Python，为基于套接字的应用程序实现代理支持（不是urllib2）

I am little stumped: I have a simple messenger client program (pure python, sockets), and I wanted to add proxy support (http/s, socks), however I am a little confused on how to go about it. I am assuming that the connection on the socket level will be done to the proxy server, at which point the headers should contain a CONNECT + destination IP (of the chat server) and authentication, (if proxy requires so), however the rest is a little beyond me. How is the subsequent connection handled, specifically the reading/writing, etc...I am little stumped: I have a simple messenger