🟦 OKX Spot Prices Scraper

🚀 Pull live OKX spot ticker data across hundreds of trading pairs in seconds. Filter by quote currency, sort by quote volume or percent change, and export clean numeric fields ready for analysis. No API key, no registration, no manual CSV wrangling.

🕒 Last updated: 2026-05-12 · 📊 23 fields per record · 800+ spot pairs · 24h refresh windows · No login

OKX Spot Prices Scraper queries the public OKX v5 REST API and returns live ticker snapshots for every active SPOT instrument. Each record carries the last price and last trade size, top-of-book bid and ask with sizes, computed spread in absolute units and basis points, 24-hour open, high, and low, start-of-day reference prices at UTC 00:00 and UTC 08:00 (used heavily across Asia-Pacific trading desks), 24-hour base volume, 24-hour quote-currency volume, 24-hour price change in absolute and percent terms, and the API response timestamp. Each pair is also split into clean baseAsset and quoteAsset fields from the instId.

Crypto traders use this for OKX-specific spread tracking and quote-currency liquidity ranking. Quant teams compare OKX prices to Binance and Bybit for arbitrage hunting. APAC desks pull the sodUtc8 start-of-day reference for day-trading P&L attribution. Treasury teams pull end-of-day OKX marks for USDT and USDC reconciliation. Returned figures are cast to numbers from raw API strings, so you can pipe them straight into a warehouse without parsing.

Target	OKX public v5 REST API (Market Tickers, SPOT instType)
Use Cases	Cross-venue arbitrage, APAC trading desks, treasury marks, market data pipelines

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📋 What the OKX Spot Prices Scraper does

• 🟦 Every active SPOT instrument. Last price, 24h high, low, open, and price change for every spot pair OKX is quoting.
• 📊 Two volume views. 24-hour base volume and 24-hour quote-currency volume in one record for both fee analysis and USD-equivalent ranking.
• 🟢 Top-of-book quotes. Best bid and ask with sizes, plus computed spread in absolute units and basis points.
• 🌏 UTC and APAC start-of-day refs. sodUtc0 and sodUtc8 reference prices give you both Western and Asia-Pacific session opens.
• 🔍 Quote currency filter. Narrow to USDT, USDC, BTC, ETH, EUR, TRY, or BRL pairs in one click, or leave empty for all.

Each record represents one spot pair with 23 fields covering pricing, liquidity, dual start-of-day refs, and the API response timestamp. Sort the results before truncating to focus on deepest markets, biggest movers, or any specific quote currency.

💡 Why it matters: OKX returns ticker data as raw strings inside a wrapper response. Parsing them, splitting BTC-USDT into base and quote, computing the spread, and casting everything to numbers takes work. This actor handles all of it server-side and pushes flat records to your dataset.

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🎬 Full Demo

🚧 Coming soon: a 3-minute walkthrough showing how to go from sign-up to a downloaded dataset.

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⚙️ Input

Input	Type	Default	Behavior
quoteCurrency	string (enum)	"USDT"	Filter pairs by quote currency. Options: USDT, USDC, BTC, ETH, EUR, TRY, BRL. Leave empty for all spot pairs.
sortBy	string (enum)	"volCcy24h"	Order before truncating. Options: volCcy24h (quote volume), vol24h (base volume), last (last price), instId (alphabetical).
maxItems	integer	10	Free users are limited to 10 items. Paid users can request up to 1,000,000.

Example: top 50 USDT pairs by quote volume.

{
  "quoteCurrency": "USDT",
  "sortBy": "volCcy24h",
  "maxItems": 50
}

Example: BTC pairs sorted alphabetically.

{
  "quoteCurrency": "BTC",
  "sortBy": "instId",
  "maxItems": 100
}

⚠️ Good to Know: OKX uses hyphen-separated instId codes like BTC-USDT. The actor splits this into clean baseAsset and quoteAsset fields. Start-of-day reference prices reset at 00:00 UTC and 08:00 UTC respectively.

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📊 Output

Each record contains 23 fields including price, dual volume metrics, top-of-book quotes, spread, and dual start-of-day refs. Download as CSV, Excel, JSON, or XML.

