Capture network traffic through proxy with Appium and C#

I have spent a lot of time browsing for a solution to my problem: I am testing an Android app and will be testing the same app on iOS too very soon, using Appium and C#. My app receives response from the server, which I would want to go through a proxy so that I can sniff as part of my NUnit test to ensure that the response returned from the server is correct and compare it with the response I receive on the app (through SDK).

I understand I can use BrowserMob (using Automated Tester C# library) to do this on desktop browsers using Selenium but I cant find any info for doing this using Appium. 1. Firstly, is it possible to sniff network traffic going to the mobile app? 2. Are there any other possibilities that I should consider to achieve my goal?

I want the response to pass through the proxy so that I can assert my tests at run time. Please help/suggest.