How to implement a proxy client

[yuvzohar]

hello,

I'm willing to implement a proxy client which needs to support common proxy servers in enterprise companies.
Since my knowledge of Proxy servers is pretty basic I'll be glad for some help here:

I'd like to be able to connect with HTTP(s) and SOCK(4/5) proxy servers. 
Also, I'd like to be able supporting authentication.
What authentication types should I support with each case (HTTP vs SOCK)?
What other type of capabilities should I implement in order for this to work properly?

Thanks in advanced.

[Dieselboy]

What's the use-case?

I'm not sure about proxy-client, usually they come built in to the OS/app/browser ?

Or do you need a proxy server instead? Something like this? https://duo.com/docs/dng

[deanwebb]

Most proxy servers just ask that browsers or apps be set to go to their IP address or URL for a proxy session to be set up. No real need to make an independent proxy app, when the browser does the job already.