Bodo,
otherwise you get busy waiting. (I'm not even sure that s_client is
correct in this respect, but it's to confusingly written to deeply
look into this issue.)
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Good point, since as far as most users are concerned s_client.c and s_server.c are the most referenced documentation, there probably would be nothing more helpful (besides, perhaps a FAQ), than creating some very clear and well documented client and server programs. My client code is far from exemplary because it is so narrowly focused (uses only ANON_DH with blocking IO), but perhaps someone could post a good starting point which could be casually and collectively shaped by openssl-users over the next few months.
Brad