Order Book Trading - Market Data¶

REST API¶

GET / Tickers¶

Retrieve the latest price snapshot, best bid/ask price, and trading volume in the last 24 hours.

***Rate Limit**: 20 requests per 2 seconds
***Rate limit rule**: IP

GET /api/v5/market/tickers

Parameter	Type	Required	Description
instType	String	Yes	`SPOT`, `SWAP`, `FUTURES`, `OPTION`
uly	String	No	Underlying, e.g. `BTC-USD`. For `FUTURES`/`SWAP`/`OPTION`
instFamily	String	No	Instrument family

GET / Ticker¶

Retrieve the latest price snapshot, best bid/ask price, and trading volume of an instrument.

***Rate Limit**: 20 requests per 2 seconds

GET /api/v5/market/ticker

Parameter	Type	Required	Description
instId	String	Yes	Instrument ID, e.g. `BTC-USDT`

GET / Order book¶

Retrieve order book of the instrument.

***Rate Limit**: 40 requests per 2 seconds

GET /api/v5/market/books

Parameter	Type	Required	Description
instId	String	Yes	Instrument ID
sz	String	No	Order book depth per side (max 400, default 1)

GET / Full order book¶

Retrieve the full order book of an instrument.

***Rate Limit**: 10 requests per 2 seconds

GET /api/v5/market/books-full

GET / Candlesticks¶

Retrieve the candlestick charts. Maximum 1,440 data entries returned.

***Rate Limit**: 40 requests per 2 seconds

GET /api/v5/market/candles

Parameter	Type	Required	Description
instId	String	Yes	Instrument ID
bar	String	No	Bar size, default `1m`. Options: `1m/3m/5m/15m/30m/1H/2H/4H/6H/12H/1D/1W/1M/3M`
after	String	No	Pagination (older data)
before	String	No	Pagination (newer data)
limit	String	No	Default 100, max 300

GET / Candlesticks history¶

Retrieve history candlestick charts from recent years (only for Instrument type SPOT currently).

GET /api/v5/market/history-candles

GET / Trades¶

Retrieve the recent transactions of an instrument.

***Rate Limit**: 100 requests per 2 seconds

GET /api/v5/market/trades

Parameter	Type	Required	Description
instId	String	Yes	Instrument ID
limit	String	No	Default 100, max 500

GET / Trades history¶

Retrieve the recent transactions of an instrument from the last 3 months with pagination.

GET /api/v5/market/history-trades

GET / Option trades by instrument family¶

GET /api/v5/market/option/instrument-family-trades

GET / Option trades¶

GET /api/v5/public/option-trades

GET / 24H total volume¶

GET /api/v5/market/platform-24-volume

GET / Call auction details¶

GET /api/v5/market/call-auction-details

WebSocket¶

WS / Tickers channel¶

***URL Path**: /ws/v5/public
***Channel**: tickers

Subscribe Example:

{
  "op": "subscribe",
  "args": [{
    "channel": "tickers",
    "instId": "BTC-USDT"
  }]
}

WS / Candlesticks channel¶

***URL Path**: /ws/v5/business
***Channel**: candle1m, candle3m, candle5m, candle15m, candle30m, candle1H, candle2H, candle4H, candle6H, candle12H, candle1D, candle1W, candle1M, candle3M

Subscribe Example:

{
  "op": "subscribe",
  "args": [{
    "channel": "candle1m",
    "instId": "BTC-USDT"
  }]
}

WS / Trades channel¶

***URL Path**: /ws/v5/public
***Channel**: trades

WS / All trades channel¶

***URL Path**: /ws/v5/business
***Channel**: trades-all

WS / Order book channel¶

***URL Path**: /ws/v5/public
***Channel**: books, books5, bbo-tbt, books-l2-tbt, books50-l2-tbt

Channel	Description
`books`	400 depth levels, push every 100ms
`books5`	5 depth levels, push every 100ms
`bbo-tbt`	Best bid/ask, push tick-by-tick
`books-l2-tbt`	400 depth levels, push tick-by-tick
`books50-l2-tbt`	50 depth levels, push tick-by-tick

Subscribe Example:

{
  "op": "subscribe",
  "args": [{
    "channel": "books",
    "instId": "BTC-USDT"
  }]
}

WS / Option trades channel¶

***Channel**: opt-trades

WS / Call auction details channel¶

***Channel**: call-auction-details

SBE Market Data¶

OKX provides SBE (Simple Binary Encoding) market data for ultra-low-latency use cases.

Overview¶

SBE is a binary encoding format that provides lower latency compared to JSON. It follows the FIX SBE standard.

Integration Information¶

***WebSocket URL**: wss://ws.okx.com:8443/ws/v5/public?sbe=true
***Supported Channels**: books-sbe-tbt (order book tick-by-tick)
***XML Schema**: Available from OKX documentation

SBE Order book¶

Subscribe to the SBE order book for ultra-low latency market data:

{
  "op": "subscribe",
  "args": [{
    "channel": "books-sbe-tbt",
    "instId": "BTC-USDT"
  }]
}