Use zmq::proxy rather than zmq::device

With the current version of cppzmq, `mtserver.cpp` fails to build:

```
mtserver.cpp: In function 'int main()':
mtserver.cpp:52:5: error: 'device' is not a member of 'zmq'
```

The solution is to use `zmq::proxy` instead. Note that this requires a recent version of cppzmq (at least https://github.com/zeromq/cppzmq/commit/34dd3a1f3630085f6da77bbae8c41289eb23d179).