Emulates the UNIX socketpair() system call on Windows. This function uses a trick with non-blocking sockets to prevent the need for a thread. A socketpair can be used as a full-duplex, select()able pipe on Windows.

winsocketpair.py

def socketpair(family=socket.AF_INET, type=socket.SOCK_STREAM, proto=0):
    """Emulate the Unix socketpair() function on Windows."""
    # We create a connected TCP socket. Note the trick with setblocking(0)
    # that prevents us from having to create a thread.
    lsock = socket.socket(family, type, proto)
    lsock.bind(('localhost', 0)) 
    lsock.listen(1)
    addr, port = lsock.getsockname()
    csock = socket.socket(family, type, proto)
    csock.setblocking(0)
    try:
        csock.connect((addr, port))
    except socket.error, e:
        if e.errno != errno.WSAEWOULDBLOCK:
            raise
    ssock, addr = lsock.accept()
    csock.setblocking(1)
    lsock.close()
    return (ssock, csock)

Thank you @ell1e for sending this information out.
@geertj License?