You could use urllib as @roippi said:
import urllib2
data = '{"nw_src": "10.0.0.1/32", "nw_dst": "10.0.0.2/32", "nw_proto": "ICMP", "actions": "ALLOW", "priority": "10"}'
url = 'http://localhost:8080/firewall/rules/0000000000000001'
req = urllib2.Request(url, data, {'Content-Type': 'application/json'})
f = urllib2.urlopen(req)
for x in f:
print(x)
f.close()