Fix session initialization for multi-threaded environments

[ob-stripe]

r? @brandur-stripe
cc @stripe/api-libraries

Fixes #533.

In #531, we initialized the session in a thread-local store in RequestsClient's constructor. However, a single client instance is initialized for all threads, so only the first thread (that initializes the client) gets a session, and all other threads crash when trying to make a request because self._thread_local.session doesn't exist.

This PR fixes this issue by moving the session initialization in the request() method. A new session is only initialized if one doesn't already exist in the thread-local store. This way, each thread gets a session the first time it tries to make a request.

We should probably have an automated test for this, but in the meantime I've tested this with a trivial script:

import threading

import stripe


stripe.api_key = "sk_test_..."

def worker():
    print(stripe.Account.retrieve().id)
    return

threads = []
for i in range(5):
    t = threading.Thread(target=worker)
    threads.append(t)
    t.start()

[jameshageman-stripe]

@ob-stripe I noticed this error after rebasing #530, and there's a test in there that is failing.

[brandur-stripe]

Oh man, that was really stupid of me. Thanks for the quick fix OB! It must be late there so LMK if you want me to take this over.

[ob-stripe]

@brandur-stripe Yeah, would be great if you could pick this one up, thanks! Also take a look at the multithread tests James pushed in #535.

[brandur-stripe]

@ob-stripe Sounds good! Just pushed a commit into your branch.