var copyBlock = DataflowBlockManager.CreateBlobCopyBlock(new ExecutionDataflowBlockOptions { MaxDegreeOfParallelism = ExecutionDataflowBlockOptions.Unbounded });
    var waitBlock = DataflowBlockManager.CreateWaitCopyStateBlock(new ExecutionDataflowBlockOptions { MaxDegreeOfParallelism = ExecutionDataflowBlockOptions.Unbounded });
    copyBlock.LinkTo(waitBlock);

    //For 1000000 blobs
    await copyBlock.SendAsync(new BlobCopyOptions { Source = new Uri(sourceBlob.Uri + sourceInfo.Sas), Target = destBlob });
    //end for

    await DataflowBlockManager.CompleteBlocksAsync(copyBlock, waitBlock);

public class BlobCopyOptions
    {
        public Uri Source { get; set; }
        public CloudBlockBlob Target { get; set; }
    }
    public static class DataflowBlockManager
    {
        public static ExecutionDataflowBlockOptions CreateUnBoundExecutionDataFlowBlockOptions ()
        {
                return new ExecutionDataflowBlockOptions { MaxDegreeOfParallelism = ExecutionDataflowBlockOptions.Unbounded };
        }

        public static IPropagatorBlock<BlobCopyOptions, CloudBlockBlob> CreateBlobCopyBlock(ExecutionDataflowBlockOptions options)
        {
            return new TransformBlock<BlobCopyOptions, CloudBlockBlob>(async data =>
            {
                // Copy the file
                await data.Target.StartCopyFromBlobAsync(data.Source);
                return data.Target;
            }, options);
        }
        public static ITargetBlock<CloudBlockBlob> CreateWaitCopyStateBlock(ExecutionDataflowBlockOptions options)
        {
            return new ActionBlock<CloudBlockBlob>(async target =>
            {
                if (target.CopyState != null)
                {
                    do
                    {
                        if (target.CopyState.TotalBytes.HasValue)
                            await Task.Delay(Math.Min(10000, Math.Max(1000, (int)(target.CopyState.TotalBytes / 10000))));
                        await target.FetchAttributesAsync();
                    }
                    while (!target.CopyState.CompletionTime.HasValue);

                }
            }, options);
        }

        public static async Task CompleteBlocksAsync(params IDataflowBlock[] blocks)
        {
            foreach (var block in blocks)
            {
                block.Complete();
                await block.Completion;
            }
        }

    }