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Why do you want to avoid the TIME_WAIT state, and why do you
think it is a Python bug that it doesn't? See

http://www.developerweb.net/sock-faq/detail.php?id=13

where Richard Stevens himself explains that SO_LINGER should
*not* be used.

It might be that SO_REUSEADDR is sufficient, see

http://www.developerweb.net/sock-faq/detail.php?id=44

If you want xmlrpclib to use different socket options, you
should subclass httplib.HTTP to redefine either connect() or
close(), and you should subclass xmlrpclib.Transport to use
your subclassed transport.