title: Setting up proxy for HTTP client
body: <p>I'm trying to setup the HTTP client so that it uses a proxy, however I cannot quite understand how to do it. The documentation has multiple reference to "proxy" but none of the functions seem to allow to define the proxy. What I need is something like this:</p>
  
  <pre><code>client := &amp;http.Client{}
  client.SetProxy("someip:someport") // pseudo code
  resp, err := client.Get("http://example.com") // do request through proxy
  </code></pre>
  
  <p>Any idea how to do this in Go?</p>