switching to use push/pull for traffic btw merge and client

tests/test_finance.py

@@ -210,7 +210,6 @@ class FinanceTestCase(TestCase):
             "The merge should be drained of all messages, found {n} remaining." \
             .format(n=zipline.sim.merge.pending_messages())
         )
-
         self.assertEqual(
             zipline.algorithm.count,
             zipline.algorithm.incr,

zipline/components/tradesimulation.py

@@ -49,6 +49,7 @@ class TradeSimulationClient(Component):
         self.perf.open(self.context)
 
     def do_work(self):
+        from rdb import set_trace; set_trace()
         # poll all the sockets
         socks = dict(self.poll.poll(self.heartbeat_timeout))
 

zipline/core/component.py

@@ -486,10 +486,27 @@ class Component(object):
         return self.connect_push_socket(self.addresses['merge_address'])
 
     def bind_result(self):
-        return self.bind_pub_socket(self.addresses['result_address'])
+        return self.bind_push_socket(self.addresses['result_address'])
 
     def connect_result(self):
-        return self.connect_sub_socket(self.addresses['result_address'])
+        return self.connect_pull_socket(self.addresses['result_address'])
+
+    def bind_push_socket(self, addr):
+        push_socket = self.context.socket(self.zmq.PUSH)
+        push_socket.bind(addr)
+        self.out_socket = push_socket
+        self.sockets.append(push_socket)
+
+        return push_socket
+
+    def connect_pull_socket(self, addr):
+        pull_socket = self.context.socket(self.zmq.PULL)
+        pull_socket.connect(addr)
+        self.sockets.append(pull_socket)
+        self.poll.register(pull_socket, self.zmq.POLLIN)
+
+        return pull_socket
+
 
     def bind_pull_socket(self, addr):
         pull_socket = self.context.socket(self.zmq.PULL)