you could use an additional parameter in a req frame for this proxy relay. instead of just having [reqid, request], you would have [relayurl,reqid,request] the relay proxy manage connections for you and your client can drop the same logic (almost) but connect to just one relay. response should also have the relayurl, so the client can tell which relay connected correctly. needs auth etc.

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the problem for this approach is the too many concurrent req error. if your proxy serve too many concurrent user at the same time. this is fine if each user use their own proxy, ie self host.