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Currently krakenex will not work with a proxy/behind a proxy without code change cause it's https requests are based on http.client and urllib.
Best would be to have it based on requests. There the system/OS proxy settings are automatically used.
What I did for krakenex was to change the connection.py. With a proxy at : myserver:1111 it has to be changed from
self.conn = http.client.HTTPSConnection(uri, timeout = timeout)
to
self.conn = http.client.HTTPSConnection("myserver:1111", timeout = timeout)
self.conn.set_tunnel(uri)
ywatanabex