Tornado crawler (AsyncHTTPClient). Can it be easier?

Question

Python

Good evening everyone.
I am rewriting a fast crawler from [curl multi & c-ares] to tornado.httpclient.AsyncHTTPClient .
Rummaged through the documentation, created a simple script

@tornado.gen.coroutine
def test():
    def handle_response(response):
        print 'handle %s' % response.code
    num_of_try, num_of_conn = 10000, 500
    tornado.httpclient.AsyncHTTPClient.configure("tornado.curl_httpclient.CurlAsyncHTTPClient", max_clients=num_of_conn)
    http_client = tornado.httpclient.AsyncHTTPClient()
    responses = yield [http_client.fetch("http://ya.ru/", callback=handle_response) for i in xrange(num_of_try)]
if __name__ == '__main__':
    tornado.ioloop.IOLoop.current().run_sync(test)

At first glance, everything works, but if there is any HTTPError and the processing of the future will throw me an exception in the main thread, while I would like to see it in the handler. If you dig into the code of the tornado, you will see that this is the intended behavior (if yield handles a future that threw an exception, the tornado will rethrow it).
I tried to get around this behavior for a long time and eventually the code took the following form:

@tornado.gen.coroutine
def test():
    def handle_response(response):
        print 'handle %s' % response.code
    num_of_try, num_of_conn = 10000, 500
    tornado.httpclient.AsyncHTTPClient.configure("tornado.curl_httpclient.CurlAsyncHTTPClient", max_clients=num_of_conn)
    http_client = tornado.httpclient.AsyncHTTPClient()
    keys = set(range(num_of_try))
    for i in keys:
        http_client.fetch("http://ya.ru/", callback=(yield tornado.gen.Callback(i)))
    while keys:
        key, res = yield yieldpoints.WaitAny(keys)
        handle_request(res)
        keys.remove(key)
if __name__ == '__main__':
    tornado.ioloop.IOLoop.current().run_sync(test)

Instead of waiting for the future directly, we wait for a unique callback to be called and call the event handler ourselves.
What is the question: is it possible to achieve similar behavior without such terrible crutches with unique sets of keys and callbacks on them?