no csrf handling ?

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Is your feature request related to a problem? Please describe.
I try to use the splunk api on a specific endpoint that seems to have CSRF protection. It seems that the current splunk sdk implementation does not handle CSRF cookies

Describe the solution you'd like
Implementing an option to store and send back splunk csrf cookie

Describe alternatives you've considered
Create a proxy that will store the tokens and csrf tokens and add the splunkd_8089 cookie and X-Splunk-Form-Key headers, or just dont use the api wrapper and do requests by hand which is unfortunate

Additional context
I might be interested in implementing this stuff myself, if this feature request gets accepted