ObserveNetMQSocket.cs

private static IObservable<T> Observe<T>(
    this NetMQSocket socket,
    ISocketPollableCollection poller,
    Func<NetMQSocket, T> reader)
{
    IEnumerable<T> ReadMany(NetMQSocket sckt)
    {
        while (sckt.HasIn)
            yield return reader(sckt);
    }

    return Observable.FromEventPattern<NetMQSocketEventArgs>(
            h => {
                socket.ReceiveReady += h;
                poller.Add(socket);
            },
            h => {
                poller.Remove(socket);
                socket.ReceiveReady -= h;
            })
        .SelectMany(e => ReadMany(e.EventArgs.Socket))
        .Publish().RefCount();
}