Feature Request: Support Custom Network Proxy Address (功能请求：支持自定义网络代理地址)

[iuk-ink]

I am using the official Binance JavaScript SDK from https://siebly.io/sdk/binance/javascript for quantitative trading and market data collection projects.
Currently, this SDK does not support configuring custom network proxy addresses. In actual production and enterprise deployment scenarios, many server environments are isolated from the public network and can only access external network resources through a dedicated proxy server.
The lack of custom proxy configuration capability makes the SDK unable to work normally in intranet proxy environments, which greatly limits the usability and deployment flexibility of the SDK in enterprise-level and private network scenarios.
Expected feature:
Add configurable custom network proxy parameters (support HTTP/HTTPS/SOCKS proxies) in the SDK client initialization configuration. Allow developers to manually specify the proxy address, port and related authentication information to adapt to various proxy network environments.
Use Cases:

• Enterprise intranet server deployment
• Cross-region network access acceleration via proxy
• Stable network connection in restricted network environments

[tiagosiebler]

It's already possible to configure both the REST and WS clients to use proxies. Our e2e tests run within github actions, which are usually hosted on US servers, which are blocked by the APIs. We're actively using proxies to allow e2e tests to run.

For the REST side of the SDK, it is a bit easier to configure. We use axios under the hood, which has well documented support for proxies. Extra axios configuration such as the proxy config can be passed in the second param of the REST client constructors:
https://github.com/tiagosiebler/binance/blob/master/test/spot/private.test.ts#L15
https://github.com/tiagosiebler/binance/blob/master/test/proxy.util.ts#L23-L31

For the WS side of the SDK, I've always done this via the wsOptions (WebSocket.ClientOptions), passing in a proxy agent:
https://github.com/tiagosiebler/binance/blob/master/examples/WebSockets/Misc/ws-proxy-socks.ts#L15-L17

Internally it's passed through as the 3rd parameter, when preparing a new WebSocket instance:
https://github.com/tiagosiebler/binance/blob/master/src/util/BaseWSClient.ts#L585

I have a few utility methods I use to conveniently configure this for the tests to run, these give a good idea on what structure needs to be passed into each class:
https://github.com/tiagosiebler/binance/blob/master/test/proxy.util.ts

Give this a go but let me know if you have any problems with it. This is a really good point that we need to document this better and we'll look at making a proper guide on this!