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We have a sys.setdlopenflags() function, but required constants are not available on all platforms. The DLFCN is only available on Linux and sunos5 (is plat-sunos5 available for all Solaris and OpenIndiana versions?), but not on OpenBSD, FreBSD, Mac OS X, ... whereas these platforms have the sys.setdlopenflags() function.
My patch contains 7 constants: 
 - RTLD_LAZY
 - RTLD_NOW
 - RTLD_GLOBAL
 - RTLD_LOCAL
 - RTLD_NODELETE
 - RTLD_NOLOAD
 - RTLD_DEEPBIND (glibc >= 2.3)
The ctypes has two RTDL constants: RTLD_LOCAL and RTLD_GLOBAL. The 2 constants are always available, even if the platform doesn't support them! Extract of _ctypes.c:
----------------------------------------
/* If RTLD_LOCAL is not defined (Windows!), set it to zero. */
#ifndef RTLD_LOCAL
#define RTLD_LOCAL 0
#endif
/* If RTLD_GLOBAL is not defined (cygwin), set it to the same value as
 RTLD_LOCAL.
*/
#ifndef RTLD_GLOBAL
#define RTLD_GLOBAL RTLD_LOCAL
#endif
----------------------------------------
Lib/plat-sunos5/DLFCN.py contains 25 constants, only 6 are available in my patch. I don't think that we should expose all constants.
Using Google Codesearch, I only found one user of RTLD constants (of the DLFCN module). It's PyKDE4 who calls:
 sys.setdlopenflags(DLFCN.RTLD_NOW|DLFCN.RTLD_GLOBAL)
I guess that the 7 constants should be enough for everyone :-) We may add more later on demand. You can add your own constant to your program if you really need a special option on a specific platform.

Updated patch: remove "either" in the documentation. Thanks neologix par the review.

Note that I'm really +10 on this issue: such constants belong to individual modules rather than to the unmanageable Lib/plat-XXX/.

The patch looks fine to me. However, I don't think it meets Charles-François' requirement of moving the constants into an individual module. Rather than living in the unmanageable plat-XXX, they now live in the unmanageable posixmodule.c...

New changeset c75427c0da06 by Victor Stinner in branch 'default':
Issue #13226: Add RTLD_xxx constants to the os module. These constants can by
http://hg.python.org/cpython/rev/c75427c0da06 

Python/sysmodule.c still contains references to DLFCN module.

New changeset 05e2bdc00c0c by Victor Stinner in branch 'default':
Issue #13226: Update sys.setdlopenflags() docstring
http://hg.python.org/cpython/rev/05e2bdc00c0c 

sys.getdlopenflags() doc and docstring still contain references to ctypes and DLFCN module.

New changeset 1da78c7d382b by Andrew Kuchling in branch 'default':
#13226: update references from ctypes/DLFCN modules to os module
http://hg.python.org/cpython/rev/1da78c7d382b