Add custom proxy headers

[cecton]

Related issue number

#2001

Checklist

• I think the code is well written
• Unit tests for the changes exist
• Documentation reflects the changes
• If you provide code modification, please add yourself to CONTRIBUTORS.txt
  • The format is <Name> <Surname>.
  • Please keep alphabetical order, the file is sorted by names.
• Add a new news fragment into the changes folder
  • name it <issue_id>.<type> for example (588.bug)
  • if you don't have an issue_id change it to the pr id after creating the pr
  • ensure type is one of the following:
    • .feature: Signifying a new feature.
    • .bugfix: Signifying a bug fix.
    • .doc: Signifying a documentation improvement.
    • .removal: Signifying a deprecation or removal of public API.
    • .misc: A ticket has been closed, but it is not of interest to users.
  • Make sure to use full sentences with correct case and punctuation, for example: "Fix issue with non-ascii contents in doctest text files."

[cecton]

@dshoe1989 if you wish to review this PR, this will be more than welcome (I haven't change anything)

[codecov-io]

Codecov Report

Merging #2272 into master will increase coverage by <.01%.
The diff coverage is 100%.

@@            Coverage Diff             @@
##           master    #2272      +/-   ##
==========================================
+ Coverage   97.29%   97.29%   +<.01%     
==========================================
  Files          39       39              
  Lines        8010     8016       +6     
  Branches     1387     1388       +1     
==========================================
+ Hits         7793     7799       +6     
  Misses         94       94              
  Partials      123      123

Impacted Files	Coverage Δ
aiohttp/client_reqrep.py	97.35% <100%> (ø)	⬆️
aiohttp/connector.py	97.78% <100%> (+0.01%)	⬆️
tests/autobahn/client.py	95.74% <0%> (+0.01%)	⬆️

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