Hello,

We once again got a request last week regarding overwriting HTTP header.

This is a frequent request, even if it does not seem to affect a lot of
users.

However, I have crafted a pull request that changes that consensus and
makes HTTP headers configurable in the common HTTP client, with some
reserved headers.

In this pull request, I set 3 ways to set HTTP headers:

- With a map of strings->string, so HTTP headers can conveniently be
  read back from the HTTP API (usecase: remote write tenant).
- With a map of strings->secret, so you can specify custom API key
  fields and they won't be visible in the UI's.
- With a map of strings->filenames, so headers can be read from files.

The reserved headers come from what we implemented in Prometheus remote
write. I was the one putting that list on, and I think it's a reasonable
list. It excludes headers that Prometheus will generally write itself
and headers that would change the properties of the connection.

What does the community & team members think about this?

-- 
Julien Pivotto
@roidelapluie

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