Support proxy option

[jakubzitny]

Hi there, how hard would it be to support proxy option, that is supported in the node request?

I was thinking, we would just need to replace the host address in URL of each request with the proxy host/ip address and it should work, am I wrong?

Use case: We're trying to switch from request to browser-request because of HTTP/2 support. We use this in Electron, so we have both node and browser environments.