ZODB.Connection has support for calling callbacks on .close() but not on
.open() . We'll need to hook into both Connection open/close process in the
next patch (for _ZBigFileH to stay in sync with Connection state).

NOTE

on-open  callbacks are setup once and fire many times on every open,
on-close callbacks are setup once and fire only once on next close.

The reason for this is that on-close callbacks are useful for scheduling
current connection cleanup, after its processing is done. But on-open
callback is for future connection usage, which is generally not related
to current connection.

/cc @jm, @vpelletier