How to model ZeroMQ async multithreading server - scala

Question

I want to implement a high-throughput server that accepts multiple clients. Every request should query a database, so I need some kind of async behavior.
I followed the ROUTER-to-REQ pattern from documentation + Futures, so I ended with this "architecture":
trait ZmqProtocol extends Protocol {
private val pool = Executors.newCachedThreadPool()
private implicit val ec: ExecutionContextExecutor = ExecutionContext.fromExecutor(pool)
val context: ZMQ.Context = ZMQ.context(1)
val socket: ZMQ.Socket = context.socket(ZMQ.ROUTER)
socket.bind("tcp://*:5555")
override def receiveMessages(): String = {
while (true) {
val address = socket.recv(0)
val empty = socket.recv(0)
val request = socket.recv(0)
Future {
val message = new String(request)
getResponseFromDb(message)
} onComplete {
case Success(response) =>
// Send reply back to client
socket.send(address, ZMQ.SNDMORE)
socket.send("".getBytes, ZMQ.SNDMORE)
socket.send(response.getBytes(), 0)
case Failure(ex) => println(ex)
}
}
"DONE"
}
}
I understand this won't work because I'm sharing socket in Future so I need a better model. I know the ZeroMQ sockets are fast and creating several worker threads would be enough on input side, but if the bottleneck is on the database side and if I need to do some other work while waiting for DB, I presume all my threads would soon be exhausted.
Would it be too much of an overhead if I create new socket and bind on ROUTER in every Future or is there some better solution?
Also, for Scala developers: is there a way to force onComplete being executed on main thread (I suppose it would solve the issue)? Thanks!