ccxt 4.1.49 → 4.1.50

package/dist/cjs/src/okx.js

@@ -68,6 +68,7 @@ class okx extends okx$1 {
                 'fetchFundingRate': true,
                 'fetchFundingRateHistory': true,
                 'fetchFundingRates': false,
+                'fetchGreeks': true,
                 'fetchIndexOHLCV': true,
                 'fetchL3OrderBook': false,
                 'fetchLedger': true,
@@ -6945,6 +6946,113 @@ class okx extends okx$1 {
         const underlyings = this.safeValue(response, 'data', []);
         return underlyings[0];
     }
+    async fetchGreeks(symbol, params = {}) {
+        /**
+         * @method
+         * @name okx#fetchGreeks
+         * @description fetches an option contracts greeks, financial metrics used to measure the factors that affect the price of an options contract
+         * @see https://www.okx.com/docs-v5/en/#public-data-rest-api-get-option-market-data
+         * @param {string} symbol unified symbol of the market to fetch greeks for
+         * @param {object} [params] extra parameters specific to the okx api endpoint
+         * @returns {object} a [greeks structure]{@link https://github.com/ccxt/ccxt/wiki/Manual#greeks-structure}
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const marketId = market['id'];
+        const optionParts = marketId.split('-');
+        const request = {
+            'uly': market['info']['uly'],
+            'instFamily': market['info']['instFamily'],
+            'expTime': this.safeString(optionParts, 2),
+        };
+        const response = await this.publicGetPublicOptSummary(this.extend(request, params));
+        //
+        //     {
+        //         "code": "0",
+        //         "data": [
+        //             {
+        //                 "askVol": "0",
+        //                 "bidVol": "0",
+        //                 "delta": "0.5105464486882039",
+        //                 "deltaBS": "0.7325502184143025",
+        //                 "fwdPx": "37675.80158694987186",
+        //                 "gamma": "-0.13183515090501083",
+        //                 "gammaBS": "0.000024139685826358558",
+        //                 "instId": "BTC-USD-240329-32000-C",
+        //                 "instType": "OPTION",
+        //                 "lever": "4.504428015946619",
+        //                 "markVol": "0.5916253554539876",
+        //                 "realVol": "0",
+        //                 "theta": "-0.0004202992014012855",
+        //                 "thetaBS": "-18.52354631567909",
+        //                 "ts": "1699586421976",
+        //                 "uly": "BTC-USD",
+        //                 "vega": "0.0020207455080045846",
+        //                 "vegaBS": "74.44022302387287",
+        //                 "volLv": "0.5948549730405797"
+        //             },
+        //         ],
+        //         "msg": ""
+        //     }
+        //
+        const data = this.safeValue(response, 'data', []);
+        for (let i = 0; i < data.length; i++) {
+            const entry = data[i];
+            const entryMarketId = this.safeString(entry, 'instId');
+            if (entryMarketId === marketId) {
+                return this.parseGreeks(entry, market);
+            }
+        }
+    }
+    parseGreeks(greeks, market = undefined) {
+        //
+        //     {
+        //         "askVol": "0",
+        //         "bidVol": "0",
+        //         "delta": "0.5105464486882039",
+        //         "deltaBS": "0.7325502184143025",
+        //         "fwdPx": "37675.80158694987186",
+        //         "gamma": "-0.13183515090501083",
+        //         "gammaBS": "0.000024139685826358558",
+        //         "instId": "BTC-USD-240329-32000-C",
+        //         "instType": "OPTION",
+        //         "lever": "4.504428015946619",
+        //         "markVol": "0.5916253554539876",
+        //         "realVol": "0",
+        //         "theta": "-0.0004202992014012855",
+        //         "thetaBS": "-18.52354631567909",
+        //         "ts": "1699586421976",
+        //         "uly": "BTC-USD",
+        //         "vega": "0.0020207455080045846",
+        //         "vegaBS": "74.44022302387287",
+        //         "volLv": "0.5948549730405797"
+        //     }
+        //
+        const timestamp = this.safeInteger(greeks, 'ts');
+        const marketId = this.safeString(greeks, 'instId');
+        const symbol = this.safeSymbol(marketId, market);
+        return {
+            'symbol': symbol,
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+            'delta': this.safeNumber(greeks, 'delta'),
+            'gamma': this.safeNumber(greeks, 'gamma'),
+            'theta': this.safeNumber(greeks, 'theta'),
+            'vega': this.safeNumber(greeks, 'vega'),
+            'rho': undefined,
+            'bidSize': undefined,
+            'askSize': undefined,
+            'bidImpliedVolatility': this.safeNumber(greeks, 'bidVol'),
+            'askImpliedVolatility': this.safeNumber(greeks, 'askVol'),
+            'markImpliedVolatility': this.safeNumber(greeks, 'markVol'),
+            'bidPrice': undefined,
+            'askPrice': undefined,
+            'markPrice': undefined,
+            'lastPrice': undefined,
+            'underlyingPrice': undefined,
+            'info': greeks,
+        };
+    }
     handleErrors(httpCode, reason, url, method, headers, body, response, requestHeaders, requestBody) {
         if (!response) {
             return undefined; // fallback to default error handler

