// My custom ExchangeId
final String exchangeId = "myexec-001";

final CloseableHttpAsyncClient client = HttpAsyncClientBuilder.create().build();
final SimpleHttpRequest request = new SimpleHttpRequest(Method.GET, URI.create("http://somehost"));
final HttpClientContext context = HttpClientContext.create();
// Sets my custom ExchangeId
context.setExchangeId(exchangeId);
client.execute(request, context, null);

final class MyRequestProducer implements AsyncRequestProducer {

    private final String myExchangeId;

    private final HttpRequest httpRequest;
    private final AsyncEntityProducer entityProducer;

    @Override
    public void sendRequest(final RequestChannel channel, final HttpContext context) throws HttpException, IOException {
        // Sets my custom ExchangeId
        MyExchangeIdGenerator.set(this.myExchangeId);
        channel.sendRequest(this.httpRequest, this.entityProducer, context);
    }
}

final class MyExchangeIdGenerator implements Supplier<String> {

    static final ThreadLocal<String> THREADLOCAL = new ThreadLocal<>();

    static void set(final String exchangeId) {
        THREADLOCAL.set(exchangeId);
    }

    @Override
    public String get() {
        final String myExchangeId = THREADLOCAL.get();
        if (myExchangeId == null) {
            return ExecSupport.getNextExchangeId();
        }
        THREADLOCAL.remove();
        return myExchangeId;
    }
}

final String exchangeId = "myexec-001";
final Supplier<String> exchangeIdGenerator = new MyExchangeIdGenerator();

final CloseableHttpAsyncClient client = HttpAsyncClientBuilder.create().setExchangeIdGenerator(exchangeIdGenerator).build();
final SimpleHttpRequest request = new SimpleHttpRequest(Method.GET, URI.create("http://somehost"));
final MyRequestProducer producer = new MyRequestProducer(exchangeId, request, null);
client.execute(producer, null, null);