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30 changes: 8 additions & 22 deletions go.sum
Original file line number Diff line number Diff line change
Expand Up @@ -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 v0.0.0-20190106185902-35a74f039c6a h1:jTZwOlrDhmk4Ez2vhWh7kA0eKUahp1lCO2uyM4fi/Qk=
github.com/sourcegraph/jsonrpc2 v0.0.0-20190106185902-35a74f039c6a/go.mod h1:eESpbCslcLDs8j2D7IEdGVgul7xuk9odqDTaor30IUU=
github.com/sourcegraph/jsonrpc2 v0.0.0-20191222043438-96c4efab7ee2 h1:5VGNYxMxzZ8Jb2bARgVl1DNg8vpcd9S8b4MbbjWQ8/w=
github.com/sourcegraph/jsonrpc2 v0.0.0-20191222043438-96c4efab7ee2/go.mod h1:ZafdZgk/axhT1cvZAPOhw+95nz2I/Ra5qMlU4gTRwIo=
github.com/stretchr/objx v0.1.0/go.mod h1:HFkY916IF+rwdDfMAkV7OtwuqBVzrE8GR6GFx+wExME=
github.com/stretchr/testify v1.3.0/go.mod h1:M5WIy9Dh21IEIfnGCwXGc5bZfKNJtfHm1UVUgZn+9EI=
github.com/stretchr/testify v1.4.0/go.mod h1:j7eGeouHqKxXV5pUuKE4zz7dFj8WfuZ+81PSLYec5m4=
github.com/stretchr/testify v1.5.1 h1:nOGnQDM7FYENwehXlg/kFVnos3rEvtKTjRvOWSzb6H4=
github.com/stretchr/testify v1.5.1/go.mod h1:5W2xD1RspED5o8YsWQXVCued0rvSQ+mT+I5cxcmMvtA=
github.com/sumorf/deribit-api v0.0.0-20191024014042-05ddd1385bf2/go.mod 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=
7 changes: 7 additions & 0 deletions models/get_order_book_response.go
Original file line number Diff line number Diff line change
Expand Up @@ -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"`
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7 changes: 7 additions & 0 deletions models/ticker_notification.go
Original file line number Diff line number Diff line change
Expand Up @@ -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"`
Expand Down