Okx Market

OKX Market

Overview

The OKX V5 REST API provides comprehensive cryptocurrency market data covering spot, perpetual swaps, delivery futures, options, and more. All market-data endpoints are public and can be called directly without authentication. The data comes from OKX, the world's second-largest cryptocurrency exchange.

Quick Start

• Install a Python runtime (Python 3.9+ recommended) and the required requests dependency.

pip install requests pandas

• No account registration or token configuration is required. Market-data endpoints are fully open.
• Review the endpoint documentation below and locate the interface you need.
• Use Python code to retrieve data according to the documentation. Example for the spot ticker endpoint:

import requests
import pandas as pd

BASE_URL = "https://www.okx.com/api/v5"

# Get the latest BTC-USDT market quote
resp = requests.get(f"{BASE_URL}/market/ticker", params={"instId": "BTC-USDT"})
data = resp.json()["data"][0]
print(f"BTC last price: {data['last']}  24h change: {float(data['last'])/float(data['open24h'])*100-100:.2f}%")

Parameter Format Reference

• Instrument format (`instId`):
• Spot: BTC-USDT, ETH-USDT
• Perpetual swap: BTC-USDT-SWAP, ETH-USDT-SWAP
• Delivery futures: BTC-USDT-250328 (expiry date in YYMMDD)
• Options: BTC-USD-250328-95000-C (expiry-strike-C/P)
• Index: BTC-USD, ETH-USD
• Candlestick interval (`bar`): 1m, 3m, 5m, 15m, 30m, 1H, 2H, 4H, 6H, 12H, 1D, 1W, 1M
• Instrument type (`instType`): SPOT (spot), SWAP (perpetual), FUTURES (delivery), OPTION (option)
• Timestamp: millisecond Unix timestamp (for example 1773763200000)
• Response format: JSON. code=0 indicates success, and data is returned in the data field

Python Script Examples

• Market data retrieval example
• Candlestick data retrieval example

Market Data Endpoint List

历史资金费率

----

接口：GET /api/v5/public/funding-rate-history 描述：获取永续合约的历史资金费率数据，用于分析费率趋势和套利机会。 限频：10次/2s

输入参数

输出参数

接口示例

import requests
import pandas as pd

BASE_URL = "https://www.okx.com/api/v5"

# 获取 BTC 永续历史资金费率
resp = requests.get(f"{BASE_URL}/public/funding-rate-history", params={
    "instId": "BTC-USDT-SWAP",
    "limit": "100"
})
rates = resp.json()["data"]

df = pd.DataFrame(rates)
df["fundingRate"] = df["fundingRate"].astype(float)
df["fundingTime"] = pd.to_datetime(df["fundingTime"].astype(int), unit="ms")

print(f"平均费率: {df['fundingRate'].mean():.6f}")
print(f"最大费率: {df['fundingRate'].max():.6f}")
print(f"最小费率: {df['fundingRate'].min():.6f}")
print(df[["fundingTime", "fundingRate"]].head(10))

持仓量（Open Interest）

----

接口：GET /api/v5/public/open-interest 描述：获取合约持仓量数据，反映市场中未平仓合约的总量。持仓量变化是判断市场趋势的重要指标。 限频：20次/2s

输入参数

输出参数

接口示例

import requests
import pandas as pd

BASE_URL = "https://www.okx.com/api/v5"

# 获取所有永续合约持仓量
resp = requests.get(f"{BASE_URL}/public/open-interest", params={"instType": "SWAP"})
oi_data = resp.json()["data"]

df = pd.DataFrame(oi_data)
df["oiCcy"] = df["oiCcy"].astype(float)
df = df.sort_values("oiCcy", ascending=False)
print(df[["instId", "oi", "oiCcy"]].head(10))

标记价格

----

接口：GET /api/v5/public/mark-price 描述：获取合约的标记价格。标记价格用于计算未实现盈亏和强制平仓，比最新成交价更稳定。 限频：20次/2s

输入参数

输出参数

接口示例

import requests

BASE_URL = "https://www.okx.com/api/v5"

# 获取 BTC 永续标记价格
resp = requests.get(f"{BASE_URL}/public/mark-price", params={
    "instType": "SWAP",
    "instId": "BTC-USDT-SWAP"
})
data = resp.json()["data"][0]
print(f"BTC 永续标记价格: {data['markPx']}")

# 获取所有永续合约标记价格
resp = requests.get(f"{BASE_URL}/public/mark-price", params={"instType": "SWAP"})
all_marks = resp.json()["data"]
print(f"合约数量: {len(all_marks)}")

资金费率

----

接口：GET /api/v5/public/funding-rate 描述：获取永续合约的当前资金费率及下次结算时间。资金费率是永续合约的核心机制，反映多空力量对比。 限频：20次/2s

