okxr: R Interface to the OKX REST API

Description

'okxr' provides lightweight wrappers for selected OKX REST API endpoints, including market data, account information, asset metadata, order-book trade queries, trading actions, and copy-trading endpoints.

Details

Public market and public reference endpoints can be called without credentials. Private account, asset, trade, and copy-trading endpoints require an OKX API credential list with 'api_key', 'secret_key', and 'passphrase' entries.

If ‘config$demo' is 'TRUE', signed requests include OKX’s simulated trading header. Request timeout defaults to 10 seconds and can be set globally with 'set_okxr_options(timeout = 15)' or per request with 'config$timeout'.

By default, wrappers return parsed 'data.table' objects. Use 'set_okxr_options(raw_data = TRUE)' to return raw API 'data' payloads instead.

Network failures, request timeouts, OKX error responses, or empty API 'data' payloads may return 'NULL' with a warning. Live API examples are intentionally non-running because they require credentials, network access, and may have account-specific side effects.

Author(s)

Maintainer: Oliver Zhou oliver.yxzhou@gmail.com

See Also

[set_okxr_options()], [get_market_candles()], [post_trade_order()]

Build a full OKX request object

Description

Assemble URL, headers, and body for an OKX API call.

Usage

.build_request(
  httr_method,
  base_url,
  api_path,
  query_string,
  config = NULL,
  body_json = "",
  auth = TRUE
)

Arguments

Value

A list with elements: 'method', 'url', 'full_path', 'headers', and 'body_json'.

Execute a GET request to OKX

Description

Perform a signed GET call to the OKX API.

Usage

.execute_get_action(api_path, query_string, config = NULL, auth = TRUE)

Arguments

Value

An 'httr' response object, or 'NULL' if the request fails.

Execute a POST request to OKX

Description

Perform a signed POST call to the OKX API.

Usage

.execute_post_action(api_path, body_list, config)

Arguments

Value

An 'httr' response object, or 'NULL' if the request fails.

Create OKX API request headers

Description

Generate the required signed headers for an OKX REST request.

Usage

.get_headers(config, httr_method, httr_path, body_json = "")

Arguments

Value

A 'httr::add_headers' object containing the signed headers.

GET request function list

Description

A list of endpoint functions automatically generated from .api_GET_specs. Each function supports tz, config, and additional endpoint-specific arguments.

Usage

.gets

Format

An object of class list of length 35.

Create a GET request function from an API spec

Description

Converts a single entry from .api_GET_specs into a ready-to-use function that executes the HTTP GET request, parses the response, and returns a typed data frame.

Usage

.make_get_function(api)

Arguments

Value

A function with signature (tz = "Asia/Hong_Kong", config, ...) that:

• builds the query string using api$query (if a function),

• signs and sends the GET request,

• parses and returns the data using the schema-aware parser.

Build a typed OKX JSON response parser (named or positional) → data.table

Description

Constructs and returns a parser function that converts an OKX REST API JSON response into a typed data.table, using a provided field schema and a parsing mode. Supports both key-based ("named") and index-based ("positional") endpoints. For "named" endpoints returning a single object, the parser wraps it as a one-row table.

Usage

.make_parser(schema, mode = c("named", "positional"))

Arguments

Details

• Typing: Columns are preallocated per schema$type. Time fields are interpreted as UNIX milliseconds.

• Modes:

  • "named" — fields accessed via okx keys; a single object in $data is wrapped to one row.

  • "positional" — fields accessed by index order of schema.

• Attributes: attr(DT, "var_labels") maps okx → formal.

Value

A function with signature function(res, tz) where:

res

An httr::response. The body must decode to a list with $code, $msg, and $data.

tz

Timezone string used for "time" fields. Millisecond timestamps are converted via as.POSIXct(ms/1000, tz=tz).

The returned parser yields a data.table with column names from schema$okx and attaches variable labels as attr(DT, "var_labels") (a named character vector formal by okx). Returns NULL if the API code is not "0" or if $data is empty.

Errors & warnings

If parsed$code != "0", a warning with parsed$msg is emitted and NULL is returned.

Create a POST request function from an API spec

Description

Converts a single entry from .api_POST_specs into a function that sends a POST request to the OKX API and returns the parsed response using the provided schema.

