session persistence for non browser based services

Hi,

I have non browser based RESTFul services(coming from another proxy server). I am using NGINX for load balancing.
For stateless requests, I am using round robin method.
Need to implement stateful requests.

Cannot use ip hash, as all requests come from same proxy server(no separate IPs).
Sticky session is based on cookies, not sure if cookies will work for non browser based requests.

for my sequence of requests I have a server defined session which I can use for routing to the same server for my stateful requests.

Please advice the best way to do it.