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def __init__(self, instruments, ticksDf, lock, logger):

    super(CTPMdApi, self).__init__()
    self.__reqid = 0
    self.__userid = ''
    self.__password = ''
    self.__brokerid = ''
    if (not isinstance(instruments, list)):
        raise Exception('identifiers    must    be    a    list')
    self.__instruments = instruments
    self.__ticksDf = ticksDf
    self.__lock = lock
    self.__logger = logger
    self.__setSubscribed = set()
    path = (os.path.dirname(os.path.abspath(__file__)) + '\\mdconnection\\')
    if (not os.path.exists(path)):
        os.makedirs(path)
    self.createFtdcMdApi(path)
