Close request object, not the whole connection. Allows keepalive

This merges [PR-269](https://github.com/plamere/spotipy/pull/269) from
the base spotipy project ahead of it getting merged in upstream.

spotipy/client.py

@@ -107,36 +107,37 @@ class Spotify(object):
 
         if self.trace_out:
             print(url)
-        r = self._session.request(method, url, headers=headers, proxies=self.proxies, **args)
+
+        with self._session.request(method, url, headers=headers, proxies=self.proxies, **args) as r:
+
+            if self.trace:  # pragma: no cover
+                print()
+                print ('request headers', headers)
+                print ('response headers', r.headers)
+                print ('http status', r.status_code)
+                print(method, r.url)
+                if payload:
+                    print("DATA", json.dumps(payload))
+
+            try:
+                r.raise_for_status()
+            except:
+                try:
+                    msg = r.json()['error']['message']
+                except:
+                    msg = 'error'
+                raise SpotifyException(r.status_code,
+                    -1, '%s:\n %s' % (r.url, msg), headers=r.headers)
+
+            try:
+                results = r.json()
+            except:
+                results = None
 
         if self.trace:  # pragma: no cover
+            print('RESP', results)
             print()
-            print ('headers', headers)
-            print ('http status', r.status_code)
-            print(method, r.url)
-            if payload:
-                print("DATA", json.dumps(payload))
-
-        try:
-            r.raise_for_status()
-        except:
-            if r.text and len(r.text) > 0 and r.text != 'null':
-                raise SpotifyException(r.status_code,
-                    -1, '%s:\n %s' % (r.url, r.json()['error']['message']),
-                    headers=r.headers)
-            else:
-                raise SpotifyException(r.status_code,
-                    -1, '%s:\n %s' % (r.url, 'error'), headers=r.headers)
-        finally:
-            r.connection.close()
-        if r.text and len(r.text) > 0 and r.text != 'null':
-            results = r.json()
-            if self.trace:  # pragma: no cover
-                print('RESP', results)
-                print()
-            return results
-        else:
-            return None
+        return results
 
     def _get(self, url, args=None, payload=None, **kwargs):
         if args: