Currently, HTTPClient uses old, clunky callbacks:

typedef void (cocos2d::Ref::*SEL_HttpResponse)(HttpClient* client, HttpResponse* response);

    inline void setResponseCallback(Ref* pTarget, SEL_HttpResponse pSelector)
    {
        _pTarget = pTarget;
        _pSelector = pSelector;

        if (_pTarget)
        {
            _pTarget->retain();
        }
    }   

The desired results is to use the new C++11 callbacks, defined by the CC_CALLBACK_X macro:

typedef std::function ccHttpRequestCallback;

    inline void setResponseCallback(const ccHttpRequestCallback& callback)
    {
        _callback = callback;
    }