import asyncio
import aiozmq
import zmq


@asyncio.coroutine
def go():
    router = yield from aiozmq.create_zmq_stream(
        zmq.ROUTER,
        bind='tcp://127.0.0.1:*')

    addr = list(router.transport.bindings())[0]
    dealer = yield from aiozmq.create_zmq_stream(
        zmq.DEALER,
        connect=addr)

    for i in range(10):
        msg = (b'data', b'ask', str(i).encode('utf-8'))
        dealer.write(msg)
        data = yield from router.read()
        router.write(data)
        answer = yield from dealer.read()
        print(answer)
    dealer.close()
    router.close()


def main():
    asyncio.get_event_loop().run_until_complete(go())
    print("DONE")


if __name__ == '__main__':
    main()

Add example for zmq streams