@Override public void setRequestMethod(String method) throws ProtocolException {
    if (!METHODS.contains(method)) {
      throw new ProtocolException("Expected one of " + METHODS + " but was " + method);
    }
    this.method = method;
  }
Returns true if either:
<ul>
  <li>A specific proxy was explicitly configured for this connection.
  <li>The response has already been retrieved, and a proxy was {@link
      java.net.ProxySelector selected} in order to get it.
</ul>

<p><strong>Warning:</strong> This method may return false before attempting
to connect and true afterwards.
gateway/platforms/servlet/src/main/java/io/apiman/gateway/platforms/servlet/connectors/ok/HttpURLConnectionImpl.java