config.h

#define HAVE_SYS_SELECT_H 1
#define HAVE_SELECT 1
#define HAVE_CEIL 1

test.c

#include <stdio.h>
#include <unistd.h>
#include <windows.h>
#include <winsock2.h>
#include "ev.h"

// Where to connect to
#define HOST INADDR_LOOPBACK
#define PORT 80

void callback(EV_P_ ev_io *w, int revents);
int make_connection();

int fd;
int limit = 100;

int main() {
  // Init winsock
  WSADATA ws_info;
  WORD version = MAKEWORD(2, 2);
  if (WSAStartup(version, &ws_info)) {
    printf("Winsock initialization failed\n");
    exit(1);
  }

  // Init libev
  struct ev_loop *loop = ev_default_loop(0);

  // Make a connection
  fd = make_connection();

  // Observe writability
  ev_io *watcher = (ev_io *)malloc(sizeof(ev_io));
  ev_io_init(watcher, callback, fd, EV_WRITE);
  ev_io_start(loop, watcher);

  ev_run(loop, 0);
}

void callback(EV_P_ ev_io *old_watcher, int revents) {
  // Stop the old watcher
  ev_io_stop(EV_DEFAULT_ old_watcher);
  free(old_watcher);

  // Close the fd
  fprintf(stderr, "FD %d now writable\n", fd);
  fprintf(stderr, "Closing FD %d\n", fd);
  close(fd);

  // Here ev_fd_closed would be appropriate
  // ev_fd_closed(EV_DEFAULT_ fd);

  // Now try to make another connection
  fd = make_connection();

  // Observe writability of new socket
  ev_io *watcher = (ev_io *)malloc(sizeof(ev_io));
  ev_io_init(watcher, callback, fd, EV_WRITE);
  ev_io_start(EV_DEFAULT_ watcher);

  if (!--limit)
    exit(0);
}

int make_connection() {
  SOCKET dummy, sock;
  SOCKADDR_IN addr;
  int fd, err, addr_len = sizeof (addr);
  unsigned long arg = 1;

  // This dummy is created to make it less likely that socket() returns the
  // same HANDLE value twice
  if ((dummy = socket(AF_INET, SOCK_STREAM, IPPROTO_IP)) == INVALID_SOCKET)
    goto error;

  if ((sock = socket(AF_INET, SOCK_STREAM, IPPROTO_IP)) == INVALID_SOCKET)
    goto error;

  if (ioctlsocket(sock, FIONBIO, &arg) == SOCKET_ERROR)
    goto error;

  fprintf(stderr, "Connecting\n");

  memset((void*)&addr, 0, addr_len);
  addr.sin_family = AF_INET;
  addr.sin_addr.s_addr = htonl(HOST);
  addr.sin_port = htons(PORT);

  if (connect(sock, (SOCKADDR*)&addr, addr_len) == SOCKET_ERROR
      && WSAGetLastError() != WSAEWOULDBLOCK)
    goto error;

  fd = _open_osfhandle(sock, 0);
  if (fd < 0)
    goto error;

  fprintf(stderr, "FD is %d, underlying handle is 0x%x\n", fd, 
      (unsigned int)sock);

  return fd;

error:
  err = WSAGetLastError();
  fprintf(stderr, "Error: %d\n", err);
  exit(1);
}