Add support for proxies

[rapmue]

If someone is behind a proxy and want to use WebSockets, the connection should be possible. Therefor a section for proxy settings is included in the config file.
My proposed implementation uses a basic HTTP proxy with authentication. The proxy has to support CONNECT in order to accept the socket.

The data flow is as follows:

1. Socket to proxy on proxy_port is opened
2. CONNECT statement with the requested endpoint and port is sent (also credentials and keep-alive)
3. Check if the Proxy sent status code 200
4. Setup TLS as before and continue with WebSockets

I think this feature is needed, as soon as someone is behind a corporate proxy.

The main problem could be the certificate which in some cases gets replaced by the filtering proxy...

[chaurah]

Hi @rapmue,
Thank you for this excellent contribution. This pull request will be merged in v1.2 release of the SDK. Please do let me know if you have any further suggestions.

Rahul

[chaurah]

This got pushed from the v1.2 release because we are still working on adding integration testing. We will push this to mainline once we have a proper test set up in our release pipeline.

Rahul

[deejvince]

Bump, when is this due to merge?

[tolysz]

Hi guys, I have re-based this PR, where is the best place to push it?