[Inori]

A few things I'd add:

• For maximum v2/v3 compatibility, and general code convention, it's common to define methods in your script in order of dependency. I.e.,
  
  Code:

  def save_valid_proxy(proxy): ... def process_proxy(): ... ... ...
• chain your imports
  
  Code:

  import argparse,requests,sys,time
• don't import unneeded methods and classes; all you need from argparse is the ArgumentParser method
  
• making this a library would be cool. Like, one other programmers can import and use, negating the CLI
  
• the if __name__=="__main__": ... convention isn't totally needed, a main() method works fine
  
• try using packages; it's easier to maintain your code, and easier for other devs to understand
  
• publish to PyPI or github to spread it further. (PyPI can create executables for your program, creating a system-wide CLI, as opposed to one you need to run from the directory it's in)