Usage

.make_post_function(api)

Arguments

Value

A function with signature (body_list, tz, config) that:

• Converts the body list to JSON,

• Signs and sends the POST request,

• Parses and returns the response using the schema-aware parser.

Internal OKX request helpers

Description

Shared helpers for request validation, query construction, and package-wide defaults used by user-facing wrappers.

Usage

.okx_default_tz

Format

An object of class character of length 1.

POST request function list

Description

A list of POST endpoint functions generated from .api_POST_specs. Each function has the form (body_list, tz, config) and returns a parsed result.

Usage

.posts

Format

An object of class list of length 4.

Get account balance

Description

Retrieve account-level margin and equity information for your OKX account.

Usage

get_account_balance(config, tz = .okx_default_tz)

Arguments

Details

This wraps '/api/v5/account/balance'. Returns one row per account-level equity snapshot. Timestamps are parsed into 'POSIXct' in the given 'tz'.

Value

A 'data.frame' with account balance and margin metrics (e.g., 'totalEq', 'isoEq', 'adjEq', 'availEq', 'ordFroz', 'imr', 'mmr', 'upl', 'mgnRatio', …). Timestamp columns ('uTime') are 'POSIXct'.

Note

Since okxr 0.1.1

See Also

[get_account_positions()], [get_account_leverage_info()]

Other okxr-account: get_account_config(), get_account_leverage_info(), get_account_positions_history(), get_account_positions()

Examples

## Not run: 
cfg <- list(api_key = "xxx", secret_key = "xxx", passphrase = "xxx")
bal <- get_account_balance(config = cfg)
head(bal)

## End(Not run)

Get account bills

Description

Retrieve account bill details from the last 7 days.

Usage

get_account_bills(
  inst_type = NULL,
  ccy = NULL,
  mgn_mode = NULL,
  ct_type = NULL,
  type = NULL,
  sub_type = NULL,
  after = NULL,
  before = NULL,
  limit = NULL,
  config,
  tz = .okx_default_tz
)

Arguments

Value

A 'data.frame' with account bill rows.

Get archived account bills

Description

Retrieve archived account bill details.

Usage

get_account_bills_archive(
  inst_type = NULL,
  ccy = NULL,
  mgn_mode = NULL,
  ct_type = NULL,
  type = NULL,
  sub_type = NULL,
  after = NULL,
  before = NULL,
  limit = NULL,
  config,
  tz = .okx_default_tz
)

Arguments

Value

A 'data.frame' with archived account bill rows.

Get account configuration

Description

Retrieve account-level configuration information.

Usage

get_account_config(config, tz = .okx_default_tz)

Arguments

Details

Wraps '/api/v5/account/config'. Includes account ID, mode, and position mode flags. Returns one row.

Value

A 'data.frame' with columns like 'uid', 'mainUid', 'acctLv', 'posMode', 'autoLoan', etc.

Note

Since okxr 0.1.2

See Also

[get_account_balance()], [get_account_leverage_info()]

Other okxr-account: get_account_balance(), get_account_leverage_info(), get_account_positions_history(), get_account_positions()

Examples

## Not run: 
cfg <- list(api_key = "xxx", secret_key = "xxx", passphrase = "xxx")
cfg_info <- get_account_config(config = cfg)
cfg_info

## End(Not run)

Get account leverage settings

Description

Retrieve leverage configuration for a given instrument and margin mode.

Usage

get_account_leverage_info(inst_id, mgn_mode, config, tz = .okx_default_tz)

Arguments

Details

Wraps '/api/v5/account/leverage-info'. Requires both 'inst_id' and 'mgn_mode'. Returns current leverage values (numeric).

Value

A 'data.frame' with columns 'instId', 'mgnMode', 'posSide', and 'lever'.

Note

Since okxr 0.1.1

See Also

[get_account_balance()], [get_account_positions()]

Other okxr-account: get_account_balance(), get_account_config(), get_account_positions_history(), get_account_positions()

Examples

## Not run: 
cfg <- list(api_key = "xxx", secret_key = "xxx", passphrase = "xxx")
get_account_leverage_info(
  inst_id = "BTC-USDT",
  mgn_mode = "cross",
  config = cfg
)

## End(Not run)

Get account open positions

Description

Retrieve all currently open positions under the account.

