Add the ability to set a proxy

[thinkingserious]

Issue Summary

We want to expose the proxy interface to ruby's net/http library.

References:
https://stackoverflow.com/questions/15792999/how-to-set-a-proxy-in-rubys-net-http
sendgrid/sendgrid-ruby#287
https://github.com/sendgrid/ruby-http-client/blob/master/lib/ruby_http_client.rb#L142