Python3 Slack RTMClient in not working behind proxy - python-3.x

Question

I am trying to create a simple Python bot for my project. Everything is working fine on my localhost, but the same code stops working behind the network firewall which needs environment proxy to be set.
from slack import RTMClient
proxy='http://XXXX:NNNN'
token='XXXX'
class Botso():
def __init__(self):
self.proxy=self.get_proxy()
self.rt= RTMClient(
token=token,
connect_method='rtm.start',
proxy=self.proxy
)
def get_proxy(self):
host=socket.gethostname()
if "internal" in host:
return None
elif "XXX" in host:
return proxy
#RTMClient.run_on(event="message")
def say_hello(**payload):
data = payload['data']
web_client = payload['web_client']
if 'text' in data and 'hii' in data['text']:
channel_id = data['channel']
thread_ts = data['ts']
user = data['user'] # This is not username but user ID (the format is either U*** or W***)
web_client.chat_postMessage(
channel=channel_id,
text=f"Hi <#{user}>!"
#thread_ts=thread_ts
)
if __name__ == '__main__':
botso=Botso()
botso.rt.start()
The error I am getting while initializing the RTMClient is
Traceback (most recent call last):
File "botso.py" , in <module>
botso.rt.start()
File "/usr/lib64/python3.6/http/client.py", line 974, in send
self.connect()
File "/usr/lib64/python3.6/http/client.py", line 1407, in connect
super().connect()
File "/usr/lib64/python3.6/http/client.py", line 950, in connect
self._tunnel()
File "/usr/lib64/python3.6/http/client.py", line 929, in _tunnel
message.strip()))
OSError: Tunnel connection failed: 403 Forbidden
I have other code in the same environment which uses the same proxy to send slack messages and works fine bu using request api.
params={
'token': self.slack_token,
'types': ['public_channel','private_channel']
}
slack_url='https://slack.com/api/conversations.list'
response = requests.get(url=slack_url,params=params,proxies=self.proxy).json()
How can we make the RTMClient work with proxy and Python3.
Couldn't find much help in slack API documents.