ProxyAdded proxy option + proxy sanity checks

[holzkohlengrill]

Added proxy option as a command line argument.

Added checks to make sure the proxy URL is valid.

[lorenzodifuccia]

Hi @holzkohlengrill, thank you for the PR.
Could you please see the comment on the changed file?

[lorenzodifuccia]

Use self.args instead of global args_parsed

[holzkohlengrill]

@lorenzodifuccia please check. I removed now completely the global arguments and packed it into some functions to avoid errors like this and make it more readable.

[holzkohlengrill]

@lorenzodifuccia anything open or can we merge?

[lorenzodifuccia]

Hi @holzkohlengrill, I thought I sent the request change, sorry 🤦🏻‍♂️

[lorenzodifuccia]

The Proxy args and code it's ok.
But, why you changed also the way the program handle the arguments?
Could you rebase the code from the master branch and add only the proxy's related code?

[holzkohlengrill]

I changed it because it was very messy and error prone due to a mix of global and local arguments, etc.