Add support for header and cookie parameters

[dongfangtianyu]

Describe the bug
The location of the parameter. Possible values are "query", "header", "path" or "cookie".

To Reproduce
openapi-python-client generate --url https://v1.api.tttt.one/openapi.json

Expected behavior
generate success

OpenAPI Spec File
https://github.com/OAI/OpenAPI-Specification/blob/master/versions/3.0.3.md#parameter-locations

Desktop (please complete the following information):

• OS: Windows 10
• Python Version: 3.9
• openapi-python-client version :0.7.3

Additional context
nothing

[dbanty]

Odd, I thought we already had a request for adding header & cookie parameters but I can't find it. Thanks for reporting!

[dongfangtianyu]

Yes, from the code point of view, it supports headers, but there is a lack of cookie support.

https://github.com/triaxtec/openapi-python-client/blob/main/openapi_python_client/templates/endpoint_module.py.jinja#L28

Maybe I can create a new request to add cookie support.