When should use CONNECT or GET HTTP method to request a URL at HTTP Proxy Server? Someone know which use?
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I'm building a WebClient library, now I'm implement a proxy feature, so making some research I saw some code use CONNECT method to request a URL.

But sniff my web browser, it don't use CONNECT verb, it's call GET method instead.

So I'm confuse, finaly, When I should use both methods?