How to use a proxy in PowerShell

$secure = ConvertTo-SecureString "PASSWORD" -AsPlainText -Force
$cred   = [pscredential]::new("USERNAME", $secure)

$params = @{
  Uri             = "https://api.ipify.org?format=json"
  Proxy           = "http://HOST:PORT"
  ProxyCredential = $cred
  TimeoutSec      = 30
}
(Invoke-RestMethod @params).ip

Invoke-RestMethod "https://api.ipify.org" -Proxy "socks5://HOST:PORT" -ProxyCredential $cred

# Windows: save for your user, then open a new pwsh window
[Environment]::SetEnvironmentVariable("HTTP_PROXY", "http://USERNAME:PASSWORD@HOST:PORT", "User")
[Environment]::SetEnvironmentVariable("HTTPS_PROXY", "http://USERNAME:PASSWORD@HOST:PORT", "User")

# in the new window:
Invoke-RestMethod https://api.ipify.org
Invoke-RestMethod https://api.ipify.org -NoProxy   # skip the proxy for one call

$proxy = New-Object System.Net.WebProxy("http://HOST:PORT")
$proxy.Credentials = New-Object System.Net.NetworkCredential("USERNAME", "PASSWORD")
[System.Net.WebRequest]::DefaultWebProxy = $proxy

Invoke-RestMethod https://api.ipify.org

$p = @{ Proxy = "http://HOST:PORT"; ProxyCredential = $cred }

Invoke-RestMethod "https://example.com/login" -Method Post -Body @{ email = "me@example.com" } -SessionVariable shop @p | Out-Null
Invoke-RestMethod "https://example.com/account" -WebSession $shop @p

Invoke-RestMethod https://api.ipify.org -Proxy "http://HOST:PORT" -ProxyCredential $cred
Invoke-RestMethod https://api.ipify.org -NoProxy