Add ability to modify headers and protocols when using JavaScript client SDK (services package)

[camer314]

I am currently using a customized version of the jupyterlab/packages/services JavaScript SDK to allow me to add an Authorization Header to the requests and also to add custom protocols to the websocket connection. This allows me to programmatically control Jupyter server implementations such as Azure Notebooks and Azure Synapse Notebooks.

I think this could be a handy feature for users using this library if they are also connecting to servers behind proxies etc. that impose the same restrictions.

In my implementation I simply added callback parameters to ISettings which are invoked at the time the library needs to make a request or create a socket.