Feature issue #479

[AllenX2018]

Fixes #479

Summary of Changes

1.custom proxy connect header

[AllenX2018]

@elithrar Could you pls help to review this pr?
Add Upgrader.NegotiateSubprotocols #480 ;
// NegotiateSubprotocol returns the negotiated subprotocol for the handshake
// request. If the returned string is "", then the the Sec-Websocket-Protocol header
// is not included in the handshake response. If the function returns an error, then
// Upgrade responds to the client with http.StatusBadRequest.
// If this function is not nil, then the Upgrader.Subportocols field is ignored.
Improve upgrader documentation regarding protocols #404