Tunnels every python code through HTTP proxies by patching socket.socket. Just import the module.

http_tunnel.py

# -*- coding: utf-8 -*-
import socket
import os

# backup original function
_socket = socket.socket


class SocketProxyWrapper:
    def __init__(self, socket, proxy):
        self.proxy = proxy
        self.socket = socket

    def connect(self, addr):
        # do HTTP connect
        self.socket.connect(self.proxy)
        self.socket.sendall("CONNECT {0}:{1} HTTP/1.1\r\nHost: {0}:{1}\r\nProxy-Connection: keep-alive\r\n\r\n".format(*addr))

        # fetch response
        data = ''
        while not data.endswith('\r\n\r\n'):
            c = self.socket.recv(1)
            if not c:
                break
            data += c

    def __getattr__(self, name):
        # pass everything to socket object
        return getattr(self.socket, name)


def socket_wrapper(family=socket.AF_INET, type=socket.SOCK_STREAM, proto=0):
    # tunnel only TCP
    if family in (socket.AF_INET, socket.AF_INET6) and type == socket.SOCK_STREAM:
        return SocketProxyWrapper(_socket(family, type, proto), proxy)
    
    return _socket(family, type, proto)


if os.environ.get('HTTP_PROXY'):
    socket.socket = socket_wrapper
    # http://<ip>:<port>/ -> (<ip>, <port>)
    proxy = os.environ.get('HTTP_PROXY').replace('http://', '').replace('/', '').split(':')
    proxy[1] = int(proxy[1])
    proxy = tuple(proxy)