The recent addition of python-socks required it to be a dependency. This
was mentioned in #728. Additional changes were made to prevent python-socks from becoming a required dependency for every install, so now it is only required for SOCKS proxy usage.

Additionally, because echo.websockets.org was experiencing downtime
issues during this fix, echo.websockets.org was replaced in unit tests with a local echo server from the Python websockets library. This should speed up tests, avoid test errors cause by external website downtime, and reduce traffic to echo.websocket.org caused by this project.

Due to the ongoing license change process in #697, PR #417 from @jhtitor
needed to be removed. PR #417 added SOCKS proxy support using
PySocks, which is the most popular Python SOCKS proxy and is
used by libraries such as 'requests' and 'urllib3'. However, as of
mid-2021, PySocks has not seen any activity since Sep 2019 and has
several open issues. Because PySocks does not appear to be maintained
and has no forks that are actively trying to replace the old
repository, python-socks may be a better choice going forward. Although
python-socks is a newer project, it has good code coverage and recent commits from earlier this year (2021).