How to proxy a request to a site made by the sendto function?

Question

Python

I am writing a script that will have to make a request to the site. To do this, I took the socket module, I decided to use for the request sendto(data,(url, port)). But now I have a question, how to make a proxied request (with this function). I have a proxy, I just don't know how to pass them to this function