Starting May 7, 2022, OKX will implement key changes to its 'Get Fee Rates' API interface, streamlining how traders access and interpret fee data across spot, margin, futures, and perpetual contracts. These updates follow the broader fee rate system upgrade aimed at improving transparency and consistency in trading costs.
Whether you're a high-frequency algorithmic trader or a long-term investor using automated strategies, understanding these modifications is crucial to maintaining seamless integration with OKX’s trading infrastructure.
👉 Discover how real-time fee data can optimize your trading strategy today.
Why the Change? Aligning Fees with Margin Types
As part of OKX's ongoing effort to enhance platform clarity, all spot and margin trading pairs will now fall under a single fee rate category. This simplification removes unnecessary complexity for users managing multiple currency pairs.
However, a more significant shift involves derivatives: futures and perpetual contracts. These instruments will now have distinct fee structures based on their margin type—specifically, whether they are USDT-margined (tether-backed) or crypto-margined (e.g., BTC-backed).
This distinction ensures that traders receive accurate, context-specific fee information directly through the API, reducing the risk of miscalculations in automated systems.
Key Changes to the 'Get Fee Rates' Interface
The endpoint remains unchanged: GET /api/v5/account/trade-fee
Despite this continuity, two critical adjustments affect how fee data is structured and returned.
1. Removal of the 'category' Field
- The
categoryparameter in request queries will be deprecated. - While existing API calls including this field will still function (backward compatibility is preserved), it will no longer influence results.
- Reason: With all spot and margin instruments unified under one fee schedule, categorization by tier becomes redundant at the request level.
Note: The category field may still appear in responses for legacy support but should not be relied upon for logic decisions in new implementations.2. Introduction of New Fee Rate Parameters
To better reflect the divergence between margin types in derivatives trading, two new return fields are introduced:
takerU: Taker fee rate for USDT-margined futures and perpetualsmakerU: Maker fee rate for USDT-margined futures and perpetuals
Meanwhile, the original:
takermaker
fields now exclusively represent fee rates for crypto-margined contracts.
This means when querying futures or perpetuals, your application must:
- Use
taker/makerfor BTC-margined (or other crypto-collateralized) products - Use
takerU/makerUfor USDT-margined equivalents
This separation prevents confusion and supports precise cost modeling across different contract types.
Updated Request & Response Parameters
✅ Request Parameters (After Update)
| Parameter | Type | Required | Description |
|---|---|---|---|
| instType | String | Yes | Instrument type: SPOT, MARGIN, SWAP, FUTURES, OPTION |
| instId | String | No | Specific instrument ID (e.g., BTC-USDT), only for SPOT/MARGIN |
| uly | String | No | Underlying asset (e.g., BTC-USD), only for FUTURES/SWAP/OPTION |
| category | String | No | Deprecated – will be ignored |
✅ Return Parameters (After Update)
| Parameter | Type | Description |
|---|---|---|
| category | String | Legacy field – may appear but not used |
| taker | String | Taker fee rate for crypto-margined futures/perpetuals |
| maker | String | Maker fee rate for crypto-margined futures/perpetuals |
| takerU | String | Taker fee rate for USDT-margined futures/perpetuals |
| makerU | String | Maker fee rate for USDT-margined futures/perpetuals |
| delivery | String | Delivery fee rate (for futures) |
| exercise | String | Option exercise fee rate |
| level | String | User’s current fee tier level |
| instType | String | Type of instrument queried |
| ts | String | Timestamp (Unix ms) indicating when data was generated |
👉 Access up-to-date trading fees and power smarter trading decisions instantly.
Impact on Algorithmic and Automated Trading Systems
If your strategy relies on real-time fee data for profitability calculations, routing logic, or exchange comparisons, these changes require immediate attention.
Recommended Actions:
- Audit current API integrations: Ensure your parser does not rely on the
categoryfield for decision-making. - Update logic for derivatives: Differentiate between USDT-margined and crypto-margined contracts using the new
takerUandmakerUfields. - Test in sandbox environment: Verify response handling before the live rollout.
- Monitor timestamp (
ts): Use it to validate data freshness, especially in low-latency environments.
Failure to adapt could result in inaccurate profit/loss projections or suboptimal trade execution paths.
Frequently Asked Questions (FAQ)
Q: Does removing the 'category' parameter break existing API calls?
A: No. Backward compatibility is maintained. Calls including the category parameter will still return valid responses, though the parameter is ignored.
Q: Are spot and margin trading fees changing?
A: The structure is simplified—now all spot and margin pairs share one fee category—but individual rates depend on your account’s tier level. Check your dashboard for exact percentages.
Q: How do I know which field to use—taker or takerU?
A: Use taker and maker for crypto-margined contracts (like BTC-USD-SWAP). Use takerU and makerU for USDT-margined contracts (like BTC-USDT-SWAP).
Q: Do options and delivery futures have separate fees?
A: Yes. The exercise field shows option exercise fees, while delivery reflects delivery fees for expiring futures contracts.
Q: Is this change related to funding rates?
A: No. This update only affects trading fees (taker/maker). Funding rates for perpetual swaps remain independent and are published separately.
Q: When does this update take effect?
A: The changes go live on May 7, 2022, so ensure your systems are updated beforehand.
Final Recommendations
To ensure uninterrupted performance of algorithmic strategies and portfolio management tools:
- Review all API clients consuming
/api/v5/account/trade-fee - Update documentation and internal logic to reflect new field meanings
- Leverage the
instTypeandulyparameters effectively to filter relevant instruments - Stay informed about future OKX API enhancements through official channels
👉 Stay ahead with real-time market data and transparent fee structures—start exploring now.
By embracing these updates proactively, traders and developers can maintain precision in cost forecasting and execution efficiency across OKX’s diverse product suite.