wxWidgets and boost::asio (std::thread)

#include "wx/wx.h"
#include <boost/asio.hpp>
#include <iostream>
#include <string>
#include <thread>

class app_frame :
    public wxFrame
{
    private:
        wxPanel *panel;
    public:
        app_frame() : wxFrame(0, wxID_ANY, wxT("wxWidgets 3 and boost::asio"), wxPoint(0,0), wxSize(300,600))
        {
        }
};

class app :
    public wxApp
{
    private:
        std::thread worker;
    public:
        virtual bool OnInit()
        {
            worker = std::thread([]() {
                boost::asio::io_service io;
                boost::asio::ip::tcp::socket sock(io);
                boost::asio::ip::tcp::resolver res(io);
                auto end_it = res.resolve({ std::string("localhost"), std::string("5000") });
                std::cout << "Connecting...\n";
                boost::asio::async_connect(sock, end_it, [&](boost::system::error_code ec, boost::asio::ip::tcp::resolver::iterator iter) {
                    if (!ec)
                        std::cout << "Connected!!!!\n";
                    else
                        std::cout << "Not connected!!!!\n";
                });
            });
            frame = new app_frame;
            frame->Show();
            return true;
        }

        virtual int OnExit()
        {
            worker.join();
            return 0;
        }
    private:
        app_frame *frame;
};

IMPLEMENT_APP(app);