OKX Python WebSocket Integration Guide: Connecting to OKX WebSocket API

This comprehensive guide explains how to integrate OKX's WebSocket API using Python for real-time cryptocurrency market data and account updates.

Understanding OKX WebSocket API

OKX provides two primary WebSocket endpoints:

1. Public WebSocket - For market data (tickers, order books, mark prices)
2. Private WebSocket - For account-specific data (orders, balances, positions)

👉 Explore OKX WebSocket API documentation

Python Implementation Code

import hmac
import time
import json
import base64
import websocket
import okx.consts as c
import queue as Queue

class OkxWebSocketManager(object):
    def __init__(self, apiKey, secretKey, passphrase, sandbox=False):
        self.sandbox = sandbox
        self.apiKey = apiKey
        self.secretKey = secretKey
        self.passphrase = passphrase
        self.msgQueue = Queue.Queue()
        self.ws = None
        self.channels = []

Key Components Explained

1. Authentication Parameters:

   • apiKey: Your OKX API key
   • secretKey: Your OKX API secret
   • passphrase: Your OKX API passphrase
   • sandbox: Boolean flag for testnet/sandbox environment

2. Core Methods:

   • private_subscribe(): Connect to private channels
   • public_subscribe(): Connect to public market data channels
   • Message handling via WebSocket callbacks

WebSocket Connection Management

Establishing Connection

def listenStreams(self):
    websocket.enableTrace(True)
    self.ws = websocket.WebSocketApp(self.url,
        on_message=self.on_message,
        on_error=self.on_error,
        on_open=self.on_open,
        on_pong=self.on_pong,
        on_close=self.on_close)
    self.ws.run_forever(ping_interval=15)

Authentication Process

def login_params(self):
    timestamp = self.get_local_timestamp()
    message = str(timestamp) + 'GET' + '/users/self/verify'
    mac = hmac.new(bytes(self.secretKey, encoding='utf8'), 
                  bytes(message, encoding='utf-8'),
                  digestmod='sha256')
    sign = base64.b64encode(mac.digest())
    login_param = {"op": "login", "args": [{
        "apiKey": self.apiKey,
        "passphrase": self.passphrase,
        "timestamp": timestamp,
        "sign": sign.decode("utf-8")
    }]}
    return json.dumps(login_param)

Subscription Management

Public Channels Example

def _add_pubilc_subscribe(self, bassAsset):
    instId = str(bassAsset.upper() + "-USDT-SWAP").strip()
    self.channels.append(
        {"channel": "mark-price", "instType": "SWAP", "instId": instId})
    self.channels.append(
        {"channel": "tickers", "instType": "SWAP", "instId": instId})
    sub_param = {'op': 'subscribe', 'args': self.channels}
    self.ws.send(json.dumps(sub_param))

👉 Learn more about OKX WebSocket subscriptions

Message Handling

Core Callback Functions

def on_message(self, msg):
    message = json.loads(msg)
    if 'event' in message:
        # Handle subscription events
        self.handle_ws_events(message)
    else:
        # Process market data or account updates
        self.messagePublish(message)

def messagePublish(self, message):
    channel = message['arg']['channel']
    if channel == 'orders':
        print("Order update:", message['data'][0])
    elif channel == 'tickers':
        print("Ticker update:", message)
    elif channel == 'mark-price':
        print("Mark price update:", message)

Best Practices for WebSocket Integration

1. Connection Stability:

   • Implement automatic reconnection logic
   • Handle ping/pong messages for connection health
   • Manage rate limits appropriately

2. Error Handling:

   • Monitor WebSocket error events
   • Implement fallback mechanisms
   • Log connection issues for debugging

3. Performance Considerations:

   • Use message queues for high-frequency updates
   • Optimize subscription channels
   • Implement efficient message parsing

FAQ Section

Q1: What's the difference between OKX's sandbox and production WebSocket endpoints?

A: The sandbox environment (WS_SANBOX_ URLs) is for testing with fake funds, while production endpoints (WS_ URLs) connect to real trading systems.

Q2: How often should I send ping messages?

A: The example uses 15-second intervals (ping_interval=15), which is generally recommended for maintaining stable connections.

Q3: Can I subscribe to multiple instruments simultaneously?

A: Yes, you can include multiple instrument IDs in your subscription arguments array.

Q4: What authentication method does OKX WebSocket use?

A: OKX uses HMAC-SHA256 signatures with your API credentials for WebSocket authentication.

Q5: How do I handle disconnections?

A: Implement reconnection logic in your on_close callback and monitor connection state.

Q6: Are there rate limits for WebSocket connections?

A: Yes, OKX enforces rate limits on both connection attempts and message frequency.

Conclusion

This guide has demonstrated a comprehensive Python implementation for connecting to OKX's WebSocket API. By following these patterns, you can:

• Establish secure WebSocket connections
• Subscribe to market data and account updates
• Implement robust message handling
• Manage subscriptions dynamically

👉 Start integrating with OKX WebSocket API today

Remember to always test your integration thoroughly in the sandbox environment before moving to production trading.