def __init__(self, ...):
        self.lock = threading.Lock()
        ...
        self._connect()

    def _connect(self):
        Connection = [HTTPSConnection, HTTPConnection][int(self.secret is None)]
        self.connection = Connection('api.vk.com')

    def request(self, ...):
        ...
        if self.lock:
            self.connection.request(method, path, data, headers)
            with self.connection.getresponse() as r:
                if r.status == 200:
                    ...

    def request(self, ...):
        ...
        with self.lock: # блокируем выполнение других потоков
            self.connection.request(method, path, data, headers)
            with self.connection.getresponse() as r:
                if r.status == 200:
                    ...