Add support for use a list of proxy

Hi all,

The lib support proxy, but I was wondering if we can support a list of proxy. I was checking the source code, and the code already work with option proxies, but is always using the first position of this array.

I already changed your code in my project and it is working fine. I would like to commit it here, could I open a PR for discussion with this modification?

Thank you in advanced.