Список проголосовавших за комментарий "Happyseller, Код для выгрузки стакана для тинькова (не проверял, сгенерил только что):<br/> <br/> <pre>import csv import datetime from tinkoff.invest import Client, MarketDataRequest, SubscribeOrderBookRequest, OrderBookInstrument from tinkoff.invest.services import MarketDataStreamManager from tinkoff.invest.utils import quotation_to_decimal TOKEN = "ваш_токен_доступа" # Замените на ваш реальный токен Tinkoff Invest API CSV_FILE = "orderbook_data.csv" INSTRUMENTS = [ {"figi": "BBG004730N88", "sec_code": "SBER"}, # Пример для Сбера {"figi": "BBG0047315Y7", "sec_code": "GAZP"}, # Пример для Газпрома # Добавьте другие инструменты по аналогии ] def save_orderbook_to_csv(timestamp, sec_code, bids, offers): with open(CSV_FILE, mode='a', newline='') as file: writer = csv.writer(file, delimiter=';') # Форматируем bids и offers в строки bids_str = ",".join([f"{price}:{quantity}" for price, quantity in bids]) offers_str = ",".join([f"{price}:{quantity}" for price, quantity in offers]) writer.writerow([timestamp, sec_code, bids_str, offers_str]) def process_orderbook(orderbook, sec_code): timestamp = datetime.datetime.now().strftime("%Y-%m-%d %H:%M:%S.%f") # Получаем биды (покупка) bids = [] for bid in orderbook.bids: price = float(quotation_to_decimal(bid.price)) quantity = bid.quantity bids.append((price, quantity)) # Получаем оферы (продажа) offers = [] for offer in orderbook.asks: price = float(quotation_to_decimal(offer.price)) quantity = offer.quantity offers.append((price, quantity)) # Сохраняем в CSV save_orderbook_to_csv(timestamp, sec_code, bids, offers) print(f"Saved orderbook for {sec_code} at {timestamp}") def main(): # Инициализируем CSV файл с заголовками with open(CSV_FILE, mode='w', newline='') as file: writer = csv.writer(file, delimiter=';') writer.writerow(["tm", "sec_code", "bids", "offers"]) with Client(TOKEN) as client: market_data_stream: MarketDataStreamManager = client.create_market_data_stream() # Подписываемся на стаканы для всех инструментов for instrument in INSTRUMENTS: market_data_stream.order_book.subscribe( SubscribeOrderBookRequest( instruments=[ OrderBookInstrument( figi=instrument["figi"], depth=10 # Глубина стакана ) ] ) ) # Обрабатываем входящие сообщения for market_data in market_data_stream: if market_data.orderbook: # Находим sec_code для этого figi sec_code = next( (item["sec_code"] for item in INSTRUMENTS if item["figi"] == market_data.orderbook.figi), None ) if sec_code: process_orderbook(market_data.orderbook, sec_code) if __name__ == "__main_