We are not using the tornado coroutines anymore in the codebase (since #632) which also fixed some issue with respect to context variables. I think that it would make sense to drop tornado completely at some point.

I am opening this issue to track the work required for this, as it may require significant work in the codebase:

• switching the asyncio API of pyzmq.
• asyncio enforces stronger constraints about instanciating queues and loops in the thread where they are run.