VSCODE-111: Add new connection event

[alenakhineika]

Description

Add the new connection event.

The ticket for tests: https://jira.mongodb.org/browse/VSCODE-113

Checklist

• New tests and/or benchmarks are included
• Documentation is changed or added

Motivation and Context

• Bugfix
• New feature
• Dependency update
• Misc

Types of changes

• Backport Needed
• Patch (non-breaking change which fixes an issue)
• Minor (non-breaking change which adds functionality)
• Major (fix or feature that would cause existing functionality to change)

[Anemy]

Nicee! It'll be interesting to see how people use the extension - and where we can focus our attention.

Err I think some of the failing tests are things we should look at. Lets get them green before merging.