Yes, that would be nice. While it is valid to consider alternatives for now like conda or other packaging systems I think this is still something that ideally should be improved. At least a simple PyPI package could be made that helps to make this work so that projects like zmq can share a mostly working approach. The fact that different approaches are needed for pip vs conda or CPython vs pypy suggests that ultimately at least part of a full solution for this requires some provision by the base install of Python and the packaging system being used to specify how finding shared libraries is supposed to work.
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