Factories.kt

class YourRequestFactory : Request.Factory() {
    override fun create() = YourRequest()
}

class YourRequestInterceptor : RequestInterceptor() {
    fun intercept(request: Request): Request {
        if (request is YourRequest) {
            request.headers["request_id"] = request.id
        }
    }
}

class YourResponseFactory : Response.Factory() {
    override fun create() = YourResponse()
}

class YourResponseInterceptor {
    fun intercept(response: Response): Response {
        if (response is YourResponse) {
            response.token = response.headers["auth_token"]
        }
    }
}

val client = NinjatoOkHttpClient(okHttpClient, YourRequestFactory(), YourResponseFactory()) {
    interceptors += YourRequestInterceptor()
    interceptors += YourResponseInterceptor()
}