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I've used zmq_device with a single socket for heartbeating and other ping-type activities. In ≥ 4.0.6, this is no longer possible due to the new check on POLLOUT prior to relaying messages.
For example:
s = socket(REP)
zmq_proxy(s, s) # long ago, this was zmq_device(ZMQ_FORWARDER, s, s)
POLLOUT will not be set prior to receiving the first message, which means no messages will ever be delivered.
This is a backward-incompatible change between zeromq-4.0.5 and 4.0.6.
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