From 008d2a9418cc598c2066d3c656ec33c6f719cf09 Mon Sep 17 00:00:00 2001
From: Ryan O'Hara-Reid <oharareid.ryan@gmail.com>
Date: Fri, 31 Dec 2021 15:18:58 +1100
Subject: [PATCH] ftx: add greek field support for GetFutureStats function
 (#864)

* ftx: update with greeks @romano thankyou

* ftx: fix nits
---
 exchanges/ftx/ftx_test.go  | 9 +++++++++
 exchanges/ftx/ftx_types.go | 5 +++++
 2 files changed, 14 insertions(+)

diff --git a/exchanges/ftx/ftx_test.go b/exchanges/ftx/ftx_test.go
index d5032e6a..5e5dda5b 100644
--- a/exchanges/ftx/ftx_test.go
+++ b/exchanges/ftx/ftx_test.go
@@ -230,6 +230,15 @@ func TestGetFutureStats(t *testing.T) {
 	if err != nil {
 		t.Error(err)
 	}
+
+	future, err := f.GetFutureStats(context.Background(), "BTC-MOVE-2021Q4")
+	if err != nil {
+		t.Error(err)
+	}
+
+	if future.Greeks == nil {
+		t.Fatal("no greeks returned for futures contract")
+	}
 }
 
 func TestGetFundingRates(t *testing.T) {
diff --git a/exchanges/ftx/ftx_types.go b/exchanges/ftx/ftx_types.go
index 6f7e789f..d9124935 100644
--- a/exchanges/ftx/ftx_types.go
+++ b/exchanges/ftx/ftx_types.go
@@ -163,6 +163,11 @@ type FutureStatsData struct {
 	PredictedExpirationPrice float64   `json:"predictedExpirationPrice"`
 	OpenInterest             float64   `json:"openInterest"`
 	StrikePrice              float64   `json:"strikePrice"`
+	Greeks                   *struct {
+		ImpliedVolatility float64 `json:"impliedVolatility"`
+		Delta             float64 `json:"delta"`
+		Gamma             float64 `json:"gamma"`
+	} `json:"greeks"`
 }
 
 // FundingRatesData stores data on funding rates