About mode-dependent cursor

[hayate]

When I use cygwin shell or mintty wrapper, I want it like real term
emulator in Linux. That means: If I set shell to vi editing mode, the
cursor would be a vertical line in inserting mode, and a block in a
command mode. How can I do this?

ps: I know there is a way to attend this in console Vim. but is there
a similar one for the vi-mode of readline library under Bash shell?

Thanks all you folks!