Inside the pycurl callback, we can't raise exceptions, because the
pycurl extension module will unconditionally print the exception
itself, and not pass it up to the caller. Instead, we have the
callback return a value that tells curl to abort. (-1 would be best,
in case we were given 0 bytes, but the extension doesn't support
that either).
This resolves the 'Exception("should die")' problem when interrupting
a streaming generator like stream_extract.