Perhaps we shouldn't expose this at the application level.  We could 
check, in the C module's sslwrap, whether the socket is blocking or not, 
and do the right thing there, so that sslwrap would always succeed in 
one call.  Since we are releasing the GIL whenever we do SSL_accept() or 
SSL_connect(), other threads get a chance to run, so doing it 
transparently shouldn't affect the Python program's liveness.  And it 
would reduce the chances for application error.