Usage

get_account_positions(config, tz = .okx_default_tz)

Arguments

Details

Wraps '/api/v5/account/positions'. Returns one row per open position.

Value

A 'data.frame' with columns such as 'instId', 'posId', 'posSide', 'pos', 'lever', 'avgPx', 'markPx', 'upl', 'realizedPnl', etc. Timestamps ('cTime', 'uTime') are 'POSIXct'.

Note

Since okxr 0.1.1

See Also

[get_account_balance()], [get_account_positions_history()]

Other okxr-account: get_account_balance(), get_account_config(), get_account_leverage_info(), get_account_positions_history()

Examples

## Not run: 
cfg <- list(api_key = "xxx", secret_key = "xxx", passphrase = "xxx")
pos <- get_account_positions(config = cfg)
pos

## End(Not run)

Get account position history

Description

Retrieve historical records of closed or adjusted positions.

Usage

get_account_positions_history(config, tz = .okx_default_tz)

Arguments

Details

Wraps '/api/v5/account/positions-history'. Includes closed positions and their realized PnL. Returns one row per historical record.

Value

A 'data.frame' with columns such as 'instId', 'posId', 'posSide', 'pos', 'lever', 'realizedPnl', 'fee', plus timestamp fields ('cTime', 'uTime').

Note

Since okxr 0.1.1

See Also

[get_account_positions()]

Other okxr-account: get_account_balance(), get_account_config(), get_account_leverage_info(), get_account_positions()

Examples

## Not run: 
cfg <- list(api_key = "xxx", secret_key = "xxx", passphrase = "xxx")
hist <- get_account_positions_history(config = cfg)
tail(hist)

## End(Not run)

Get asset balances

Description

Retrieves the available, total, and frozen balance for each asset in the account.

Usage

get_asset_balances(config, tz = .okx_default_tz)

Arguments

Value

A data.frame with balances per currency.

Get funding currencies

Description

Retrieve currencies available to the current account.

Usage

get_asset_currencies(ccy = NULL, config, tz = .okx_default_tz)

Arguments

Value

A data.frame with currency and chain metadata.

Get deposit address

Description

Retrieve deposit addresses for a currency.

Usage

get_asset_deposit_address(ccy, config, tz = .okx_default_tz)

Arguments

Value

A data.frame with deposit address rows.

Get asset deposit history

Description

Retrieves a record of all asset deposits made to your account.

Usage

get_asset_deposit_history(config, tz = .okx_default_tz)

Arguments

Value

A data.frame with deposit timestamps, amounts, and currencies.

Get asset withdrawal history

Description

Retrieves a record of all asset withdrawals from your account.

Usage

get_asset_withdrawal_history(config, tz = .okx_default_tz)

Arguments

Value

A data.frame with withdrawal timestamps, amounts, and currencies.

Get current copy trading subpositions

Description

Retrieve your currently active subpositions under copy trading.

Usage

get_copy_trade_current_subpos(config, tz = .okx_default_tz)

Arguments

Details

Wraps '/api/v5/copytrading/current-subpositions'. Returns one row per subposition, associated with the relevant lead trader.

Value

A 'data.frame' with fields like 'instId' and 'uniqueCode'.

Note

Since okxr 0.1.2

See Also

[get_copy_trade_historical_subpos()]

Other okxr-copytrading: get_copy_trade_historical_subpos(), get_copy_trade_my_leaders(), get_copy_trade_settings()

Examples

## Not run: 
cfg <- list(api_key = "xxx", secret_key = "xxx", passphrase = "xxx")
get_copy_trade_current_subpos(config = cfg)

## End(Not run)

Get historical copy trading subpositions

Description

Retrieve your historical copy trading subpositions.

Usage

get_copy_trade_historical_subpos(config, tz = .okx_default_tz)

Arguments

Details

Wraps '/api/v5/copytrading/subpositions-history'. Returns one row per closed or historical subposition.

Value

A 'data.frame' with fields like 'instId' and 'uniqueCode'.

