Interesting question. I came here intrigued and wondered why I never asked this myself...
One:
Apparently some wrapper-libraries have something like this built-in. But to find a wrapper library you would probably first need to identify the target language. Perl DBI? Python? C++?
Two:
I would not (in any way) recommend the following for a "production-grade" solution, but if you are mainly experimenting and/or debugging, then you might try examining the rollback journal just prior to the end of each transaction. See here about the rollback journal: http://www./tempfiles.html How you would detect 'the end of each transaction' would be up to your code and/or the breakpoints in your debugger.
I must emphasize again: what I just mentioned above would be a total hack-around, and I feel dirty even having mentioned it.
Three:
You could ask on the (very active and gracious) sqlite mailing list, but they would probably just reemphasize sqlite3_trace.
... other random thing:
On a somewhat (barely?) related note, when you start a './sqlite3' command prompt session, you can type:
.explain
which enables interesting and instructive verbose output for each query executed at the prompt.
More Info I Just Found:
One of the flags that can be passed to 'sqlite3_config()' is SQLITE_CONFIG_LOG. This is another way (in addition to the trace API) to set a callback and receive status information from the sqlite library periodically. I think it is mainly for error log messages.