直接运行这个程序就给本机建立了一个socks5的代理服务器。

代码实现：

import socket, sys, select, SocketServer, struct, time

class ThreadingTCPServer(SocketServer.ThreadingMixIn, SocketServer.TCPServer): pass
class Socks5Server(SocketServer.StreamRequestHandler):
    def handle_tcp(self, sock, remote):
        fdset = [sock, remote]
        while True:
            r, w, e = select.select(fdset, [], [])
            if sock in r:
                if remote.send(sock.recv(4096)) <= 0: break
            if remote in r:
                if sock.send(remote.recv(4096)) <= 0: break
    def handle(self):
        try:
            print 'socks connection from ', self.client_address
            sock = self.connection
            # 1. Version
            sock.recv(262)
            sock.send(b"\x05\x00");
            # 2. Request
            data = self.rfile.read(4)
            mode = ord(data[1])
            addrtype = ord(data[3])
            if addrtype == 1:       # IPv4
                addr = socket.inet_ntoa(self.rfile.read(4))
            elif addrtype == 3:     # Domain name
                addr = self.rfile.read(ord(sock.recv(1)[0]))
            port = struct.unpack('>H', self.rfile.read(2))
            reply = b"\x05\x00\x00\x01"
            try:
                if mode == 1:  # 1. Tcp connect
                    remote = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
                    remote.connect((addr, port[0]))
                    print 'Tcp connect to', addr, port[0]
                else:
                    reply = b"\x05\x07\x00\x01" # Command not supported
                local = remote.getsockname()
                reply += socket.inet_aton(local[0]) + struct.pack(">H", local[1])
            except socket.error:
                # Connection refused
                reply = '\x05\x05\x00\x01\x00\x00\x00\x00\x00\x00'
            sock.send(reply)
            # 3. Transfering
            if reply[1] == '\x00':  # Success
                if mode == 1:    # 1. Tcp connect
                    self.handle_tcp(sock, remote)
        except socket.error:
            print 'socket error'
def main():
    server = ThreadingTCPServer(('', 1080), Socks5Server)
    server.serve_forever()
if __name__ == '__main__':
    main()

参考推荐：

Python写socks5服务器端

socks4/socks5 代理检测