ZeroMQ Majordomo Patter
===

In the Majordomo pattern, a section of code in the worker looks like this


    mdwrk session ("tcp://localhost:5555", sourceStr.c_str(), verbose);

    zmsg *reply = 0;
    while (1) {
        zmsg *request = session.recv (reply);
        if (request == 0) {
            break;              //  Worker was interrupted
        }

        //reply = request;        //  Echo is complex... :-)
        reply = new zmsg(sourceStr.c_str());
    }

To my worker, the request from the client is an order to be sent to an exchange. I am trying to wrap my head around how, after I send the order to the exchange, and I get a message back like, Insert, Pending, New, etc, I can stuff the contents of the FIX response, into zmsg *reply.

The FIX message comes back asynchrously, so I won't be able to say

reply = FIXResponse;

How is this resolved?