def __init__(self, symbol="ALL", application=None):
self.symbol = str(symbol)
self.buy_side = []
self.sell_side = []
self.volume_dict = {}
self.inst_status = InstrumentStatusHelper(symbol)
self.md_pub_socket = None
self.md_pub_socket_stream = None
self.is_ready = False
self.process_later = []
self.application = application
self.db_session = application.db_session
