Ilja,

> What is the purpose of HWM for ZMQ_REQ? Is it possible to have more
> than one message sent, having in mind Send/Receive nature of these
> sockets?

No. Just one request a time.

> What is expected for ZMQ_XREQ if HWM hit? From my observation it
> looks like Drop, right?

Block for requests, drop for replies.

> Could you please correct the description for XREQ/XREP (which
> obviously requires correction)
> 
> == ZMQ_XREQ ^^^^^^^ A socket of type 'ZMQ_XREQ' is used by a _client_
> to send requests to and receive replies from a _service_. This socket
> type allows any sequence of _zmq_send(request)_ and _zmq_recv(reply)_
> calls. Each request sent is load-balanced among all _services_, and
> each reply received is matched with the last issued request.
> 
> When a 'ZMQ_XREQ' socket enters an exceptional state due to having
> reached the high water mark for all _services_, or if there are no
> _services_ at all, then then any messages that would be sent shall
> instead be dropped until the exceptional state ends.
> 
> [horizontal] Summary of ZMQ_XREQ characteristics Compatible peer
> sockets:: 'ZMQ_XREP' Direction:: Bidirectional Send/receive pattern::
> any order Outgoing routing strategy:: Load-balanced Incoming routing
> strategy:: Last peer ZMQ_HWM option action:: Drop
> 
> 
> ZMQ_XREP ^^^^^^^ A socket of type 'ZMQ_XREP' is used by a _service_
> to receive requests from and send replies to a _client_. This socket
> type allows any sequence of _zmq_recv(request)_ and _zmq_send(reply)_
> calls. Each request received is fair-queued from among all _clients_,
> and each reply sent is routed to the _client_ that issued the last
> request.
> 
> When a 'ZMQ_XREQ' socket enters an exceptional state due to having
> reached the high water mark for all _services_, or if there are no
> _services_ at all, then then any messages that would be sent shall
> instead be dropped until the exceptional state ends.
> 
> [horizontal] Summary of ZMQ_XREP characteristics Compatible peer
> sockets:: 'ZMQ_REQ, ZMQ_XREQ' Direction:: Bidirectional Send/receive
> pattern:: any order Incoming routing strategy:: Fair-queued Outgoing
> routing stratagy:: Last peer ZMQ_HWM option action:: Drop ==
> 
> Notice for googlers/occasional readers: the description above is
> definitely wrong.

The above is your try at documenting XREQ/XREP, right?

Martin
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