Feature Request: connect to SOCKS/HTTP proxy through unix domain socket

[fpemud]

Some applications publish SOCKS/HTTP proxy via unix domain socket. For example, TOR creates /run/tor/socks as a SOCKS proxy.

I think we should able to use PySocks like this:

import socks
s = socks.socksocket()
s.set_proxy(socks.SOCKS5, "/run/tor/socks")        # using unix domain socket /run/tor/socks as proxy