If your application acts on the behalf of an account owner, your application must obtain the user's consent before it can make requests that access and update that user's confidential resource. You can construct a consent request that will allow a user/seller to grant your app the permissions it needs to access the user's eBay account resources. Please go through the link given to know more about.
Also, you do not need to a different key-set for connecting different sellers to your application. You can use the same key-set for getting the user token of different seller and you can execute the calls for different marketplace from the same key-set .