No proxy support

[rdelfin]

I'm trying to use egg-mode in a network that requires me to use a proxy server for all traffic going out to the public internet. I can't seem to find any support for HTTP proxy in egg-mode (though if there is one, I can close the issue). I wanted to open this issue before starting work on a PR to add support.

[QuietMisdreavus]

I have an idea for how to get this to work. There's a decent-looking library hyper-proxy that would allow me to wrap the connection with a proxied one, but there's a feature i want it to have before i commit to integrating it. I've posted an issue (and a PR to add it), so once that's in a released version, it shouldn't be that bad to add.

[rdelfin]

Thanks! I also have a change that would potentially work but I only got it working with native-tls, and it broke rustls support. I can send it but I get a feeling you'll be more familiar with rustls than me

[PhotonQuantum]

It seems that the upstream pr has been merged. Any progress on this issue?