Okx Exchange WebSocket API Public Channel Class Guide

Introduction to websocketAPIpublic Class

The websocketAPIpublic class provides access to the public WebSocket channel for Okx Exchange V5 API. This R6 class enables real-time data streaming from Okx's public channels, including market data, tickers, and candlestick information.

Key Features

• Establishes WebSocket connection to Okx's public data feed
• Supports both live and demo trading environments
• Implements all standard WebSocket callbacks (onOpen, onMessage, etc.)
• Simple interface for sending messages and managing subscriptions

Class Implementation Details

websocketAPIpublic <- R6::R6Class(
  "websocketAPIpublic",
  public = list(
    #' @field channel Public WebSocket url
    channel = "wss://ws.okx.com:8443/ws/v5/public",
    
    #' @field simulate Whether to use demo trading service
    simulate = NA,
    
    #' @field ws A websocket::WebSocket connection object
    ws = NA,
    
    #' @description Create new websocketAPIpublic object
    #' @param simulate Whether to use demo trading service
    initialize = function(simulate = FALSE) {
      self$simulate <- simulate
      if (simulate) self$channel <- "wss://wspap.okx.com:8443/ws/v5/public?brokerId=9999"
      self$ws <- websocket::WebSocket$new(self$channel, autoConnect = FALSE)
    },
    
    #' @description Initiate connection to server
    connect = function() {
      self$ws$onOpen(function(event) {
        cat("Connection opened\n")
      })
      self$ws$onMessage(function(event) {
        cat("Client got msg: ", event$data, "\n")
      })
      self$ws$onClose(function(event) {
        cat("Client disconnected with code ", event$code, ": ", event$reason, "\n")
      })
      self$ws$onError(function(event) {
        cat("Client failed to connect: ", event$message, "\n")
      })
      self$ws$connect()
    },
    
    # Additional methods documented in original implementation...
  )
)

Usage Examples

Basic Connection Setup

tmp <- websocketAPIpublic$new()
tmp$connect()

👉 Learn more about Okx WebSocket API best practices

Subscribing to Market Data

# Subscribe to BTC-USDT-SWAP 5m candlesticks
msg <- list(
  op = "subscribe",
  args = list(
    list(channel = "candle5m", instId = "BTC-USDT-SWAP")
  )
)
msg <- jsonlite::toJSON(msg, auto_unbox = TRUE)
tmp$send(msg)

Implementing Custom Callbacks

tmp$on_message(function(event) {
  if (event$data == "pong") {
    cat("Pong received\n")
  } else {
    # Process market data
    print(event$data)
  }
})

Best Practices for WebSocket Connections

1. Always implement proper error handling
2. Manage connection state carefully
3. Implement heartbeat/ping-pong mechanism
4. Consider rate limits when subscribing to channels

👉 Official Okx API documentation for rate limits

FAQ Section

Q: How do I switch to demo trading environment?
A: Initialize the class with simulate = TRUE parameter.

Q: What channels are available in public API?
A: The public API includes tickers, candles, trades, funding rates, and other market data channels.

Q: How do I unsubscribe from a channel?
A: Send an unsubscribe message with the same arguments used in subscription.

Q: What happens if my connection drops?
A: You should implement reconnect logic in your application.

Q: Is there authentication required for public channels?
A: No, public channels don't require authentication.

Q: Can I use this for trading operations?
A: No, this class is only for public data. For trading, use the private WebSocket API.

Conclusion

The websocketAPIpublic class provides a robust interface for accessing Okx's real-time market data. By following the examples and best practices outlined above, you can effectively integrate WebSocket data into your R applications.