Mr O'Kane, 26, died on Monday after an accident involving a pedicab in the city centre in the early hours of Sunday.
It is understood the soldier, a corporal attached to the 17 Port and Maritime Regiment, is to be honoured with a military funeral.
His family have been left shocked by the loss, saying Mr O'Kane – who had toured war zones including Iraq and Afghanistan – had "cheated death" several times.
They admitted that the incident had brought back painful memories from 16 years ago.
Reports at the time said Helen O'Kane, 37, was killed instantly after being struck by the heavy goods vehicle on the A1.
She had been dropped off by a taxi and was walking home with her son along the main road to the family cottage at Barns Ness, just outside Dunbar.
Police suggested that high winds may have made her fall into the path of the traffic.
Today, brother Michael, 38, who has been comforting their father – also Michael – at his home in Tranent, said: "It's just a living nightmare. We are all heartbroken. Chris was like my twin, we were so close and he was just an amazing, wonderful guy.
"He cheated death so many times. It always felt like he had a guardian angel looking out for him because he fought in so many places and saw so many horrors, yet he always came back.
"He was in a serious car accident in January and he just got up and walked away. For him to die like this makes no sense."
His maternal aunt, Georgina Naylor, of Gullane, said: "There is no justice in the world.
"His family were everything to him and he was so precious to us all. It was like fate had been waiting for him ever since his mother died. Perhaps he was supposed to have gone that day and we've just been lucky that someone chose to let him have those extra 16 years.
"To have two family members die in accidents involving taxis, it just seems so unbelievable."
A keen Hearts fan, Mr O'Kane was born in Manchester, but moved to East Lothian when he was just five, as his mother was born and raised in Prestonpans.
He attended several local schools and joined the army aged 16,
completing tours of duty in Northern Ireland, Bosnia, Iraq and Afghanistan.
In recent months he had been training to become a fitness instructor and undertaking courses to qualify as a mechanic.
His commanding officer, Lieutenant Colonel Simon T Hutchings, MBE RLC,
said: "Chris was one of the best junior non-commissioned officers in 17 Port and Maritime Regiment. His was a rising star and he'd got himself noticed for all the right reasons."
No date has been confirmed for his funeral service.