🧾 Schema

Field	Type	Example
🏷️ instId	string	"BTC-USDT"
🔗 url	string	"https://www.okx.com/trade-spot/btc-usdt"
🏪 instType	string	"SPOT"
💱 baseAsset	string	"BTC"
💵 quoteAsset	string	"USDT"
💰 lastPrice	number	80281.4
🟢 bidPrice	number	80281.3
🔴 askPrice	number	80281.4
↔️ spreadBps	number	0.0125
🌅 open24h	number	81774.1
📈 high24h	number	82134.9
📉 low24h	number	80174.1
🕛 sodUtc0	number	81741.4
🕗 sodUtc8	number	80331
📦 volume24h	number	8769.31902015
💵 quoteVolume24h	number	709594250.18
📉 priceChange24h	number	-1492.7
📊 priceChangePercent24h	number	-1.8254
🕒 timestamp	string (ISO)	"2026-05-12T16:29:34.706Z"
⏱️ scrapedAt	string (ISO)	"2026-05-12T16:29:35.855Z"

📦 Sample records

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✨ Why choose this Actor

	Capability
🟦	Every active SPOT pair. 800+ spot instruments returned in a single call.
🌏	Dual start-of-day refs. Both UTC 00:00 and UTC 08:00 anchor prices, the same pair APAC desks compare against.
🧮	Computed spread metrics. Absolute and basis-point spreads calculated against the last price for each pair.
🔁	Live per run. Every execution hits the OKX public v5 API directly, no cache.
📦	Dual volume view. Base volume (volume24h) and quote-currency volume (quoteVolume24h) both exposed without extra math.
🔢	Strings cast to numbers. Every price, volume, and size is parsed into a numeric type, ready for analytics.
🚫	No login. Works with public OKX market data. No API key, no signature header.

📊 OKX consistently ranks in the top 3 cryptocurrency exchanges by spot volume globally and is one of the largest venues in Asia-Pacific.

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📈 How it compares to alternatives

Approach	Cost	Coverage	Refresh	Filters	Setup
⭐ OKX Spot Prices Scraper (this Actor)	$5 free credit, then pay-per-use	800+ spot pairs, 23 fields	Live per run	quote currency, sort key, maxItems	⚡ 2 min
Official public API	Free	Full, but nested response	Real-time	Build your own	🐢 Hours of plumbing
Paid live data APIs	$99+/month	Real-time, tick-level	Streaming	Many	⏳ Days
Manual browsing	Free (your time)	One pair at a time	Manual	None	🕒 Slow

Pick this actor when you want flat, named, numeric OKX spot ticker data without parsing the v5 response envelope.

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🚀 How to use

1. 📝 Sign up. Create a free account with $5 credit (takes 2 minutes).
2. 🌐 Open the Actor. Go to the OKX Spot Prices Scraper page on the Apify Store.
3. 🎯 Set input. Pick a quote currency (or leave empty for all), choose a sort key, and set maxItems.
4. 🚀 Run it. Click Start and let the Actor pull the live tickers.
5. 📥 Download. Grab your results in the Dataset tab as CSV, Excel, JSON, or XML.

⏱️ Total time from signup to downloaded dataset: 3-5 minutes. No coding required.

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💼 Business use cases

📈 Cross-Venue Arbitrage Spread OKX last price against Binance and Bybit for arb signals Quote-volume ranking to size opportunities by liquidity Spread basis points for fee-aware order sizing Volume divergence detection across venues	🌏 APAC Trading Desks sodUtc8 start-of-day reference for Asia-session P&L Intraday performance vs UTC 00:00 anchor Quote-currency volume for fiat-pair flow tracking Cross-quote arbitrage (USDT vs USDC vs EUR)
📊 Treasury and Reporting End-of-day OKX marks for USDT and USDC reconciliation USD-equivalent valuations via quote volume Cross-asset portfolio mark-to-market Audit trails of external venue prices with timestamps	🛠️ App and Bot Development Price tickers for portfolio apps and Telegram bots Alert engines fired on percent-change thresholds Pair autocomplete with canonical OKX instId codes Liquidity scoreboards filtered by quote currency

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🌟 Beyond business use cases

Data like this powers more than commercial workflows. The same structured records support research, education, civic projects, and personal initiatives.

🎓 Research and academia Empirical datasets for papers, thesis work, and coursework Longitudinal studies tracking changes across snapshots Reproducible research with cited, versioned data pulls Classroom exercises on data analysis and ethical scraping	🎨 Personal and creative Side projects, portfolio demos, and indie app launches Data visualizations, dashboards, and infographics Content research for bloggers, YouTubers, and podcasters Hobbyist collections and personal trackers
🤝 Non-profit and civic Transparency reporting and accountability projects Advocacy campaigns backed by public-interest data Community-run databases for local issues Investigative journalism on public records	🧪 Experimentation Prototype AI and machine-learning pipelines with real data Validate product-market hypotheses before engineering spend Train small domain-specific models on niche corpora Test dashboard concepts with live input

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🔌 Automating OKX Spot Prices Scraper

Control the scraper programmatically for scheduled runs and pipeline integrations:

• 🟢 Node.js. Install the apify-client NPM package.
• 🐍 Python. Use the apify-client PyPI package.
• 📚 See the Apify API documentation for full details.

