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 a CRAN-targeted release candidate. It has not been submitted to CRAN yet; until acceptance, install the development release from GitHub.

Current release: v0.2.4

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()

Installation

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

After CRAN acceptance, installation will use:

install.packages("okxr")

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_trades()`
public	GET	`get_public_time()`
account	GET	`get_account_balance()`
account	GET	`get_account_bills()`
asset	GET	`get_asset_balances()`
asset	GET	`get_asset_currencies()`
trade	GET	`get_trade_order()`
trade	GET	`get_trade_fills()`
trade	POST	`post_trade_order()`
trade	POST	`post_trade_cancel_order()`
copy trading	GET	`get_copy_trade_my_leaders()`

Release notes

See NEWS.md for release history.

Development status

License

MIT

Author

Oliver Zhou