codegen, sdk: Fix propagation of context

The patch that replaced the Python HTTP library with pycurl introduced a
bug in the propagation of the context key from the entry point to the
connections pool. This patch fixes it.

Change-Id: I71c4fc009b629195a9e154b8ecd3db741e7e89d5
Signed-off-by: Juan Hernandez <juan.hernandez@redhat.com>