Allow requiring API key for calling direct client

[ilmari-h]

I would like to be able to require an API key for communicating with my agent via the direct client rest API.
I did not find a built in way to do this.

I would propose adding an optional DirectClientOptions parameter to the DirectClient constructor that contains property API-key.
The direct client would then return 401 to any request that does not have the header Authorization: Bearer YOUR_API_KEY

I will gladly implement this myself if it makes sense as a feature to others