package/js/ccxt.d.ts

@@ -2,9 +2,9 @@ import { Exchange } from './src/base/Exchange.js';
 import { Precise } from './src/base/Precise.js';
 import * as functions from './src/base/functions.js';
 import * as errors from './src/base/errors.js';
-import { Market, Trade, Fee, Ticker, OrderBook, Order, Transaction, Tickers, Currency, Balance, DepositAddress, WithdrawalResponse, DepositAddressResponse, OHLCV, Balances, PartialBalances, Dictionary, MinMax, Position, FundingRateHistory, Liquidation, FundingHistory, MarginMode } from './src/base/types.js';
+import { Market, Trade, Fee, Ticker, OrderBook, Order, Transaction, Tickers, Currency, Balance, DepositAddress, WithdrawalResponse, DepositAddressResponse, OHLCV, Balances, PartialBalances, Dictionary, MinMax, Position, FundingRateHistory, Liquidation, FundingHistory, MarginMode, Greeks } from './src/base/types.js';
 import { BaseError, ExchangeError, PermissionDenied, AccountNotEnabled, AccountSuspended, ArgumentsRequired, BadRequest, BadSymbol, MarginModeAlreadySet, BadResponse, NullResponse, InsufficientFunds, InvalidAddress, InvalidOrder, OrderNotFound, OrderNotCached, CancelPending, OrderImmediatelyFillable, OrderNotFillable, DuplicateOrderId, NotSupported, NetworkError, DDoSProtection, RateLimitExceeded, ExchangeNotAvailable, OnMaintenance, InvalidNonce, RequestTimeout, AuthenticationError, AddressPending, NoChange } from './src/base/errors.js';
-declare const version = "4.1.48";
+declare const version = "4.1.49";
 import ace from './src/ace.js';
 import alpaca from './src/alpaca.js';
 import ascendex from './src/ascendex.js';
@@ -522,5 +522,5 @@ declare const ccxt: {
     zaif: typeof zaif;
     zonda: typeof zonda;
 } & typeof functions & typeof errors;
-export { version, Exchange, exchanges, pro, Precise, functions, errors, BaseError, ExchangeError, PermissionDenied, AccountNotEnabled, AccountSuspended, ArgumentsRequired, BadRequest, BadSymbol, MarginModeAlreadySet, BadResponse, NullResponse, InsufficientFunds, InvalidAddress, InvalidOrder, OrderNotFound, OrderNotCached, CancelPending, OrderImmediatelyFillable, OrderNotFillable, DuplicateOrderId, NotSupported, NetworkError, DDoSProtection, RateLimitExceeded, ExchangeNotAvailable, OnMaintenance, InvalidNonce, RequestTimeout, AuthenticationError, AddressPending, NoChange, Market, Trade, Fee, Ticker, OrderBook, Order, Transaction, Tickers, Currency, Balance, DepositAddress, WithdrawalResponse, DepositAddressResponse, OHLCV, Balances, PartialBalances, Dictionary, MinMax, Position, FundingRateHistory, Liquidation, FundingHistory, MarginMode, ace, alpaca, ascendex, bequant, bigone, binance, binancecoinm, binanceus, binanceusdm, bingx, bit2c, bitbank, bitbay, bitbns, bitcoincom, bitfinex, bitfinex2, bitflyer, bitforex, bitget, bithumb, bitmart, bitmex, bitopro, bitpanda, bitrue, bitso, bitstamp, bitstamp1, bittrex, bitvavo, bl3p, blockchaincom, btcalpha, btcbox, btcmarkets, btctradeua, btcturk, bybit, cex, coinbase, coinbaseprime, coinbasepro, coincheck, coinex, coinfalcon, coinlist, coinmate, coinone, coinsph, coinspot, cryptocom, currencycom, delta, deribit, digifinex, exmo, fmfwio, gate, gateio, gemini, hitbtc, hitbtc3, hollaex, htx, huobi, huobijp, huobipro, idex, independentreserve, indodax, kraken, krakenfutures, kucoin, kucoinfutures, kuna, latoken, lbank, lbank2, luno, lykke, mercado, mexc, mexc3, ndax, novadax, oceanex, okcoin, okex, okex5, okx, paymium, phemex, poloniex, poloniexfutures, probit, tidex, timex, tokocrypto, upbit, wavesexchange, wazirx, whitebit, woo, yobit, zaif, zonda, };
+export { version, Exchange, exchanges, pro, Precise, functions, errors, BaseError, ExchangeError, PermissionDenied, AccountNotEnabled, AccountSuspended, ArgumentsRequired, BadRequest, BadSymbol, MarginModeAlreadySet, BadResponse, NullResponse, InsufficientFunds, InvalidAddress, InvalidOrder, OrderNotFound, OrderNotCached, CancelPending, OrderImmediatelyFillable, OrderNotFillable, DuplicateOrderId, NotSupported, NetworkError, DDoSProtection, RateLimitExceeded, ExchangeNotAvailable, OnMaintenance, InvalidNonce, RequestTimeout, AuthenticationError, AddressPending, NoChange, Market, Trade, Fee, Ticker, OrderBook, Order, Transaction, Tickers, Currency, Balance, DepositAddress, WithdrawalResponse, DepositAddressResponse, OHLCV, Balances, PartialBalances, Dictionary, MinMax, Position, FundingRateHistory, Liquidation, FundingHistory, MarginMode, Greeks, ace, alpaca, ascendex, bequant, bigone, binance, binancecoinm, binanceus, binanceusdm, bingx, bit2c, bitbank, bitbay, bitbns, bitcoincom, bitfinex, bitfinex2, bitflyer, bitforex, bitget, bithumb, bitmart, bitmex, bitopro, bitpanda, bitrue, bitso, bitstamp, bitstamp1, bittrex, bitvavo, bl3p, blockchaincom, btcalpha, btcbox, btcmarkets, btctradeua, btcturk, bybit, cex, coinbase, coinbaseprime, coinbasepro, coincheck, coinex, coinfalcon, coinlist, coinmate, coinone, coinsph, coinspot, cryptocom, currencycom, delta, deribit, digifinex, exmo, fmfwio, gate, gateio, gemini, hitbtc, hitbtc3, hollaex, htx, huobi, huobijp, huobipro, idex, independentreserve, indodax, kraken, krakenfutures, kucoin, kucoinfutures, kuna, latoken, lbank, lbank2, luno, lykke, mercado, mexc, mexc3, ndax, novadax, oceanex, okcoin, okex, okex5, okx, paymium, phemex, poloniex, poloniexfutures, probit, tidex, timex, tokocrypto, upbit, wavesexchange, wazirx, whitebit, woo, yobit, zaif, zonda, };
 export default ccxt;

