Download multiple files async and wait for all of them to finish before executing the rest of the code

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The DownloadFileAsync/DownloadFileCompleted members of WebClient use the Event-based Asynchronous Pattern. If you want to use async and await, you should be using the Task-based Asynchronous Pattern.

In this case, you should use the DownloadFileTaskAsync member, as such:

private async Task DownloadFileAsync(DocumentObject doc)
{
  try
  {
    using (WebClient webClient = new WebClient())
    {
      string downloadToDirectory = @Resources.defaultDirectory + doc.docName;
      webClient.Credentials = System.Net.CredentialCache.DefaultNetworkCredentials;
      await webClient.DownloadFileTaskAsync(new Uri(doc.docUrl), @downloadToDirectory);

      //Add them to the local
      Context.listOfLocalDirectories.Add(downloadToDirectory);
    }         
  }
  catch (Exception)
  {
    Errors.printError("Failed to download File: " + doc.docName);
  }
}

private async Task DownloadMultipleFilesAsync(List<DocumentObject> doclist)
{
  await Task.WhenAll(doclist.Select(doc => DownloadFileAsync(doc)));
}

Please note that your Context.listOfLocalDirectories.Add and Errors.printError methods should be threadsafe.

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