Add correlation_id support similar to python powertools

[pankajagrawal16]

Is your feature request related to a problem? Please describe.

Similar to python version, add support for capturing correlation id aws-powertools/powertools-lambda-python#321

aws-powertools/powertools-lambda-python#9

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Additional context

[dmahapatro]

I believe correlation_id will also help adding feature similar to stop infinite loop middleware