[lint] Use 'with * as' and remove close()

Handle new pylint v2.8.0 consider-using-with check
https://pylint.pycqa.org/en/latest/whatsnew/changelog.html#what-s-new-in-pylint-2-8-0

duniterpy/api/client.py

@@ -257,8 +257,9 @@ class API:
                 self.connection_handler.proxy, self.connection_handler.http_scheme
             )
 
-        response = request.urlopen(duniter_request, timeout=15)  # type: HTTPResponse
-
+        with request.urlopen(
+            duniter_request, timeout=15
+        ) as response:  # type: HTTPResponse
             if response.status != 200:
                 content = response.read().decode("utf-8")
                 if bma_errors:
@@ -277,7 +278,6 @@ class API:
             # get response content
             return_response = copy.copy(response)
             content = response.read().decode("utf-8")
-        response.close()
 
         # if schema supplied...
         if schema is not None:

examples/save_revoke_document.py

@@ -158,9 +158,8 @@ def main():
     )
 
     # save revoke document in a file
-    fp = open(REVOCATION_DOCUMENT_FILE_PATH, "w")
+    with open(REVOCATION_DOCUMENT_FILE_PATH, "w") as fp:
         fp.write(revocation_signed_raw_document)
-    fp.close()
 
     # document saved
     print("Revocation document saved in %s" % REVOCATION_DOCUMENT_FILE_PATH)