package/js/ccxt.js

@@ -38,7 +38,7 @@ import * as errors from './src/base/errors.js';
 import { BaseError, ExchangeError, PermissionDenied, AccountNotEnabled, AccountSuspended, ArgumentsRequired, BadRequest, BadSymbol, MarginModeAlreadySet, BadResponse, NullResponse, InsufficientFunds, InvalidAddress, InvalidOrder, OrderNotFound, OrderNotCached, CancelPending, OrderImmediatelyFillable, OrderNotFillable, DuplicateOrderId, NotSupported, NetworkError, DDoSProtection, RateLimitExceeded, ExchangeNotAvailable, OnMaintenance, InvalidNonce, RequestTimeout, AuthenticationError, AddressPending, NoChange } from './src/base/errors.js';
 //-----------------------------------------------------------------------------
 // this is updated by vss.js when building
-const version = '4.1.49';
+const version = '4.1.50';
 Exchange.ccxtVersion = version;
 //-----------------------------------------------------------------------------
 import ace from './src/ace.js';

package/js/src/abstract/htx.d.ts

@@ -344,7 +344,7 @@ interface Exchange {
     contractPrivatePostApiV3ContractFinancialRecordExact(params?: {}): Promise<implicitReturnType>;
     contractPrivatePostApiV1ContractCancelAfter(params?: {}): Promise<implicitReturnType>;
     contractPrivatePostApiV1ContractOrder(params?: {}): Promise<implicitReturnType>;
-    contractPrivatePostV1ContractBatchorder(params?: {}): Promise<implicitReturnType>;
+    contractPrivatePostApiV1ContractBatchorder(params?: {}): Promise<implicitReturnType>;
     contractPrivatePostApiV1ContractCancel(params?: {}): Promise<implicitReturnType>;
     contractPrivatePostApiV1ContractCancelall(params?: {}): Promise<implicitReturnType>;
     contractPrivatePostApiV1ContractSwitchLeverRate(params?: {}): Promise<implicitReturnType>;

package/js/src/abstract/huobi.d.ts

@@ -344,7 +344,7 @@ interface htx {
     contractPrivatePostApiV3ContractFinancialRecordExact(params?: {}): Promise<implicitReturnType>;
     contractPrivatePostApiV1ContractCancelAfter(params?: {}): Promise<implicitReturnType>;
     contractPrivatePostApiV1ContractOrder(params?: {}): Promise<implicitReturnType>;
-    contractPrivatePostV1ContractBatchorder(params?: {}): Promise<implicitReturnType>;
+    contractPrivatePostApiV1ContractBatchorder(params?: {}): Promise<implicitReturnType>;
     contractPrivatePostApiV1ContractCancel(params?: {}): Promise<implicitReturnType>;
     contractPrivatePostApiV1ContractCancelall(params?: {}): Promise<implicitReturnType>;
     contractPrivatePostApiV1ContractSwitchLeverRate(params?: {}): Promise<implicitReturnType>;

package/js/src/abstract/huobipro.d.ts

@@ -344,7 +344,7 @@ interface huobi {
     contractPrivatePostApiV3ContractFinancialRecordExact(params?: {}): Promise<implicitReturnType>;
     contractPrivatePostApiV1ContractCancelAfter(params?: {}): Promise<implicitReturnType>;
     contractPrivatePostApiV1ContractOrder(params?: {}): Promise<implicitReturnType>;
-    contractPrivatePostV1ContractBatchorder(params?: {}): Promise<implicitReturnType>;
+    contractPrivatePostApiV1ContractBatchorder(params?: {}): Promise<implicitReturnType>;
     contractPrivatePostApiV1ContractCancel(params?: {}): Promise<implicitReturnType>;
     contractPrivatePostApiV1ContractCancelall(params?: {}): Promise<implicitReturnType>;
     contractPrivatePostApiV1ContractSwitchLeverRate(params?: {}): Promise<implicitReturnType>;

package/js/src/base/Exchange.d.ts

@@ -4,8 +4,8 @@ ExchangeError, AuthenticationError, DDoSProtection, RequestTimeout, ExchangeNotA
 import WsClient from './ws/WsClient.js';
 import { Future } from './ws/Future.js';
 import { OrderBook as WsOrderBook, IndexedOrderBook, CountedOrderBook } from './ws/OrderBook.js';
-import { Market, Trade, Ticker, OHLCV, OHLCVC, Order, OrderBook, Balance, Balances, Dictionary, DepositAddressResponse, Currency, MinMax, IndexType, Int, OrderType, OrderSide, Position, FundingRateHistory, OpenInterest, Liquidation, OrderRequest, FundingHistory, MarginMode, Tickers } from './types.js';
-export { Market, Trade, Fee, Ticker, OHLCV, OHLCVC, Order, OrderBook, Balance, Balances, Dictionary, Transaction, DepositAddressResponse, Currency, MinMax, IndexType, Int, OrderType, OrderSide, Position, FundingRateHistory, Liquidation, FundingHistory } from './types.js';
+import { Market, Trade, Ticker, OHLCV, OHLCVC, Order, OrderBook, Balance, Balances, Dictionary, DepositAddressResponse, Currency, MinMax, IndexType, Int, OrderType, OrderSide, Position, FundingRateHistory, OpenInterest, Liquidation, OrderRequest, FundingHistory, MarginMode, Tickers, Greeks } from './types.js';
+export { Market, Trade, Fee, Ticker, OHLCV, OHLCVC, Order, OrderBook, Balance, Balances, Dictionary, Transaction, DepositAddressResponse, Currency, MinMax, IndexType, Int, OrderType, OrderSide, Position, FundingRateHistory, Liquidation, FundingHistory, Greeks } from './types.js';
 /**
  * @class Exchange
  */
@@ -745,6 +745,7 @@ export default class Exchange {
     fetchMyTradesWs(symbol?: string, since?: Int, limit?: Int, params?: {}): Promise<Trade[]>;
     watchMyTrades(symbol?: string, since?: Int, limit?: Int, params?: {}): Promise<Trade[]>;
     fetchOHLCVWs(symbol: string, timeframe?: string, since?: Int, limit?: Int, params?: {}): Promise<OHLCV[]>;
+    fetchGreeks(symbol: string, params?: {}): Promise<Greeks>;
     fetchDepositsWithdrawals(code?: string, since?: Int, limit?: Int, params?: {}): Promise<any>;
     fetchDeposits(symbol?: string, since?: Int, limit?: Int, params?: {}): Promise<any>;
     fetchWithdrawals(symbol?: string, since?: Int, limit?: Int, params?: {}): Promise<any>;
@@ -839,5 +840,6 @@ export default class Exchange {
     safeOpenInterest(interest: any, market?: any): OpenInterest;
     parseLiquidation(liquidation: any, market?: any): Liquidation;
     parseLiquidations(liquidations: any, market?: any, since?: Int, limit?: Int): Liquidation[];
+    parseGreeks(greeks: any, market?: any): Greeks;
 }
 export { Exchange, };

