Combining pub/sub with req/rep in zeromq

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How can a client both subscribe and listen to replies with zeromq? That is, on the client side I'd like to run a loop which only receives messages and selectively sends requests, and on the server side I'd like to publish most of the time, but to sometimes receive requests as well. It looks like I'll have to have two different sockets - one for each mode of communication. Is it possible to avoid that and on the server side receive "request notifications" from the socket on a zeromq callback thread while pushing messages to the socket in my own thread?

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