Support HTTP proxies in WebSocketClient (#2635)

WebSocketClient gets the proxy setters Client has: set_proxy(),
set_proxy_basic_auth(), set_proxy_bearer_token_auth(), set_no_proxy()
and, in SSL builds, set_proxy_digest_auth(). connect() opens a CONNECT
tunnel for ws:// as well as wss:// (RFC 6455 4.1) and sends the proxy
credentials on the CONNECT request only. A proxy that does not answer
200 is reported as Error::ProxyConnection, with its status and headers
in Result.

README-websocket.md

@@ -170,8 +170,10 @@ bool is_valid() const;
 // only when the handshake fully succeeded; on failure it describes what went
 // wrong:
 //   res.error()             httplib::Error identifying the failing layer
-//   res.status()            HTTP status of the upgrade response (-1 if none)
-//   res.headers()           headers of the upgrade response
+//   res.status()            HTTP status of the upgrade response (-1 if none),
+//                           or of the proxy's CONNECT reply when error() is
+//                           Error::ProxyConnection
+//   res.headers()           headers of that same response
 //   res.ssl_error()         TLS error detail (wss://, SSL builds only)
 //   res.ssl_backend_error() backend-specific TLS error code (SSL builds only)
 Result connect();
@@ -187,6 +189,18 @@ void close(CloseStatus status = CloseStatus::Normal,
            const std::string &reason = "");
 bool is_open() const;
 
+// Proxy - the same setters Client has. connect() opens a CONNECT tunnel
+// through the proxy for ws:// as well as wss:// (RFC 6455 4.1); the proxy
+// credentials are sent only on the CONNECT request, never through the tunnel.
+// Hosts matching set_no_proxy() are connected to directly.
+void set_proxy(const std::string &host, int port);
+void set_proxy_basic_auth(const std::string &username,
+                          const std::string &password);
+void set_proxy_bearer_token_auth(const std::string &token);
+void set_no_proxy(const std::vector<std::string> &patterns);
+void set_proxy_digest_auth(const std::string &username,
+                           const std::string &password); // SSL builds only
+
 // Timeouts
 void set_read_timeout(time_t sec, time_t usec = 0);
 void set_write_timeout(time_t sec, time_t usec = 0);