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