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No way to know about disconnects and other network events #184

@roji

Description

@roji

It seems that currently QuickFix doesn't provide any way of knowing what's going on with actual connections. For example, I have an application where a human trader clicks on "Connect", and when I start the SocketInitiator I would like to know about any connection failure and display a popup. Aside from a logging event there doesn't seem to be any (event-like) way to know this (aside from maybe polling the session/initiator).

I understand the concept that the actual connection management is an internal thing in QuickFix, that it goes down and up based on sessions etc., but it seems like there should be some way to at least be notified of exception situations.

If this is a good idea, I'd be glad to work on it and submit a pull request.

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