Hello people, I ask for SOCKS proxy support to be included into asyncio. The goal would be to route both DNS queries as well as actual network requests through the socks proxy listening on a local port. As of now, it appears to me that it is forbiddingly difficult to do that through extending asyncio and not replacing great parts of the underlying code. DNS lookups are being cached and open on a regular socket regardless, even when a socket which was already connected to the SOCKS was passed to the loop.create_connection method. If a user minds his privacy and uses tor, this is likely against his will as an adversary could learn about visited sites that way. The only possibility I could find is by monkeypatching the base_events._check_already_resolved method, and I think think there should be a more beautiful way to do this in Python.
Thank you for your consideration.
