Add support for proxy scheme

[gsdatta]

Adds support for a proxy-scheme parameter, to allow proxies that use https.

Also added a test for proxy using https://github.com/jamesdbloom/mockserver.

[gsdatta]

@dakrone would appreciate a review on this, trying to avoid forking the library for internal use. I've added a test to speed up the process, I can add more if necessary.

Thanks!