[Feature]: Think of adding concept of session

[xiaofan-luan]

Is your feature request related to a problem? Please describe.

There are couple of cases where we need the idea of session and context.

Let me quickly go through some examples:

Another use case is the langchain SQL demo, see (https://python.langchain.com/en/latest/modules/chains/examples/sqlite.html) The chain did follow:

1. Based on the query, determine which tables to use.
2. Based on those tables, call the normal SQL database chain. The chain request context so it won't hit the second time

Describe the solution you'd like.

No response

Describe an alternate solution.

No response

Anything else? (Additional Context)

No response