added few lines in docs

docs/client.rst

@@ -284,6 +284,8 @@ post requests togethere::
  >>> r = yield from aiohttp.request('get', 'http:https://python.org')
  >>> yield from aiohttp.request('post', 'http:https://httpbin.org/post', data=r.content)
 
+.. _client-keep-alive:
+
 Keep-Alive and connection pooling
 ---------------------------------
 
@@ -309,18 +311,30 @@ Proxy support
 
 aiohttp supports proxy. You have to use :class:`aiohttp.connector.ProxyConnector`::
 
- >>> conn = aiohttp.ProxyConnector(proxy="http:https://some.proxy.com")
- >>> r = yield from aiohttp.request('get', 'http:https://python.org', connector=conn)
+ >>> conn = aiohttp.ProxyConnector(proxy="http:https://some.proxy.com")
+ >>> r = yield from aiohttp.request('get', 'http:https://python.org', connector=conn)
+
+``ProxyConnector`` also supports proxy authorization::
+
+ >>> conn = aiohttp.ProxyConnector(
+ ... proxy="http:https://some.proxy.com",
+ ... proxy_auth=aiohttp.BasicAuth('user', 'pass'))
+ >>> r = yield from aiohttp.request('get', 'http:https://python.org', connector=conn)
+
+Auth credentials can be passed in proxy URL::
+
+ >>> conn = aiohttp.ProxyConnector(proxy="http:https://user:[email protected]")
+ >>> r = yield from aiohttp.request('get', 'http:https://python.org', connector=conn)
 
 
 Response Status Codes
 ---------------------
 
 We can check the response status code::
 
-  >>> r = aiohttp.request('get', 'http:https://httpbin.org/get')
-  >>> r.status
-  200
+ >>> r = aiohttp.request('get', 'http:https://httpbin.org/get')
+ >>> r.status
+ 200
 
 
 Response Headers
@@ -370,6 +384,22 @@ parameter::
  >>> r.text
  '{"cookies": {"cookies_are": "working"}}'
 
+With :ref:`connection pooling<client-keep-alive>` you can share cookies between
+requests::
+
+ >>> conn = aiohttp.connector.TCPConnector(share_cookies=True)
+ >>> r = yield from aiohttp.request('get', 'http:https://httpbin.org/cookies/set?k1=v1',
+ ... connector=conn)
+ >>> r.text
+ '{"cookies": {"k1": "v1"}}'
+ >>> r = yield from aiohttp.request('get', 'http:https://httpbin.org/cookies',
+ ... connection=conn)
+ >>> r.text
+ '{"cookies": {"k1": "v1"}}'
+
+.. note::
+ By default ``share_cookies`` set to ``False``.
+
 
 Timeouts
 --------