zmtp        = *connection

connection  = greeting content
greeting    = anonymous / identity
anonymous   = %x01 final
identity    = length final (%x01-ff) *OCTET

message     = *more-frame final-frame
more-frame  = length more body
final-frame = length final body
length      = OCTET / (%xFF 8OCTET)
more        = %x01
final       = %x00
body        = *OCTET

content     = *broadcast / *addressed / *neutral

broadcast   = message

addressed   = envelope message
envelope    = *more-frame delimiter
delimiter   = %x01 more

neutral     = message

getAPMsg :: Int -> Parser Message
getAPMsg l = do
    c <- A.anyWord8
    case c of
        0  -> return Choke
        1  -> return Unchoke
        2  -> return Interested
        3  -> return NotInterested
        4  -> (Have <$> apW32be)
        5  -> (BitField <$> (A.take (l-1)))
        6  -> (Request <$> apW32be <*> (Block <$> apW32be <*> apW32be))
        7  -> (Piece <$> apW32be <*> apW32be <*> A.take (l - 9))
        8  -> (Cancel <$> apW32be <*> (Block <$> apW32be <*> apW32be))
        9  -> (Port . fromIntegral <$> apW16be)
        0x0D -> (Suggest <$> apW32be)
        0x0E -> return HaveAll
        0x0F -> return HaveNone
        0x10 -> (RejectRequest <$> apW32be <*> (Block <$> apW32be <*> apW32be))
        0x11 -> (AllowedFast <$> apW32be)
        20 -> (ExtendedMsg <$> A.anyWord8 <*> A.take (l - 2))
        k  -> fail $ "Illegal parse, code: " ++ show k

A kind soul has already created a working FFI binding: zeromq-haskell

http://hackage.haskell.org/package/zeromq-haskell