Support http proxies for websockets #16326
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Closes: #15474
This PR introduces a wrapper class
WebsocketProxyConnectto support websocket connections through an http proxy. It does this by passing the proxy negotiation off topython-socks, getting a fully connected socket and then passing that open socket back towebsocketsfor the rest of the process.It supports the standard environment variables
HTTP_PROXYandHTTPS_PROXY, which is what we would expect a client to set currently for using a proxy with regular http requests.This PR also adds an integration test setup with a simple api and a squid proxy, to ensure it is working properly. I had difficultly getting this to work entirely in pytest, so it has it's own directory of config + a github action. Looking for feedback if this is a fine approach.