Add session param to SDK client. (#243)

Some people want to override our request session. We should enable them
to do this when creating their client by creating their own session and
passing it in. TODO to port to javascript.

python/langsmith/client.py

@@ -236,6 +236,7 @@ def __init__(
         retry_config: Optional[Retry] = None,
         timeout_ms: Optional[int] = None,
         web_url: Optional[str] = None,
+        session: Optional[requests.Session] = None,
     ) -> None:
         """Initialize a Client instance.
 
@@ -254,6 +255,9 @@ def __init__(
         web_url : str or None, default=None
             URL for the LangSmith web app. Default is auto-inferred from
             the ENDPOINT.
+        session: requests.Session or None, default=None
+            The session to use for requests. If None, a new session will be
+            created.
 
         Raises
         ------
@@ -268,7 +272,7 @@ def __init__(
         self._web_url = web_url
         self._tenant_id: Optional[uuid.UUID] = None
         # Create a session and register a finalizer to close it
-        self.session = requests.Session()
+        self.session = session if session else requests.Session()
         weakref.finalize(self, close_session, self.session)
 
         # Mount the HTTPAdapter with the retry configuration