package/js/src/base/Exchange.js

@@ -3440,6 +3440,9 @@ export default class Exchange {
     async fetchOHLCVWs(symbol, timeframe = '1m', since = undefined, limit = undefined, params = {}) {
         throw new NotSupported(this.id + ' fetchOHLCVWs() is not supported yet');
     }
+    async fetchGreeks(symbol, params = {}) {
+        throw new NotSupported(this.id + ' fetchGreeks() is not supported yet');
+    }
     async fetchDepositsWithdrawals(code = undefined, since = undefined, limit = undefined, params = {}) {
         /**
          * @method
@@ -4600,5 +4603,8 @@ export default class Exchange {
         const symbol = this.safeString(market, 'symbol');
         return this.filterBySymbolSinceLimit(sorted, symbol, since, limit);
     }
+    parseGreeks(greeks, market = undefined) {
+        throw new NotSupported(this.id + ' parseGreeks () is not supported yet');
+    }
 }
 export { Exchange, };

package/js/src/base/types.d.ts

@@ -259,6 +259,27 @@ export interface MarginMode {
     symbol: string;
     marginMode: 'isolated' | 'cross' | string;
 }
+export interface Greeks {
+    symbol: string;
+    timestamp?: number;
+    datetime?: string;
+    delta: number;
+    gamma: number;
+    theta: number;
+    vega: number;
+    rho: number;
+    bidSize: number;
+    askSize: number;
+    bidImpliedVolatility: number;
+    askImpliedVolatility: number;
+    markImpliedVolatility: number;
+    bidPrice: number;
+    askPrice: number;
+    markPrice: number;
+    lastPrice: number;
+    underlyingPrice: number;
+    info: any;
+}
 /** [ timestamp, open, high, low, close, volume ] */
 export declare type OHLCV = [number, number, number, number, number, number];
 /** [ timestamp, open, high, low, close, volume, count ] */

package/js/src/binance.d.ts

@@ -1,5 +1,5 @@
 import Exchange from './abstract/binance.js';
-import { Int, OrderSide, Balances, OrderType, Trade, OHLCV, Order, FundingRateHistory, OpenInterest, Liquidation, OrderRequest, Transaction, Ticker, OrderBook, Tickers, Market } from './base/types.js';
+import { Int, OrderSide, Balances, OrderType, Trade, OHLCV, Order, FundingRateHistory, OpenInterest, Liquidation, OrderRequest, Transaction, Ticker, OrderBook, Tickers, Market, Greeks } from './base/types.js';
 /**
  * @class binance
  * @extends Exchange
@@ -433,4 +433,26 @@ export default class binance extends Exchange {
     parseOpenInterest(interest: any, market?: any): OpenInterest;
     fetchMyLiquidations(symbol?: string, since?: Int, limit?: Int, params?: {}): Promise<Liquidation[]>;
     parseLiquidation(liquidation: any, market?: any): Liquidation;
+    fetchGreeks(symbol: string, params?: {}): Promise<Greeks>;
+    parseGreeks(greeks: any, market?: any): {
+        symbol: any;
+        timestamp: any;
+        datetime: any;
+        delta: number;
+        gamma: number;
+        theta: number;
+        vega: number;
+        rho: any;
+        bidSize: any;
+        askSize: any;
+        bidImpliedVolatility: number;
+        askImpliedVolatility: number;
+        markImpliedVolatility: number;
+        bidPrice: any;
+        askPrice: any;
+        markPrice: number;
+        lastPrice: any;
+        underlyingPrice: any;
+        info: any;
+    };
 }

