如何将市场深度数据流存储到list/dataframe - TWS (Ibapi Python)中

import pandas as pd
from ibapi.client import EClient
from ibapi.wrapper import EWrapper

class MarketDataHandler(EWrapper):
    def __init__(self):
        super().__init__()
        self.depth_data = pd.DataFrame(columns=['Symbol', 'Bid', 'Ask'])

    def updateMktDepth(self, tickerId, position, operation, side, price, size):
        # 处理市场深度数据流
        # 假设数据流的格式为：tickerId, symbol, bid, ask
        self.depth_data = self.depth_data.append({'Symbol': symbol, 'Bid': bid, 'Ask': ask}, ignore_index=True)

def main():
    market_data_handler = MarketDataHandler()
    client = EClient(market_data_handler)
    client.connect("localhost", 7497, clientId=1)

    # 订阅市场深度数据
    # 假设订阅的tickerId为1，交易品种为AAPL
    client.reqMktDepth(1, AAPL, 5, False, [])
    
    # 处理市场深度数据流，等待数据接收完成
    client.run()

    # 存储到文件或进行进一步处理
    market_data_handler.depth_data.to_csv('market_depth.csv', index=False)
    # or
    # market_data_handler.depth_data.to_excel('market_depth.xlsx', index=False)

if __name__ == "__main__":
    main()