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A proxy maintains anonymity, i.e. the server replies to the proxy thinking that it is the client. now after receiving the reply fro the server, how does the proxy server forward the reply to the computer that originally made the request?

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"A proxy maintains anonymity" - no it doesn't, or at least that's not the main point of a proxy server. – RobM Apr 29 '12 at 13:04
@DJPon3 What is the main point of proxy? – Ashwin Apr 29 '12 at 14:27
@Ashwin - the main reasons proxies are put in place are 1) Access control, 2) Content Caching, and 3) Logging. – EEAA Apr 30 '12 at 9:22
What @ErikA said. Keep in mind you're asking your question on a website for sysadmins, so you're getting the opinions of sysadmins based on the types of proxies sysadmins install and maintain. Proxies that are designed for anonymity obviously do exist, but they're very much a sideline and not one that sysadmins tend to be interested in. I will say that if I was seeking anonymity, I'd be very wary of any open proxy server I saw touting their services on the web. – RobM Apr 30 '12 at 10:53
up vote 3 down vote accepted

The client establishes connection with proxy server and proxy server establishes connection with web server. The client sends his requests via his connection with proxy and receives the replies via same connection.

As for anonymity, not all proxy servers maintains it. Proxy servers can include a header like X-Forwarded-For which indicates the source IP of client.

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Even if the X-Forwarded for header is added, still the reply is sent to the proxy server's ip address and not the X-Forwarded for ip address right? – Ashwin Apr 30 '12 at 3:12
@Ashwin: Yes, the reply is sent from the web server to proxy IP address. This header can be useful sometimes when the web server needs to know the original sender (client). – Khaled Apr 30 '12 at 6:56
Doesn't the proxy server maintain assign a port number to my connection? So that the host replies to the proxy ip address + the port number. The proxy server on receiving the reply looks at the port number and maps it to the corresponding machine. – Ashwin Apr 30 '12 at 7:55

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