Add a severity to event logging

[janvanderhaegen]

Hey,

we really need to be able to filter log events based on severity. Logging informational messages the same as actual errors does not meet our requirements.

Would you be open to a PR? I would suggest to add a new "Event Logger".
All events would now be logged to the existing loggers, as well as to the new EventLoggers. This ensures the API does not break (we're adding a new "type of logger", but nothing about the existing loggers behaves differently).

The new EventLogger would receive the log message, a severity, perhaps additional information (stack trace?).

This would solve our problem, but it would also enable developers that would like to use common.logging to create a simple bridge between the new EventLoggers and common.logging, without having to add a 3rd party dependency to QuickFix... (see #219 )

Thank you

J

[DanHarman]

I'd like this too. I have issues with how important info is just thrown into the event log without any consistent way of determining if its critical. To work around this for now, I'm using magic strings in my own log adapter to detect important errors, without having to log all the event log spam.

[gbirchmeier]

#899 might take care of this