[feature] Add OAuth 1 / OAuth 2 authentication

https://docs.python-requests.org/en/master/user/authentication/
https://github.com/requests/requests-oauthlib

could be super cool to have, compliments monitoring JSON API's

Start with the Python Requests authentication documentation and the linked requests-oauthlib project. Clarify which OAuth 1 and OAuth 2 flows, providers, and monitoring JSON API use cases are in scope before locating the integration point. Done should mean the agreed authentication modes work for the supported API requests and are documented.

Written by the indexing model from the issue text.