Creating network proxy

So you want to capture incoming packets and then send them to a proxy server and then from the proxy server to the game server...

You will also need to figure out the handshake packets to when the proxy server connects to the game server , like some kind of authenication to say its a legit game client, does that make sense?

iOh i see now, that does seem kind of impossible without hooking the winsock functions, are you able to inject a dll and not get banned?, if so
in the send or sendto hook , you make the connection to the proxy server and send the hooked recv/recvfrom buffer to the proxy and make the hooked recv/recvfrom return 0;

here is a quick illistration

int WINAPI MySend(SOCKET s, const char*buf, int size, int flags)
{
//connect to the proxy
//send buf to the proxy

//return 0; , just return 0 back to send so it doesnt send the original
}