Allow to set custom HTTP headers

[orian]

Is your feature request related to a problem? Please describe.
We're proxying the queries and want to pass extra context for the proxy so it can make decisions where to send a query, how to rate limit it. We don't want to mess up with ClickHouse, therefore i'd prefer to not add extra GET parameters, therefore the idea is to add extra HTTP headers: X-Example-Customer-Id: 12

Describe the solution you'd like

headers = {'X-Example-Customer-Id': 12}
client.query(query=query, parameters=params, extra_http_headers=headers)

Describe alternatives you've considered

1. Setup a full RPC service and have own protocol, but HTTP proxy seems like more bulletproof solution.
2. Pass extra params as GET parameters and remove them when forwarding the query

This is a request for feedback, if you think it's a OK, i'm gonna implement it.

[genzgd]

You can add headers to the client directly that will be used on every request, by using the client.header dictionary (and in theory you could add and remove them from the client after each request.

I'd rather not add yet more parameters to the query methods, but if that solution doesn't work for you (maybe a client per customer?) I'll consider a PR and put some thought into the cleanest way to allow easy manipulation per query.

[orian]

We use a connection pool to manage clients, I've consider client-per-customer, it won't scale in our case. I'm gonna prepare a MR.