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The "http-client" egg always used a HTTP_PROXY environment variable to determine whether HTTP traffic should be routed via a proxy, even when running as a CGI process. Under several web servers this would mean a user-supplied "Proxy" header could allow an attacker to direct all HTTP requests through a proxy (also known as a "httpoxy" attack). This affects all versions of http-client before 0.10.
The "spiffy-cgi-handlers" egg would convert a nonexistent "Proxy" header to the HTTP_PROXY environment variable, which would allow attackers to direct CGI programs which use this environment variable to use an attacker-specified HTTP proxy server (also known as a "httpoxy" attack). This affects all versions of spiffy-cgi-handlers before 0.5.