test.js

var url = require('url');
var WebSocket = require('ws');
var HttpsProxyAgent = require('https-proxy-agent');

// HTTP/HTTPS proxy to connect to
var proxy = 'http://localhost:3333';
console.log('using proxy server %j', proxy);

// WebSocket endpoint for the proxy to connect to
var endpoint = process.argv[2] || 'ws://echo.websocket.org';
var parsed = url.parse(endpoint);
console.log('attempting to connect to WebSocket %j', endpoint);

// create an instance of the `HttpsProxyAgent` class with the proxy server information
var options = url.parse(proxy);

var agent = new HttpsProxyAgent(options);

// finally, initiate the WebSocket connection
var socket = new WebSocket(endpoint, { agent: agent });

socket.on('open', function() {
  console.log('"open" event!');
  socket.send('hello world');
});

socket.on('message', function(data, flags) {
  console.log('"message" event! %j %j', data, flags);
  socket.close();
});

//test https proxy, it will also use connect method
var https = require('https');
var endpoint = 'https://github.com/status';
console.log('attempting to GET %j', endpoint);
var options = url.parse(endpoint);

// create an instance of the `HttpsProxyAgent` class with the proxy server information
var agent = new HttpsProxyAgent(proxy);
options.agent = agent;

https.get(options, function(res) {
  console.log('"response" event!', res.headers);
  res.pipe(process.stdout);
});