Revisit use of multiple subscription sockets/threads

[dwsutherland]

One socket may have many outgoing and many incoming connections.

Found here: https://zguide.zeromq.org/docs/chapter2/#Plugging-Sockets-into-the-Topology

And further down:

We said that ZeroMQ does I/O in a background thread. One I/O thread (for all sockets) is sufficient for all but the most extreme applications. When you create a new context, it starts with one I/O thread.

Can we reduce the need for multi-threaded UIS by using one subscription socket with multiple connections? (to every publisher/Scheduler)