Note

Since okxr 0.1.2

See Also

[get_copy_trade_current_subpos()]

Other okxr-copytrading: get_copy_trade_current_subpos(), get_copy_trade_my_leaders(), get_copy_trade_settings()

Examples

## Not run: 
cfg <- list(api_key = "xxx", secret_key = "xxx", passphrase = "xxx")
hist <- get_copy_trade_historical_subpos(config = cfg)
head(hist)

## End(Not run)

Get my lead traders

Description

Retrieve the list of lead traders you are currently copying.

Usage

get_copy_trade_my_leaders(
  inst_type = NULL,
  config,
  tz = .okx_default_tz,
  instType = inst_type
)

Arguments

Details

Wraps '/api/v5/copytrading/current-lead-traders'. Returns one row per lead trader followed by your account.

Value

A 'data.frame' with fields such as 'nickName' and 'uniqueCode'.

Note

Since okxr 0.1.2

See Also

[get_copy_trade_settings()], [get_copy_trade_current_subpos()]

Other okxr-copytrading: get_copy_trade_current_subpos(), get_copy_trade_historical_subpos(), get_copy_trade_settings()

Examples

## Not run: 
cfg <- list(api_key = "xxx", secret_key = "xxx", passphrase = "xxx")
get_copy_trade_my_leaders(inst_type = "SWAP", config = cfg)

## End(Not run)

Get copy trading settings

Description

Retrieve your account's copy trading configuration.

Usage

get_copy_trade_settings(
  unique_code,
  config,
  tz = .okx_default_tz,
  uniqueCode = unique_code
)

Arguments

Details

Wraps '/api/v5/copytrading/copy-settings'. Returns one row with the current copy mode and copy state for the given 'unique_code'.

Value

A 'data.frame' with fields like 'copyMode' and 'copyState'.

Note

Since okxr 0.1.2

See Also

[get_copy_trade_my_leaders()], [get_copy_trade_current_subpos()]

Other okxr-copytrading: get_copy_trade_current_subpos(), get_copy_trade_historical_subpos(), get_copy_trade_my_leaders()

Examples

## Not run: 
cfg <- list(api_key = "xxx", secret_key = "xxx", passphrase = "xxx")
get_copy_trade_settings(unique_code = "1129E65755274C36", config = cfg)

## End(Not run)

Get order book

Description

Retrieve the current order book for an instrument.

Usage

get_market_books(inst_id, sz = NULL, config = NULL, tz = .okx_default_tz)

Arguments

Value

A 'data.frame' with JSON-encoded 'asks' and 'bids' columns plus 'ts'.

Get recent market candles

Description

Retrieve the latest candlestick data for a given instrument and bar size.

Usage

get_market_candles(
  inst_id,
  bar,
  limit = 100L,
  config = NULL,
  tz = .okx_default_tz,
  standardize_names = TRUE
)

Arguments

Details

Wraps '/api/v5/market/candles'. Returns up to 'limit' bars, sorted by timestamp. Candlestick fields can be standardized to common OHLCV names via 'standardize_names = TRUE'.

Value

A 'data.frame' with columns including 'timestamp', 'open', 'high', 'low', 'close', 'volume', and 'volQuote'. Timestamps are 'POSIXct' in 'tz'.

Note

Since okxr 0.1.1

See Also

[get_market_history_candles()], [get_public_mark_price()]

Other okxr-market: get_market_history_candles(), get_public_instruments(), get_public_mark_price()

Examples

## Not run: 
cfg <- list(api_key = "xxx", secret_key = "xxx", passphrase = "xxx")
get_market_candles("BTC-USDT", bar = "5m", limit = 50, config = cfg)

## End(Not run)

Get historical market candles

Description

Retrieve candlestick data before a specific datetime.

Usage

get_market_history_candles(
  inst_id,
  bar,
  before = NULL,
  limit = 100L,
  config = NULL,
  tz = .okx_default_tz,
  standardize_names = TRUE
)

Arguments

Details

Wraps '/api/v5/market/history-candles'. If 'before' is supplied, it is converted to milliseconds since epoch (in 'tz') and sent as 'after=…' (per OKX semantics: *return data before this time*).

