Make it possible to get the request_id from python clients

This is so callers can extract the request_id for tracing
and associating with events (this is especially useful in Heat
where there are a lot of client calls and one needs to map
a Heat action to the underlying service requests).

Partial-bug: #1342922
Change-Id: I6c60946c8fcdb44f1b18733296982bf0d32334dc
Merge "Make it possible to get the request_id from python clients"