Thank you for your quick reply!

Here is the actual code:

void SFtp::StartGet(Stream& out)
{
	packet_length = 0;
	Stream *io_stream = &out;
	AddJob() << [=] {
		Buffer<char> buffer(chunk_size);
		int rc = libssh2_sftp_read(handle, buffer, chunk_size);
		if(rc > 0) {
			io_stream->Put(buffer, rc);
			if(WhenRead(dir_entry.GetSize(), io_stream->GetSize()))
				Error(-1, t_("File download aborted."));
			return true;
		}
		else
		if(rc == 0) {
			LLOG(Format("++ SFTP: %ld of %ld bytes successfully read.",	io_stream->GetSize(), dir_entry.GetSize()));
			return false;
		}
		if(!WouldBlock()) 
			Error(); 
		return true;
	};
}

This method is called by the user who wants to download a file from the server. It should be called before proceeding of a "job queue" (replicates the HttpRequest class' async interface but with callbacks).
This method stores a pointer to callback which is queued in a Vector<Function<bool(void)>>.

SFtp sftpclient;

FileOut file1, file2, file3;


sftpclient.StartGet(file1);
sftpclient.StartGet(file2);
sftpclient.StartGet(file3);


//...
// Then below,
// Something along these lines:
while(1) {
 sftpclient.Do();
 if(sftpClient.InProgress())
  // do something
 else
  // do something else..

}