Adds User Agent (#540)

* feature/adds-user-agent

* fix circular import

Author: haxdds

alpaca_trade_api/__init__.py

@@ -1,6 +1,6 @@
+__version__ = '1.4.2'
+
 from .rest import REST, TimeFrame, TimeFrameUnit  # noqa
 from .rest_async import AsyncRest  # noqa
 from .stream import Stream  # noqa
-from .stream2 import StreamConn  # noqa
-
-__version__ = '1.4.2'
+from .stream2 import StreamConn  # noqa

alpaca_trade_api/rest.py

@@ -5,6 +5,7 @@
 from requests.exceptions import HTTPError
 import time
 from enum import Enum
+from alpaca_trade_api import __version__
 from .common import (
     get_base_url,
     get_data_url,
@@ -166,6 +167,7 @@ def _request(self,
         else:
             headers['APCA-API-KEY-ID'] = self._key_id
             headers['APCA-API-SECRET-KEY'] = self._secret_key
+        headers['User-Agent'] = 'APCA-TRADE-SDK-PY/' + __version__
         opts = {
             'headers':         headers,
             # Since we allow users to set endpoint URL via env var,