Value

A 'data.frame' of candlestick bars with standardized column names if 'standardize_names = TRUE'. Timestamps are 'POSIXct' in 'tz'.

Note

Since okxr 0.1.1

See Also

[get_market_candles()]

Other okxr-market: get_market_candles(), get_public_instruments(), get_public_mark_price()

Examples

## Not run: 
cfg <- list(api_key = "xxx", secret_key = "xxx", passphrase = "xxx")
get_market_history_candles(
  "ETH-USDT-SWAP", bar = "1H",
  before = "2025-08-20 00:00:00", config = cfg
)

## End(Not run)

Get historical public trades

Description

Retrieve public trade history for an instrument.

Usage

get_market_history_trades(
  inst_id,
  type = NULL,
  after = NULL,
  before = NULL,
  limit = NULL,
  config = NULL,
  tz = .okx_default_tz
)

Arguments

Value

A 'data.frame' with historical public trades.

Get market ticker

Description

Retrieve the latest ticker snapshot for a specific instrument.

Usage

get_market_ticker(inst_id, config = NULL, tz = .okx_default_tz)

Arguments

Value

A 'data.frame' with the latest ticker fields returned by OKX.

Get market tickers

Description

Retrieve ticker snapshots for all instruments under an instrument type.

Usage

get_market_tickers(
  inst_type,
  uly = NULL,
  inst_family = NULL,
  config = NULL,
  tz = .okx_default_tz
)

Arguments

Value

A 'data.frame' with one row per ticker.

Get recent public trades

Description

Retrieve recent public trades for an instrument.

Usage

get_market_trades(inst_id, limit = NULL, config = NULL, tz = .okx_default_tz)

Arguments

Value

A 'data.frame' with recent public trades.

Get current funding rate

Description

Retrieve the current funding rate for a perpetual swap instrument.

Usage

get_public_funding_rate(inst_id, config = NULL, tz = .okx_default_tz)

Arguments

Value

A 'data.frame' containing the current funding rate fields returned by OKX.

Get funding rate history

Description

Retrieve historical funding rate entries for a perpetual swap instrument.

Usage

get_public_funding_rate_history(
  inst_id,
  before = NULL,
  after = NULL,
  limit = 400,
  config = NULL,
  tz = .okx_default_tz
)

Arguments

Value

A 'data.frame' containing funding rate history rows returned by OKX.

Get instrument metadata

Description

Retrieve metadata for instruments of a given type.

Usage

get_public_instruments(
  inst_id = NULL,
  inst_type = "SWAP",
  config = NULL,
  tz = .okx_default_tz
)

Arguments

Details

Wraps '/api/v5/public/instruments'. Returns one row per instrument, including contract specifications, tick size, lot size, expiry, and state.

Value

A 'data.frame' with instrument metadata (e.g., 'instType', 'instId', 'uly', 'baseCcy', 'quoteCcy', 'settleCcy', 'ctVal', 'ctMult', 'tickSz', 'lotSz', 'minSz', 'expTime', 'lever', 'state', …).

Note

Since okxr 0.1.2

See Also

[get_public_mark_price()]

Other okxr-market: get_market_candles(), get_market_history_candles(), get_public_mark_price()

Examples

## Not run: 
cfg <- list(api_key = "xxx", secret_key = "xxx", passphrase = "xxx")
# Get metadata for all SWAP instruments
df <- get_public_instruments(inst_type = "SWAP", config = cfg)

# Get metadata for one instrument
get_public_instruments("ETH-USDT-SWAP", inst_type = "SWAP", config = cfg)

## End(Not run)

Get current mark price

Description

Retrieve the current mark price for a given instrument.

Usage

get_public_mark_price(
  inst_id,
  inst_type = "SWAP",
  config = NULL,
  tz = .okx_default_tz
)

Arguments

Details

Wraps '/api/v5/public/mark-price'. Useful for margin calculations and PnL estimation. Returns a single row with the latest mark price and timestamp.

Value

A 'data.frame' with columns 'timestamp', 'instId', 'markPx'.

