I'm trying to send session id (I got it after authentication against http server) over a websocket connection (I'm using python websocket client), I need to pass it as a header parameter, where the server (Tornado Websocket server) will read all the headers and get them checked.

The questions is: how can I add headers to using one of the existing client python Websocket implementations, I find none of them can do that, or am I following the wrong approach in the first place for authentication?

-- Update --, Below a template of the code I use:

def on_message(ws, message):
    print 'message received ..'
    print message


def on_error(ws, error):
    print 'error happened .. '
    print error


def on_close(ws):
    print "### closed ###"


def on_open(ws):

    print 'Opening Websocket connection to the server ... '

    ## This session_key I got, need to be passed over websocket header isntad of ws.send.
    ws.send(session_key)

if __name__ == "__main__":
    websocket.enableTrace(True)
    ws = websocket.WebSocketApp("ws://localhost:9999/track",
                                on_open = on_open,
                                on_message = on_message,
                                on_error = on_error,
                                on_close = on_close, 
                                )
    ws.on_open = on_open

    ws.run_forever()

It seems that websocket-client was updated to include websocket headers since this question was asked. Now you can simply pass a list of header parameters as strings:

custom_protocol = "your_protocol_here"
protocol_str = "Sec-WebSocket-Protocol: " + custom_protocol
ws = websocket.WebSocketApp("ws://localhost:9999/track",
                            on_open = on_open,
                            on_message = on_message,
                            on_error = on_error,
                            on_close = on_close, 
                            header = [protocol_str]
                            )

If you are interested in the complete list of valid headers, see the websocket RFC6455 document: https://www.rfc-editor.org/rfc/rfc6455#section-4.3

GitHub Source: https://github.com/liris/websocket-client/blob/master/websocket.py