MyLocalMachine ---> MiddleMachine --(netcat)--> AnotherMachine
 ('localhost')       ('1.1.1.1')                 ('2.2.2.2')

cli = paramiko.SSHClient()
cli.set_missing_host_key_policy(paramiko.AutoAddPolicy())
proxy = paramiko.ProxyCommand('ssh user@1.1.1.1 nc 2.2.2.2 22')
cli.connect(hostname='2.2.2.2', username='user', password='pass', sock=proxy)