OKX API guide

How OKX requests are signed

import base64, hashlib, hmac
from datetime import datetime, timezone
ts = datetime.now(timezone.utc).strftime("%Y-%m-%dT%H:%M:%S.%f")[:-3] + "Z"
prehash = ts + "GET" + "/api/v5/account/balance"
sign = base64.b64encode(hmac.new(SECRET.encode(), prehash.encode(), hashlib.sha256).digest()).decode()
headers = {"OK-ACCESS-KEY": KEY, "OK-ACCESS-SIGN": sign,
           "OK-ACCESS-TIMESTAMP": ts, "OK-ACCESS-PASSPHRASE": PASSPHRASE}

Instruments, sizes and orders

• Instrument ids use dashes: BTC-USDT (spot), BTC-USDT-SWAP (perpetual), BTC-USD-250926 (future).
• Read lotSz, minSz and tickSz from /api/v5/public/instruments before sizing orders.
• Spot market buys are sized in quote currency by default; set tgtCcy=base_ccy to size in coins.
• Daily candles default to Hong Kong time; use bar=1Dutc for UTC-aligned days.

Rate limits

Limits are published per endpoint (for example 20 requests per 2 seconds on many trading endpoints) and enforced by user id or IP. WebSocket connection requests are limited to 3 per second per IP. Some order books update every 50 ms on the public feed.

Use OKX in AlgoGP

Open a project, go to the APIs & keys tab and, under Platforms, pick OKX as the market data source (market_data.py) and the broker (brokers.py). The choice is saved to config.json as a new strategy version:

{
  "platforms": {
    "data": "okx",
    "broker": "okx"
  }
}

• TRADING_MODE=paper (default): simulated fills on your machine; the broker is never contacted.
• TRADING_MODE=sandbox: orders go to OKX’s demo trading (same host, x-simulated-trading header).
• TRADING_MODE=live: real orders, and only once LIVE_TRADING_ACKNOWLEDGED=yes is set.

New to OKX? Follow the step-by-step OKX API key guide.