Add on_disconnect event.

I assume this is where it has to be. Fix #1937

discord/client.py

@@ -409,6 +409,7 @@ class Client:
                     websockets.InvalidHandshake,
                     websockets.WebSocketProtocolError) as exc:
 
+                self.dispatch('disconnect')
                 if not reconnect:
                     await self.close()
                     if isinstance(exc, ConnectionClosed) and exc.code == 1000:

docs/api.rst

@@ -103,6 +103,14 @@ to handle it, which defaults to print a traceback and ignoring the exception.
 
     The warnings on :func:`on_ready` also apply.
 
+.. function:: on_disconnect()
+
+    Called when the client has disconnected from Discord. This could happen either through
+    the internet being disconnect, explicit calls to logout, or Discord terminating the connection
+    one way or the other.
+
+    This function can be called many times.
+
 .. function:: on_ready()
 
     Called when the client is done preparing the data received from Discord. Usually after login is successful