Allow usage of HTTP_PROXY and HTTPS_PROXY. (#216)

These variables are supported if the default `http.Client` and `http.Transport`
are used, but due to custom instances being used, the support is lost. This
commit manually adds it back.

Author: stevesg

CHANGELOG.md

@@ -2,6 +2,10 @@
 
 Order should be `CHANGE`, `FEATURE`, `ENHANCEMENT`, and `BUGFIX`
 
+## unreleased
+
+* [ENHANCEMENT] Allow usage of HTTP_PROXY and HTTPS_PROXY. #216
+
 ## v0.10.4
 
 * [CHANGE] Update go image to v1.16.8. #213

pkg/client/client.go

@@ -72,7 +72,10 @@ func New(cfg Config) (*CortexClient, error) {
 	}
 
 	if tlsConfig != nil {
-		transport := &http.Transport{TLSClientConfig: tlsConfig}
+		transport := &http.Transport{
+			Proxy:           http.ProxyFromEnvironment,
+			TLSClientConfig: tlsConfig,
+		}
 		client = http.Client{Transport: transport}
 	}