We test Livy at work using it only in batch mode in order to have a spark gateway. We use the last tagged version 0.4.0-incubating. We use the REST API, as described here : http://livy.incubator.apache.org/docs/latest/rest-api.html
In the POST /batches request, we set the proxyUser parameter but Livy seems to ignore it.
I don't speak scala so I'm a little lost to see if there is a bug in the source code.