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my question is about - when we use the same REST API for information exchange for other tools, we don't mention headers, x-httpmethod & x-requestdigest there.

But in case of SharePoint, why don't the request would be directly DELETE - but we do mention in headers as x-httpmethod?

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Below explanation should answer your question.

It is possible to instruct network intermediaries (proxies, firewalls, and so on) inspecting traffic at the application protocol layer (for example, HTTP) to block requests that contain certain HTTP verbs. In practice, GET and POST verbs are rarely blocked (traditional web pages rely heavily on these HTTP methods), while, for a variety of reasons (such as security vulnerabilities in prior protocols), other HTTP methods (PUT, DELETE, and so on) are at times blocked by intermediaries. Additionally, some existing HTTP libraries do not allow creation of requests using verbs other than GET or POST. Therefore, an alternative way of specifying request types which use verbs other than GET and POST is needed to ensure that this document works well in a wide range of environments.

To address this need, the X-HTTP-Method header can be added to a POST request that signals that the server MUST process the request not as a POST, but as if the HTTP verb specified as the value of the header was used as the method on the HTTP request's request line, as specified in [RFC2616] section 5.1. This technique is often referred to as "verb tunneling".

Reference : https://msdn.microsoft.com/en-us/library/dd541471.aspx

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