MAINT: added typed errors module

- added exceptions in place of asserts for expected fields for rolling
transforms.
- removed assertions with Messages in favor of typed exceptions.
ENH: added a CUSTOM datasource type for custom data.

- perf modified to let non-performance related events flow through.
- changes to support streaming non-trading data through batch transforms
and for mixing in sids with just custom data.
- allowing CUSTOM events to flow through to transforms.
- Added logic to maintain pre-specified sid filter.