Implement integration tests with recorded transactions

The [azure-sdk-for-rust](https://github.com/Azure/azure-sdk-for-rust) supports a [mock testing framework](https://github.com/Azure/azure-sdk-for-rust/blob/main/docs/mock_transport.md) which allows tests to be run with recorded transactions.  This is useful for regression testing.

It would be useful to implement similar tests for this crate.