Add install dependencies to setup.py

Related to https://github.com/edgeware/gevent-server/pull/4

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https://github.com/edgeware/gevent-thrift/pull/2
https://github.com/edgeware/gevent-kafka/pull/6
https://github.com/edgeware/gevent-zookeeper/pull/4 (this)
https://github.com/edgeware/gevent-server/pull/10 (merged)