Allow for started connections prior to request

I had this bug locally using the EasyPost API (https://github.com/EasyPost/easypost-ruby).  I'm not sure exactly what was going on, but it seemed like it opens the connection prior to making the request, so the request code does not pickup the runscope information.

This modification addressed it for now.  I'm not sure if its the optimal way of doing this, but figured I'd alert you to the issue.