I wrote a tiny HTTP proxy in Python in September, 2001. It was for Python 2.1 on BeOS R5 originally, and has been working well ever since in every version of Python 2 on almost every platform, including macOS and Windows 2000/XP/7/10. I posted it to python-list on 17 June, 2003. It was once available at http://www.oki-osk.jp/esc/python/proxy/ from 2006 to 2017.
Now I have revised the proxy so that it can run on both Python 2.7 and Python 3.7.
I hope the code of the proxy is short enough to be self-explanatory.
If your LAN is narrow or unstable, it would be better to increase the
default value of max_idling in _read_write() from 20 to, say, 100.
$ python ./TinyHTTPProxy.py
Any clients will be served...
Serving HTTP/1.0 on 0.0.0.0 port 8000 ...