Add proxy mode

[karpetrosyan]

Refs: #714

[tomchristie]

I'd suggest that we don't consider this until we've got #714 resolved, and pushed all the way through to support in HTTPX.

Seem reasonable?

[karpetrosyan]

It's up to you, but I'd suggest adding this feature now to support HTTPS forwarding, as most proxy servers do.

#714 appears to be a lot of work; is it worthwhile to wait for it?

[tomchristie]

My reservations here...

I'm trying to push towards us starting changes off as design discussions first, rather than code-changes first. We don't yet have the different proxy modes well-documented in the way that the urllib3 project has, and we haven't had any user requests for this functionality that I know of?

Perhaps you could open a discussion with the example you've given here so we can work through that first from a motivation POV rather than jumping straight into the code changes?

[karpetrosyan]

I started a discussion here, but after not receiving any responses for a while, I decided it would be better to demonstrate it in a PR.