package/js/src/binance.js

@@ -74,6 +74,7 @@ export default class binance extends Exchange {
                 'fetchFundingRate': true,
                 'fetchFundingRateHistory': true,
                 'fetchFundingRates': true,
+                'fetchGreeks': true,
                 'fetchIndexOHLCV': true,
                 'fetchL3OrderBook': false,
                 'fetchLastPrices': true,
@@ -9547,4 +9548,79 @@ export default class binance extends Exchange {
             'datetime': this.iso8601(timestamp),
         });
     }
+    async fetchGreeks(symbol, params = {}) {
+        /**
+         * @method
+         * @name binance#fetchGreeks
+         * @description fetches an option contracts greeks, financial metrics used to measure the factors that affect the price of an options contract
+         * @see https://binance-docs.github.io/apidocs/voptions/en/#option-mark-price
+         * @param {string} symbol unified symbol of the market to fetch greeks for
+         * @param {object} [params] extra parameters specific to the binance api endpoint
+         * @returns {object} a [greeks structure]{@link https://github.com/ccxt/ccxt/wiki/Manual#greeks-structure}
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const request = {
+            'symbol': market['id'],
+        };
+        const response = await this.eapiPublicGetMark(this.extend(request, params));
+        //
+        //     [
+        //         {
+        //             "symbol": "BTC-231229-40000-C",
+        //             "markPrice": "2012",
+        //             "bidIV": "0.60236275",
+        //             "askIV": "0.62267244",
+        //             "markIV": "0.6125176",
+        //             "delta": "0.39111646",
+        //             "theta": "-32.13948531",
+        //             "gamma": "0.00004656",
+        //             "vega": "51.70062218",
+        //             "highPriceLimit": "6474",
+        //             "lowPriceLimit": "5"
+        //         }
+        //     ]
+        //
+        return this.parseGreeks(response[0], market);
+    }
+    parseGreeks(greeks, market = undefined) {
+        //
+        //     {
+        //         "symbol": "BTC-231229-40000-C",
+        //         "markPrice": "2012",
+        //         "bidIV": "0.60236275",
+        //         "askIV": "0.62267244",
+        //         "markIV": "0.6125176",
+        //         "delta": "0.39111646",
+        //         "theta": "-32.13948531",
+        //         "gamma": "0.00004656",
+        //         "vega": "51.70062218",
+        //         "highPriceLimit": "6474",
+        //         "lowPriceLimit": "5"
+        //     }
+        //
+        const marketId = this.safeString(greeks, 'symbol');
+        const symbol = this.safeSymbol(marketId, market);
+        return {
+            'symbol': symbol,
+            'timestamp': undefined,
+            'datetime': undefined,
+            'delta': this.safeNumber(greeks, 'delta'),
+            'gamma': this.safeNumber(greeks, 'gamma'),
+            'theta': this.safeNumber(greeks, 'theta'),
+            'vega': this.safeNumber(greeks, 'vega'),
+            'rho': undefined,
+            'bidSize': undefined,
+            'askSize': undefined,
+            'bidImpliedVolatility': this.safeNumber(greeks, 'bidIV'),
+            'askImpliedVolatility': this.safeNumber(greeks, 'askIV'),
+            'markImpliedVolatility': this.safeNumber(greeks, 'markIV'),
+            'bidPrice': undefined,
+            'askPrice': undefined,
+            'markPrice': this.safeNumber(greeks, 'markPrice'),
+            'lastPrice': undefined,
+            'underlyingPrice': undefined,
+            'info': greeks,
+        };
+    }
 }

