Whilst we support proxies for individual transports using the HttpProxyTransport and SocksProxyTransport we do not provide a single setting that puts everything through the proxy.
We advise that using the Java platform proxy settings would be more preferable than these APIs. Especially since the documentation states, at least for SOCKS proxy, "In effect, in the Java(tm) platform setting a SOCKS proxy server will result in all TCP connections to go through that proxy, unless other proxies are specified"
https://docs.oracle.com/javase/7/docs/api/java/net/doc-files/net-properties.html
Thus SOCKS could be used system wide without modifying your code.