Support for client subscription callbacks

[mrjogo]

The Faye client has subscription-finished callbacks (http://faye.jcoglan.com/browser/subscribing.html), which allow the client to execute code once it is successfully connected to the Faye server. It would be useful for PrivatePub to expose those in some way. Maybe something similar to the way message callbacks are handled now?

[zlu]

I like this request, it will also be useful for debugging.