Is it possible to handle proxies at socket level?

I'm doing some networking programming for Windows right now e开发者_JAVA技巧nvolving the HTTP protocol.

Is it possible to handle prosies at socket level? And SSL proxies? If not, does Windows provide something at a higher level to handle them? I wouldn't like to use a third party library, but if there's no other way to go I would reconsider it.

A pointer to an example would also be great.

Thank you very much.

You can use for example Windows Internet (WinINet) API http://msdn.microsoft.com/en-us/library/aa383630%28v=VS.85%29.aspx or Windows HTTP Services (WinHTTP) http://msdn.microsoft.com/en-us/library/aa384273%28v=VS.85%29.aspx if are interesting for HTTP protocol only. Advantage of using this API is:

• They are Microsoft standard and will be used in a lot of Microsoft products
• They are part of operation system and exists on any Windows
• You can find a lot of examples for almost every subject

What kind of working with proxies do you plan?