In my case, i want to have a generic proxy server to proxy some static asserts which had been reseted by China GFW.

Give a detail example, SwitchyOmega is famous proxy client on Chrome, theres an option you can set for Auto Proxy, you need provide a url so that SwitchyOmega can auto download from it.

The good news is that theres already exist a service on github to provide a rule file called gfwlist/gfwlist, but the bad news is github some times not reachable because of the GFW, so if you have a proxy server, you can just use it to proxy github file.

Here is my solution for that:
https://go.dist.pub/raw.githubusercontent.com/gfwlist/gfwlist/master/gfwlist.txt

You can see the origin url just follow a domain name, its simple and powerful. Also i setup a magic on schema, it will go through to the destination server.

What does it mean?

It means the middle proxy server will request to github follow the origin request schema like below:
https://raw.githubusercontent.com/gfwlist/gfwlist/master/gfwlist.txt

Thats all!

server {
    ...
    set $real_host 'localhost';
    if ($request_uri ~* ^/(.+?)/(.*)$) {
        set $real_host $1;
    }
    if ($real_host = 'localhost') { return 204; }
    if ($real_host = '127.0.0.1') { return 204; }
    if ($real_host ~* ^localhost\:) { return 204; }
    if ($real_host ~* ^127.0.0.1\:) { return 204; }

    location / {
        proxy_set_header Host $real_host;
        proxy_set_header X-Real-Ip $remote_addr;
        proxy_set_header X-Forwarded-For $remote_addr;
        proxy_pass "$scheme:/$request_uri";
        ...
    }
}