Add signal handler for unclean shutdown

[jpmckinney]

Like in Scrapy https://github.com/scrapy/scrapy/blob/c316ca45a5b1b19622c96049c9378d8c45adba60/scrapy/crawler.py#L255

We'd need to set up a communication method between the threads and the main thread. You can't just call sys.exit() from the main thread, since Python handles this by calling wait_for_thread_shutdown().

For now, consumer callbacks should be designed to do a modest amount of work per message.

[jpmckinney]

With the new asynchronous client, this might just be about changing the default wait=True in self.executor.shutdown() to wait=False, if a second signal is sent.