Well you would more than likely know if you injected correctly into a vein almost instantly, at most 1-2 minutes.
15-20mg of Oxycodone IV sounds like an EXTREMELY high dose for someone with no opiate tolerance. 15-20mg taken orally would have someone without a tolerance pretty high. Not sure where you got your dosage from, but I'd say only start with 5mg if you must IV, though I really really REALLY recommend you don't IV. You are almost guaranteed to start using regularly and become physically dependent on opiates. Please reconsider your ROA.
I believe slight pain is normal when injecting... However if you don't feel high and it's been 5 minutes or so you more than likely missed the vein. It can possibly swell in the area where you shot. Did you use a micron filter ? IVing pills is not a very safe practice, the fillers are terrible for your veins. Hopefully no infection occurs. If it swells up, ice the area for a couple hours and hopefully swelling will go down and it will disappear. If it's still there after a couple days, seek medical attention. If an abscess were to form, abscesses can be fatal if not attended to when needed.
I have personally never IVed, so I'm speaking purely from information I've gathered. I'm sure someone with actual experience can chime in with more info.