Here is the info on the size of the fx market. The info is quite scattered and is based on surveys rather than systematic, routine record keeping.
This article from the Bank of International Settlements explains the case:
The authoritative source on global FX market activity is the Triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity published by the BIS (“the Triennial”). By the latest account, FX trading activity averaged $4.0 trillion a day in April 2010.
There are some good graphs in this reference.
So, annual fx turnover in 2010 was approximately $1200 trillion.
Therefore, the fx market in 2010 was more than 80 times the size of the US GDP.