Get BFF-computed greeks, PoP and model price
Consolidated per-instrument option greeks computed by the platform BFF:
Black-Scholes (r = 0, forward = spot) model price, delta, gamma, theta,
vega, probability-of-profit, and the BlockScholes-derived mark_iv
passthrough. Served entirely from an in-process cache refreshed by a
background poller — no upstream call is made per request.
Breaking change (declared): this public path previously routed to
the legacy risk-engine, which served a bare JSON array
(InstrumentGreeks[]). That contract is REPLACED by the
{ "data": [...] } envelope documented here; only dormant-era
consumers existed and no compatibility shim is provided.
Conventions:
- All numeric fields are fixed-8 decimal strings.
nullmeans unknown/stale —"0.00000000"is never emitted for an unknown value. Rows whose source inputs (quoteas_of_ms/ oracle spot publish time) are older than the staleness window (default 30s) serve null fields while retaining their last timestamps.model_priceis a display-only theoretical value. It is NOT the margin/liquidation-authoritative mark and must never be used as a PnL/margin/liquidation price source.rhois intentionally omitted (convention-dependent, unrendered).- Rows are sorted by
symbol. Staleness never yields a 5xx — the endpoint returns 200 with null fields. - Adding response fields is backward-compatible; removing or renaming fields is a breaking change gated by the shared contract fixture.
Query Parameters
Optional base-asset filter. Validated against the canonical
configured asset set (BTC, ETH, SOL), case-insensitively;
values longer than 64 bytes or outside the set yield 400
INVALID_ASSET. A valid asset with no cached rows returns an
empty data array.
BTC, ETH, SOL 64Response
Cached greeks rows (empty array when the cache is empty)