Adding proxy header to aiohttp requests

[dshoe1989]

What do these changes do?

This adds a new proxy_headers param to session.request(), propagates that to the ClientRequest class, and uses it to the connector's _create_proxy_connection method.

I'm new to this so suggestions on how to test/how to update the documentation and such would be appreciated. Thanks!

Are there changes in behavior for the user?

There should not be any behavior changes as this is purely a feature addition

Related issue number

#1561

Checklist

• I think the code is well written
• Unit tests for the changes exist
• Documentation reflects the changes
• If you provide code modification, please add yourself to CONTRIBUTORS.txt
  • The format is <Name> <Surname>.
  • Please keep alphabetical order, the file is sorted by names.
• Add a new entry to CHANGES.rst
  • Choose any open position to avoid merge conflicts with other PRs.
  • Add a link to the issue you are fixing (if any) using #issue_number format at the end of changelog message. Use Pull Request number if there are no issues for PR or PR covers the issue only partially.

[asvetlov]

Tests are required.
Perhaps tests/test_proxy_functional.py is the best place for them.

[asvetlov]

Should be _prepare_headers

[cecton]

I wanted to update the PR but I managed to break it XD

The commit was cc045a5 (just in case)

[cecton]

I know what I did wrong but I lost access I can't update the repo. I just made another PR.

[lock]

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