Various attempts at implementing an asynchronous download processor.

AsyncDownloadQueue.cs

    internal class BoundedAsyncDownload1
    {
        private const int MaxRequests = 4;

        private void HandleResponse(WebResponse response)
        { }

        private void CreateRequest(ConcurrentQueue<WebRequest> queue)
        {
            WebRequest request;
            if (!queue.TryDequeue(out request)) return;

            request.BeginGetResponse(ar =>
            {
                CreateRequest(queue);
                HandleResponse(request.EndGetResponse(ar));
            }, null);
        }

        public void DownloadList(IEnumerable<Uri> uris)
        {
            var requests = new ConcurrentQueue<WebRequest>(uris.Select(WebRequest.Create));

            for (var i = 0; i < MaxRequests; ++i)
            {
                CreateRequest(requests);
            }
        }
    }
    
    public static class WebRequestAsync
    {
        public static Task<WebResponse> GetResponseAsync(this WebRequest request, object state = null)
        {
            return Task<WebResponse>.Factory.FromAsync(request.BeginGetResponse, request.EndGetResponse, state);
        }
    }


    internal class BoundedAsyncDownload2
    {
        private const int MaxRequests = 4;

        private void HandleResponse(WebResponse response)
        { }

        private void CreateRequest(ConcurrentQueue<WebRequest> queue)
        {
            WebRequest request;
            if (!queue.TryDequeue(out request)) return;

            request.GetResponseAsync().ContinueWith(task =>
            {
                CreateRequest(queue);
                HandleResponse(task.Result);
            });
        }

        public void DownloadList(IEnumerable<Uri> uris)
        {
            var requests = new ConcurrentQueue<WebRequest>(uris.Select(WebRequest.Create));
            for (var i = 0; i < MaxRequests; ++i)
            {
                CreateRequest(requests);
            }
        }
    }

    internal class BoundedAsyncDownload3
    {        
        private const int MaxRequests = 4;
        private class State
        {
            public TaskCompletionSource<Object> Tcs;
            public int TotalRequests;
        }

        private void HandleResponse(WebResponse response)
        {
        }

        private void CreateRequest(ConcurrentQueue<WebRequest> queue, State state)
        {
            WebRequest request;
            if (!queue.TryDequeue(out request)) return;

            request.GetResponseAsync().ContinueWith(task =>
            {
                if (Interlocked.Decrement(ref state.TotalRequests) <= 0)
                    state.Tcs.SetResult(null);

                CreateRequest(queue, state);
                HandleResponse(task.Result);
            });
        }

        public Task DownloadList(IEnumerable<Uri> uris)
        {
            var requests = new ConcurrentQueue<WebRequest>(uris.Select(WebRequest.Create));
            var state = new State {Tcs = new TaskCompletionSource<object>(), TotalRequests = requests.Count};
            for (var i = 0; i < MaxRequests; ++i)
            {
                CreateRequest(requests, state);
            }
            return state.Tcs.Task;
        }
    }