close session if it won't be reused #138
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As described in #137 grequests holds onto memory if the session is not closed. Other issues can also be caused by creating (and never closing) many session objects. Also relates to #115
This solution will close the session if a session object is not provided by the user. If the user does provide a session object, we don't close it, otherwise the user may lose some benefits of using a single session object and its connection pool. If a user provides a session object, it also addresses the memory build up, since we don't create a session in that case.