将TCP数据包发送到代理

I've familiar with HTTP_PROXY and defining a DefaultTransport to proxy HTTP requests. But I can't find anything about how to do the same for TCP. Is this possible? Or do I have to rely on on the proxy itself to forward the packet?

This is possible but not with an HTTP Proxy. You want a SOCKS proxy. Check out the https://godoc.org/golang.org/x/net/proxy package that provides a SOCKS5 Dialer.

package main

import (
    "fmt"
    "os"

    "golang.org/x/net/proxy"
)

var (
    proxy_addr  = "my.socks.proxy.local:8088"
    remote_addr = "chat.freenode.net:6697"
)

func main() {
    dialer, err := proxy.SOCKS5("tcp", proxy_addr, nil, proxy.Direct)
    if err != nil {
        fmt.Fprintln(os.Stderr, "proxy connection error:", err)
        os.Exit(1)
    }
    conn, err := dialer.Dial("tcp", remote_addr)
    if err != nil {
        fmt.Fprintln(os.Stderr, "remote connection error:", err)
        os.Exit(1)
    }
    defer conn.Close()

    // communicate with remote addr here
}