How to stream data through an HTTP Proxy?

[helenweng-stripe]

Hi! I want to send requests through an HTTP proxy. This behavior is available in the ruby module (https://github.com/signalfx/signalfx-ruby) by setting the http_proxy environment variables, but I tested it for this module, and it doesn't seem to work. I want to guess it is because the internal library used to send requests is urllib3, which doesn't support proxying, but I am hoping I am wrong? Is there a way to send requests through an HTTP proxy?

For context, I am using SignalFlow. The code I am running is below:

import signalfx
with signalfx.SignalFx().signalflow(ACCESS_TOKEN) as flow:
            computation = flow.execute(program, start=start, stop=stop, resolution=resolution)

Thank you for the help!

[mpetazzoni]

Unfortunately the SignalFlow client in signalfx-python does not support proxies at this time.

ws4py used by the WebSocket transport (the default, also the most optimized and efficient) does not support proxies. We could apparently make the SSE/urllib3-based transport to work with proxies though by using proxy_from_url() at https://github.com/signalfx/signalfx-python/blob/master/signalfx/signalflow/sse.py#L46 when an HTTP proxy URL is passed in. The SSE transport is less efficient, and requires one connection per SignalFlow program, but for simple use cases it could be sufficient; depends on your situation here really.

Would you be able to send a PR that implements this?