOKX := TsgcWSAPI_OKX.Create(nil);
oOKX.Client := oClient;
oOKX.OKX.ApiKey := 'alsdjk23kandfnasbdfdkjhsdf';
oOKX.OKX.ApiSecret := 'aldskjfk3jkadknfajndsjfj23j';
oOKX.OKX.Passphrase := 'secret_passphrase';
oClient.Active := True;
procedure OnOKXConnect(Sender: TObject; aMessage, aCode, aRawMessage: string);
begin
  DoLog('#OKX Connected');
end;
procedure OnOKXError(Sender: TObject; aCode, aMessage, aRawMessage: string);
begin
  DoLog('#error: ' + aMessage);
end;

Public Channels

The websocket feed provides real-time market data updates for orders and trades. The websocket feed has some public channels like ticker, trades...

You can subscribe to the following Public channels:

Method	Description
SubscribeInstruments	The full instrument list will be pushed for the first time after subscription. Subsequently, the instruments will be pushed if there is any change to the instrument’s state (such as delivery of FUTURES, exercise of OPTION, listing of new contracts / trading pairs, trading suspension, etc.).
SubscribeTicker	Retrieve the last traded price, bid price, ask price and 24-hour trading volume of instruments. Data will be pushed every 100 ms.
SubscribeOpenInterest	Retrieve the open interest. Data will by pushed every 3 seconds.
SubscribeCandlestick	Retrieve the candlesticks data of an instrument. the push frequency is the fastest interval 500ms push the data.
SubscribeTrades	Retrieve the recent trades data. Data will be pushed whenever there is a trade.
SubscribeEstimatedPrices	Retrieve the estimated delivery/exercise price of FUTURES contracts and OPTION. Only the estimated delivery/exercise price will be pushed an hour before delivery/exercise, and will be pushed if there is any price change.
SubscribeMarkPrice	Retrieve the mark price. Data will be pushed every 200 ms when the mark price changes, and will be pushed every 10 seconds when the mark price does not change.
SubscribeMarkPriceCandlestick	Retrieve the candlesticks data of the mark price. Data will be pushed every 500 ms.
SubscribePriceLimit	Retrieve the maximum buy price and minimum sell price of the instrument. Data will be pushed every 5 seconds when there are changes in limits, and will not be pushed when there is no changes on limit.
SubscribeOrderBook	Retrieve order book data. Use books for 400 depth levels, book5 for 5 depth levels, bbo-tbt tick-by-tick 1 depth level, books50-l2-tbt tick-by-tick 50 depth levels, and books-l2-tbt for tick-by-tick 400 depth levels. books: 400 depth levels will be pushed in the initial full snapshot. Incremental data will be pushed every 100 ms when there is change in order book. books5: 5 depth levels will be pushed every time. Data will be pushed every 100 ms when there is change in order book. bbo-tbt: 1 depth level will be pushed every time. Data will be pushed every 10 ms when there is change in order book. books-l2-tbt: 400 depth levels will be pushed in the initial full snapshot. Incremental data will be pushed every 10 ms when there is change in order book. books50-l2-tbt: 50 depth levels will be pushed in the initial full snapshot. Incremental data will be pushed every 10 ms when there is change in order book. If asks or bids is an empty array, it means that there are changes in 400 depth, instead of 50 depth. If you maintain the order book data locally, please ignore empty asks and bids.
SubscribeOptionSummary	Retrieve detailed pricing information of all OPTION contracts. Data will be pushed at once.
SubscribeFundingRate	Retrieve funding rate. Data will be pushed in 30s to 90s.
SubscribeIndexCandlestick	Retrieve the candlesticks data of the index. Data will be pushed every 500 ms.
SubscribeIndexTicker	Retrieve index tickers data
SubscribeStatus	Get the status of system maintenance and push when the system maintenance status changes. First subscription: "Push the latest change data"; every time there is a state change, push the changed content
SubscribePublicStructureBlockTrades	Data will be pushed whenever there is a block trade.
SubscribeBlockTickers	Retrieve the latest block trading volume in the last 24 hours. The data will be pushed when triggered by transaction execution event. In addition, it will also be pushed in 5 minutes interval according to subscription granularity.


oClient := TsgcWebSocketClient.Create(nil);
oOKX := TsgcWSAPI_OKX.Create(nil);
oOKX.Client := oClient;
oOKX.OKX.ApiKey := 'alsdjk23kandfnasbdfdkjhsdf';
oOKX.OKX.ApiSecret := 'aldskjfk3jkadknfajndsjfj23j';
oOKX.OKX.Passphrase := 'secret_passphrase';
oClient.Active := True;
procedure OnOKXConnect(Sender: TObject; aMessage, aCode, aRawMessage: string);
begin
  oOKX.SubscribeInstruments(okxitFutures);
end;

Private Channels

Including account channel, order channel, and position channel, etc -- require log in.

