Refactored poll support. Add Chapter 2 examples from the official ZMQ guide.

Scripts/ZeroMQGuideExamples/Chapter2/MSPoller.mq4

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+//+------------------------------------------------------------------+
+//|                                                     MSPoller.mq4 |
+//|                                          Copyright 2017, Li Ding |
+//|                                                dingmaotu@126.com |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2017, Li Ding"
+#property link      "dingmaotu@126.com"
+#property version   "1.00"
+#property strict
+#include <Zmq/Zmq.mqh>
+//+------------------------------------------------------------------+
+//| Reading from multiple sockets in MQL (adapted from C++ version)  |
+//| This version uses zmq_poll()                                     |
+//|                                                                  |
+//| Olivier Chamoux <olivier.chamoux@fr.thalesgroup.com>             |
+//+------------------------------------------------------------------+
+void OnStart()
+  {
+//---
+   Context context;
+
+//  Connect to task ventilator
+   Socket receiver(context,ZMQ_PULL);
+   receiver.connect("tcp://localhost:5557");
+
+//  Connect to weather server
+   Socket subscriber(context,ZMQ_SUB);
+   subscriber.connect("tcp://localhost:5556");
+   subscriber.subscribe("10001 ");
+
+//  Initialize poll set
+   PollItem items[2];
+   receiver.fillPollItem(items[0],ZMQ_POLLIN);
+   subscriber.fillPollItem(items[1],ZMQ_POLLIN);
+//  Process messages from both sockets
+   while(!IsStopped())
+     {
+      ZmqMsg message;
+      //--- MQL Note: To handle Script exit properly, we set a timeout of 500 ms instead of infinite wait
+      Socket::poll(items,500);
+
+      if(items[0].hasInput())
+        {
+         receiver.recv(message);
+         //  Process task
+        }
+      if(items[1].hasInput())
+        {
+         subscriber.recv(message);
+         //  Process weather update
+        }
+     }
+  }
+//+------------------------------------------------------------------+

Scripts/ZeroMQGuideExamples/Chapter2/RRBroker.mq4

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+//+------------------------------------------------------------------+
+//|                                                     RRBroker.mq4 |
+//|                                          Copyright 2017, Li Ding |
+//|                                                dingmaotu@126.com |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2017, Li Ding"
+#property link      "dingmaotu@126.com"
+#property version   "1.00"
+#property strict
+#include <Zmq/Zmq.mqh>
+//+------------------------------------------------------------------+
+//| Simple request-reply broker in MQL (adapted from C++ version)    |
+//|                                                                  |
+//| Olivier Chamoux <olivier.chamoux@fr.thalesgroup.com>             |
+//+------------------------------------------------------------------+
+void OnStart()
+  {
+//  Prepare our context and sockets
+   Context context;
+   Socket frontend(context,ZMQ_ROUTER);
+   Socket backend(context,ZMQ_DEALER);
+
+   frontend.bind("tcp://*:5559");
+   backend.bind("tcp://*:5560");
+
+//  Initialize poll set
+   PollItem items[2];
+   frontend.fillPollItem(items[0],ZMQ_POLLIN);
+   backend.fillPollItem(items[1],ZMQ_POLLIN);
+
+//  Switch messages between sockets
+   while(!IsStopped())
+     {
+      ZmqMsg message;
+      bool more=false;               //  Multipart detection
+
+      Socket::poll(items,500);
+
+      if(items[0].hasInput())
+        {
+         //  Process all parts of the message
+         do
+           {
+            frontend.recv(message);
+            more=message.more();
+            backend.send(message,false,more);
+           }
+         while(more);
+        }
+      if(items[1].hasInput())
+        {
+         //  Process all parts of the message
+         do
+           {
+            backend.recv(message);
+            more=message.more();
+            frontend.send(message,false,more);
+           }
+         while(more);
+        }
+     }
+  }
+//+------------------------------------------------------------------+

