connect
Description:
public abstract IOStream connect (IOStream connection, ProxyAddress proxy_address, Cancellable? cancellable = null) throws Error
  
  Given connection to communicate with a proxy (eg, a SocketConnection
       that is connected to the proxy server), this does the necessary handshake to connect to proxy_address, and if required, wraps 
      the IOStream to handle proxy payload.
Parameters:
| this | 
           a Proxy  | 
      
| connection | 
           a IOStream  | 
      
| proxy_address | |
| cancellable | 
Returns:
| 
           a IOStream that will replace   |