[WordPress] What Does It Mean to Use WordPress as a Proxy?

00-wp_ajax_get_all_data.php

<?php

add_action( 'wp_ajax_get_all_data', 'get_all_data' );
/**
 * Retrieves the requested data from the specified URL 
 * returns the values in JSON.
 */
function get_all_data() {
  // TODO
}

01_get_columns.js

var _get_columns = function() {

	// Don't forget to use a nonce or security value here.
	var data = {
		'action':   'get_all_columns'
    		'security': '<?php echo wp_create_nonce( "acme-security-ajax-nonce" ); ?>'
	};

	// TODO Check for error logging if the response value doesn't exist.
	$.get( ajaxurl, data, function( response ) {

		response = $.parseJSON( response );
		// Your custom functionality here
	});
};

02-wp_ajax_get_all_data.php

<?php

add_action( 'wp_ajax_get_all_data', 'get_all_data' );
/**
 * Retrieves the requested data from the specified URL 
 * returns the values in JSON.
 */
function get_all_data() {

  // Note $url is up to you.
  $curl = curl_init( $url );
  
  curl_setopt( $curl, CURLOPT_RETURNTRANSFER, 1 );                         
  curl_setopt( $curl, CURLOPT_HTTPAUTH, CURLAUTH_ANY );                    
  curl_setopt( $curl, CURLOPT_SSL_VERIFYPEER, false );                          
  curl_setopt( $curl, CURLOPT_FOLLOWLOCATION, true );                           
  
  $response     = curl_exec( $curl );                                          
  $resultStatus = curl_getinfo( $curl );                                   

  if( 200 !== $resultStatus['http_code'] ) {
    echo 'Call Failed '.print_r( $result_status );                         
  }
  curl_close( $curl );
  
  echo json_encode( utf8_encode( $response ) ); 
  wp_die();
}