Add headers to support nginx proxying

[jaykobi]

Hello @singingwolfboy ,

I use a setup where the SSE stream requests are poxied by nginx. This did not work until I added headers to the python response as described here. There is a very similar issue already closed in this repo: #3.

The important part, though, is that the headers must be set by the app server, not in nginx. I created a PR to show you how it could be solved in flask-sse.

[irishpines]

Thanks @jaykobi!

When I couldn't get the example script to work outside of the localhost connection I just decided to read all the issues in the hope of finding a clue. Yours was what I needed. Actually, following the links I found the Nginx configuration settings I needed to change as an alternative to setting the headings by the app server (as in your PR), which was good enough for my purposes.

@singingwolfboy I think this should be mentioned in the documentation - the event stream just won't work with an Nginx server out of the box.