connect with proxy in python-socketio

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I am using python-socketio and I want to use a proxy (http proxy) in socketio, but I cannot figure out how to do that. I've searched, but I don't know enough to find the answer...

For example, is there a method or property or something like this:

# assume that sio = socketio.Client()

sio.connect(url='some-url',transports=["websocket"], proxy = "some-proxy-url")

#or

sio.wait(proxy="proxy-url")

#or

sio.proxy() = "proxy-url"

#or

sio = socketio.Client(proxy="proxy-url")
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