How to pass proxy-authentication (requires digest auth) by using python requests module

No need to implement your own! in most cases

Requests has built in support for proxies, for basic authentication:

proxies = { 'https' : 'https://user:password@proxyip:port' } 
r = requests.get('https://url', proxies=proxies) 

see more on the docs

Or in case you need digest authentication HTTPDigestAuth may help.
Or you might need try to extend it like yutaka2487 did bellow.

Note: must use ip of proxy server not its name!

I wrote the class that can be used in proxy authentication (based on digest auth).
I borrowed almost all codes from requests.auth.HTTPDigestAuth.

import requests
import requests.auth

class HTTPProxyDigestAuth(requests.auth.HTTPDigestAuth):
    def handle_407(self, r):
        """Takes the given response and tries digest-auth, if needed."""

        num_407_calls = r.request.hooks['response'].count(self.handle_407)

        s_auth = r.headers.get('Proxy-authenticate', '')

        if 'digest' in s_auth.lower() and num_407_calls < 2:

            self.chal = requests.auth.parse_dict_header(s_auth.replace('Digest ', ''))

            # Consume content and release the original connection
            # to allow our new request to reuse the same one.
            r.content
            r.raw.release_conn()

            r.request.headers['Authorization'] = self.build_digest_header(r.request.method, r.request.url)
            r.request.send(anyway=True)
            _r = r.request.response
            _r.history.append(r)

            return _r

        return r

    def __call__(self, r):
        if self.last_nonce:
            r.headers['Proxy-Authorization'] = self.build_digest_header(r.method, r.url)
        r.register_hook('response', self.handle_407)
        return r

Usage:

proxies = {
    "http" :"192.168.20.130:8080",
    "https":"192.168.20.130:8080",
}
auth = HTTPProxyDigestAuth("username", "password")

# HTTP
r = requests.get("http://www.google.co.jp/", proxies=proxies, auth=auth)
r.status_code # 200 OK

# HTTPS
r = requests.get("https://www.google.co.jp/", proxies=proxies, auth=auth)
r.status_code # 200 OK

I've written a Python module (available here) which makes it possible to authenticate with a HTTP proxy using the digest scheme. It works when connecting to HTTPS websites (through monkey patching) and allows to authenticate with the website as well. This should work with latest requests library for both Python 2 and 3.

The following example fetches the webpage https://httpbin.org/ip through HTTP proxy 1.2.3.4:8080 which requires HTTP digest authentication using user name user1 and password password1:

import requests
from requests_digest_proxy import HTTPProxyDigestAuth

s = requests.Session()
s.proxies = {
        'http': 'http://1.2.3.4:8080/',
        'https': 'http://1.2.3.4:8080/'
}
s.auth = HTTPProxyDigestAuth(('user1', 'password1'))

print(s.get('https://httpbin.org/ip').text)

Should the website requires some kind of HTTP authentication, this can be specified to HTTPProxyDigestAuth constructor this way:

# HTTP Basic authentication for website
s.auth = HTTPProxyDigestAuth(('user1', 'password1'),
        auth=requests.auth.HTTPBasicAuth('user1', 'password0'))
print(s.get('https://httpbin.org/basic-auth/user1/password0').text))

# HTTP Digest authentication for website
s.auth = HTTPProxyDigestAuth(('user1', 'password1'),,
        auth=requests.auth.HTTPDigestAuth('user1', 'password0'))
print(s.get('https://httpbin.org/digest-auth/auth/user1/password0').text)