Three types
                are supported: PROXY_TYPE_SOCKS4 (including socks4a),
                PROXY_TYPE_SOCKS5 and PROXY_TYPE_HTTP
        addr -        The address of the server (IP or DNS).
        port -        The port of the server. Defaults to 1080 for SOCKS
                servers and 8080 for HTTP proxy servers.
        rdns -        Should DNS queries be preformed on the remote side
                (rather than the local side). The default is True.
                Note: This has no effect with SOCKS4 servers.
        username -    Username to authenticate with to the server.
                The default is no authentication.
        password -    Password to authenticate with to the server.
                Only relevant when username is also provided.
        headers -     Additional or modified headers for the proxy connect
        request.
        N)