Task: The user opens a link of the form http://mysite.ru/proxy=http://ya.ru/. The script returns all that Yandex yields, and all that needs to be loaded is also loaded via http://mysite.ru/proxy= For example: http://mysite.ru/proxy=http://ya.ru/styles.css
I see it as a search in the code of what the site gave (for example, ya.ru) all links and replace them with http://mysite.ru/proxy= {found url}
But suddenly there are already ready libraries.