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What I mean is the JVM hosting the client, if executing in a proxied environment will probably be already configured to work with the proxy.
For example by having system properties like https.proxyHost and https.proxyPort set.
Or via something like this:
https://java.com/en/download/help/proxy_setup.xml
Or a number of other ways I might be missing.
In other words the cf java client should strive to pick up proxy configuration automatically in a similar way that the JREs built-in http client libraries do.