WebSocketClient.connect(): Ability to pass connection headers

[skc-j]

Feature Request for WebSocketClient.connect() with headers.

For some websockets, expect webscoket client to pass connection headers (such as "Origin", "Authorization", etc).

In the current version, WebSocketClient.connect() does not seem to accept headers (though tokio-tungstenite seems to have this ability to take header).

For websocket connections expecting such connection headers, I getting "Exception: Unable to make websocket connection because of error: HTTP error: 403 Forbidden".

[cjdsellers]

Closed from #1299. Connection headers can now be specified with the WebSocketClientConfig.