Реальная торговля через Финам

pip install "zipfinam[live]"

import datetime
import os

from ziplime.core.run_simulation import run_simulation_iter
from ziplime.gens.domain.realtime_clock import RealtimeClock
from ziplime.utils.calendar_utils import get_calendar
from zipfinam.exchanges import FinamExchange

CAPITAL = 100_000.0


async def run_live(asset_service, bundle):
    calendar = get_calendar("XMOS")
    now = datetime.datetime.now(tz=calendar.tz)
    clock = RealtimeClock(trading_calendar=calendar, start_date=now,
                          emission_rate=datetime.timedelta(minutes=1))

    exchange = FinamExchange(
        name="finam", canonical_name="finam", country_code="RU",
        asset_service=asset_service, trading_calendar=calendar, data_source=bundle, clock=clock,
        finam_arena_server_url=os.environ.get("FINAM_TRADE_URL", "https://arena.finam.ru"),
        authorization_token=os.environ["FINAM_TRADE_TOKEN"],
        account_id=os.environ["FINAM_ACCOUNT_ID"],
        finam_api_server_url="https://api.finam.ru",   # котировки, бары и лоты
        finam_api_token=os.environ["GRPC_TOKEN"],
        start_cash_balance=CAPITAL, capital_limit=CAPITAL, is_default=True,
    )

    async for status in run_simulation_iter(
            start_date=now, end_date=now + datetime.timedelta(days=365),
            trading_calendar="XMOS", algorithm_file="strategy.py", total_cash=CAPITAL,
            market_data_source=bundle, custom_data_sources=[],
            emission_rate=datetime.timedelta(minutes=1), stop_on_error=True,
            asset_service=asset_service, clock=clock, exchange=exchange):
        for row in await exchange.refresh_order_states():   # что стало с заявками этого тика
            print(row)