I have the following endpoints

ZMQ_PROXY_XPUB_ENDPOINT = 'tcp://127.0.0.1:5555'
ZMQ_PROXY_XSUB_ENDPOINT = 'ipc:///tmp/pubsubproxy.xsub.ipc'


and a process with 2 threads, thread1 and thread2.

thread1 publishes some data, by creating a PUB socket and connecting to
ZMQ_PROXY_XSUB_ENDPOINT. A proxy process has bound a XSUB socket at that
endpoint and a XPUB socket, on the same machine

Subscribers on other machines will connect their SUB socket to the XPUB
socket on the proxy.

Is it possible for thread2 to connect a SUB socket to the XPUB socket?
Obviously, this is a round-about way of getting the subscriptions in the
same socket.
Is there a more direct way?
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