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In this question, @Todd Gayley provided a nice snippet for WSTP server.

server = WSTP`LinkServer`LinkServerCreate["[email protected]"];

While[$KeepRunning =!= False,
    links = WSTP`LinkServer`GetLinks[server];
    If[Length[links] > 0,
        Print["Client connecting"];
        MathLink`AddSharingLink[#, MathLink`AllowPreemptive->True, MathLink`ImmediateStart->True]& /@ links;
    ];
    Pause[0.1]
]

WSTP`LinkServer`LinkServerClose[server]

But Pause[0.1] looks hacky here. In WSTP C API, we have WSRegisterCallbackFunctionWithLinkServer for asynchronous callback purpose. Is it possible to do the same with pure WL?

For example, I hope the following would work:

server = WSTP`LinkServer`LinkServerCreate["[email protected]"];

fnCallback[link_LinkObject] := doStuffWithLink[link];
WSTP`LinkServer`RegisterCallback[server, fnCallback];
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