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An Agent is another computer that makes requests on your behalf and looks like it's coming from a proxy server rather than your machine.
Depending on which layer of the OSI model you want to broker on, all the protocols specified are available for the broker.
The third layer is IP camouflage, which hides various IP traffic. For the most part, it allows a private network to connect to the Internet, but again, your IP appears to come from a fake device, not a computer IP address.
There is also a VPN, in which your traffic is safely transmitted to another computer and then out again. VPNS will assign you an IP address from their network, and all traffic appears to be coming from that IP address.
SSH is interesting because its primary purpose is to establish shell connections to remote machines (thus, at Layer 7), but you can also establish a TCP connection through it (layer 4). When you connect to a local port on your machine, you can tell the SSH tunnel computer to connect to another server on another port. SSH encrypts computer traffic over SSH, and then the SSH tunnel computer sends traffic according to the configuration. You can also tell SSH to set up a SOCKS proxy that listens on a port (typically 1080) on the local computer, and the SSH tunnel computer establishes all connections according to the SOCKS protocol. All connections made in this way appear to come from SSH tunneling machines.
The SOCKS proxy is typically used to proxy TCP traffic, and applications must support the use of SOCKS. Again, at layer 4, the SOCKS protocol negotiates the remote hosts and ports that it wants to connect to. Connects from the SOCKS proxy server.
A single HTTP proxy is used to proxy HTTP(or Web) traffic (layer 7), which interprets the proxy HTTPGET(POST, etc.) request and rewrites it, possibly performing caching, adding header information and sending the request to you, and then modifying the response to add its own header information. In addition, it is not possible to cache HTTPS traffic, as HTTPS proxies only proxy TCP traffic (layer 4), but HTTPS proxies can be configured to deny connections to any port, allowing only well-known HTTPS ports to be used. Again, traffic is displayed from the proxy server, but the HTTP proxy adds x-Forwarded-For :head-for, which shows your real IP address (this may be bogus, but if you're running a Web server, this header can't be trusted).
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