Using a local Socks proxy for intercepting traffic and adding custom headers

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My usecase is to build a library that inserts a PPV2 header that the client (using the library) would provide. I want this to library to be as language agnostic as possible. Would it be possible to run a local proxy server that takes some config and adds this header?

I was thinking of using a SOCKS proxy server and perhaps use the username/pass field for metadata. Since its a library, there wouldn't be a need for Auth anyways. But I'm not sure if using the username field like this is a good idea. Is there a better approach?

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