Documentation of the feature can be found at: http://kb.askmonty.org/en/multi-source-replication/
This code is based on code from Taobao, developed by Plinux

BUILD/SETUP.sh:
  Added -Wno-invalid-offsetof to get rid of warning of offsetof() on C++ class (safe in the contex we use it)
client/mysqltest.cc:
  Added support for error names starting with 'W'
  Added connection_name support to --sync_with_master
cmake/maintainer.cmake:
  Added -Wno-invalid-offsetof to get rid of warning of offsetof() on C++ class (safe in the contex we use it)
mysql-test/r/mysqltest.result:
  Updated results
mysql-test/r/parser.result:
  Updated results
mysql-test/suite/multi_source/my.cnf:
  Setup of multi-master tests
mysql-test/suite/multi_source/simple.result:
  Simple basic test of multi-source functionality
mysql-test/suite/multi_source/simple.test:
  Simple basic test of multi-source functionality
mysql-test/suite/multi_source/syntax.result:
  Test of multi-source syntax
mysql-test/suite/multi_source/syntax.test:
  Test of multi-source syntax
mysql-test/suite/rpl/r/rpl_rotate_logs.result:
  Updated results because of new error messages
mysql-test/t/parser.test:
  Updated test as master_pos_wait() now takes more arguments than before
sql/event_scheduler.cc:
  No reason to initialize slave_thread (it's guaranteed to be zero here)
sql/item_create.cc:
  Added connection_name argument to master_pos_wait()
  Simplified code
sql/item_func.cc:
  Added connection_name argument to master_pos_wait()
sql/item_func.h:
  Added connection_name argument to master_pos_wait()
sql/log.cc:
  Added tag "Master 'connection_name'" to slave errors that has a connection name.
sql/mysqld.cc:
  Added variable mysqld_server_initialized so that other functions can test if server is fully initialized.
  Free all slave data in one place (fewer ifdef's)
  Removed not needed call to close_active_mi()
  Initialize slaves() later in startup to ensure that everthing is really initialized when slaves start.
  Made status variable slave_running multi-source safe
sql/mysqld.h:
  Added mysqld_server_initialized
sql/rpl_mi.cc:
  Store connection name and cmp_connection_name (only used for show full slave status) in Master_info
  Added code for Master_info_index, which handles storage of multi-master information
  Don't write the empty "" connection_name to multi-master.info file. This is handled by the original code.
sql/rpl_mi.h:
  Added connection_name and Master_info_index
sql/rpl_rli.cc:
  Added connection_name to relay log files.
sql/rpl_rli.h:
  Fixed type of slave_skip_counter as we now access it directly in sys_vars.cc, so it must be uint
sql/share/errmsg-utf8.txt:
  Added new error messages needed for multi-source
  Added multi-source name to error ER_MASTER_INFO and WARN_NO_MASTER_INFO
sql/slave.cc:
  Moved things a bit around to make it easier to handle error conditions.
  Create a global master_info_index and add the "" connection to it
  Ensure that new Master_info doesn't fail.
  Don't call terminate_slave_threads(active_mi..) on end_slave() as this is now done automaticly when deleting master_info_index.
  Delete not needed function close_active_mi(). One can achive same thing by calling end_slave().
  Added support for SHOW FULL SLAVE STATUS (show status for all master connections with connection_name as first column)
sql/slave.h:
  Added new prototypes
sql/sql_base.cc:
  More DBUG_PRINT
sql/sql_class.cc:
  Reset thd->connection_name and thd-->default_master_connection
sql/sql_class.h:
  Added thd->connection_name and thd-->default_master_connection
  Added slave_skip_count to variables to make changing the @@sql_slave_skip_count variable thread safe
sql/sql_const.h:
  Added MAX_CONNECTION_NAME
sql/sql_lex.cc:
  Reset 'lex->verbose' (to simplify some sql_yacc.yy code)
sql/sql_lex.h:
  Added connection_name
sql/sql_parse.cc:
  Added support for connection_name to all SLAVE commands.
  - Instead of using active_mi, we now get the current Master_info from master_info_index.
  - Create new replication threads with CHANGE MASTER
  - Added support for show_all_master_info()
sql/sql_reload.cc:
  Made reset/full slave use master_info_index->get_master_info() instead of active_mi.
  If one uses 'RESET SLAVE "connection_name" all' the connection is removed from master_info_index.
sql/sql_repl.cc:
  sql_slave_skip_counter is moved to thd->variables to make it thread safe and fix some bugs with it
  Add connection name to relay log files.
  Added connection name to errors.
  Added some logging for multi-master if log_warnings > 1
  stop_slave():
  - Don't check if thd is set. It's guaranteed to always be set.
  change_master():
  - Check for duplicate connection names in change_master()
  - Check for wrong arguments first in file (to simplify error handling)
  - Register new connections in master_info_index
sql/sql_yacc.yy:
  Added optional connection_name to a all relevant master/slave commands
sql/strfunc.cc:
  my_global.h shoud always be included first.
sql/sys_vars.cc:
  Added variable default_master_connection
  Made variable sql_slave_skip_counter multi-source safe
sql/sys_vars.h:
  Added Sys_var_session_lexstring (needed for default_master_connection)
  Added Sys_var_multi_source_uint (needed for sql_slave_skip_counter).