Added Support For "Proxy" in SSE and Streamable HTTP Client

[DebajitKumarPhukan]

Objective:

Add support for http/https proxy in SSE and Streamable HTTP Client..

Motivation and Context

This is a good to have feature for scenarios where direct reachability to MCP servers is not possible and thus, requires a proxy.

How Has This Been Tested ?

Yes, over a real proxy server to test SSE and Streamable HTTP Client end to end.

Breaking Changes

Proxy is optional and the user may set it or leave it to default which is None.

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Documentation update

Checklist

• I have read the MCP Documentation
• My code follows the repository's style guidelines
• New and existing tests pass locally
• I have added appropriate error handling
• I have added or updated documentation as needed

Related issue number

Closes #1302

[DebajitKumarPhukan]

@felixweinberger Did you get any chance to look at it ?.

[DebajitKumarPhukan]

@ihrpr Can you have a look at it please ?.

[felixweinberger]

Hi @DebajitKumarPhukan thanks for this contribution!

Could you please elaborate on the motivation for this PR? What are you trying to achieve and is there a concrete use case that you weren't able to address another way?

In general this type of redirect behavior seems like something that should like be handled by applications rather than at the SDK level.

[DebajitKumarPhukan]

@felixweinberger Thanks for looking into my PR. In major production scenarios with sse or streamable_http communication, the MCP client(s) will always be behind some firewall and the MCP servers (if not internal) would be hosted on some domain. Overriding HTTP_PROXY and HTTPS_PROXY on the application side is not a good practice and can lead to unforeseen consequences.

This PR will provide a feature in MCP client to specify proxy configurations which will help the MCP client(s) behind a firewall to be able to securely reach to MCP servers hosted in a remote domain.