Sometimes we must access some network or host through a proxy or many proxies. But it is a fact that not all the software support all the kinds of proxies, and the condition may be more complex if there are kinds of proxies we have to connect to them one by one. 

Is there a good solution for this?

If you use windows as your prime computer, you should be lucky enough, because NEC has developed a free software called SocksCap, which can solve the problem where there is only one proxy. Less is better than none, isn't it? It is sad that this word "free" only means free of charge, not open source, so we can't find the idea in this software through reading the source code of it.

If you prefer unix/linux to windows, it isn't too bad since there are some open souce implementations like SocksCap. They are tsocks and proxychains. By the way, there is another way to do this task, and it is that redirecting the connection to a proxy client server. Transproxy and s5snake belong to this kind.

Then why do I re-invent the wheel again?

Two reason:
  1. A new module architecture, so it is easy to extend it, and adding a new proxy protocol isn't so difficult any more.
  2. It is just a practice and I just play it for fun and personal requirement.

Current features:
1. TCP connection only.
2. HTTP-CONNECT, SOCKS4 and SOCKS5.
3. Proxies over one hop and mixed types.
4. Powerful ACLs.
5. Multi-Threading friendly.