Enable python-rtmbot to work from behind a Proxy.

[pvs13102012]

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Description

I want to deploy my slack bot from behind a personal proxy but I suppose this cannot be done since proxy requires authentication
I couldn't find any documentation to run the slack bot from behind a proxy.
Appreciate if you guys can help fix this.

Reproducible in:

• This is reproducible in the sample project.
  RTMBot version: Latest
  Python version: 2.7
  OS Version: Any

[Roach]

We added proxy support to slackclient last june (slackapi/python-slack-sdk@79ca0cb), but it looks like this library doesn't allow options to be passed all the way through...

[Roach]

Will be resolved with #89