From d8b4baffb104d4b85f4310d4bee2a2af7c3de883 Mon Sep 17 00:00:00 2001 From: Duc Bui Date: Fri, 16 Aug 2024 16:47:28 +0700 Subject: [PATCH] Include Greeks field in the GetOrderBookResponse and TickerNotification models --- go.sum | 30 ++++++++---------------------- models/get_order_book_response.go | 7 +++++++ models/ticker_notification.go | 7 +++++++ 3 files changed, 22 insertions(+), 22 deletions(-) diff --git a/go.sum b/go.sum index 549bcaf..df15d2a 100644 --- a/go.sum +++ b/go.sum @@ -3,55 +3,41 @@ github.com/chuckpreslar/emission v0.0.0-20170206194824-a7ddd980baf9/go.mod h1:2w github.com/davecgh/go-spew v1.1.0/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38= github.com/davecgh/go-spew v1.1.1 h1:vj9j/u1bqnvCEfJOwUhtlOARqs3+rkHYY13jYWTU97c= github.com/davecgh/go-spew v1.1.1/go.mod h1:J7Y8YcW2NihsgmVo/mv3lAwl/skON4iLHjSsI+c5H38= +github.com/gobwas/httphead v0.0.0-20180130184737-2c6c146eadee h1:s+21KNqlpePfkah2I+gwHF8xmJWRjooY+5248k6m4A0= github.com/gobwas/httphead v0.0.0-20180130184737-2c6c146eadee/go.mod h1:L0fX3K22YWvt/FAX9NnzrNzcI4wNYi9Yku4O0LKYflo= +github.com/gobwas/pool v0.2.0 h1:QEmUOlnSjWtnpRGHF3SauEiOsy82Cup83Vf2LcMlnc8= github.com/gobwas/pool v0.2.0/go.mod h1:q8bcK0KcYlCgd9e7WYLm9LpyS+YeLd8JVDW6WezmKEw= +github.com/gobwas/ws v1.0.2 h1:CoAavW/wd/kulfZmSIBt6p24n4j7tHgNVCjsfHVNUbo= github.com/gobwas/ws v1.0.2/go.mod h1:szmBTxLgaFppYjEmNtny/v3w89xOydFnnZMcgRRu/EM= -github.com/golang/protobuf v1.3.2/go.mod h1:6lQm79b+lXiMfvg/cZm0SGofjICqVBUtrP5yJMmIC1U= -github.com/golang/protobuf v1.3.3/go.mod h1:vzj43D7+SQXF/4pzW/hwtAqwc6iTitCiVSaWz5lYuqw= +github.com/golang/protobuf v1.3.5 h1:F768QJ1E9tib+q5Sc8MkdJi1RxLTbRcTf8LJV56aRls= github.com/golang/protobuf v1.3.5/go.mod h1:6O5/vntMXwX2lRkT1hjjk0nAC1IDOTvTlVgjlRvqsdk= -github.com/google/go-cmp v0.3.1/go.mod h1:8QqcDgzrUqlUb/G2PQTWiueGozuR1884gddMywk6iLU= +github.com/google/go-cmp v0.4.0 h1:xsAVV57WRhGj6kEIi8ReJzQlHHqcBYCElAvkovg3B/4= github.com/google/go-cmp v0.4.0/go.mod h1:v8dTdLbMG2kIc/vJvl+f65V22dbkXbowE6jgT/gNBxE= github.com/google/gofuzz v1.0.0/go.mod h1:dBl0BpW6vV/+mYPU4Po3pmUjxk6FQPldtuIdl/M65Eg= +github.com/gorilla/websocket v1.4.1 h1:q7AeDBpnBk8AogcD4DSag/Ukw/KV+YhzLj2bP5HvKCM= github.com/gorilla/websocket v1.4.1/go.mod h1:YR8l580nyteQvAITg2hZ9XVh4b55+EU/adAjf1fMHhE= -github.com/json-iterator/go v1.1.7 h1:KfgG9LzI+pYjr4xvmz/5H4FXjokeP+rlHLhv3iH62Fo= -github.com/json-iterator/go v1.1.7/go.mod h1:KdQUCv79m/52Kvf8AW2vK1V8akMuk1QjK/uOdHXbAo4= github.com/json-iterator/go v1.1.9 h1:9yzud/Ht36ygwatGx56VwCZtlI/2AD15T1X2sjSuGns= github.com/json-iterator/go v1.1.9/go.mod h1:KdQUCv79m/52Kvf8AW2vK1V8akMuk1QjK/uOdHXbAo4= -github.com/klauspost/compress v1.10.0 h1:92XGj1AcYzA6UrVdd4qIIBrT8OroryvRvdmg/IfmC7Y= -github.com/klauspost/compress v1.10.0/go.mod h1:aoV0uJVorq1K+umq18yTdKaF57EivdYsUV+/s2qKfXs= github.com/klauspost/compress v1.10.3 h1:OP96hzwJVBIHYU52pVTI6CczrxPvrGfgqF9N5eTO0Q8= github.com/klauspost/compress v1.10.3/go.mod h1:aoV0uJVorq1K+umq18yTdKaF57EivdYsUV+/s2qKfXs= -github.com/kr/pretty v0.1.0/go.mod h1:dAy3ld7l9f0ibDNOQOHHMYYIIbhfbHSm3C4ZsoJORNo= -github.com/kr/pty v1.1.1/go.mod h1:pFQYn66WHrOpPYNljwOMqo10TkYh1fy3cYio2l3bCsQ= -github.com/kr/text v0.1.0/go.mod h1:4Jbv+DJW3UT/LiOwJeYQe1efqtUx/iVham/4vfdArNI= github.com/modern-go/concurrent v0.0.0-20180228061459-e0a39a4cb421 h1:ZqeYNhU3OHLH3mGKHDcjJRFFRrJa6eAM5H+CtDdOsPc= github.com/modern-go/concurrent