askoa commented on code in PR #3109:
URL: https://github.com/apache/arrow-rs/pull/3109#discussion_r1025941001


##########
object_store/src/azure/client.rs:
##########
@@ -148,13 +152,20 @@ pub(crate) struct AzureClient {
 
 impl AzureClient {
     /// create a new instance of [AzureClient]
-    pub fn new(config: AzureConfig) -> Self {
-        let client = reqwest::ClientBuilder::new()
-            .https_only(!config.allow_http)
-            .build()
-            .unwrap();
+    pub fn new(config: AzureConfig) -> Result<Self> {
+        let builder = ReqwestClient::builder();
+
+        let client = if let Some(url) = config.proxy_url.as_ref() {

Review Comment:
   Same as my previous comment on AWS builder.



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