Add onClosed event handler.

src/main/java/com/launchdarkly/eventsource/AsyncEventHandler.java

@@ -27,6 +27,18 @@ public void run() {
     });
   }
 
+  public void onClosed() {
+    executor.execute(new Runnable() {
+      public void run() {
+        try {
+          eventSourceHandler.onClosed();
+        } catch (Exception e) {
+          onError(e);
+        }
+      }
+    });
+  }
+
   public void onComment(final String comment) {
     executor.execute(new Runnable() {
       public void run() {

src/main/java/com/launchdarkly/eventsource/EventHandler.java

@@ -2,6 +2,7 @@
 
 public interface EventHandler {
   void onOpen() throws Exception;
+  void onClosed() throws Exception;
   void onMessage(String event, MessageEvent messageEvent) throws Exception;
   void onComment(String comment) throws Exception;
   void onError(Throwable t);

src/main/java/com/launchdarkly/eventsource/EventSource.java

@@ -83,6 +83,13 @@ public void close() throws IOException {
     if (currentState == SHUTDOWN) {
       return;
     }
+    if (currentState == ReadyState.OPEN) {
+      try {
+        handler.onClosed();
+      } catch (Exception e) {
+        handler.onError(e);
+      }
+    }
     executor.shutdownNow();
 
     if (client != null) {
@@ -150,6 +157,13 @@ private void connect() {
           if (call != null) {
             call.cancel();
           }
+          if (currentState == ReadyState.OPEN) {
+            try {
+              handler.onClosed();
+            } catch (Exception e) {
+              handler.onError(e);
+            }
+          }
         }
       }
     } catch (RejectedExecutionException ignored) {