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And here I am pitching the idea of a middleware API again… :-)
As I mentioned in https://github.com/encode/httpx/issues/984#issuecomment-633234552, and more recently in #1110 (comment), there is a variety of use cases that don't fall in the "make a custom transport" domain, the "subclass the client without using private API" domain. In general this is transport-agnostic feature that intercepts the request/response cycle, for example...
After playing with ideas, this PR is all we would need to support a middleware API that would support the above use cases and, I believe, many more.
Core ideas are…