Improvements to HTTP web proxy

QuickFIXn/SocketSettings.cs

@@ -14,6 +14,14 @@ public class SocketSettings : ICloneable
     {
         #region Socket Settings
 
+        /// <summary>
+        /// Store the socket host name so we can use it to connect via proxy if required.
+        /// </summary>
+        /// <value>
+        /// The host name (without port number) to send to the proxy server for acl matching.
+        /// </value>
+        public string SocketConnectHost { get; internal set; }
+
         /// <summary>
         /// Gets a value that specifies whether the <see cref="T:System.Net.Sockets.Socket"/> is using the Nagle algorithm.
         /// </summary>

QuickFIXn/Transport/SocketInitiator.cs

@@ -163,7 +163,7 @@ private IPEndPoint GetNextSocketEndPoint(SessionID sessionId, QuickFix.Dictionar
                 int port = System.Convert.ToInt32(settings.GetLong(portKey));
                 _sessionToHostNum[sessionId] = ++num;
 
-                _socketSettings.ServerCommonName = hostName;
+                _socketSettings.SocketConnectHost = _socketSettings.ServerCommonName = hostName;
                 return new IPEndPoint(addrs.First(a => a.AddressFamily == AddressFamily.InterNetwork), port);
             }
             catch (Exception e)

QuickFIXn/Transport/StreamFactory.cs

@@ -20,12 +20,12 @@ namespace QuickFix.Transport
     /// </summary>
     public static class StreamFactory
     {
-        private static Socket? CreateTunnelThruProxy(string destIp, int destPort)
+        private static Socket? CreateTunnelThruProxy(string destIp, int destPort, string destHostName)
         {
             string destUriWithPort = $"{destIp}:{destPort}";
             UriBuilder uriBuilder = new UriBuilder(destUriWithPort);
             Uri destUri = uriBuilder.Uri;
-            IWebProxy webProxy = WebRequest.GetSystemWebProxy();
+            IWebProxy webProxy = WebRequest.DefaultWebProxy ?? WebRequest.GetSystemWebProxy();
 
             try
             {
@@ -50,7 +50,9 @@ public static class StreamFactory
             Socket socketThruProxy = new Socket(AddressFamily.InterNetwork, SocketType.Stream, ProtocolType.Tcp);
             socketThruProxy.Connect(proxyEndPoint);
 
-            string proxyMsg = $"CONNECT {destIp}:{destPort} HTTP/1.1 \n\n";
+            string proxyMsg = !string.IsNullOrWhiteSpace(destHostName)
+                ? $"CONNECT {destHostName}:{destPort} HTTP/1.1\nHost: {destHostName}:{destPort}\n\n"
+                : $"CONNECT {destIp}:{destPort} HTTP/1.1\n\n";
             byte[] buffer = Encoding.ASCII.GetBytes(proxyMsg);
             byte[] buffer12 = new byte[500];
             socketThruProxy.Send(buffer, buffer.Length, 0);
@@ -79,7 +81,7 @@ public static Stream CreateClientStream(IPEndPoint endpoint, SocketSettings sett
             if (!settings.SocketIgnoreProxy)
             {
                 // If system has configured a proxy for this config, use it.
-                socket = CreateTunnelThruProxy(endpoint.Address.ToString(), endpoint.Port);
+                socket = CreateTunnelThruProxy(endpoint.Address.ToString(), endpoint.Port, settings.SocketConnectHost);
             }
 
             // No proxy.  Set up a regular socket.