Problem: no documentation for ZMQ_SOCKS_PROXY

Solution: add paragraphs to zmq_get/setsockopt man pages

doc/zmq_getsockopt.txt

@@ -653,6 +653,19 @@ Default value:: -1 (infinite)
 Applicable socket types:: all
 
 
+ZMQ_SOCKS_PROXY: Retrieve SOCKS5 proxy address
+~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+The 'ZMQ_SOCKS_PROXY' option shall retrieve the SOCKS5 proxy address in string
+format. The returned value shall be a NULL-terminated string and MAY be empty.
+The returned size SHALL include the terminating null byte.
+
+[horizontal]
+Option value type:: NULL-terminated character string
+Option value unit:: N/A
+Default value:: null string
+Applicable socket types:: all, when using TCP transports
+
+
 ZMQ_TCP_KEEPALIVE: Override SO_KEEPALIVE socket option
 ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 Override 'SO_KEEPALIVE' socket option(where supported by OS).

doc/zmq_setsockopt.txt

@@ -791,6 +791,21 @@ Default value:: -1 (infinite)
 Applicable socket types:: all
 
 
+ZMQ_SOCKS_PROXY: Set SOCKS5 proxy address
+~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
+Sets the SOCKS5 proxy address that shall be used by the socket for the TCP
+connection(s). Does not support SOCKS5 authentication. If the endpoints are
+domain names instead of addresses they shall not be resolved and they shall
+be forwarded unchanged to the SOCKS proxy service in the client connection
+request message (address type 0x03 domain name).
+
+[horizontal]
+Option value type:: character string
+Option value unit:: N/A
+Default value:: not set
+Applicable socket types:: all, when using TCP transport
+
+
 ZMQ_STREAM_NOTIFY: send connect and disconnect notifications
 ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
 Enables connect and disconnect notifications on a STREAM socket, when set