Thank you very much Maxim ! this works !

However, I bumped into a new problem, I use 2 different types of asyncronous operations in my code - file I/O and http requests. When I call ngx_http_run_posted_requests from the aio callback it works well, but when I call it from the HTTP completion callback it actually makes the request hang.
I can see that it calls ngx_http_upstream_check_broken_connection in r->write_event_handler(r). I guess that in this case I should let ngx_http_run_posted_requests run from the upstream module instead of calling it myself.

So my questions are:
1. Is there a simple rule that dictates when I should call ngx_http_run_posted_requests and when I should not ?
I can work around the problem by doing something like 'if called from the aio callback call ngx_http_run_posted_requests' otherwise, don't call, but that doesn't feel like the correct solution.
2. A simpler solution that seems to work for me, is to call ngx_http_run_posted_requests only when I see that r->main->count is one (before finalize). But I don't know if that solution makes any sense - is there any relation between these posted_requests and the request count ?
My understanding (before reading your reply :)) was that whenever I do something asynchronous I must increment the count, whenever I call finalize_request the count is decremented and once the count reaches zero the request is terminated. So, what I'm missing is why the termination of the request has to be deferred via posted requests - couldn't ngx_http_terminate_request just close the request only when it sees the count reached zero instead ?

Thanks again for all your help, I really appreciate it !

Eran