Keep socket open throughout request

[rmccue]

In send_trace_to_daemon we're constantly opening and closing socket connections to the X-Ray daemon. We would likely be able to gain a bunch of performance by instead opening a connection at the start of the request, and only closing it again at the end of the request.

[rmccue]

@joehoyle can you think of any reason not to do this?

[joehoyle]

Mm yeah I don't think there was any reason for that.