R Interface to the 'OKX' REST API

Provides lightweight R wrappers for the 'OKX' REST API, covering endpoints for market data, trading, account management, asset balances, and copy trading. The upstream API reference is available at < https://www.okx.com/docs-v5/en/>.

okxr: R Interface to the OKX API

okxr is an R package for working with the OKX REST API from R. It provides typed wrappers for market data, account endpoints, asset history, trading, and copy trading, with shared request signing and schema-based response parsing.

Status

okxr is available on CRAN. Install the stable release from CRAN or use the GitHub repository for development versions between CRAN releases.

Current development release: v0.4.8

Installation

Stable CRAN release:

install.packages("okxr")

Development release from GitHub:

# install.packages("devtools")
devtools::install_github("OliverLDS/okxr")

Features

Signed OKX REST requests with HMAC authentication
Typed parsing into tabular R objects with variable labels
Shared internal GET/POST generators backed by endpoint specs
User-facing wrappers for account, asset, market, trade, and copy-trading APIs
Configurable raw vs parsed return mode via set_okxr_options()

Setup

config <- list(
  api_key = "your_api_key",
  secret_key = "your_secret_key",
  passphrase = "your_passphrase"
)

Public market and public reference endpoints can be called without credentials. Private account, asset, trade, and copy-trading endpoints require signed OKX API credentials.

Do not store real credentials in committed R scripts, examples, or tests. For interactive use, load them from environment variables or another local secret store. If you use OKX simulated trading, set demo = TRUE in config.

config <- list(
  api_key = Sys.getenv("OKX_API_KEY"),
  secret_key = Sys.getenv("OKX_SECRET_KEY"),
  passphrase = Sys.getenv("OKX_PASSPHRASE"),
  demo = TRUE,
  timeout = 10
)

Return values

By default, wrappers return parsed data.table objects with typed columns and variable labels where schemas are defined. Use set_okxr_options(raw_data = TRUE) to return the raw OKX data payload instead.

Network failures, request timeouts, OKX error responses, or empty API data payloads may return NULL with a warning. Request timeout defaults to 10 seconds and can be set globally with set_okxr_options(timeout = 15) or per request with config$timeout.

Examples

Public market examples require network access but no OKX credentials. Private account, trading, asset, and copy-trading examples require valid OKX credentials; trading examples may have account side effects.

Market data

get_market_candles(
  inst_id = "BTC-USDT",
  bar = "1m",
  limit = 100
)

Account data

get_account_balance(config = config)
get_account_positions(config = config)

Place an order

post_trade_order(
  inst_id = "BTC-USDT",
  td_mode = "cross",
  side = "buy",
  ord_type = "market",
  sz = "0.01",
  config = config
)

Copy trading

get_copy_trade_my_leaders(config = config)
get_copy_trade_current_subpos(config = config)