You can subscribe to the following Private channels:

Method	Description
SubscribeAccount	Retrieve account information. Data will be pushed when triggered by events such as placing order, canceling order, transaction execution, etc. It will also be pushed in regular interval according to subscription granularity.
SubscribePositions	Retrieve position information. Initial snapshot will be pushed according to subscription granularity. Data will be pushed when triggered by events such as placing/canceling order, and will also be pushed in regular interval according to subscription granularity.
SubscribeBalanceAndPosition	Retrieve account balance and position information. Data will be pushed when triggered by events such as filled order, funding transfer.
SubscribeOrders	Retrieve order information. Data will not be pushed when first subscribed. Data will only be pushed when triggered by events such as placing/canceling order.
SubscribeOrdersAlgo	Retrieve algo orders (includes trigger order, oco order, conditional order). Data will not be pushed when first subscribed. Data will only be pushed when triggered by events such as placing/canceling order.
SubscribeAdvanceAlgo	Retrieve advance algo orders (including Iceberg order, TWAP order, Trailing order). Data will be pushed when first subscribed. Data will be pushed when triggered by events such as placing/canceling order.
SubscribePositionRisk	This push channel is only used as a risk warning, and is not recommended as a risk judgment for strategic trading In the case that the market is not moving violently, there may be the possibility that the position has been liquidated at the same time that this message is pushed.
SubscribeAccountGreeks	Retrieve account greeks information. Data will be pushed when triggered by events such as increase/decrease positions or cash balance in account, and will also be pushed in regular interval according to subscription granularity.
SubscribeRfqs	Retrieve the Rfqs.
SubscribeQuotes	Retrieve the Quotes.
SubscribePrivateStructureBlockTrades	Retrieve Structure Block Trades.
SubscribeSpotGridAlgoOrders	Retrieve spot grid algo orders. Data will be pushed when first subscribed. Data will be pushed when triggered by events such as placing/canceling order.
SubscribeContactGridAlgoOrders	Retrieve contract grid algo orders. Data will be pushed when first subscribed. Data will be pushed when triggered by events such as placing/canceling order.
SubscribeGridPositions	Retrieve grid positions. Data will be pushed when first subscribed. Data will be pushed when triggered by events such as placing/canceling order.
SubscribeGridSubOrders	Retrieve grid sub orders. Data will be pushed when first subscribed. Data will be pushed when triggered by events such as placing order.


oClient := TsgcWebSocketClient.Create(nil);
oOKX := TsgcWSAPI_OKX.Create(nil);
oOKX.Client := oClient;
oOKX.OKX.ApiKey := 'alsdjk23kandfnasbdfdkjhsdf';
oOKX.OKX.ApiSecret := 'aldskjfk3jkadknfajndsjfj23j';
oOKX.OKX.Passphrase := 'secret_passphrase';
oClient.Active := True;
procedure OnOKXConnect(Sender: TObject; aMessage, aCode, aRawMessage: string);
begin
  oOKX.SubscribeOrders(okxitFutures, 'BTC-USD', 'BTC-USD-200329');
end;

Trading

The WebSocket Trade requires Authentication.

You can place an order only if you have sufficient funds. Find below a table with the request parameters:

Parameter	Type	Required	Description
id	String	Yes	Unique identifier of the message Provided by client. It will be returned in response message for identifying the corresponding request. A combination of case-sensitive alphanumerics, all numbers, or all letters of up to 32 characters.
> instId	String	Yes	Instrument ID,e.g. `BTC-USD-190927-5000-C`
> tdMode	String	Yes	Trade mode Margin mode `isolated` `cross` Non-Margin mode `cash`
> ccy	String	No	Margin currency Only applicable to `cross` `MARGIN` orders in `Single-currency margin`.
> clOrdId	String	No	Client-supplied order ID A combination of case-sensitive alphanumerics, all numbers, or all letters of up to 32 characters.
> tag	String	No	Order tag A combination of case-sensitive alphanumerics, all numbers, or all letters of up to 16 characters.
> side	String	Yes	Order side, `buy` `sell`
> posSide	String	Optional	Position side The default is `net` in the `net` mode It is required in the `long/short` mode, and can only be `long` or `short`. Only applicable to `FUTURES/SWAP`.
> ordType	String	Yes	Order type `market`: market order `limit`: limit order `post_only`: Post-only order `fok`: Fill-or-kill order `ioc`: Immediate-or-cancel order `optimal_limit_ioc` :Market order with immediate-or-cancel order
> sz	String	Yes	Quantity to buy or sell.
> px	String	Optional	Price Only applicable to `limit`,`post_only`,`fok`,`ioc` order.
> reduceOnly	Boolean	No	Whether to reduce position only or not, `true` `false`, the default is `false`. Only applicable to `MARGIN` orders, and `FUTURES/SWAP` orders in `net` mode Only applicable to `Single-currency margin` and `Multi-currency margin`
> tgtCcy	String	No	Quantity type `base_ccy`: Base currency ,`quote_ccy`: Quote currency Only applicable to `SPOT` traded with Market order Default is `quote_ccy` for buy, `base_ccy` for sell
> banAmend	Boolean	No	Whether to ban amending spot order or not, true or false, the default is false. It will fail to place orders if the balance is not enough when banAmend is true. Only applicable to SPOT market order

Place Order Example

You can place an order only if you have sufficient funds.


// Place Martket Order
TsgcWSAPI_OKX1.PlaceMarketOrder(okxosBuy, 'ETH-BTC', 1);
// Place Limit Order
TsgcWSAPI_OKX1.PlaceLimitOrder(okxosBuy, 'ETH-BTC', 1, 0.25);

Cancel Order Example

Cancel an incomplete order


TsgcWSAPI_OKX1.CancelOrder('ETH-BTC', '457589362405027840');

Amend Order

Amend an incomplete order.


TsgcWSAPI_OKX1.AmendOrder('ETH-BTC', '457589362405027840', '', 2);