Add on-close handler for websockets.

[szgupta]

Summary

When a websocket is closed, it'd be beneficial to have an on-close handler that can be registered to execute teardown logic. This approach is better than spinning up a goroutine and blocking on ctx.Done() (in cases where that's the only other option).

See issue: #2604

I have:

• Added tests covering the bug / feature (see testing)
• Updated any relevant documentation (see docs)

[coveralls]

Coverage: 78.501% (+3.3%) from 75.171% when pulling a0e52b4 on szgupta:suraj/websocket-close-func into 4548815 on 99designs:master.

[StevenACoffman]

Thanks!