fix: close upstream HTTP responses to prevent FD exhaustion

[lxinfei5]

Summary

Fixes #30.

Every urllib.request.urlopen() response in the proxy is now closed when the proxy is finished with it, preventing the file-descriptor leaks that crash the proxy under sustained UltraCode concurrency (surfacing as ConnectionRefused in Claude Code mid-session). See the issue for the full diagnosis.

What changed

All five urlopen() call sites are wrapped so the returned HTTPResponse is closed on exit via try / finally resp.close():

• _classifier_complete — openai_compat branch: read the body inside try, resp.close() in finally.
• _classifier_complete — Anthropic passthrough branch: same pattern.
• Handler._handle_models — /v1/models upstream fetch: nest the existing body in a try and resp.close() in finally (still inside the outer try/except, so the existing fallback-to-stock+custom behaviour is unchanged).
• passthrough request path → _relay_response(resp, ...): _relay_response now owns the lifecycle of the resp it is given and closes it in its own finally. The success path, the streaming loop, and the error/exception paths all reach the finally.
• Handler._mk_events (openai_compat): hoist resp = None, wrap the open + the yield from _oai_response_to_events(resp) in a try whose finally closes resp if it was opened (error branches return before opening, so resp stays None).

Notes:

• The _mk_events generator keeps resp open for the lifetime of _oai_response_to_events(resp) (the SSE stream is read lazily); it is only closed after the stream is fully consumed. This is the correct point to close — closing earlier would truncate streaming.
• Exception safety is preserved: every finally swallows nothing that would have propagated; errors still surface as before, just without leaving an FD behind.
• No behaviour change on the happy path; the only observable difference is that FDs are released promptly instead of waiting on GC.

Verification

• Full offline self-test passes: 27/27 (python3 test_proxy.py).

  ...
  [ok] #27 codex_oauth JWT claims decode best-effort (no crash, no trust)
  ALL TESTS PASSED
  

• Verified that under a sustained concurrent UltraCode session the open-FD count (lsof -p <pid> | wc -l) is now stable across turns instead of climbing monotonically.

Checklist

• Pure stdlib — no new dependencies, no pip install.
• No changes outside proxy.py.
• All 5 urlopen call sites covered (grep confirms 5 resp.close() sites, plus _relay_response closing the resp it receives from the passthrough path).
• Offline self-test green.

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Opening this from my fork since it's where I run this proxy in production; happy to rebase onto anything the maintainer prefers.