输入参数

输出参数

接口示例

import requests
from datetime import datetime

BASE_URL = "https://www.okx.com/api/v5"

# 获取 BTC 永续资金费率
resp = requests.get(f"{BASE_URL}/public/funding-rate", params={"instId": "BTC-USDT-SWAP"})
data = resp.json()["data"][0]

rate = float(data["fundingRate"])
next_time = datetime.fromtimestamp(int(data["fundingTime"]) / 1000)
print(f"当前资金费率: {rate:.6f} ({rate*100:.4f}%)")
print(f"下次结算时间: {next_time}")
print(f"年化费率: {rate * 3 * 365 * 100:.2f}%")  # 每8小时结算一次

合约限价

----

接口：GET /api/v5/public/price-limit 描述：获取合约的当前最高和最低限价。超出限价范围的订单会被拒绝。 限频：20次/2s

输入参数

输出参数

接口示例

import requests

BASE_URL = "https://www.okx.com/api/v5"

resp = requests.get(f"{BASE_URL}/public/price-limit", params={"instId": "BTC-USDT-SWAP"})
data = resp.json()["data"][0]
print(f"买入上限: {data['buyLmt']}")
print(f"卖出下限: {data['sellLmt']}")

指数K线

----

接口：GET /api/v5/market/index-candles 描述：获取指数的K线数据，用于分析基准价格走势。 限频：20次/2s

输入参数

输出参数

返回二维数组，每条数据：

接口示例

import requests
import pandas as pd

BASE_URL = "https://www.okx.com/api/v5"

# 获取 BTC 指数日K
resp = requests.get(f"{BASE_URL}/market/index-candles", params={
    "instId": "BTC-USD",
    "bar": "1D",
    "limit": "30"
})
candles = resp.json()["data"]

columns = ["ts", "open", "high", "low", "close", "confirm"]
df = pd.DataFrame(candles, columns=columns)
df["ts"] = pd.to_datetime(df["ts"].astype(int), unit="ms")
for col in ["open", "high", "low", "close"]:
    df[col] = df[col].astype(float)
print(df[["ts", "open", "high", "low", "close"]].head())

指数行情

----

接口：GET /api/v5/market/index-tickers 描述：获取指数价格行情。指数价格由多家交易所现货价格加权计算，用于衍生品定价基准。 限频：20次/2s

输入参数

输出参数

接口示例

import requests

BASE_URL = "https://www.okx.com/api/v5"

# 获取 BTC 指数价格
resp = requests.get(f"{BASE_URL}/market/index-tickers", params={"instId": "BTC-USD"})
data = resp.json()["data"][0]
print(f"BTC 指数价格: {data['idxPx']}")

# 获取所有 USD 指数
resp = requests.get(f"{BASE_URL}/market/index-tickers", params={"quoteCcy": "USD"})
indexes = resp.json()["data"]
for idx in indexes[:10]:
    print(f"  {idx['instId']:15s}  {idx['idxPx']:>10s}")

K线数据（OHLCV）

----

接口：GET /api/v5/market/candles 描述：获取K线数据，支持从1分钟到1月多种周期。最多返回1440条历史数据。可通过 after/before 参数翻页获取更早数据。 限频：40次/2s

输入参数

输出参数

返回二维数组，每条数据按以下顺序排列：

接口示例

import requests
import pandas as pd

BASE_URL = "https://www.okx.com/api/v5"

# 获取 BTC-USDT 日线，最近30根
resp = requests.get(f"{BASE_URL}/market/candles", params={
    "instId": "BTC-USDT",
    "bar": "1D",
    "limit": "30"
})
candles = resp.json()["data"]

# 转为 DataFrame
columns = ["ts", "open", "high", "low", "close", "vol", "volCcy", "volCcyQuote", "confirm"]
df = pd.DataFrame(candles, columns=columns)
df["ts"] = pd.to_datetime(df["ts"].astype(int), unit="ms")
for col in ["open", "high", "low", "close", "vol"]:
    df[col] = df[col].astype(float)
print(df[["ts", "open", "high", "low", "close", "vol"]].head())

# 获取 ETH-USDT 4小时K线
resp = requests.get(f"{BASE_URL}/market/candles", params={
    "instId": "ETH-USDT",
    "bar": "4H",
    "limit": "50"
})

数据样例

{
  "code": "0",
  "data": [
    ["1773763200000", "73915.5", "74800", "71966", "72144.3", "5129.27", "377618988.24", "377618988.24", "0"],
    ["1773676800000", "73269.1", "76011.8", "73158", "73917.4", "8631.72", "642101158.54", "642101158.54", "1"],
    ["1773590400000", "71478.1", "74500", "71300", "73269.1", "8461.09", "620450708.74", "620450708.74", "1"]
  ]
}

交易产品列表

----

接口：GET /api/v5/public/instruments 描述：获取所有可交易产品的基础信息，包括交易对名称、最小下单量、价格精度、合约面值等。 限频：20次/2s

