http proxy

простой

local function handler(sock_in)
  local line = sock_in:receive('*l')

  -- where to?
  local url = string.match(line, 'http://([%a%d\.-]+):*%d*/')
  local port = string.match(line, 'http://[%a%d\.-]+:(%d+)/')
  local sock_out = socket.connect(url, port or 80)

  repeat
    if line then sock_out:send(line..'\r\n') end
    line = sock_in:receive('*l')
  until line == ''
  sock_out:send('Connection: close\r\n')
  sock_out:send('\r\n')

  local response = sock_out:receive('*a')
  if line then sock_in:send(response) end
end

server = socket.bind('localhost', PORT)

while true do
  local sock_in = server:accept()
  handler(sock_in)
end

с copas

local function handler(sock_in)
  sock_in = copas.wrap(sock_in)
  local line = sock_in:receive('*l')

  -- where to?
  local url = string.match(line, 'http://([%a%d\.-]+):*%d*/')
  local port = string.match(line, 'http://[%a%d\.-]+:(%d+)/')
  local sock_out = socket.connect(url, port or 80)

  repeat
    if line then sock_out:send(line..'\r\n') end
    line = sock_in:receive('*l')
  until line == ''
  sock_out:send('Connection: close\r\n')
  sock_out:send('\r\n')

  local response = sock_out:receive('*a')
  if line then sock_in:send(response) end
end

server = socket.bind('localhost', PORT)

while true do
  local sock_in = server:accept()
  handler(sock_in)
end

copas.addserver(socket.bind('localhost', PORT), handler)
copas.loop()

совсем с copas

local function handler(sock_in)
  sock_in = copas.wrap(sock_in)
  local line = sock_in:receive('*l')

  -- where to?
  local url = string.match(line, 'http://([%a%d\.-]+):*%d*/')
  local port = string.match(line, 'http://[%a%d\.-]+:(%d+)/')
  local sock_out = socket.connect(url, port or 80)
  sock_out = copas.wrap(sock_out)

  repeat
    if line then sock_out:send(line..'\r\n') end
    line = sock_in:receive('*l')
  until line == ''
  sock_out:send('Connection: close\r\n')
  sock_out:send('\r\n')

  local response = sock_out:receive('*a')
  if line then sock_in:send(response) end
end

server = socket.bind('localhost', PORT)

while true do
  local sock_in = server:accept()
  handler(sock_in)
end

copas.addserver(socket.bind('localhost', PORT), handler)
copas.loop()