It doesn’t have to provide a specific callback. This can be a starting point (Java):

  var client = aClient()
   .onError((request,response) -> { 
      LOG.debug(…); 
      return FAIL; 
   }).build();

And eventually you do this:

   return switch(response.code()) {
      case 429 -> RETRY;
      default -> FAIL;
   }

Or something more interesting, e.g. with more details of retry strategy.