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If I am making a proxy factory, can I just make the outgoing request saying Proxy::HTTP (there's a similar enum for SOCKS) and the SOCKS5 proxy server should automatically detect and handle that correctly, right?

A: 

Your question doesn't make sense. A SOCKS proxy will expect to be spoken to via the SOCKS protocol. An HTTP proxy will expect to be spoken to via the HTTP CONNECT protocol. There's no question of getting the proxy type wrong at the client and the proxy server magically correcting that for you.

EJP