Ensure integrations quickstart connection closed

[benjjs]

Summary

I noticed some logs indicating that our rapid service had a bunch of stale connections open. After taking a look at the script, I realized that we would fail to close our connection to that service if we encountered any kind of error before completing the flow, including a SIGINT.

The pythonic way to handle this kind of thing is with a context manager, so that's what I've introduced here.

Testing

I added a print statement immediately before closing the connecting to make sure we were hitting that block when we should:

Note that the connection is closed immediately after the SIGINT

[tedkahwaji]

Any hesitation with switching urllib if it's not a difficult lift?

https://github.com/DataDog/experimental/blob/159641a3648a468fff1c9d71979d57d135e99799/teams/gcp-integrations/onboarding/setup.py#L79-L79

[benjjs]

Some preliminary research suggests that urllib does not support persistent connections, which this currently is. Re-using the connection should allow for lower latency so I'm a bit reluctant to give it up.

I should say though that I'm not deeply knowledgeable on the topic and did not make the original call to implement it this way.

[benjjs]

/merge

[dd-devflow-routing-codex]

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2025-09-22 21:27:12 UTC ℹ️ Start processing command /merge

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2025-09-22 21:27:17 UTC ℹ️ MergeQueue: pull request added to the queue

The expected merge time in main is approximately 1m (p90).

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2025-09-22 21:28:32 UTC ℹ️ MergeQueue: This merge request was merged