OpenSnitch does is track internet requests made by applications you have installed. OpenSnitch allows you to create rules for which apps to allow to access the internet and which to block. Each time an application that does not have a rule in place tries to access the internet, a dialog box appears. This dialog box gives you the option to allow or block the connection.
You can also decide whether this new rule applies to the process, the exact URL it is attempting to reach, the domain that it is attempting to reach, to this single instance, to this session or forever.
For more how to install and use check out https://github.com/evilsocket/opensnitch