Consider adding startup events

[sansyrox]

What do you think about the idea of adding a startup event? To make an example, I may wanna initialize a connection pool to my database at startup, and re-use connections across requests. I cannot do that though in Python, since the asyncio loop running will not be the same as the one used to process the requests... a possible solution is to register a Pyo3 function in the Rust server during initialization in Py, and call it before you start the webserver

Some examples of how it is done in the py servers: https://www.starlette.io/events/

Originally posted by @klaa97 here.