Added more docstrings to IPython.zmq.session.

I have gone through and clarified the different usages of the
phrase "message" in the docstrings. I have also changed some
instances of "msg" to "msg_list" in the *code* to reflect the
difference.

IPython/zmq/session.py

@@ -351,6 +351,12 b' class Session(Configurable):'
         return msg_header(self.msg_id, msg_type, self.username, self.session)
 
     def msg(self, msg_type, content=None, parent=None, subheader=None):
+        """Return the nested message dict.
+
+        This format is different from what is sent over the wire. The
+        self.serialize method converts this nested message dict to the wire
+        format, which uses a message list.
+        """
         msg = {}
         msg['header'] = self.msg_header(msg_type)
         msg['msg_id'] = msg['header']['msg_id']
@@ -361,23 +367,37 b' class Session(Configurable):'
         msg['header'].update(sub)
         return msg
 
-    def sign(self, msg):
-        """Sign a message with HMAC digest. If no auth, return b''."""
+    def sign(self, msg_list):
+        """Sign a message with HMAC digest. If no auth, return b''.
+
+        Parameters
+        ----------
+        msg_list : list
+            The [p_header,p_parent,p_content] part of the message list. 
+        """
         if self.auth is None:
             return b''
         h = self.auth.copy()
-        for m in msg:
+        for m in msg_list:
             h.update(m)
         return h.hexdigest()
     
     def serialize(self, msg, ident=None):
         """Serialize the message components to bytes.
-        
+
+        Parameters
+        ----------
+        msg : dict or Message
+            The nexted message dict as returned by the self.msg method.
+
         Returns
         -------
-        
-        list of bytes objects
-        
+        msg_list : list
+            The list of bytes objects to be sent with the format:
+            [ident1,ident2,...,DELIM,HMAC,p_header,p_parent,p_content,
+             buffer1,buffer2,...]. In this list, the p_* entities are
+            the packed or serialized versions, so if JSON is used, these
+            are uft8 encoded JSON strings.
         """
         content = msg.get('content', {})
         if content is None:
@@ -417,7 +437,15 b' class Session(Configurable):'
     def send(self, stream, msg_or_type, content=None, parent=None, ident=None, 
                                     buffers=None, subheader=None, track=False):
         """Build and send a message via stream or socket.
-        
+
+        The message format used by this function internally is as follows:
+
+        [ident1,ident2,...,DELIM,HMAC,p_header,p_parent,p_content,
+         buffer1,buffer2,...] 
+
+        The self.serialize method converts the nested message dict into this
+        format.
+
         Parameters
         ----------
         
@@ -483,7 +511,7 b' class Session(Configurable):'
                 tracker = stream.send(buffers[-1], copy=False, track=track)
             else:
                 tracker = stream.send(buffers[-1], copy=False)
-                
+
         # omsg = Message(msg)
         if self.debug:
             pprint.pprint(msg)
@@ -494,12 +522,22 b' class Session(Configurable):'
         
         return msg
     
-    def send_raw(self, stream, msg, flags=0, copy=True, ident=None):
+    def send_raw(self, stream, msg_list, flags=0, copy=True, ident=None):
         """Send a raw message via ident path.
-        
+
+        This method is used to send a already serialized message.
+
         Parameters
         ----------
-        msg : list of sendable buffers"""
+        stream : ZMQStream or Socket
+            The ZMQ stream or socket to use for sending the message.
+        msg_list : list
+            The serialized list of messages to send. This only includes the
+            [p_header,p_parent,p_content,buffer1,buffer2,...] portion of
+            the message.
+        ident : ident or list
+            A single ident or a list of idents to use in sending.
+        """
         to_send = []
         if isinstance(ident, bytes):
             ident = [ident]
@@ -507,17 +545,28 b' class Session(Configurable):'
             to_send.extend(ident)
             
         to_send.append(DELIM)
-        to_send.append(self.sign(msg))
-        to_send.extend(msg)
-        stream.send_multipart(msg, flags, copy=copy)
+        to_send.append(self.sign(msg_list))
+        to_send.extend(msg_list)
+        stream.send_multipart(msg_list, flags, copy=copy)
     
