exchanges/ftx: populate best bid/ask sizes when handling ticker ws events
@@ -270,7 +270,9 @@ func (f *FTX) wsHandleData(respRaw []byte) error {
f.Websocket.DataHandler <- &ticker.Price{
ExchangeName: f.Name,
Bid: resultData.Ticker.Bid,
+ BidSize: resultData.Ticker.BidSize,
Ask: resultData.Ticker.Ask,
+ AskSize: resultData.Ticker.AskSize,
Last: resultData.Ticker.Last,
LastUpdated: timestampFromFloat64(resultData.Ticker.Time),
Pair: p,
