Свечи (candles)
#!pip install moexalgo
#!pip install matplotlib
import pandas as pd
import matplotlib.pyplot as plt
from moexalgo.beta import issplus
# Данные для входа
ws_login = 'ваш_логин'
ws_passcode = 'ваш_пароль'
# Доступные интервалы: M1, M10, H1, D1, W1, m1, m3, Q1
interval = 'D1'
ticker = 'SBER'
async def websocket_candles():
url = 'wss://iss.moex.com/infocx/v3/websocket'
credentials = issplus.Credentials('passport', ws_login, ws_passcode)
df_snapshot = None
count = 0
async with issplus.connect(url, credentials) as client:
# Подписка на свечи (candles) с указанным интервалом
destination = 'MXSE.candles'
selector = f'TICKER="MXSE.TQBR.{ticker}" and interval="{interval}"'
subscription = await client.subscribe(destination, selector)
print(f"Подписка ID: {subscription.id}\n")
async for data in subscription:
msg_type = data['properties']['type']
# Первое сообщение - исторические данные
if msg_type == 'snapshot':
print(f"Снэпшот (snapshot): {len(data['data'])} строк")
df_snapshot = pd.DataFrame(data['data'], columns=data['columns'])
df_snapshot['close'] = df_snapshot['CLOSE'].apply(lambda x: x[0])
df_snapshot['begin'] = pd.to_datetime(df_snapshot['FROM'])
# Выведем последние 5 значений
print(df_snapshot.tail(5))
print()
# Обновления текущей свечи в реальном времени
elif msg_type == 'updates':
count += 1
print(f"\nОбновление (updates):")
update_row = pd.DataFrame(data['data'], columns=data['columns'])
update_row['close'] = update_row['CLOSE'].apply(lambda x: x[0])
update_row['begin'] = pd.to_datetime(update_row['FROM'])
print(update_row)
print()
if df_snapshot is not None:
old_row = df_snapshot[df_snapshot['FROM'] == data['data'][0][0]]
if not old_row.empty:
old_close = old_row.iloc[0]['close']
new_close = update_row.iloc[0]['close']
diff = new_close - old_close
print(f"Разница: {old_close} → {new_close} ({diff:+.2f})")
df_snapshot.loc[df_snapshot['FROM'] == data['data'][0][0], 'close'] = new_close
# Остановка после пяти итераций (для примера)
if count >= 5:
break
return df_snapshot
candles_snapshot = await websocket_candles()
Подписка ID: a00e1fcc-1eb6-4189-b57c-a1f816b2229c
Снэпшот (snapshot): 256 строк
FROM TILL OPEN HIGH \
251 2026-01-18 00:00:00 2026-01-18 23:59:57 [301.28, 2] [301.89, 2]
252 2026-01-19 00:00:00 2026-01-19 23:59:59 [302.0, 2] [304.73, 2]
253 2026-01-20 00:00:00 2026-01-20 23:59:58 [303.89, 2] [304.65, 2]
254 2026-01-21 00:00:00 2026-01-21 23:59:59 [304.1, 2] [306.94, 2]
255 2026-01-22 00:00:00 2026-01-22 09:58:47 [306.6, 2] [307.0, 2]
LOW CLOSE VALUE VOLUME close begin
251 [301.1, 2] [301.86, 2] [259434912.83, 2] 860536 301.86 2026-01-18
252 [300.34, 2] [303.62, 2] [7362755348.76, 2] 24288292 303.62 2026-01-19
253 [302.47, 2] [304.03, 2] [5201023168.34, 2] 17136591 304.03 2026-01-20
254 [303.0, 2] [306.49, 2] [8034147581.29, 2] 26303679 306.49 2026-01-21
255 [305.89, 2] [305.98, 2] [445392861.91, 2] 1453473 305.98 2026-01-22
Обновление (updates):
FROM TILL OPEN HIGH \
0 2026-01-22 00:00:00 2026-01-22 09:58:52 [306.6, 2] [307.0, 2]
LOW CLOSE VALUE VOLUME close begin
0 [305.89, 2] [305.98, 2] [445852749.85, 2] 1454976 305.98 2026-01-22
Разница: 305.98 → 305.98 (+0.00)
Обновление (updates):
FROM TILL OPEN HIGH \
0 2026-01-22 00:00:00 2026-01-22 09:58:57 [306.6, 2] [307.0, 2]
LOW CLOSE VALUE VOLUME close begin
0 [305.89, 2] [305.98, 2] [446037255.79, 2] 1455579 305.98 2026-01-22
Разница: 305.98 → 305.98 (+0.00)
Обновление (updates):
FROM TILL OPEN HIGH \
0 2026-01-22 00:00:00 2026-01-22 09:59:02 [306.6, 2] [307.0, 2]
LOW CLOSE VALUE VOLUME close begin
0 [305.89, 2] [306.0, 2] [446282045.79, 2] 1456379 306.0 2026-01-22
Разница: 305.98 → 306.0 (+0.02)
Обновление (updates):
FROM TILL OPEN HIGH \
0 2026-01-22 00:00:00 2026-01-22 09:59:06 [306.6, 2] [307.0, 2]
LOW CLOSE VALUE VOLUME close begin
0 [305.89, 2] [305.97, 2] [446589251.08, 2] 1457383 305.97 2026-01-22
Разница: 306.0 → 305.97 (-0.03)
Обновление (updates):
FROM TILL OPEN HIGH \
0 2026-01-22 00:00:00 2026-01-22 09:59:11 [306.6, 2] [307.0, 2]
LOW CLOSE VALUE VOLUME close begin
0 [305.89, 2] [306.0, 2] [446592617.08, 2] 1457394 306.0 2026-01-22
Разница: 305.97 → 306.0 (+0.03)
if candles_snapshot is not None:
ax = candles_snapshot.set_index('begin')['close'].plot(figsize=(14, 6), color='#2962FF', linewidth=1.5)
ax.grid(alpha=0.3, linestyle='--', linewidth=0.5)
ax.set_ylabel('Цена')
plt.tight_layout()
plt.show()