Wrapper categories

Category	Method	Example function
market	GET	`get_market_candles()`
market	GET	`get_market_tickers()`
market	GET	`get_market_books_rpi()`
market	GET	`get_market_trades()`
market	GET	`get_market_mark_price_candles()`
market	GET	`get_market_index_tickers()`
market	GET	`get_market_index_candles()`
market	GET	`get_market_index_components()`
public	GET	`get_public_time()`
public	GET	`get_public_event_contract_series()`
public	GET	`get_public_event_contract_events()`
public	GET	`get_public_event_contract_markets()`
public	GET	`get_public_mm_instrument_types()`
public	GET	`get_public_underlying()`
public	GET	`get_public_estimated_price()`
public	GET	`get_public_estimated_settlement_info()`
public	GET	`get_public_opt_summary()`
public	GET	`get_public_position_tiers()`
public	GET	`get_public_discount_rate_interest_free_quota()`
public	GET	`get_public_interest_rate_loan_quota()`
public	GET	`get_public_insurance_fund()`
public	GET	`get_public_block_trades()`
public	GET	`get_public_convert_contract_coin()`
public	GET	`get_public_instrument_tick_bands()`
public	GET	`get_public_premium_history()`
public	GET	`get_public_option_trades()`
account	GET	`get_account_balance()`
account	GET	`get_account_instruments()`
user	GET	`get_user_glp_today_performance()`
user	GET	`get_user_glp_historical_performance()`
account	GET	`get_account_bill_types()`
account	GET	`get_account_subtypes()`
account	GET	`get_account_adjust_leverage_info()`
account	GET	`get_account_position_risk()`
account	GET	`get_account_max_loan()`
account	GET	`get_account_max_size()`
account	GET	`get_account_max_avail_size()`
account	GET	`get_account_trade_fee()`
account	GET	`get_account_interest_rate()`
account	GET	`get_account_interest_accrued()`
account	GET	`get_account_max_withdrawal()`
account	GET	`get_account_risk_state()`
account	GET	`get_account_interest_limits()`
account	GET	`get_account_greeks()`
account	GET	`get_account_position_tiers()`
account	GET	`get_account_collateral_assets()`
account	GET	`get_account_mmp_config()`
account	GET	`get_account_move_positions_history()`
account	GET	`get_account_precheck_set_delta_neutral()`
account	GET	`get_account_bills_history_archive()`
account	GET	`get_account_subaccount_balances()`
account	GET	`get_account_subaccount_max_withdrawal()`
account	GET	`get_account_set_account_switch_precheck()`
account	GET	`get_account_spot_borrow_repay_history()`
account	GET	`get_account_bills()`
account	POST	`post_account_set_leverage()`
account	POST	`post_account_set_position_mode()`
account	POST	`post_account_set_fee_type()`
account	POST	`post_account_set_greeks()`
account	POST	`post_account_set_auto_repay()`
account	POST	`post_account_set_auto_loan()`
account	POST	`post_account_set_account_level()`
account	POST	`post_account_set_collateral_assets()`
account	POST	`post_account_position_margin_balance()`
account	POST	`post_account_spot_manual_borrow_repay()`
account	POST	`post_account_account_level_switch_preset()`
account	POST	`post_account_mmp_reset()`
account	POST	`post_account_mmp_config()`
account	POST	`post_account_move_positions()`
asset	GET	`get_asset_balances()`
asset	GET	`get_asset_deposit_history()`
asset	GET	`get_asset_withdrawal_history()`
asset	GET	`get_asset_currencies()`
asset	GET	`get_asset_non_tradable_assets()`
asset	GET	`get_asset_asset_valuation()`
asset	GET	`get_asset_bills()`
asset	GET	`get_asset_transfer_state()`
asset	GET	`get_asset_convert_history()`
asset	POST	`post_asset_transfer()`
asset	POST	`post_asset_withdrawal()`
asset	POST	`post_asset_cancel_withdrawal()`
asset	POST	`post_asset_convert_estimate_quote()`
asset	POST	`post_asset_convert_trade()`
trade	GET	`get_trade_order()`
trade	GET	`get_trade_orders_history()`
trade	GET	`get_trade_orders_algo_pending()`
trade	GET	`get_trade_easy_convert_history()`
trade	GET	`get_trade_one_click_repay_history_v2()`
trade	GET	`get_trade_account_rate_limit()`
trade	GET	`get_trade_fills()`
trade	POST	`post_trade_order()`
trade	POST	`post_trade_cancel_order()`
trade	POST	`post_trade_batch_orders()`
trade	POST	`post_trade_cancel_batch_orders()`
trade	POST	`post_trade_amend_order()`
trade	POST	`post_trade_amend_batch_orders()`
trade	POST	`post_trade_order_precheck()`
trade	POST	`post_trade_order_algo()`
trade	POST	`post_trade_cancel_all_after()`
trade	POST	`post_trade_cancel_algos()`
trade	POST	`post_trade_amend_algos()`
trade	POST	`post_trade_mass_cancel()`
copy trading	GET	`get_copy_trade_my_leaders()`
copy trading	GET	`get_copy_trade_settings()`
copy trading	GET	`get_copy_trade_current_subpos()`
copy trading	GET	`get_copy_trade_historical_subpos()`
copy trading	GET	`get_copy_trade_instruments()`
copy trading	GET	`get_copy_trade_public_config()`
copy trading	GET	`get_copy_trade_public_lead_traders()`
copy trading	GET	`get_copy_trade_public_copy_traders()`
copy trading	GET	`get_copy_trade_public_preference_currency()`
copy trading	GET	`get_copy_trade_public_current_subpositions()`
copy trading	GET	`get_copy_trade_public_subpositions_history()`
copy trading	GET	`get_copy_trade_public_pnl()`
copy trading	GET	`get_copy_trade_public_stats()`
copy trading	GET	`get_copy_trade_public_weekly_pnl()`
copy trading	GET	`get_copy_trade_profit_sharing_details()`
copy trading	GET	`get_copy_trade_total_profit_sharing()`

