Feature request: Add arbitrary header support

[rhagman]

As a user I would like to be able to check some REST-API's that require you to send additional HTTP headers, such as "X-Auth-Token header" in my request.

To be able to use check_json against API's like this would be nice. So I thought I would add a feature request for it to include such functionality in the plugin.

[bchabot]

I sent a pull request with code to add a single arbitrary header. Pull Request #32. If someone approves my code, the feature will be there.