Imagine the following code:

import threading, zmq, time

context = zmq.Context()
receivers = []
poller = zmq.Poller()

def thread_fn(number: int):
    sender = context.socket(zmq.PUSH)
    sender.connect("tcp://localhost:%d" % (6666 + number))
    for i in range(10):
        sender.send_string("message from thread %d" % number)

for i in range(3):
    new_receiver = context.socket(zmq.PULL)
    new_receiver.bind("tcp://*:%d" % (6666 + i))
    poller.register(new_receiver, zmq.POLLIN)
    receivers.append(new_receiver)
    threading.Thread(target=lambda: thread_fn(i), daemon=True).start()

while True:
    try:
        socks = dict(poller.poll())
    except KeyboardInterrupt:
        break

    for i in range(3):
        if receivers[i] in socks:
            print("%d: process message %s" % (i, receivers[i].recv_string()))
            time.sleep(0.2)  # 'process' the data

The threads send some messages without interruption which arrive in some random order at the corresponding PULL-sockets where they get 'processed'.

Note: usually you would connect to one PULL-socket but this example intends to provide more than one receiving socket.

Output is:

0: process message message from thread 0
1: process message message from thread 1
0: process message message from thread 0
1: process message message from thread 1
2: process message message from thread 2
0: process message message from thread 0
1: process message message from thread 1
2: process message message from thread 2
....

Now I want to read from all sockets like in the example but I'd like to prioritise one socket.

I.e.: I want the output to be:

0: process message message from thread 0   <-- socket 0 processed first
0: process message message from thread 0
0: process message message from thread 0
0: process message message from thread 0
0: process message message from thread 0
1: process message message from thread 1
1: process message message from thread 1
2: process message message from thread 2
1: process message message from thread 1
2: process message message from thread 2
....

Of course I can just poll the sockets separately with timeout=0 but I want to be sure ZeroMQ doesn't do this for me already.

So the questions are:

Q1:
Is there another way ^{( except the built-in .poll( timeout ) )}
to make sure I've read messages from one socket first
before waiting for messages on the other sockets?

Q2:
Is there a known best practice to do it manually?