Note

Since okxr 0.1.1

See Also

[get_public_instruments()]

Other okxr-market: get_market_candles(), get_market_history_candles(), get_public_instruments()

Examples

## Not run: 
cfg <- list(api_key = "xxx", secret_key = "xxx", passphrase = "xxx")
get_public_mark_price("BTC-USDT", inst_type = "SWAP", config = cfg)

## End(Not run)

Get open interest

Description

Retrieve current open interest for an instrument.

Usage

get_public_open_interest(
  inst_id,
  inst_type,
  config = NULL,
  tz = .okx_default_tz
)

Arguments

Value

A 'data.frame' containing open interest fields returned by OKX.

Get price limit

Description

Retrieve buy and sell price limits for an instrument.

Usage

get_public_price_limit(inst_id, config = NULL, tz = .okx_default_tz)

Arguments

Value

A 'data.frame' with price limit fields.

Get OKX system time

Description

Retrieve OKX system time.

Usage

get_public_time(config = NULL, tz = .okx_default_tz)

Arguments

Value

A one-row 'data.frame' with system time.

Get trade fills

Description

Retrieve recently filled transaction details from the last 3 days.

Usage

get_trade_fills(
  inst_type = NULL,
  inst_family = NULL,
  inst_id = NULL,
  ord_id = NULL,
  sub_type = NULL,
  after = NULL,
  before = NULL,
  limit = NULL,
  config,
  tz = .okx_default_tz
)

Arguments

Value

A 'data.frame' with fill rows.

Get trade fills history

Description

Retrieve historical filled transaction details from the last 3 months.

Usage

get_trade_fills_history(
  inst_type,
  inst_family = NULL,
  inst_id = NULL,
  ord_id = NULL,
  sub_type = NULL,
  after = NULL,
  before = NULL,
  limit = NULL,
  config,
  tz = .okx_default_tz
)

Arguments

Value

A 'data.frame' with historical fill rows.

Get trade order details

Description

Retrieve detailed information about a specific OKX order by either the exchange-assigned 'ord_id' or your client-assigned 'cl_ord_id'.

Usage

get_trade_order(
  inst_id,
  ord_id = NULL,
  cl_ord_id = NULL,
  config,
  tz = .okx_default_tz
)

Arguments

Details

You must provide exactly one identifier: 'ord_id' **or** 'cl_ord_id'. Timestamps in the response are converted to 'POSIXct' in the supplied 'tz'.

Value

A 'data.frame' (one row) with order details following OKX schema (e.g., 'ordId', 'clOrdId', 'instId', 'ordType', 'px', 'sz', 'side', 'posSide', 'tdMode', 'accFillSz', 'fillPx', 'fillSz', 'fillTime', 'avgPx', 'state', 'lever', etc.). Timestamp columns are 'POSIXct' in 'tz'.

Common errors

- ‘Either ’ord_id' or 'cl_ord_id' must be provided.' (client-side) - HTTP 401 Unauthorized (missing/invalid credentials) - OKX 'code' like '51000' invalid sign or '51603' order not found

Note

Since okxr 0.1.1

See Also

[get_trade_orders_pending()], [get_trade_orders_history_7d()]

Other okxr-trade: get_trade_orders_history_7d(), get_trade_orders_pending()

Examples

## Not run: 
cfg <- list(api_key = "xxx", secret_key = "xxx", passphrase = "xxx")
get_trade_order(
  inst_id = "ETH-USDT-SWAP",
  ord_id  = "1234567890",
  config  = cfg
)

## End(Not run)

Get trade orders history (last 7 days)

Description

Retrieve recent order history (up to ~7 days) for the specified instrument type. This wraps '/api/v5/trade/orders-history'. For older data, OKX provides an archive endpoint ('orders-history-archive') which is not covered here.

Usage

get_trade_orders_history_7d(inst_type = "SWAP", config, tz = .okx_default_tz)

Arguments

Value

A 'data.frame' with one row per historical order and columns following the OKX schema (same layout as pending orders, plus final states). Timestamp columns are 'POSIXct' in 'tz'.

