title: Callback for when a connection is established in Paho
body: <p>I'm using the Eclipse MQTT library Paho and I can't find a way to decide when the clients connection to the broker has been established. <em>Does anyone know if there is a way to do this currently?</em></p>
  
  <p>I can't seem to find any information about this in the MqttCallback class in the documentation nor can I find a bug or feature request of it. </p>
  
  <p>Thanks.</p>