Called by libcurl to schedule a timeout.

def _set_timeout(self, msecs: int) -> None:
        """Called by libcurl to schedule a timeout."""
        if self._timeout is not None:
            self.io_loop.remove_timeout(self._timeout)
        self._timeout = self.io_loop.add_timeout(
            self.io_loop.time() + msecs / 1000.0, self._handle_timeout
        )