[dogshell] enable proxy (#415)

* [dogshell] enable proxy

* Update datadog/dogshell/common.py

Co-Authored-By: Hippolyte HENRY <zippolyte@users.noreply.github.com>

datadog/api/exceptions.py

@@ -3,6 +3,18 @@
 """
 
 
+class ProxyError(Exception):
+    """
+    HTTP connection to the configured proxy server failed.
+    """
+    def __init__(self, method, url, exception):
+        message = u"Could not request {method} {url}: Unable to connect to proxy. "\
+                  u"Please check the proxy configuration and try again.".format(
+                      method=method, url=url
+                  )
+        super(ProxyError, self).__init__(message)
+
+
 class ClientError(Exception):
     """
     HTTP connection to Datadog endpoint is not possible.

datadog/api/http_client.py

@@ -23,7 +23,7 @@
     urlfetch, urlfetch_errors = None, None
 
 # datadog
-from datadog.api.exceptions import ClientError, HTTPError, HttpTimeout
+from datadog.api.exceptions import ProxyError, ClientError, HTTPError, HttpTimeout
 
 
 log = logging.getLogger('datadog.api')
@@ -85,6 +85,8 @@ def request(cls, method, url, headers, params, data, timeout, proxies, verify, m
 
             result.raise_for_status()
 
+        except requests.exceptions.ProxyError as e:
+            raise _remove_context(ProxyError(method, url, e))
         except requests.ConnectionError as e:
             raise _remove_context(ClientError(method, url, e))
         except requests.exceptions.Timeout:

datadog/dogshell/common.py

@@ -77,6 +77,8 @@ def load(self, config_file, api_key, app_key):
 
             self['api_key'] = config.get('Connection', 'apikey')
             self['app_key'] = config.get('Connection', 'appkey')
+            if config.has_section('Proxy'):
+                self['proxies'] = dict(config.items('Proxy'))
             if config.has_option('Connection', 'host_name'):
                 self['host_name'] = config.get('Connection', 'host_name')
             if config.has_option('Connection', 'api_host'):