package/js/src/bybit.d.ts

@@ -1,5 +1,5 @@
 import Exchange from './abstract/bybit.js';
-import { Int, OrderSide, OrderType, Trade, Order, OHLCV, FundingRateHistory, OpenInterest, OrderRequest, Balances, Transaction, Ticker, OrderBook, Tickers } from './base/types.js';
+import { Int, OrderSide, OrderType, Trade, Order, OHLCV, FundingRateHistory, OpenInterest, OrderRequest, Balances, Transaction, Ticker, OrderBook, Tickers, Greeks } from './base/types.js';
 /**
  * @class bybit
  * @extends Exchange
@@ -264,6 +264,28 @@ export default class bybit extends Exchange {
     parseSettlements(settlements: any, market: any): any[];
     fetchVolatilityHistory(code: string, params?: {}): Promise<any[]>;
     parseVolatilityHistory(volatility: any): any[];
+    fetchGreeks(symbol: string, params?: {}): Promise<Greeks>;
+    parseGreeks(greeks: any, market?: any): {
+        symbol: any;
+        timestamp: any;
+        datetime: any;
+        delta: number;
+        gamma: number;
+        theta: number;
+        vega: number;
+        rho: any;
+        bidSize: number;
+        askSize: number;
+        bidImpliedVolatility: number;
+        askImpliedVolatility: number;
+        markImpliedVolatility: number;
+        bidPrice: number;
+        askPrice: number;
+        markPrice: number;
+        lastPrice: number;
+        underlyingPrice: number;
+        info: any;
+    };
     sign(path: any, api?: string, method?: string, params?: {}, headers?: any, body?: any): {
         url: string;
         method: string;

package/js/src/bybit.js

@@ -64,6 +64,7 @@ export default class bybit extends Exchange {
                 'fetchFundingRate': true,
                 'fetchFundingRateHistory': true,
                 'fetchFundingRates': true,
+                'fetchGreeks': true,
                 'fetchIndexOHLCV': true,
                 'fetchLedger': true,
                 'fetchMarketLeverageTiers': true,
@@ -7273,6 +7274,126 @@ export default class bybit extends Exchange {
         }
         return result;
     }
+    async fetchGreeks(symbol, params = {}) {
+        /**
+         * @method
+         * @name bybit#fetchGreeks
+         * @description fetches an option contracts greeks, financial metrics used to measure the factors that affect the price of an options contract
+         * @see https://bybit-exchange.github.io/docs/api-explorer/v5/market/tickers
+         * @param {string} symbol unified symbol of the market to fetch greeks for
+         * @param {object} [params] extra parameters specific to the bybit api endpoint
+         * @returns {object} a [greeks structure]{@link https://github.com/ccxt/ccxt/wiki/Manual#greeks-structure}
+         */
+        await this.loadMarkets();
+        const market = this.market(symbol);
+        const request = {
+            'symbol': market['id'],
+            'category': 'option',
+        };
+        const response = await this.publicGetV5MarketTickers(this.extend(request, params));
+        //
+        //     {
+        //         "retCode": 0,
+        //         "retMsg": "SUCCESS",
+        //         "result": {
+        //             "category": "option",
+        //             "list": [
+        //                 {
+        //                     "symbol": "BTC-26JAN24-39000-C",
+        //                     "bid1Price": "3205",
+        //                     "bid1Size": "7.1",
+        //                     "bid1Iv": "0.5478",
+        //                     "ask1Price": "3315",
+        //                     "ask1Size": "1.98",
+        //                     "ask1Iv": "0.5638",
+        //                     "lastPrice": "3230",
+        //                     "highPrice24h": "3255",
+        //                     "lowPrice24h": "3200",
+        //                     "markPrice": "3273.02263032",
+        //                     "indexPrice": "36790.96",
+        //                     "markIv": "0.5577",
