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postgresql - Switch role after connecting to database

Is it possible to change the postgresql role a user is using when interacting with postgres after the initial connection?

The database(s) will be used in a web application and I'd like to employ database level rules on tables and schemas with connection pooling. From reading the postgresql documentation it appears I can switch roles if I originally connect as a user with the superuser role, but I would prefer to initially connect as a user with minimal permissions and switch as necessary. Having to specify the user's password when switching would be fine (in fact I'd prefer it).

What am I missing?

Update: I've tried both SET ROLE and SET SESSION AUTHORIZATION as suggested by @Milen however neither command seems to work if the user is not a superuser:

$ psql -U test
psql (8.4.4)
Type "help" for help.

test=> du test
          List of roles
 Role name | Attributes |   Member of    
-----------+------------+----------------
 test      |            | {connect_only}

test=> du test2
          List of roles
 Role name | Attributes |   Member of    
-----------+------------+----------------
 test2     |            | {connect_only}

test=> set role test2;
ERROR:  permission denied to set role "test2"
test=> q
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--create a user that you want to use the database as:

create role neil;

--create the user for the web server to connect as:

create role webgui noinherit login password 's3cr3t';

--let webgui set role to neil:

grant neil to webgui; --this looks backwards but is correct.

webgui is now in the neil group, so webgui can call set role neil . However, webgui did not inherit neil's permissions.

Later, login as webgui:

psql -d some_database -U webgui
(enter s3cr3t as password)

set role neil;

webgui does not need superuser permission for this.

You want to set role at the beginning of a database session and reset it at the end of the session. In a web app, this corresponds to getting a connection from your database connection pool and releasing it, respectively. Here's an example using Tomcat's connection pool and Spring Security:

public class SetRoleJdbcInterceptor extends JdbcInterceptor {

    @Override
    public void reset(ConnectionPool connectionPool, PooledConnection pooledConnection) {

        Authentication authentication = SecurityContextHolder.getContext().getAuthentication();

        if(authentication != null) {
            try {

                /* 
                  use OWASP's ESAPI to encode the username to avoid SQL Injection. Can't use parameters with SET ROLE. Need to write PG codec.

                  Or use a whitelist-map approach
                */
                String username = ESAPI.encoder().encodeForSQL(MY_CODEC, authentication.getName());

                Statement statement = pooledConnection.getConnection().createStatement();
                statement.execute("set role "" + username + """);
                statement.close();
            } catch(SQLException exp){
                throw new RuntimeException(exp);
            }
        }
    }

    @Override
    public Object invoke(Object proxy, Method method, Object[] args) throws Throwable {

        if("close".equals(method.getName())){
            Statement statement = ((Connection)proxy).createStatement();
            statement.execute("reset role");
            statement.close();
        }

        return super.invoke(proxy, method, args);
    }
}

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