Support proxy auth (#483)

* Adding proxy auth

README.md

@@ -303,9 +303,15 @@ These are the available config options for making requests. Only the `url` is re
   httpsAgent: new https.Agent({ keepAlive: true }),
 
   // 'proxy' defines the hostname and port of the proxy server
+  // `auth` indicates that HTTP Basic auth should be used to connect to the proxy, and supplies credentials.
+  // This will set an `Proxy-Authorization` header, overwriting any existing `Proxy-Authorization` custom headers you have set using `headers`.
   proxy: {
     host: '127.0.0.1',
-    port: 9000
+    port: 9000,
+    auth: : {
+      username: 'mikeymike',
+      password: 'rapunz3l'
+    }
   },
 
   // `cancelToken` specifies a cancel token that can be used to cancel the request