diff --git a/src/infra/dex/okx/mod.rs b/src/infra/dex/okx/mod.rs
index 51f0d58..b8c7393 100644
--- a/src/infra/dex/okx/mod.rs
+++ b/src/infra/dex/okx/mod.rs
@@ -111,6 +111,8 @@ impl Okx {
     fn handle_api_error(code: i64, message: &str) -> Result<(), Error> {
         Err(match code {
             0 => return Ok(()),
+            82000 => Error::NotFound, // Insufficient liquidity
+            82104 => Error::NotFound, // Token not supported
             50011 => Error::RateLimited,
             _ => Error::Api {
                 code,
diff --git a/src/tests/okx/api_calls.rs b/src/tests/okx/api_calls.rs
index 7f1dbe4..207737a 100644
--- a/src/tests/okx/api_calls.rs
+++ b/src/tests/okx/api_calls.rs
@@ -122,3 +122,43 @@ async fn swap_api_error() {
         crate::infra::dex::okx::Error::Api { .. }
     ));
 }
+
+#[ignore]
+#[tokio::test]
+// To run this test set following environment variables accordingly to your OKX
+// setup:  OKX_PROJECT_ID, OKX_API_KEY, OKX_SECRET_KEY, OKX_PASSPHRASE
+async fn swap_sell_insufficient_liquidity() {
+    let okx_config = okx_dex::Config {
+        endpoint: reqwest::Url::parse("https://www.okx.com/api/v5/dex/aggregator/swap").unwrap(),
+        chain_id: crate::domain::eth::ChainId::Mainnet,
+        okx_credentials: okx_dex::OkxCredentialsConfig {
+            project_id: env::var("OKX_PROJECT_ID").unwrap(),
+            api_key: env::var("OKX_API_KEY").unwrap(),
+            api_secret_key: env::var("OKX_SECRET_KEY").unwrap(),
+            api_passphrase: env::var("OKX_PASSPHRASE").unwrap(),
+        },
+        block_stream: None,
+    };
+
+    let order = Order {
+        sell: TokenAddress::from(H160::from_slice(
+            &hex::decode("C8CD2BE653759aed7B0996315821AAe71e1FEAdF").unwrap(),
+        )),
+        buy: TokenAddress::from(H160::from_slice(
+            &hex::decode("a0b86991c6218b36c1d19d4a2e9eb0ce3606eb48").unwrap(),
+        )),
+        side: crate::domain::order::Side::Sell,
+        amount: Amount::new(U256::from_dec_str("10000000000000").unwrap()),
+        owner: H160::from_slice(&hex::decode("6f9ffea7370310cd0f890dfde5e0e061059dcfb8").unwrap()),
+    };
+
+    let slippage = Slippage::one_percent();
+
+    let okx = crate::infra::dex::okx::Okx::try_new(okx_config).unwrap();
+    let swap_response = okx.swap(&order, &slippage).await;
+
+    assert!(matches!(
+        swap_response.unwrap_err(),
+        crate::infra::dex::okx::Error::NotFound
+    ));
+}
diff --git a/src/tests/okx/mod.rs b/src/tests/okx/mod.rs
index 463c98f..8995aa9 100644
--- a/src/tests/okx/mod.rs
+++ b/src/tests/okx/mod.rs
@@ -2,6 +2,7 @@ use {crate::tests, std::net::SocketAddr};
 
 mod api_calls;
 mod market_order;
+mod not_found;
 
 /// Creates a temporary file containing the config of the given solver.
 pub fn config(solver_addr: &SocketAddr) -> tests::Config {
diff --git a/src/tests/okx/not_found.rs b/src/tests/okx/not_found.rs
new file mode 100644
index 0000000..17f129a
--- /dev/null
+++ b/src/tests/okx/not_found.rs
@@ -0,0 +1,77 @@
+//! This test ensures that the OKX solver properly handles cases where no swap
+//! was found for the specified order.
+
+use {
+    crate::tests::{self, mock},
+    serde_json::json,
+};
+
+#[tokio::test]
+async fn sell() {
+    let api = mock::http::setup(vec![mock::http::Expectation::Get {
+        path: mock::http::Path::exact(
+            "?chainId=1&amount=1000000000000000000&\
+             fromTokenAddress=0xc8cd2be653759aed7b0996315821aae71e1feadf&\
+             toTokenAddress=0xc02aaa39b223fe8d0a0e5c4f27ead9083c756cc2&slippage=0.01&\
+             userWalletAddress=0x2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a",
+        ),
+        res: json!({"code":"82000","data":[],"msg":"Insufficient liquidity."}),
+    }])
+    .await;
+
+    let engine = tests::SolverEngine::new("okx", super::config(&api.address)).await;
+
+    let solution = engine
+        .solve(json!({
+            "id": "1",
+            "tokens": {
+                "0xC8CD2BE653759aed7B0996315821AAe71e1FEAdF": {
+                    "decimals": 18,
+                    "symbol": "TETH",
+                    "referencePrice": "4327903683155778",
+                    "availableBalance": "1583034704488033979459",
+                    "trusted": true,
+                },
+                "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2": {
+                    "decimals": 18,
+                    "symbol": "WETH",
+                    "referencePrice": "1000000000000000000",
+                    "availableBalance": "482725140468789680",
+                    "trusted": true,
+                },
+            },
+            "orders": [
+                {
+                    "uid": "0x2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a\
+                              2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a2a\
+                              2a2a2a2a",
+                    "sellToken": "0xC8CD2BE653759aed7B0996315821AAe71e1FEAdF",
+                    "buyToken": "0xC02aaA39b223FE8D0A0e5C4F27eAD9083C756Cc2",
+                    "sellAmount": "1000000000000000000",
+                    "buyAmount": "200000000000000000000",
+                    "fullSellAmount": "1000000000000000000",
+                    "fullBuyAmount": "200000000000000000000",
+                    "kind": "sell",
+                    "partiallyFillable": false,
+                    "class": "market",
+                    "sellTokenSource": "erc20",
+                    "buyTokenDestination": "erc20",
+                    "preInteractions": [],
+                    "postInteractions": [],
+                    "owner": "0x5b1e2c2762667331bc91648052f646d1b0d35984",
+                    "validTo": 0,
+                    "appData": "0x0000000000000000000000000000000000000000000000000000000000000000",
+                    "signingScheme": "presign",
+                    "signature": "0x",
+                }
+            ],
+            "liquidity": [],
+            "effectiveGasPrice": "15000000000",
+            "deadline": "2106-01-01T00:00:00.000Z",
+            "surplusCapturingJitOrderOwners": []
+        }))
+        .await
+        .unwrap();
+
+    assert_eq!(solution, json!({ "solutions": [] }),);
+}