Fix thread leak in Python 3.7 #340 (#356)

* Fix thread leak in Python 3.7 #340

The leak is caused by the fact that in Python 3.7, the default behavior
of the `ThreadingMixin` is to use no daemon threads, but to request to
block on threads on close. Because of that, it collects references to
all created threads, creating the "leak":
https://github.com/python/cpython/blob/v3.7.0/Lib/socketserver.py#L661

* Python 3.7: `block_on_close` is `True`: https://github.com/python/cpython/blob/v3.7.0/Lib/socketserver.py#L635
* Python 3.6: `_block_on_close` is `False`: https://github.com/python/cpython/blob/v3.6.7/Lib/socketserver.py#L639
* Python 2.7: There is no `block_on_close`, thus no logic for collecting
  references: https://github.com/python/cpython/blob/v2.7.15/Lib/SocketServer.py#L582

Fix by setting `daemon_threads` to `True`, which in our case should be a
reasonable setting for all Python versions. Also, the new in Python 3.7
`ThreadingHTTPServer` stdlib class also sets it by default:
https://github.com/python/cpython/blob/v3.7.0/Lib/http/server.py#L144

Signed-off-by: Sebastian Brandt <sebastian.brandt@friday.de>

prometheus_client/exposition.py

@@ -173,6 +173,12 @@ def factory(cls, registry):
 
 class _ThreadingSimpleServer(ThreadingMixIn, HTTPServer):
     """Thread per request HTTP server."""
+    # Make worker threads "fire and forget". Beginning with Python 3.7 this
+    # prevents a memory leak because ``ThreadingMixIn`` starts to gather all
+    # non-daemon threads in a list in order to join on them at server close.
+    # Enabling daemon threads virtually makes ``_ThreadingSimpleServer`` the
+    # same as Python 3.7's ``ThreadingHTTPServer``.
+    daemon_threads = True
 
 
 def start_http_server(port, addr='', registry=REGISTRY):