Adds support for detecting ZMQ_STREAM disconnections.

When a ZMQ_STREAM socket connection is broken (intentionally, via `shutdown()`
or accidentally via client crash or network failure), there is no way for the
application to dertermine that it should drop per-connection data (such as
buffers).

This contribution makes sure the application receives a 0-length message to
notify it that the connection has been broken.  This is symmetric with the
process of closing the connection from within the application (where the
application sends a 0-length message to tell ZeroMQ to close the connection).

Conflicts:
	CMakeLists.txt
Fixes CMake build after ZAP test file was deleted.

File was removed in 5bf96f64b07ff74548495fdf38198a9cc8edb662 a few days ago.
Merge pull request #824 from AndreLouisCaron/fix-cmake-build

Fixes CMake build after ZAP test file was deleted.
Merge pull request #825 from AndreLouisCaron/disconnect-notifications

Adds support for detecting ZMQ_STREAM disconnections.