To be clear it needs root privilege.
If you want non-root version please check VProxid.
RProxid allows you to:
RProxid is a Proxifier like tool on the Android platform.
RProxid allows network applications that do not support working through proxy servers to operate through a SOCKS or HTTP(S) proxy.
With RProxid you can easily tunnel all TCP/UDP connections on the selected application(s) to different proxy servers it means RProxid can set different proxy for each application and they can work in parallel.
Support batch provision by json text.
For some types of phone please change the battery settings to make sure RProxid will not be killed by the System.