rproxy is a blazing fast cross-platform transparent TCP&UDP proxy. No bullshit, extremely simple and just out of the box.
cargo install rproxy
rproxy: A platform neutral asynchronous UDP/TCP proxy
Options:
-r, --remote <host>:<port>
The remote endpoint. e.g. www.xxx.yyy:443
-b, --bind <ip>:<port>
The address to be listened. 0.0.0.0:33333 by default
-p, --protocol TCP|UDP
Protocol of the communication, UDP by default
-d, --debug Enable debug mode