Fix memory leak in socks connecter

src/socks_connecter.cpp

@@ -62,6 +62,7 @@ zmq::socks_connecter_t::socks_connecter_t (class io_thread_t *io_thread_,
 zmq::socks_connecter_t::~socks_connecter_t ()
 {
     zmq_assert (s == retired_fd);
+    delete proxy_addr;
 }
 
 void zmq::socks_connecter_t::process_plug ()

src/socks_connecter.hpp

@@ -112,6 +112,7 @@ namespace zmq
         //  Address to connect to. Owned by session_base_t.
         address_t *addr;
 
+        //  SOCKS address; owned by this connecter.
         address_t *proxy_addr;
 
         int status;