config: add Dialer option to connect through a proxy

[HaoweiCh]

import "golang.org/x/net/proxy"

if dialer, err := proxy.SOCKS5("tcp", "192.168.3.1:23456", nil, nil); err != nil {
	log.Fatal(err)
} else {
	cfg..Dialer = dialer
}

[gknw]

I want to vote for accept this PR. We are looking for a way to manage NSQ connection, and a custom dialer solved (partially) our problem. It's a convenient thing.

[mreiferson]

Left a few comments, thanks!

[mreiferson]

We need to decide how to handle configuration specified for this opt, e.g. for command line utilities in nsqd that use --consumer-opt.

See: https://github.com/nsqio/nsq/blob/master/apps/nsq_to_file/nsq_to_file.go#L131-L135

And an example of how we handle tls_config: https://github.com/nsqio/go-nsq/blob/master/config.go#L388-L475

[mreiferson]

Correct, this does conflict. We should probably error when a dialer and either of those two config fields are set.

[mreiferson]

Let's use:

Dialer will be called to connect to an nsqd when set, e.g. through a proxy