Is a device that sits in the middle of a connection and acts as a mediator that can inspect the contents of the traffic passing through it.
If it cannot inspect the traffic then we are instead talking of a gateway.
Most proxies operator at layer 7 of the OSI model.
A proxy is called transparent if the client knows about the existence of the proxy services, and is otherwise called non-transparent.
Types
Forward Proxy
A proxy that a client makes a request to, which the proxy manages before transmitting it on the internet, .e.g a company computer that does not have direct access to the internet but must make its request via a web filter.

Reverse Proxy
A proxy that manages incoming traffic before transmitting it to the client, e.g. to protect against DDoS Attacks or malware.

Implementations
- Burb Suite, which is both a forward and reverse proxy.
- OWASP Zed Attack Proxy (ZAP), which is both a forward and reverse proxy.