输入参数

输出参数

接口示例

import requests
import pandas as pd

BASE_URL = "https://www.okx.com/api/v5"

# 获取所有现货交易对
resp = requests.get(f"{BASE_URL}/public/instruments", params={"instType": "SPOT"})
instruments = resp.json()["data"]
print(f"现货交易对数量: {len(instruments)}")

# 筛选 USDT 交易对
usdt_pairs = [i for i in instruments if i["quoteCcy"] == "USDT"]
df = pd.DataFrame(usdt_pairs)[["instId", "baseCcy", "minSz", "tickSz", "lotSz"]]
print(df.head(10))

# 获取所有永续合约
resp = requests.get(f"{BASE_URL}/public/instruments", params={"instType": "SWAP"})
swaps = resp.json()["data"]
print(f"永续合约数量: {len(swaps)}")

最近成交

----

接口：GET /api/v5/market/trades 描述：获取产品最近的成交明细数据。 限频：20次/2s

输入参数

输出参数

接口示例

import requests

BASE_URL = "https://www.okx.com/api/v5"

# 获取 BTC-USDT 最近成交
resp = requests.get(f"{BASE_URL}/market/trades", params={"instId": "BTC-USDT", "limit": "10"})
trades = resp.json()["data"]
for t in trades:
    print(f"{t['side']:4s}  {t['px']:>10s}  {t['sz']:>12s}")

单个产品行情

----

接口：GET /api/v5/market/ticker 描述：获取单个交易产品的最新行情快照，包括最新成交价、买一卖一价、24小时成交量等核心数据。 限频：20次/2s

输入参数

输出参数

接口示例

import requests

BASE_URL = "https://www.okx.com/api/v5"

# 获取 BTC-USDT 现货行情
resp = requests.get(f"{BASE_URL}/market/ticker", params={"instId": "BTC-USDT"})
data = resp.json()["data"][0]
print(f"最新价: {data['last']}, 24h量: {data['vol24h']}")

# 获取 ETH-USDT 永续合约行情
resp = requests.get(f"{BASE_URL}/market/ticker", params={"instId": "ETH-USDT-SWAP"})
data = resp.json()["data"][0]
print(f"ETH永续最新价: {data['last']}")

数据样例

{
  "code": "0",
  "data": [{
    "instType": "SPOT",
    "instId": "BTC-USDT",
    "last": "72159",
    "lastSz": "0.00005196",
    "askPx": "72157.1",
    "askSz": "1.44548635",
    "bidPx": "72157",
    "bidSz": "0.1012",
    "open24h": "73554.5",
    "high24h": "74883",
    "low24h": "71966",
    "volCcy24h": "443213018.596221053",
    "vol24h": "6013.17760207",
    "ts": "1773842459809",
    "sodUtc0": "73904.3",
    "sodUtc8": "73915.5"
  }]
}

批量产品行情

----

接口：GET /api/v5/market/tickers 描述：批量获取某个产品类型下所有产品的行情数据。例如获取所有现货交易对的行情。 限频：20次/2s

输入参数

输出参数

与单个行情接口相同，返回数组包含该类型下所有产品行情。

接口示例

import requests
import pandas as pd

BASE_URL = "https://www.okx.com/api/v5"

# 获取所有现货行情
resp = requests.get(f"{BASE_URL}/market/tickers", params={"instType": "SPOT"})
tickers = resp.json()["data"]

# 转为 DataFrame，按24h成交额排序
df = pd.DataFrame(tickers)
df["volCcy24h"] = df["volCcy24h"].astype(float)
df = df.sort_values("volCcy24h", ascending=False)
print(df[["instId", "last", "volCcy24h"]].head(10))

# 获取所有永续合约行情
resp = requests.get(f"{BASE_URL}/market/tickers", params={"instType": "SWAP"})
swaps = resp.json()["data"]
print(f"永续合约数量: {len(swaps)}")

数据样例

返回结构与单个行情相同，data 为数组形式，包含该类型下全部产品。

深度数据（Orderbook）

----

接口：GET /api/v5/market/books 描述：获取交易产品的买卖盘口深度数据，可指定返回深度档位数。 限频：40次/2s

输入参数

输出参数

接口示例

import requests

BASE_URL = "https://www.okx.com/api/v5"

# 获取 BTC-USDT 前5档深度
resp = requests.get(f"{BASE_URL}/market/books", params={"instId": "BTC-USDT", "sz": "5"})
book = resp.json()["data"][0]

print("== 卖盘（Asks）==")
for ask in book["asks"]:
    print(f"  价格: {ask[0]:>10s}  数量: {ask[1]:>12s}")

print("== 买盘（Bids）==")
for bid in book["bids"]:
    print(f"  价格: {bid[0]:>10s}  数量: {bid[1]:>12s}")