Green’s Dictionary of Slang

whitey cockroach n.

also white cockroach

(W.I.) a term of abuse for a white person.

[WI]S. Selvon Brighter Sun 61: A white-skinned girl, dressed neatly with a blue ribbon in her hair, was called ‘Whitey cockroach!’ She retorted, ‘Black tar-baby!’.
[UK]J. Rhys Wide Sargasso Sea 9: They hated us. They called us white cockroaches [...] One day a little girl followed me singing, ‘Go away white cockroach, go away, go away.’.
[WI](con. 1930s) S. Selvon ‘Epilogue’ in Selvon (1989) 212: White people came first, then Indians and then Blacks [...] calling one another ‘whitey cockroach’ or ‘nigger’ or ‘coolie.’.