I think you should come clean with your dr and see what he suggests. Most states do random drug tests and if you have more than a prescribed amount in your system then they get cps involved so eventually your dr will probably know any way. Just talk to him and let him help you wean off of it so it's safe for you and your baby.
At this stage in pregnancy, miscarriage, birth defects, etc. are more of a concern than withdrawals. This week your baby's heartbeat is developing, then next week the brain is developing, etc. All the important developments happen the first 12 weeks, so you need to be VERY careful of what you're putting in your body at this time. If your body responds badly to being off from the oxycodones, you may miscarry. Your best bet is to talk with your doctor about cutting back, at this stage you just found out you were pregnant, and you're getting help, they won't punish you for that, if you're honest, they'll show you how to cut back appropriately and healthily. This is the BEST time to tell your doctor, if you wait, they'll wonder why you were hiding it and cps may be involved. Also, any medications to help you handle this will most likely be covered on insurance. Do what's best (as you already are) and talk to your doctor, you'll get the help you need, and it will all turn out for the best, for you and baby!