[Frontend] add add_request_id middleware

[cjackal]

FIX #9593

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[github-actions]

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[cjackal]

It's a little vague where and how unit test should be written, suggestions are welcome.

[simon-mo]

This makes sense to me given it's industry standard. It would be great to add comment about this as well. Thanks!

[cjackal]

@simon-mo Just have added an example using custom headers in the openai-compatible-server page (and sign-off), tell me if there's better spot to add comment about it.

[mergify]

This pull request has merge conflicts that must be resolved before it can be
merged. Please rebase the PR, @cjackal.

https://docs.github.com/en/pull-requests/collaborating-with-pull-requests/working-with-forks/syncing-a-fork

[DarkLight1337]

Looks good then, sorry for the delay!

[tomeras91]

This PR made a starlette bug manifest itself in all use-cases of deploying the vLLM OpenAI compatible API server. The bug causes requests cancelled by the client to not be aborted from the LLM engine. Discussed here