> For the complete documentation index, see [llms.txt](https://docs.koinju.io/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://docs.koinju.io/exchanges/okx.md). # OKX Spot: data collection and validation OKX spot historical trade data on Koinju, available since 2021-10-01. How trades are collected from OKX's live feed and validated against OKX's own candles and trade IDs. Koinju provides trades and OHLCV candles for all OKX spot markets since **2021-10-01**, under the exchange ID `okx`. This page explains how we collect those trades and how we check them against OKX's own data. {% hint style="info" %} How far back you can query depends on your plan: see [Pricing](/pricing.md). Every exchange and its start date is listed on [Coverage](/data/coverage.md). {% endhint %} ## At a glance | Property | Value | | ----------------------- | ------------------------------------------------ | | Exchange ID | `okx` | | Available since | 2021-10-01 | | Data | Public trades, OHLCV | | Live source | OKX WebSocket, All trades channel (`trades-all`) | | Daily validation | Every day, against OKX's UTC daily candles | | Trade-ID sequence check | Several times a day, against OKX's trade IDs | ## How we collect OKX trades * **All trades channel.** We subscribe to OKX's All trades channel (`trades-all`) for every listed OKX spot market. Each record keeps OKX's own trade ID. * **New listings picked up automatically.** The market list is refreshed every minute, and new markets are subscribed without a restart. * **Two collectors.** Two collectors subscribe to every market in parallel. Both copies of a trade carry the same key (exchange, market and trade ID), and the second copy is dropped before storage, so either collector alone is enough to capture a trade. * **OKX's timestamps.** A trade's `timestamp` is the trade time reported by OKX, not the time we received it. * **Exact values.** Prices and quantities are stored exactly as OKX publishes them, as high-precision decimals with no rounding. * **Automatic reconnection.** Connections are kept alive with regular pings. A dropped connection is re-established and resubscribed automatically, and anything missed while reconnecting is recovered by the validation below. ## How we validate OKX trades OKX spot data goes through two independent checks: daily validation against OKX's candles, and a trade-ID sequence check against OKX's trade IDs. The two complement each other: the trade-ID check pinpoints individual missing trades within hours, while daily validation also catches a market that goes completely quiet, which leaves no trade IDs to check. ### Daily validation against OKX's own candles Every day, for every market, we compare the volume we collected with the volume in OKX's own daily candle. We request OKX's UTC-aligned daily candle (`1Dutc`), so each comparison covers exactly one UTC day. OKX's figure is independent of our live feed, so a shortfall means trades are missing. 1. **Compare** each market's daily volume with OKX's daily candle. 2. **Fill:** for a market with a shortfall, compare hour by hour, fetch the trades of the hours that differ from OKX's REST API, and add only the trades we do not already hold. 3. **Compare again** on the updated data. Any difference that remains is traced to OKX's own data. A day is marked as validated only after all three steps complete. If any step fails, the day stays open and is checked again on the next run. ### Trade-ID sequence check OKX gives every trade in a market a sequential trade ID, so a jump in the sequence shows exactly which trades are missing. Several times a day, we scan newly collected trades inside our ClickHouse database for jumps in trade IDs (gaps) and repeated trade IDs (duplicates). * For each gap, the missing trade IDs are requested from OKX and added, but only if their timestamps fall inside the gap's time window. * A repeated trade ID is reduced to a single record, and the hour's volume is verified afterwards. ## OKX-specific details * **Trade-ID restarts on relisted markets.** An in-depth internal review of our full OKX history showed that when OKX delists a market and later relists it, the market's trade IDs start again from 1. We built this into our trade-ID checks: each restart is recognised rather than mistaken for missing or duplicated trades, and a trade is only added inside the time window of the gap it belongs to. * **UTC daily candles.** Daily validation uses OKX's UTC-aligned daily candle, which matches the UTC day boundaries of our data. * **OKX's own trade IDs.** `trade_id` is the ID OKX assigned, so any trade can be matched against OKX's own data. ## Access OKX data * [Public trades](/data/public-trades.md): every trade, through SQL (`api.trade`) or REST, with `exchange = 'okx'`. * [OHLCV](/data/ohlcv.md): candles for every market. * [Market list](/data/market-list.md): all `okx` markets and their symbols. * [How to connect](/how-to-connect.md): SQL, REST and client setup. ## FAQ **How complete is Koinju's OKX spot trade data?** It is checked in two independent ways: every day against OKX's own daily candles, and several times a day trade ID by trade ID. Missing trades found by either check are fetched from OKX and added. **How does Koinju handle OKX trade-ID resets?** Our trade-ID checks recognise them. When OKX relists a market, its trade IDs start again from 1, so each restart is treated as a new sequence rather than as missing or duplicated trades, and a trade is only added if its timestamp falls inside the time window of the gap it belongs to. **Which timestamp does Koinju store?** The trade time reported by OKX. **Which OKX markets are included?** Every spot market OKX lists as trading. The market list is refreshed every minute, so new listings are collected from their first minutes.