If its HTTP, sure, but it's hard. HTTP proxies are rather difficult to code (many of the things that are optional for clients and servers to handle are required for proxies). Fortunatly, there are HTTP proxies already written, and you can probably use one of them.

If it's a customized protocol, then it might be easier.

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I wanted to explore how Perl's closures can be manipulated, and ended up creating an object system by accident.
-- Schemer

Note: All code is untested, unless otherwise stated