title: GraphqlWS setting a cookie before establishing the websocket connection
body: <p>Upon request I'm working on a scraping application that lightly scrapes a external website that makes use of graphql and the <code>graphql-ws</code> package (so graphql over a websocket). I've never used any sort of graphql before.</p>
  <p>The site I'm trying to gain access to makes use of a session cookie to authenticate users. Now I'm trying to simulate this in my NodeJS application. I just can't find a way of setting a cookie for the initial http request for opening the socket. Below is the code I currently have.</p>
  <p><strong>Code</strong></p>
  <pre><code>import { createClient } from 'graphql-ws';
  import WebSocket from 'ws';
  
  const client = createClient({
    url: 'wss://target.io/graphql',
    webSocketImpl: WebSocket,
    on: {
      connected: (socket) =&gt; {
        console.log(&quot;Connected!&quot;);
      },
    },
  });
  
  (async () =&gt; {
    // Create subscription
  })();
  </code></pre>
  <p>This in itself works fine, as long as I don't need to use any authenticated subscriptions. How can I make it so a session cookie is set before establishing a connection?</p>