Dealing with multiple context managers

[DeaD_EyE]

You can write this with one level of indentation:

with requests.Session() as rest_session, open("log.txt", "a") as log:
    data = rest_session.get_data()
    unrelated = read(log)
    write(data, log)
    if unrelated == "OK":
        rest_session.POST("spam")

Since some Python 3.x version it's possible. Before this was introduced, it was also possible with a helper function from the contextlib.
https://docs.python.org/3/library/contex....ExitStack
By the way, it's good to read the whole document. You'll find functions like suppress, closing. etc.