How do we start multiple daemons for different repositories?

I think the simplest way is to set current working directory to the repo root when calling dmypy start command.

[...] I.e. if we were to kill vscode (non-graceful shutdown), will this result in the daemon evetually killing itself, or will it stay alive and never die?

No it will not die. Process created by dmypy start (client) exits immediately, but it leaves the daemon (server) "detached". The daemon however will shut down after a timeout if it receives no requests (configurable, default is 24 hours). Also calling dmypy kill unconditionally kills the server.

Assume we have two instances of vscode, one using Python 2.7 another using python 3.7. When Python2.7 sends requests to the daemon, will it send the messages to the daemon that it started.

Mypy only supports Python 3.5+, it can type check older versions (including 2.7), but you need to have Python 3 installed to run it. If you want to type check a repo in Python 2 mode and then in Python 3 mode, I think the best way is to start two daemons each one configured with --python-version=x.y (you will also need to pass --status-file XXX to each daemon when starting the server, and when communicating with them using dmypy client to distinguish them).

Assume we send a command to lint a large file, and immediately after that we send the same file (but with some changes). Will mypy cancel the previous request or will it simply queue the request. I.e. wait for previous request to complete

Currently this is not possible. dmypy check and dmypy recheck are blocking calls, i.e. they don't exit before the server responds with the checking, and then they print checking results to stdout and exit. From user point of view dmypy check behaves essentially the same as mypy. You can of course issuer another dmypy check (i.e. create another client process) before previous exits, but I am not sure this is going to end well currently. We discussed the possibility to add dmypy cancel to gracefully abort last type checking request, and it may be not so easy to implement. But potentially we can do this if it is important.

Assume we send a command to lint a large file.

It is not how mypy normally works (not only the daemon), see #5587. I actually believe we should figure out that issue first before continuing here.

Look into using mypy's daemon #1577

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