Add WebSocket proxy support for Binance data client

[huangqingchi]

Problem

BinanceDataClientConfig.proxy_url works for Binance REST requests, for example loading instruments from:

https://fapi.binance.com/fapi/v1/exchangeInfo

However, Binance WebSocket market streams still connect directly to:

wss://fstream.binance.com/...

This causes failures in proxy-only network environments.

Observed behavior

With proxy_url="http://127.0.0.1:9999":

• REST instrument loading succeeds.
• DataClient-BINANCE: Connected is logged.
• subscribe_trade_ticks() then fails when opening the WebSocket connection.

Example error:

WebSocketClientError(IO error: connection attempt failed / os error 10060)                                                                                                                                                                                           
                                                                                                                                                                                                                                                                     
### Expected behavior                                                                                                                                                                                                                                                
                                                                                                                                                                                                                                                                     
Binance WebSocket clients should support an explicit WebSocket proxy configuration, for example:                                                                                                                                                                     
                                                                                                                                                                                                                                                                     
BinanceDataClientConfig(                                                                                                                                                                                                                                             
    proxy_url="http://127.0.0.1:9999",      # REST                                                                                                                                                                                                                   
    ws_proxy_url="http://127.0.0.1:9999",   # WebSocket                                                                                                                                                                                                              
)                                                                                                                                                                                                                                                                    
                                                                                                                                                                                                                                                                     
or another adapter-level config field consistent with the existing config style.                                                                                                                                                                                     
                                                                                                                                                                                                                                                                     
### Why this matters                                                                                                                                                                                                                                                 
                                                                                                                                                                                                                                                                     
In some regions or deployment environments, Binance REST and WebSocket endpoints are only reachable through an HTTP/SOCKS proxy. Currently REST can be proxied, but WebSocket market data cannot.                                                                    
                                                                                                                                                                                                                                                                     
### Verification                                                                                                                                                                                                                                                     
                                                                                                                                                                                                                                                                     
A direct Python websockets.connect(..., proxy="http://127.0.0.1:9999") call can successfully receive Binance Futures aggTrade data from:                                                                                                                             
                                                                                                                                                                                                                                                                     
The failure only occurs through NautilusTrader's Binance WebSocket client because the adapter does not expose or pass a WebSocket proxy option.

### Related issue

Possibly related to:

- https://github.com/nautechsystems/nautilus_trader/issues/3124

That issue added/wired proxy_url for HTTP adapters, but Binance WebSocket market streams still appear to connect directly.

[cjdsellers]

Hi @huangqingchi,

Thanks for the detailed report.

Rather than adding a separate ws_proxy_url, I went with consolidating a single proxy_url field on each adapter config that covers both REST and WebSocket (HTTP CONNECT tunnel on the WS side).

Now rolled the same plumbing across the remaining adapters (Bybit, OKX, Coinbase, Kraken, Deribit, BitMEX, dYdX, Hyperliquid, and others) so the field is uniform. This is a breaking change, although for a lesser used field and this is the better API.

Fix landed on develop. Please let me know how it works for you when/if you get the chance to test.