How to close a ZMQ socket correctly?

class ClientThread(MyThread):    def __init__(self, context, frame):        MyThread.__init__(self, context, frame)        self._stop_event = None    def run(self):        self._socket = self._context.socket(zmq.SUB)        address = 'tcp://localhost:5566'        self._socket.connect(address)        self._frame.append_info(f'Connect to address: {address}')        self._socket.setsockopt(zmq.SUBSCRIBE, ''.encode('utf-8'))        self._loop = True        while self._loop:        # self._stop_event = threading.Event()        # while not self._stop_event.is_set():            response = self._socket.recv()            self._frame.append_info(f'Pub msg: {response}')            if response.decode('utf-8') == 'exit':                break        self._socket.close()        self._socket = None        print('Client socket close.')    def close(self):        self._loop = False        # self._socket.close()        # self._stop_event.set()

I use the PUB-SUB model. I want to close the socket correctly.

I have used different ways to close the socket, but there always was some error.

1. Use the loop flag
2. Stop the socket directly
3. Use threading.Event()