This is intended to fix the shortcomings of the library when used behind authenticated proxy server. The support authentication method includes only HTTP BASIC and DIGEST.

The integration test implemented does test proxy connections, however an external proxy server (e.g. Squid) need to be configured to test the proxy authentication as the "InJVM"-proxy server does not support it (maybe consider to replace with LittleProxy).
Close streaming session when cancelled

I think we should attempt to actively close the session when streaming
is cancelled instead of just letting the session time out.

I need to clean resources after cancelling a stream.  If the stream
keeps using these resources it causes errors.
Merge pull request #207 from youngm/patch-2

Close streaming session when cancelled
Merge pull request #215 from michaljemala/auth-proxy

Support for proxy servers requiring authentication