Linux now supports Virtual Routing and Forwarding (VRF) as per:

https://www.kernel.org/doc/Documentation/networking/vrf.txt

In order for an application to bind or connect to a socket with an
address in a VRF, they need to first bind the socket to the VRF device:

    setsockopt(sd, SOL_SOCKET, SO_BINDTODEVICE, dev, strlen(dev)+1);

Note "dev" is the VRF device, eg. VRF "blue", rather than an interface
enslaved to the VRF.

Add a new socket option, ZMQ_BINDTODEVICE, to bind a socket to a device.
In general, if a socket is bound to a device, eg. an interface, only
packets received from that particular device are processed by the socket.

If device is a VRF device, then subsequent binds/connects to that socket
use addresses in the VRF routing table.