aiohttp can be used with HTTP proxy already:
import asyncio
import aiohttp
@asyncio.coroutine
def do_request():
proxy_url = 'http://localhost:8118' # your proxy address
response = yield from aiohttp.request(
'GET', 'http://google.com',
proxy=proxy_url,
)
return response
loop = asyncio.get_event_loop()
loop.run_until_complete(do_request())