Consider having `ClientProxy` be a future representing the termination of the connection

[carllerche]

Currently, there is no strategy to bubble out connection errors. However, ClientProxy could probably also be a future representing the connection terminating. This would allow any connection level errors to be sent back to the user of the client.

[aturon]

cc https://github.com/tokio-rs/tokio-service/issues/4 -- if we resolve that we don't need this.