Set identifying headers for all outbound requests for User-Agent etc

[devraj]

Is your feature request related to a problem? Please describe.
Clients like Stripe's Python bindings set meaningful headers, some of them are HTTP standards like User-Agent and the others like Idempotency key are specific to Stripe.

Idempotency key: e0bbc0bd-.....
User agent: Stripe/v1 PythonBindings/10.9.0

Describe the solution you'd like
We should definitely set HTTP standard headers that make sense and investigate any others in relation to #2

Describe alternatives you've considered
NA

Additional context
See Stripe API client design.