Make sure loop is marked with nest_asyncio (jupyter#893)

Co-authored-by: pre-commit-ci[bot] <66853113+pre-commit-ci[bot]@users.noreply.github.com>
Co-authored-by: Steven Silvester <steven.silvester@ieee.org>

jupyter_client/threaded.py

@@ -14,6 +14,7 @@
 from typing import Optional
 from typing import Union
 
+import nest_asyncio  # type:ignore
 import zmq
 from traitlets import Instance
 from traitlets import Type
@@ -211,6 +212,7 @@ def run(self) -> None:
         """Run my loop, ignoring EINTR events in the poller"""
         loop = asyncio.new_event_loop()
         asyncio.set_event_loop(loop)
+        nest_asyncio.apply(loop)
         self.ioloop = ioloop.IOLoop()
         self.ioloop._asyncio_event_loop = loop
         # signal that self.ioloop is defined