I'm currently looking thought the code, but haven't found a way to do it yet. I want to add a constant custom header to each of the HTTP requests. I'm using RequestsHttpConnection.
My use case is that i am trying to talk to an AWS ES server from an amazon lamda which uses a temporary credential in a header. The header is X-Amz-Security-Token (see: http://docs.aws.amazon.com/IAM/latest/UserGuide/id_credentials_temp_use-resources.html#RequestWithSTS)