There is way too much feature gating logic to me.

1. We shouldn't have a method like new_proxy_ssl, just have a single method that starts an electrum TLS connection given a TcpStream. Of course then we have a convenience method to do the initial connection to a url string if they don't want proxies. But if they do then it's fine to have them set up the proxy connection themselves.
2. Do we even need openssl as a dependency at all? If someone wants to use socks5 then can depend on openssl themelves or use one of the many pure rust socks5 client libraries like socks5-client. We can have an example showing how to do tor. IMO it'd be better to try and use socks5-client rather than openssl. For TLS we can just be opinionated and use rustls.

This seems like something you would want to do anyway @oleonardolima for arti?

I'll turn this into an issue that I think we should tackle first.

Originally posted by @LLFourn in #138 (comment)