Extract cookies to client on every response

This is required because previous extraction code is now patched out by vcpy.

Also handle headers with same key in responses.

tests/integration/cassettes/DoAsyncRequesttest_httpx_test_test_behind_proxy.yml

@@ -20,14 +20,22 @@ interactions:
       : \"python-httpx/0.12.1\", \n    \"X-Amzn-Trace-Id\": \"Root=1-5ea778c9-ea76170da792abdbf7614067\"\
       \n  }\n}\n"
     headers:
-      access-control-allow-credentials: 'true'
-      access-control-allow-origin: '*'
-      connection: keep-alive
-      content-length: '226'
-      content-type: application/json
-      date: Tue, 28 Apr 2020 00:28:57 GMT
-      server: gunicorn/19.9.0
-      via: my_own_proxy
+      access-control-allow-credentials:
+      - 'true'
+      access-control-allow-origin:
+      - '*'
+      connection:
+      - keep-alive
+      content-length:
+      - '226'
+      content-type:
+      - application/json
+      date:
+      - Tue, 28 Apr 2020 00:28:57 GMT
+      server:
+      - gunicorn/19.9.0
+      via:
+      - my_own_proxy
     http_version: HTTP/1.1
     status_code: 200
 version: 1

tests/integration/test_httpx.py

@@ -210,3 +210,37 @@ def test_behind_proxy(do_request):
 
         assert cassette_response.headers["Via"] == "my_own_proxy", str(cassette_response.headers)
         assert cassette_response.request.url == response.request.url
+
+
+def test_cookies(tmpdir, scheme, do_request):
+    def client_cookies(client):
+        return [c for c in client._client.cookies]
+    def response_cookies(response):
+        return [c for c in response.cookies]
+
+    client = do_request()
+    assert client_cookies(client) == []
+
+    url = scheme + "://httpbin.org"
+    testfile = str(tmpdir.join("cookies.yml"))
+    with vcr.use_cassette(testfile):
+        r1 = client("GET", url + "/cookies/set?k1=v1&k2=v2")
+        assert response_cookies(r1.history[0]) == ['k1', 'k2']
+        assert response_cookies(r1) == []
+
+        r2 = client("GET", url + "/cookies")
+        assert len(r2.json()["cookies"]) == 2
+
+        assert client_cookies(client) == ['k1', 'k2']
+
+
+    new_client = do_request()
+    assert client_cookies(new_client) == []
+
+    with vcr.use_cassette(testfile) as cassette:
+        cassette_response = new_client("GET", url + "/cookies/set?k1=v1&k2=v2")
+        assert response_cookies(cassette_response.history[0]) == ['k1', 'k2']
+        assert response_cookies(cassette_response) == []
+
+        assert cassette.play_count == 2
+        assert client_cookies(new_client) == ['k1', 'k2']