v0.0.0-20180228061459-e0a39a4cb421/go.mod h1:6dJC0mAP4ikYIbvyc7fijjWJddQyLn8Ig3JB5CqoB9Q= github.com/modern-go/reflect2 v0.0.0-20180701023420-4b7aa43c6742 h1:Esafd1046DLDQ0W1YjYsBW+p8U2u7vzgW2SQVmlNazg= github.com/modern-go/reflect2 v0.0.0-20180701023420-4b7aa43c6742/go.mod h1:bx2lNnkwVCuqBIxFjflWJWanXIb3RllmbCylyMrvgv0= github.com/pmezard/go-difflib v1.0.0 h1:4DBwDE0NGyQoBHbLQYPwSUPoCMWR5BEzIk/f1lZbAQM= github.com/pmezard/go-difflib v1.0.0/go.mod h1:iKH77koFhYxTK1pcRnkKkqfTogsbg7gZNVY4sRDYZ/4= -github.com/sourcegraph/jsonrpc2 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h1:5bdqVP0ePpCpfy1whSPwvUTwwWyXBjLjD87s3iq3QK4= -go.uber.org/atomic v1.4.0/go.mod h1:gD2HeocX3+yG+ygLZcrzQJaqmWj9AIm7n08wl/qW/PE= -go.uber.org/multierr v1.1.0/go.mod h1:wR5kodmAFQ0UK8QlbwjlSNy0Z68gJhDJUG5sjR94q/0= -golang.org/x/time v0.0.0-20190308202827-9d24e82272b4/go.mod h1:tRJNPiyCQ0inRvYxbN9jk5I+vvW/OXSQhTDSoE431IQ= golang.org/x/time v0.0.0-20191024005414-555d28b269f0/go.mod h1:tRJNPiyCQ0inRvYxbN9jk5I+vvW/OXSQhTDSoE431IQ= +golang.org/x/xerrors v0.0.0-20191204190536-9bdfabe68543 h1:E7g+9GITq07hpfrRu66IVDexMakfv52eLZ2CXBWiKr4= golang.org/x/xerrors v0.0.0-20191204190536-9bdfabe68543/go.mod h1:I/5z698sn9Ka8TeJc9MKroUUfqBBauWjQqLJ2OPfmY0= +gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405 h1:yhCVgyC4o1eVCa2tZl7eS0r+SDo693bJlVdllGtEeKM= gopkg.in/check.v1 v0.0.0-20161208181325-20d25e280405/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0= -gopkg.in/check.v1 v1.0.0-20180628173108-788fd7840127/go.mod h1:Co6ibVJAznAaIkqp8huTwlJQCZ016jof/cbN4VW5Yz0= gopkg.in/yaml.v2 v2.2.2 h1:ZCJp+EgiOT7lHqUV2J862kp8Qj64Jo6az82+3Td9dZw= gopkg.in/yaml.v2 v2.2.2/go.mod h1:hI93XBmqTisBFMUTm0b8Fm+jr3Dg1NNxqwp+5A1VGuI= -nhooyr.io/websocket v1.7.2 h1:aIkwzOCACzgKF5DMqGA9pvJoJCiP0GsBeomGWVexRTc= -nhooyr.io/websocket v1.7.2/go.mod h1:FyTYp9aYEPchTiPpXj2mOOnHJ49S35YStWZCjotwizg= -nhooyr.io/websocket v1.8.4 h1:P43INlkmY2eCxLvHeiMFK/ROUiOm0NdzRGGDtURbe58= -nhooyr.io/websocket v1.8.4/go.mod h1:LiqdCg1Cu7TPWxEvPjPa0TGYxCsy4pHNTN9gGluwBpQ= nhooyr.io/websocket v1.8.5 h1:DCqbsbyRh43Ky0pWkdbWXF6z6MS2W8LqJ4ym3F+fw3I= nhooyr.io/websocket v1.8.5/go.mod h1:szdAKb/TINbpD/bAZy4Ydj5xgVo2BOLNPIi/mcAOGrU= diff --git a/models/get_order_book_response.go b/models/get_order_book_response.go index 901f752..e2c6c96 100644 --- a/models/get_order_book_response.go +++ b/models/get_order_book_response.go @@ -7,6 +7,13 @@ type GetOrderBookResponse struct { Low float64 `json:"low"` High float64 `json:"high"` } `json:"stats"` + Greeks struct { + Theta float64 `json:"theta"` + Rho float64 `json:"rho"` + Vega float64 `json:"vega"` + Delta float64 `json:"delta"` + Gamma float64 `json:"gamma"` + } `json:"greeks"` State string `json:"state"` SettlementPrice float64 `json:"settlement_price"` OpenInterest float64 `json:"open_interest"` diff --git a/models/ticker_notification.go b/models/ticker_notification.go index b0dffb8..aecd5d0 100644 --- a/models/ticker_notification.go +++ b/models/ticker_notification.go @@ -7,6 +7,13 @@ type TickerNotification struct { Low float64 `json:"low"` High float64 `json:"high"` } `json:"stats"` + Greeks struct { + Theta float64 `json:"theta"` + Rho float64 `json:"rho"` + Vega float64 `json:"vega"` + Gamma float64 `json:"gamma"` + Delta float64 `json:"delta"` + } `json:"greeks"` State string `json:"state"` SettlementPrice float64 `json:"settlement_price"` OpenInterest float64 `json:"open_interest"`