Support ALL_PROXY environment variable in urllib

GitHub fields:

assignee = None
closed_at = None
created_at = <Date 2019-01-31.13:35:34.940>
labels = ['3.8', 'type-feature', 'library']
title = 'Support ALL_PROXY environment variable in urllib'
updated_at = <Date 2019-02-01.08:46:38.051>
user = 'https://bugs.python.org/OlehKhoma'

bugs.python.org fields:

activity = <Date 2019-02-01.08:46:38.051>
actor = 'ronaldoussoren'
assignee = 'none'
closed = False
closed_date = None
closer = None
components = ['Library (Lib)']
creation = <Date 2019-01-31.13:35:34.940>
creator = 'Oleh Khoma'
dependencies = []
files = []
hgrepos = []
issue_num = 35868
keywords = []
message_count = 4.0
messages = ['334627', '334643', '334653', '334657']
nosy_count = 5.0
nosy_names = ['ronaldoussoren', 'orsenthil', 'SilentGhost', 'Windson Yang', 'Oleh Khoma']
pr_nums = []
priority = 'normal'
resolution = None
stage = None
status = 'open'
superseder = None
type = 'enhancement'
url = 'https://bugs.python.org/issue35868'
versions = ['Python 3.8']