Add tests around usage of http_proxy option

tests/ClientBuilderTest.php

@@ -307,6 +307,25 @@ public function testCreateWithHttpProxyAndCustomTransportThrowsException(): void
 
         $clientBuilder->getClient();
     }
+
+    public function testCreateWithHttpProxyThrowsExceptionIfCurlClientIsMissing(): void
+    {
+        if (class_exists(\Http\Client\Curl\Client::class)) {
+            $this->markTestSkipped('This test works only if the Curl client is not installed');
+        }
+
+        $options = new Options([
+            'dsn' => 'http://public:secret@example.com/sentry/1',
+            'http_proxy' => 'some-proxy',
+        ]);
+
+        $clientBuilder = new ClientBuilder($options);
+
+        $this->expectException(\RuntimeException::class);
+        $this->expectExceptionMessage('The `http_proxy` option requires the `php-http/curl-client` package to be installed.');
+
+        $clientBuilder->getClient();
+    }
 }
 
 final class StubIntegration implements IntegrationInterface

tests/phpt/http_proxy.phpt

@@ -0,0 +1,55 @@
+--TEST--
+Test that the http_proxy option works
+--FILE--
+<?php
+
+namespace Http\Client\Curl;
+
+use Http\Promise\FulfilledPromise;
+use function Sentry\init;
+use Http\Client\HttpAsyncClient;
+use Http\Promise\Promise;
+use Psr\Http\Message\RequestInterface;
+use Zend\Diactoros\Response;
+
+$vendor = __DIR__;
+
+while (! file_exists($vendor . '/vendor')) {
+    $vendor = dirname($vendor);
+}
+
+require $vendor . '/vendor/autoload.php';
+
+class Client implements HttpAsyncClient
+{
+    private $proxy;
+
+    /**
+     * Client constructor.
+     * @param $proxy
+     */
+    public function __construct($a, $b, $c)
+    {
+        $this->proxy = $c[CURLOPT_PROXY];
+    }
+
+    public function sendAsyncRequest(RequestInterface $request): Promise
+    {
+        echo 'Handling with proxy ' . $this->proxy . PHP_EOL;
+
+        return new FulfilledPromise(new Response());
+    }
+}
+
+init([
+    'dsn' => 'http://public@example.com/',
+    'http_proxy' => '127.0.0.100',
+]);
+
+\Sentry\captureMessage('test');
+
+echo 'Test concluded'
+?>
+--EXPECTF--
+Handling with proxy 127.0.0.100
+Test concluded