I just found a solution

use IO::Socket::Socks::Wrapper (
                       'HTTP::Tiny::Handle::connect()' => { 
                        ProxyAddr => 'localhost',
                        ProxyPort => 1510,
                        SocksVersion => 4,
                        Timeout => 15
                }
        );
[download]

Then you just use Tiny normally as you like. The performance decreased but still faster than LWP. I will check the performance of WWW::Curl