Hello and welcome to the forum! This topic was discussed HERE w/ my final post there asking what goals are you trying to accomplish w/ this connection - the iPad is quite limited in what features are offered w/ a cabled connection (photo transfer being a main one).
As to your question on 'cheap iPad air otg', google will bring up plenty of hits, e.g. check Amazon HERE - eBay & online big box and electronic sites also sell these cables; but please first let us know your reasons for wanting this connection - a few may work, many will not. Dave