I've got a piece of Sakhote-Alin too. It's a nickel-iron meteorite, also known as a siderite. Nickel-iron meteorites originated in the asteroid belt.
The fact that it is nickel-iron is best explained by its being part of the core of a much larger asteroid that has been subjected to many collisions with other asteroids and pieces of asteroids over the 4+ billion years of its existence.
If an asteroid was large enough at its formation, it would have been molten for a long enough time for all the heavier, more dense elements and minerals to sink into the center, while the medium- and low-density minerals and elements would form a mantle and crust, respectively. Iron and nickel are the most common of the denser elements in the solar system, so they form the cores of the planets and asteroids.
So what you have there is not just a piece of meteorite. You own a piece of the core of an asteroid! Much rarer than diamond.