cli=x2go.X2goClient(start_xserver=(platform == "win32"));#use_cache not recognized
s_uuid = cli.register_session(**params)
cli.connect_session(s_uuid, password=raw_input())
cli.start_session(s_uuid)
stderr.write('Hand-shake over, nxproxy starts.\n')
while cli.session_ok(s_uuid):
gevent.sleep(1)
stderr.write('nxproxy stops by application termination.\n')
cli.terminate_session(s_uuid)
exit()

And I had to copy the Xserver as "shipped" in my distribution together with nxproxy.