Scripts/ZeroMQGuideExamples/Chapter2/RRClient.mq4

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+//+------------------------------------------------------------------+
+//|                                                     RRClient.mq4 |
+//|                                          Copyright 2017, Li Ding |
+//|                                                dingmaotu@126.com |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2017, Li Ding"
+#property link      "dingmaotu@126.com"
+#property version   "1.00"
+#property strict
+#include <Zmq/Zmq.mqh>
+//+------------------------------------------------------------------+
+//| Request-reply client in MQL (adapted from C++ version)           |
+//| Connects REQ socket to tcp://localhost:5559                      |
+//| Sends "Hello" to server, expects "World" back                    |
+//|                                                                  |
+//| Olivier Chamoux <olivier.chamoux@fr.thalesgroup.com>             |
+//+------------------------------------------------------------------+
+void OnStart()
+  {
+   Context context;
+
+   Socket requester(context,ZMQ_REQ);
+   requester.connect("tcp://localhost:5559");
+
+   for(int request=0; request<10; request++)
+     {
+      ZmqMsg message("Hello");
+      requester.send(message);
+
+      ZmqMsg reply;
+      requester.recv(reply,true);
+
+      Print("Received reply ",reply.getData());
+     }
+  }
+//+------------------------------------------------------------------+

Scripts/ZeroMQGuideExamples/Chapter2/RRWorker.mq4

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+//+------------------------------------------------------------------+
+//|                                                     RRWorker.mq4 |
+//|                                          Copyright 2017, Li Ding |
+//|                                                dingmaotu@126.com |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2017, Li Ding"
+#property link      "dingmaotu@126.com"
+#property version   "1.00"
+#property strict
+#include <Zmq/Zmq.mqh>
+//+------------------------------------------------------------------+
+//| Request-reply service in MQL (adapted from C++ version)          |
+//| Connects REP socket to tcp://localhost:5560                      |
+//| Expects "Hello" from client, replies with "World"                |
+//|                                                                  |
+//| Olivier Chamoux <olivier.chamoux@fr.thalesgroup.com>             |
+//+------------------------------------------------------------------+
+void OnStart()
+  {
+   Context context;
+
+   Socket responder(context,ZMQ_REP);
+   responder.connect("tcp://localhost:5560");
+
+   while(!IsStopped())
+     {
+      //  Wait for next request from client
+      ZmqMsg req;
+      responder.recv(req);
+      Print("Received request: ",req.getData());
+
+      // Do some 'work'
+      Sleep(1000);
+
+      ZmqMsg reply("World");
+
+      //  Send reply back to client
+      responder.send(reply);
+     }
+  }
+//+------------------------------------------------------------------+

Scripts/ZeroMQGuideExamples/Chapter2/WUProxy.mq4

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+//+------------------------------------------------------------------+
+//|                                                      WUProxy.mq4 |
+//|                                          Copyright 2017, Li Ding |
+//|                                                dingmaotu@126.com |
+//+------------------------------------------------------------------+
+#property copyright "Copyright 2017, Li Ding"
+#property link      "dingmaotu@126.com"
+#property version   "1.00"
+#property strict
+#include <Zmq/Zmq.mqh>
+//+------------------------------------------------------------------+
+//| Weather proxy device MQL (adapted from C++)                      |
+//|                                                                  |
+//| Olivier Chamoux <olivier.chamoux@fr.thalesgroup.com>             |
+//+------------------------------------------------------------------+
+void OnStart()
+  {
+//---
+   Context context;
+
+//  This is where the weather server sits
+   Socket frontend(context,ZMQ_XSUB);
+   frontend.connect("tcp://192.168.55.210:5556");
+
+//  This is our public endpoint for subscribers
+   Socket backend(context,ZMQ_XPUB);
+   backend.bind("tcp://10.1.1.0:8100");
+
+//  Subscribe on everything
+   frontend.subscribe("");
+
+//  Shunt messages out to our own subscribers
+   while(!IsStopped())
+     {
+      //  Process all parts of the message
+      ZmqMsg message;
+      bool more;
+      do
+        {
+         frontend.recv(message);
+         more=message.more();
+         backend.send(message,false,more);
+        }
+      while(more);
+     }
+  }
+//+------------------------------------------------------------------+