Release notes

See NEWS.md for release history.

Development status

[x] GET support for major endpoints
[x] POST support for order, cancel, leverage, close position
[x] Copy trading wrappers
[x] Package metadata and generated documentation aligned for GitHub release
[x] Automated test suite foundation
[x] GitHub Actions package check workflow
[x] CRAN-safe package examples and package-level help
[x] Unsigned public endpoints and request timeout handling
[x] CRAN policy hygiene files and release metadata cleanup
[x] Mocked request/parser robustness tests
[x] CRAN release-candidate documentation alignment
[x] Manual CRAN preflight workflow for release checks
[x] CRAN submission checklist for final manual steps
[x] Final CRAN submission metadata update
[x] CRAN reviewer-requested DESCRIPTION and Rd fixes
[x] First CRAN release published
[x] First post-CRAN endpoint expansion batch
[x] Expanded public reference and index market coverage
[x] Broader account inspection and sub-account GET coverage for v0.3.2
[x] Broader trade history, algo-order, asset billing, and convert GET coverage for v0.3.3
[x] Broader copy-trading coverage plus expanded asset history filter support for v0.3.4
[x] Remaining copy-trading GET endpoints and copy-trading parameter completeness fixes for v0.3.5
[x] First trade action expansion batch for v0.4.0
[x] Advanced trade algo and mass-cancel action coverage for v0.4.1
[x] Account configuration action coverage for v0.4.2
[x] Account operational action coverage for v0.4.3
[x] Asset transfer, withdrawal, and convert action coverage for v0.4.4
[x] POST wrapper validation and cancellation parameter completeness for v0.4.5
[x] OKX compatibility patch for base URL, RPI migration, chase algo orders, asset bill filters, and parser fields for v0.4.6
[x] 2026 compatibility-completion patch for event contracts, MM instrument types, instrument metadata, ELP, slippage, bill types, and parser fields for v0.4.7
[ ] Websocket support

License

MIT

Author

Oliver Zhou Lily Li

Reference manual

install.packages("okxr")

0.4.8 by Oliver Zhou, 2 months ago

https://github.com/OliverLDS/okxr

Report a bug at https://github.com/OliverLDS/okxr/issues

Browse source code at https://github.com/cran/okxr

Authors: Oliver Zhou [aut, cre] , Lily Li [aut]

Documentation: PDF Manual

MIT + file LICENSE license

Imports rlang, httr, jsonlite, digest, base64enc, data.table

Suggests testthat

Suggested by investdatar.

See at CRAN

okxr

R Interface to the 'OKX' REST API

okxr: R Interface to the OKX API

Status

Installation

Features

Setup

Return values

Examples

Market data

Account data

Place an order

Copy trading

Wrapper categories

Release notes

Development status

License

Author

Reference manual

R links

R homepage

Download R

Mailing lists

R documentation

R manuals

R FAQs

The R Journal

CRAN links

CRAN homepage

CRAN repository policy

Submit a package

METACRAN stuff

About METACRAN

At github

Report a bug