get_copy_trade_historical_subpos: Get historical copy trading subpositions

In okxr: R Interface to the 'OKX' REST API

Get historical copy trading subpositions

Description

Retrieve your historical copy trading subpositions.

Usage

get_copy_trade_historical_subpos(
  inst_type = NULL,
  inst_id = NULL,
  after = NULL,
  before = NULL,
  limit = NULL,
  config,
  tz = .okx_default_tz
)

Arguments

inst_type	Character or 'NULL'. Instrument type filter.
inst_id	Character or 'NULL'. Instrument ID filter.
after	Character or 'NULL'. Pagination cursor for earlier records.
before	Character or 'NULL'. Pagination cursor for newer records.
limit	Integer or 'NULL'. Number of rows to request.
config	List. API credentials/config, typically containing 'api_key', 'secret_key', and 'passphrase'.
tz	Character. Time zone for parsing timestamps. Default '"Asia/Hong_Kong"'.

Details

Wraps '/api/v5/copytrading/subpositions-history'. Returns one row per closed or historical subposition.

Value

A 'data.frame' with fields like 'instId' and 'uniqueCode'.

Note

Since okxr 0.1.2

See Also

[get_copy_trade_current_subpos()]

Examples

## Not run: 
cfg <- list(api_key = "xxx", secret_key = "xxx", passphrase = "xxx")
hist <- get_copy_trade_historical_subpos(config = cfg)
head(hist)

## End(Not run)

okxr documentation built on May 8, 2026, 5:09 p.m.