Default Twisted does not ship with a CONNECT-enabled HTTP(s) proxy. This code provides one.
This code also provides an HTTP CONNECT proxy client that implements IReactorTCP and IReactorSSL
To run an HTTP CONNECT proxy server on port 8080, run:
./server.py
That was easy.
The HTTP CONNECT proxy reactor can be used like this:
proxy = HTTPProxyConnector(proxy_host, proxy_port)