Common errors

- HTTP 401 Unauthorized (missing/invalid credentials) - HTTP 400 Bad Request (invalid 'inst_type')

Note

Since okxr 0.1.2

See Also

[get_trade_order()], [get_trade_orders_pending()]

Other okxr-trade: get_trade_orders_pending(), get_trade_order()

Examples

## Not run: 
cfg <- list(api_key = "xxx", secret_key = "xxx", passphrase = "xxx")
hist <- get_trade_orders_history_7d(inst_type = "SWAP", config = cfg, tz = "Asia/Hong_Kong")
tail(hist)

## End(Not run)

Get all pending trade orders

Description

Retrieve all currently open (unfilled) orders for your OKX account.

Usage

get_trade_orders_pending(config, tz = .okx_default_tz)

Arguments

Details

Returns one row per open order. Timestamps are parsed to 'POSIXct' using 'tz'.

Value

A 'data.frame' with one row per pending order and columns following the OKX schema (e.g., 'cTime', 'ordId', 'clOrdId', 'tag', 'instId', 'ordType', 'px', 'sz', 'side', 'posSide', 'tdMode', 'accFillSz', 'fillPx', 'fillSz', 'fillTime', 'avgPx', 'state', 'lever', …). Timestamp columns are 'POSIXct'.

Common errors

- HTTP 401 Unauthorized (missing/invalid credentials) - Rate limiting: HTTP 429 / OKX throttle codes

Note

Since okxr 0.1.1

See Also

[get_trade_order()], [get_trade_orders_history_7d()]

Other okxr-trade: get_trade_orders_history_7d(), get_trade_order()

Examples

## Not run: 
cfg <- list(api_key = "xxx", secret_key = "xxx", passphrase = "xxx")
df <- get_trade_orders_pending(config = cfg, tz = "Asia/Hong_Kong")
head(df)

## End(Not run)

Retrieve variable labels from OKX data frames

Description

Returns human-readable labels attached to a data frame produced by OKX API parsers. You can retrieve all labels or a label for a specific variable by name or index.

Usage

get_var_label(df, var = NULL, default = NA_character_)

Arguments

Value

A character label if var is provided, or a named character vector of all labels if var = NULL.

Examples

df <- data.frame(ordId = "123", px = 10)
attr(df, "var_labels") <- c(ordId = "Order ID", px = "Price")

get_var_label(df, "ordId")
get_var_label(df, 2)
get_var_label(df)

Set Account Leverage

Description

Sets the leverage level for a specific trading instrument and margin mode.

Usage

post_account_set_leverage(
  inst_id,
  lever,
  mgn_mode,
  pos_side = NULL,
  tz = .okx_default_tz,
  config
)

Arguments

Value

A data.frame with leverage update confirmation (including instrument ID and leverage settings).

Cancel a Trade Order

Description

Submits a cancellation request for a previously placed trade order.

Usage

post_trade_cancel_order(inst_id, ord_id, config, tz = .okx_default_tz)

Arguments

Value

A data.frame containing cancellation result and timestamp.

Close a Position

Description

Submits a request to close a position for a given instrument and position side.

Usage

post_trade_close_position(
  inst_id,
  mgn_mode,
  pos_side,
  tz = .okx_default_tz,
  config
)

Arguments

Value

A data.frame with close position confirmation details.

Place a Trade Order

Description

Submits a trade order to the OKX exchange.

Usage

post_trade_order(
  inst_id,
  td_mode,
  side,
  ord_type,
  sz,
  pos_side = NULL,
  px = NULL,
  reduce_only = NULL,
  tgt_ccy = NULL,
  cl_ord_id = NULL,
  tag = NULL,
  config,
  tz = .okx_default_tz
)

Arguments

Value

A data.frame containing fields like order ID, client order ID, and timestamp.

Set or get okxr options

Description

Convenience wrapper to set global options for okxr, such as whether to return raw data instead of parsed data.

Usage

set_okxr_options(raw_data = NULL, timeout = NULL)

Arguments

Value

An invisible named list with the current package options: 'raw_data' (logical) and 'timeout' (numeric seconds). This return value can be used to inspect the effective option state after updating it.

Examples

old <- getOption("okxr.raw_data")
old_timeout <- getOption("okxr.timeout")
set_okxr_options(raw_data = TRUE)
set_okxr_options(timeout = 5)
options(okxr.raw_data = old, okxr.timeout = old_timeout)

set_okxr_options()  # check current values