Forward headers to upstream

[friedrichg]

The idea is being able to pass specific headers to upstream.

For example: to make this work with Cortex/Mimir and also pass user agent, one would do

/thanos-federate-proxy --upstream=http://127.0.0.1:8000/api/prom -forward-header X-Scope-OrgID -forward-header User-Agent

Tests are missing. But can you give a review? do you like it?

If you like it, I will add tests and update the readme

[luisdavim]

Shouldn't all headers be forwarded by default?

[friedrichg]

Shouldn't all headers be forwarded by default?

Yeah, that was my first thought too. But it will open a can of worms as not all headers should be forwarded

1. See in comparison ReverseProxy, which is the default reverse proxy for go, which doesn't forward all headers.
   https://github.com/golang/go/blob/go1.21.1/src/net/http/httputil/reverseproxy.go#L488-L494

2. This proxy is not a reverseproxy per se, so current request from federate always looks like this:

POST /api/v1/query HTTP/1.1
Host: 127.0.0.1:9090
User-Agent: Go-http-client/1.1
Content-Length: 31
Content-Type: application/x-www-form-urlencoded
Accept-Encoding: gzip

query=up&time=1695647619.777714

if we forward all headers, we will need to skip Content-Length, Content-Type and Accept-Encoding and maybe others, it may be brittle.

Let me know if you want to skip all these headers or how do you want to proceed