     def recv(self, socket, mode=zmq.NOBLOCK, content=True, copy=True):
-        """receives and unpacks a message
-        returns [idents], msg"""
+        """Receive and unpack a message.
+
+        Parameters
+        ----------
+        socket : ZMQStream or Socket
+            The socket or stream to use in receiving.
+
+        Returns
+        -------
+        [idents], msg
+            [idents] is a list of idents and msg is a nested message dict of
+            same format as self.msg returns.
+        """
         if isinstance(socket, ZMQStream):
             socket = socket.socket
         try:
-            msg = socket.recv_multipart(mode)
+            msg_list = socket.recv_multipart(mode)
         except zmq.ZMQError as e:
             if e.errno == zmq.EAGAIN:
                 # We can convert EAGAIN to None as we know in this case
@@ -527,48 +576,50 b' class Session(Configurable):'
                 raise
         # split multipart message into identity list and message dict
         # invalid large messages can cause very expensive string comparisons
-        idents, msg = self.feed_identities(msg, copy)
+        idents, msg_list = self.feed_identities(msg_list, copy)
         try:
-            return idents, self.unpack_message(msg, content=content, copy=copy)
+            return idents, self.unpack_message(msg_list, content=content, copy=copy)
         except Exception as e:
-            print (idents, msg)
+            print (idents, msg_list)
             # TODO: handle it
             raise e
     
-    def feed_identities(self, msg, copy=True):
-        """feed until DELIM is reached, then return the prefix as idents and
-        remainder as msg. This is easily broken by setting an IDENT to DELIM,
+    def feed_identities(self, msg_list, copy=True):
+        """Split the identities from the rest of the message.
+
+        Feed until DELIM is reached, then return the prefix as idents and
+        remainder as msg_list. This is easily broken by setting an IDENT to DELIM,
         but that would be silly.
         
         Parameters
         ----------
-        msg : a list of Message or bytes objects
-            the message to be split
+        msg_list : a list of Message or bytes objects
+            The message to be split.
         copy : bool
             flag determining whether the arguments are bytes or Messages
         
         Returns
         -------
-        (idents,msg) : two lists
+        (idents,msg_list) : two lists
             idents will always be a list of bytes - the indentity prefix
-            msg will be a list of bytes or Messages, unchanged from input
-            msg should be unpackable via self.unpack_message at this point.
+            msg_list will be a list of bytes or Messages, unchanged from input
+            msg_list should be unpackable via self.unpack_message at this point.
         """
         if copy:
-            idx = msg.index(DELIM)
-            return msg[:idx], msg[idx+1:]
+            idx = msg_list.index(DELIM)
+            return msg_list[:idx], msg_list[idx+1:]
         else:
             failed = True
-            for idx,m in enumerate(msg):
+            for idx,m in enumerate(msg_list):
                 if m.bytes == DELIM:
                     failed = False
                     break
             if failed:
-                raise ValueError("DELIM not in msg")
-            idents, msg = msg[:idx], msg[idx+1:]
-            return [m.bytes for m in idents], msg
+                raise ValueError("DELIM not in msg_list")
+            idents, msg_list = msg_list[:idx], msg_list[idx+1:]
+            return [m.bytes for m in idents], msg_list
     
-    def unpack_message(self, msg, content=True, copy=True):
+    def unpack_message(self, msg_list, content=True, copy=True):
         """Return a message object from the format
         sent by self.send.
         
@@ -588,26 +639,26 b' class Session(Configurable):'
         message = {}
         if not copy:
             for i in range(minlen):
-                msg[i] = msg[i].bytes
+                msg_list[i] = msg_list[i].bytes
         if self.auth is not None:
-            signature = msg[0]
+            signature = msg_list[0]
             if signature in self.digest_history:
                 raise ValueError("Duplicate Signature: %r"%signature)
             self.digest_history.add(signature)
-            check = self.sign(msg[1:4])
+            check = self.sign(msg_list[1:4])
             if not signature == check:
                 raise ValueError("Invalid Signature: %r"%signature)
-        if not len(msg) >= minlen:
+        if not len(msg_list) >= minlen:
             raise TypeError("malformed message, must have at least %i elements"%minlen)
-        message['header'] = self.unpack(msg[1])
+        message['header'] = self.unpack(msg_list[1])
         message['msg_type'] = message['header']['msg_type']
-        message['parent_header'] = self.unpack(msg[2])
+        message['parent_header'] = self.unpack(msg_list[2])
         if content:
-            message['content'] = self.unpack(msg[3])
+            message['content'] = self.unpack(msg_list[3])
         else:
-            message['content'] = msg[3]
+            message['content'] = msg_list[3]
         
-        message['buffers'] = msg[4:]
+        message['buffers'] = msg_list[4:]
         return message
 
 def test_msg2obj():