connection: update session with proxies if available

It was erroneously assumed that new Session objects would include proxy
details, especially when env vars are defined.

Fixes an issue where users stuck behind a corporate firewall cannot
reach the api endpoint because the underlying liburl requests is not
updated.

Check if proxies are available and update the Session.

Signed-off-by: Jamie Couture <[email protected]>

Author: couture-ql

nasdaqdatalink/connection.py

@@ -1,6 +1,7 @@
 import re
 
 import requests
+import urllib
 
 from urllib3.util.retry import Retry
 from requests.adapters import HTTPAdapter
@@ -62,6 +63,10 @@ def get_session(cls):
         adapter = HTTPAdapter(max_retries=cls.get_retries())
         session.mount(ApiConfig.api_protocol, adapter)
 
+        proxies = urllib.request.getproxies()
+        if proxies is not None:
+            session.proxies.update(proxies)
+
         return session
 
     @classmethod