+        //                     "underlyingPrice": "37649.67254894",
+        //                     "openInterest": "19.67",
+        //                     "turnover24h": "170140.33875912",
+        //                     "volume24h": "4.56",
+        //                     "totalVolume": "22",
+        //                     "totalTurnover": "789305",
+        //                     "delta": "0.49640971",
+        //                     "gamma": "0.00004131",
+        //                     "vega": "69.08651675",
+        //                     "theta": "-24.9443226",
+        //                     "predictedDeliveryPrice": "0",
+        //                     "change24h": "0.18532111"
+        //                 }
+        //             ]
+        //         },
+        //         "retExtInfo": {},
+        //         "time": 1699584008326
+        //     }
+        //
+        const timestamp = this.safeInteger(response, 'time');
+        const result = this.safeValue(response, 'result', {});
+        const data = this.safeValue(result, 'list', []);
+        const greeks = this.parseGreeks(data[0], market);
+        return this.extend(greeks, {
+            'timestamp': timestamp,
+            'datetime': this.iso8601(timestamp),
+        });
+    }
+    parseGreeks(greeks, market = undefined) {
+        //
+        //     {
+        //         "symbol": "BTC-26JAN24-39000-C",
+        //         "bid1Price": "3205",
+        //         "bid1Size": "7.1",
+        //         "bid1Iv": "0.5478",
+        //         "ask1Price": "3315",
+        //         "ask1Size": "1.98",
+        //         "ask1Iv": "0.5638",
+        //         "lastPrice": "3230",
+        //         "highPrice24h": "3255",
+        //         "lowPrice24h": "3200",
+        //         "markPrice": "3273.02263032",
+        //         "indexPrice": "36790.96",
+        //         "markIv": "0.5577",
+        //         "underlyingPrice": "37649.67254894",
+        //         "openInterest": "19.67",
+        //         "turnover24h": "170140.33875912",
+        //         "volume24h": "4.56",
+        //         "totalVolume": "22",
+        //         "totalTurnover": "789305",
+        //         "delta": "0.49640971",
+        //         "gamma": "0.00004131",
+        //         "vega": "69.08651675",
+        //         "theta": "-24.9443226",
+        //         "predictedDeliveryPrice": "0",
+        //         "change24h": "0.18532111"
+        //     }
+        //
+        const marketId = this.safeString(greeks, 'symbol');
+        const symbol = this.safeSymbol(marketId, market);
+        return {
+            'symbol': symbol,
+            'timestamp': undefined,
+            'datetime': undefined,
+            'delta': this.safeNumber(greeks, 'delta'),
+            'gamma': this.safeNumber(greeks, 'gamma'),
+            'theta': this.safeNumber(greeks, 'theta'),
+            'vega': this.safeNumber(greeks, 'vega'),
+            'rho': undefined,
+            'bidSize': this.safeNumber(greeks, 'bid1Size'),
+            'askSize': this.safeNumber(greeks, 'ask1Size'),
+            'bidImpliedVolatility': this.safeNumber(greeks, 'bid1Iv'),
+            'askImpliedVolatility': this.safeNumber(greeks, 'ask1Iv'),
+            'markImpliedVolatility': this.safeNumber(greeks, 'markIv'),
+            'bidPrice': this.safeNumber(greeks, 'bid1Price'),
+            'askPrice': this.safeNumber(greeks, 'ask1Price'),
+            'markPrice': this.safeNumber(greeks, 'markPrice'),
+            'lastPrice': this.safeNumber(greeks, 'lastPrice'),
+            'underlyingPrice': this.safeNumber(greeks, 'underlyingPrice'),
+            'info': greeks,
+        };
+    }
     sign(path, api = 'public', method = 'GET', params = {}, headers = undefined, body = undefined) {
         let url = this.implodeHostname(this.urls['api'][api]) + '/' + path;
         if (api === 'public') {

