try this approach
diff --git a/setup.py b/setup.py
index 485ddb8..a6170c5 100755
--- a/setup.py
+++ b/setup.py
@@ -42,9 +42,9 @@
 
 # Add more platforms here when needed
 if os.name == 'nt' or sys.platform == 'win32':
-    Libraries = ['eay32', 'Ws2_32']
+    Libraries = ['Ws2_32']
     LibraryDirs = ["C:\\OpenSSL\\lib\\MinGW"]
-    ExtraObjects = ["C:\\OpenSSL\\lib\\MinGW\\ssleay32.a"]
+    ExtraObjects = ["C:\\OpenSSL\\lib\\MinGW\\ssleay32.a", "C:\\OpenSSL\\lib\\MinGW\\libeay32.a"]
 else:
     Libraries = ['ssl', 'crypto']
     ExtraObjects = []