CZGL.AliIoTClient 里设置了 7 个委托事件，在程序的不不同生命周期触发。

1）7个委托事件

        /// <summary>
        /// 服务器属性设置
        /// </summary>
        public PublishPropertyEventHandler PubPropertyEventHandler;
        /// <summary>
        /// 服务调用
        /// </summary>
        public PublishServiceEventHandler PubServiceEventHandler;
        /// <summary>
        /// 收到其它Topic时触发
        /// </summary>
        public PublishCommonEventHandler PubCommonEventHandler;
        /// <summary>
        /// 当 QOS=1或2时，收到订阅触发
        /// </summary>
        public uPLibrary.Networking.M2Mqtt.MqttClient.MqttMsgPublishedEventHandler PubedEventHandler;

        /// <summary>
        /// 向服务器发布 Topic 时
        /// </summary>
        public uPLibrary.Networking.M2Mqtt.MqttClient.MqttMsgSubscribedEventHandler SubedEventHandler;

        /// <summary>
        /// 向服务器发布 Topic 失败时
        /// </summary>
        public uPLibrary.Networking.M2Mqtt.MqttClient.MqttMsgUnsubscribedEventHandler UnSubedEventHandler;


        /// <summary>
        /// 断开连接时
        /// </summary>
        public uPLibrary.Networking.M2Mqtt.MqttClient.ConnectionClosedEventHandler ConnectionClosedEventHandler;

使用方法

    public static void TestEvent(object sender, MqttMsgPublishEventArgs e)
        {
            {
                // handle message received
                string topic = e.Topic;
                string message = Encoding.ASCII.GetString(e.Message);
                Console.WriteLine("- - - - - - - - - - ");
                Console.WriteLine("get topic message,Date: " + DateTime.Now.ToLongTimeString());
                Console.WriteLine("topic: " + topic);
                Console.WriteLine("get messgae :\n" + message);
        }

            client.PubPropertyEventHandler += TestEvent;

这里是旧版本的文档，可以参考一下。
https://www.cnblogs.com/whuanle/p/10786991.html