Unless you are trying to reduce the volume of data transferred don't bother.
The antminers perform well without it.  I am based in Oz and was using a proxy and found I was getting stale shares.  Removed the proxy and no stale shares.
Proxy was running on a high-end PC, on the same switch with no connectivity issues.

If you are after a guide, visit nicehash (asic setup), they have a section on proxies.