Add Proxy support

Hello! Is it possible to add support of socks5, socks4, http and https proxies? something like this:

axios({
	method: 'GET',
	url: 'https://google.com',
	proxyurl: 'socks://196.146.157.1:1486',
})

or

axios({
	method: 'GET',
	url: 'https://google.com',
	proxytype: 'socks5',
	proxy: '196.146.157.1:1486'
})

[pheebcodes]

You can currently use HTTP(s) proxies with the proxy option. You can create an axios instance with these options so you don’t have to specify them with each request. Socks proxies are not supported.

axios.get({
  url: '/test',

  // 'proxy' defines the hostname and port of the proxy server
  // Use `false` to disable proxies, ignoring environment variables.
  // `auth` indicates that HTTP Basic auth should be used to connect to the proxy, and
  // supplies credentials.
  // This will set an `Proxy-Authorization` header, overwriting any existing
  // `Proxy-Authorization` custom headers you have set using `headers`.
  proxy: {
    host: '127.0.0.1',
    port: 9000,
    auth: {
      username: 'mikeymike',
      password: 'rapunz3l'
    }
  }
});

// or

axios.get('/test', {
  proxy: {
    host: '127.0.0.1',
    port: 9000,
    auth: {
      username: 'mikeymike',
      password: 'rapunz3l'
    }
  }
});

// or

const inst = axios.create({
  proxy: {
    host: '127.0.0.1',
    port: 9000,
    auth: {
      username: 'mikeymike',
      password: 'rapunz3l'
    }
  }
});

inst.get('/test');

[rosticos]

Maybe it`s not in related, but when I use axios proxy to send a request in corporate network, i got an error like this… On that screenshot: “Access denied”

The code that i used:

response = await axios.post(
              url,
              body,
              {
                headers,
                proxy: {
                  host,
                  port
                }
              }
            )

After several hours i have made a decision to make a unirest request and it worked like i expected

            const {body, status} = await unirest
              .post(url)
              .headers({
                'Content-Type': 'application/x-www-form-urlencoded;'
              })
              .proxy(`http://${host}:${port}}`)
              .send(body)
            response = body