The Apify Schedules feature lets you trigger this Actor on any cron interval. A 1-minute schedule feeds near-real-time arbitrage dashboards. A 5-minute schedule builds a rolling OKX spot ticker archive in your warehouse.

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❓ Frequently Asked Questions

🧩 How does it work?

The actor calls OKX's public v5 REST API endpoint /api/v5/market/tickers?instType=SPOT, which returns ticker data for every active spot instrument in one response. The actor splits each instId (e.g. BTC-USDT) into base and quote fields, casts strings to numbers, computes spread and percent change against the 24h open, and pushes flat records to your dataset.

📏 How accurate is the data?

Prices are exactly what OKX returned at the moment of the API call. The timestamp field captures OKX's server timestamp for the ticker, and scrapedAt captures when the actor pushed the record. Two close-in-time runs may show small drift as the 24-hour rolling window slides.

🔁 How fresh is the data?

Every run hits the live OKX v5 API. There is no cache. Ticker data on this endpoint updates on every trade, so the snapshot you get is essentially the latest tick at the moment of the call.

🌏 What is the difference between sodUtc0 and sodUtc8?

sodUtc0 is the start-of-day reference price at UTC 00:00, the same anchor most Western markets use. sodUtc8 is the start-of-day reference at UTC 08:00, used heavily by Hong Kong, Singapore, and Tokyo trading desks because it aligns with the local business day. Both are exposed in the same record for cross-region P&L calculations.

🚫 Can I include perpetuals or options?

This actor returns SPOT instruments only. For OKX perpetual swaps and futures use a dedicated derivatives scraper, or check the recommended Bybit Tickers Scraper below for similar derivatives data. Open the contact form for an OKX derivatives request.

⚖️ Is this data legal to use?

OKX publishes spot ticker data through a public v5 REST endpoint without authentication. Market data redistribution rules vary by jurisdiction, so review OKX's API terms of use and your local regulations before redistributing the data commercially.

💼 Can I use this data commercially?

Yes, within the limits of OKX's API terms of use. Internal analytics, dashboards, arbitrage screens, and oracle pipelines are common commercial applications. Direct resale of raw streams may require additional licensing from OKX.

💳 Do I need a paid Apify plan to run this actor?

No. The free Apify plan ships with $5 monthly credit, enough for several runs. Free users are limited to 10 items per run for preview. Upgrade here to lift the cap to 1,000,000 items.

🚨 What happens if my run fails or returns no results?

Failed runs are not charged. OKX occasionally returns 429 or 503 codes; the actor retries with backoff respecting any Retry-After header. If the run still fails, check the log or open the contact form.

📤 How do I export the data?

Apify datasets export as CSV, JSON, JSONL, Excel, HTML, XML, or RSS with one click. You can also pull results via the Apify API or stream them into BigQuery, S3, Snowflake, and other warehouses through built-in integrations.

📅 Can I schedule the actor to run automatically?

Yes. Apify Schedules supports any cron expression. A 1-minute schedule feeds near-real-time arbitrage dashboards. Daily schedules produce a clean end-of-day OKX mark file. Outputs can fan out to webhooks, Slack, email, or cloud storage.

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🔌 Integrate with any app

OKX Spot Prices Scraper connects to any cloud service via Apify integrations:

• Make - Automate multi-step workflows
• Zapier - Connect with 5,000+ apps
• Slack - Get run notifications and price alerts
• Airbyte - Pipe ticker data into your warehouse
• GitHub - Trigger runs from commits
• Google Drive - Export datasets straight to Sheets

Use webhooks to fan out new OKX snapshots to your trading engine, alerting system, or downstream analytics jobs the second a run finishes.

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🔗 Recommended Actors

• 💰 Binance Crypto Prices Scraper - Live 24h tickers across thousands of Binance spot pairs
• 🐙 Kraken Crypto Exchange Scraper - Kraken ticker data with VWAP and trade counts
• 🟧 Bybit Tickers Scraper - Bybit spot, USDT-perpetual, and inverse derivatives
• 💰 CoinGecko Cryptocurrency Scraper - Cross-exchange aggregate prices, market cap, and supply
• 📊 CoinPaprika Tickers Scraper - Multi-currency market caps with multi-timeframe percent change

💡 Pro Tip: browse the complete ParseForge collection for more crypto and market-data scrapers.

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🆘 Need Help? Open our contact form to request a new scraper, propose a custom data project, or report an issue.

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⚠️ Disclaimer: this Actor is an independent tool and is not affiliated with, endorsed by, or sponsored by OKX (Aux Cayes FinTech Co. Ltd.). All trademarks mentioned are the property of their respective owners. Only publicly available data is collected.