package/js/src/cryptocom.js

@@ -58,6 +58,7 @@ export default class cryptocom extends Exchange {
                 'fetchFundingRate': false,
                 'fetchFundingRateHistory': true,
                 'fetchFundingRates': false,
+                'fetchGreeks': false,
                 'fetchIndexOHLCV': false,
                 'fetchLedger': true,
                 'fetchLeverage': false,

package/js/src/delta.d.ts

@@ -1,5 +1,5 @@
 import Exchange from './abstract/delta.js';
-import { Balances, Int, OHLCV, Order, OrderBook, OrderSide, OrderType, Ticker, Tickers, Trade } from './base/types.js';
+import { Balances, Greeks, Int, OHLCV, Order, OrderBook, OrderSide, OrderType, Ticker, Tickers, Trade } from './base/types.js';
 /**
  * @class delta
  * @extends Exchange
@@ -208,6 +208,28 @@ export default class delta extends Exchange {
         datetime: string;
     };
     parseSettlements(settlements: any, market: any): any[];
+    fetchGreeks(symbol: string, params?: {}): Promise<Greeks>;
+    parseGreeks(greeks: any, market?: any): {
+        symbol: any;
+        timestamp: number;
+        datetime: string;
+        delta: number;
+        gamma: number;
+        theta: number;
+        vega: number;
+        rho: number;
+        bidSize: number;
+        askSize: number;
+        bidImpliedVolatility: number;
+        askImpliedVolatility: number;
+        markImpliedVolatility: number;
+        bidPrice: number;
+        askPrice: number;
+        markPrice: number;
+        lastPrice: any;
+        underlyingPrice: number;
+        info: any;
+    };
     sign(path: any, api?: string, method?: string, params?: {}, headers?: any, body?: any): {
         url: string;
         method: string;