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With use_poll=True on linux, asyncore calls handle_write() after the
socket has been closed.
More specifically, it looks like asyncore dispatches handle_read() and
handle_close() events between the writable() test and the corresponding
handle_write() call. If handle_close() calls close(), as asyncore's
default implementation does, the subsequent handle_write() will fail and
generate an EBADF (bad file descriptor) exception. If handle_error()
also calls close(), as asyncore's default implementation does, this will
mean close() gets called twice on the same socket.
I am attaching example code which demonstrates the problem on Linux
2.6.24 using python 2.5.2, 2.5.3rc1, and 2.6. In one window, run
pollwritefail.py. In another window, establish a TCP connection to port
12345 and immediately close it without reading or writing. This can be
done from within the python interactive interpreter like this:
 import socket
 s=socket.socket( socket.AF_INET, socket.SOCK_STREAM); s.connect(
 ('localhost', 12345)); s.close()
The output from pollwritefail.py will look like this:
 writable() - asyncore asked if we have data to write
 handle_read() - asyncore asked us to read
 handle_close() - asyncore said the remote host closed connection
 close() - we are closing our end of the connection
 handle_write() - asyncore asked us to write
 handle_error() - asyncore exception: (9, 'Bad file descriptor')
 close() - we are closing our end of the connection
IMHO, two things need fixing here:
1. When writable() returns True, the next handler asyncore calls should
be handle_write(). Calling other handlers in between risks invalidating
the writable() return value.
2. After close(), asyncore should not call handle_write(), even if
writable() would return true.

This problem must have been solved at some point because this is what I get now on Linux by using python 2.7:
writable() - asyncore asked if we have data to write
handle_read() - asyncore asked us to read
handle_close() - asyncore said the remote host closed connection
close() - we are closing our end of the connection
handle_close() - asyncore said the remote host closed connection
close() - we are closing our end of the connection
Closing out as outdated.