For Linux/Mac
export _JAVA_OPTIONS="-DsocksProxyHost=<YourProxyHost> -DsocksProxyPort=<YourProxyPort>"
For Windows
set _JAVA_OPTIONS="-DsocksProxyHost=<YourProxyHost> -DsocksProxyPort=<YourProxyPort>"
Default Sock port is 1080
You will see something like this at the start:
Picked up _JAVA_OPTIONS: -DsocksProxyHost=127.0.0.1