.Net async calls may run on the calling thread

I got bitten today with a nasty deadlock in my code. It took a while to unravel as this particular code involves large numbers of threads making parallel web service requests. I thought I'd share the particular gotcha that tripped me up.

For performance reasons, all my calls are aynchronous. I have a callback for reading HTTP response data, which included the following (grossly simplified here to just show enough to illustrate the problem):

private void ReadCallBack(IAsyncResult result)
{
    int bytesRead = response.EndRead(result);
    if (bytesRead > 0)
    {
        HandleData(buffer, bytesRead);
        lock(this)
        {
            // kick off next read
            response.BeginRead(buffer, 0, len, new AsyncCallback(ReadCallBack), this);
        }
    }
}

It was important to the logic of my program that I not hold the lock when calling HandleData. However, it turns out that if there is already data available, the call to BeginRead will not queue a callback on a different thread but will do the callback immediately itself on the same thread - so the nested call to HandleData will happen within the locked region!

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