TsgcWebSocket client support connections through proxies, to configure a proxy connection, just fill the Proxy properties of TsgcWebSocket client.
Client = new TsgcWebSocketClient();
Client.Proxy.Enabled = true;
Client.Proxy.Username = "user";
Client.Proxy.Password = "secret";
Client.Proxy.Host = "80.55.44.12";
Client.Proxy.Port = 8080;
Client.Active = true;