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This allows users to pass a requests.session that might have adapters for retrying, backoff, etc.
As a user of the lib, I found myself wanting to enable requests retries and it would have been simple if I coul control the session.
What do we think? The downside is that it might interfere with retry features that we might want to bake in the lib ourselves. But I think the approach right now is to keep this lib very light and keep things simple.
in a follow-up PR I'll make it so that the Session that we create has an adapter with good defaults for retries