When using ssh, you often have to use proxy server. For example, when you are at work you can directly connect to every sever (ex: server-i with i from 1 to n) on the local-network, but from home only few of those are connected to the Internet (ex: only server-1). Thus you need to first connect to one server accessible from the Internet (server-1) in order to secondly connect to another server of your work local-network which is not (server-i with i from 2 to n).
In a typical ssh configuration file you will have two way to connect to server-2:

  • from your work:
Host server-2
    Hostname            server-2.com
    Port                22
    User                username
    ServerAliveInterval 3600
    ControlMaster       auto
    ControlPersist      yes
    ControlPath         ~/.ssh/socket-%r@%h:%p
  • from elsewhere:
Host server-2.proxy
    ProxyCommand        ssh -e none server-1 exec nc %h %p 2>/dev/null
    Hostname            server-2.com
    Port                22
    User                username
    ServerAliveInterval 3600
    ControlMaster       auto
    ControlPersist      yes
    ControlPath         ~/.ssh/socket-%r@%h:%p

Using the sed command and you ssh configuration file you can easily configure your server such that happening for example .proxy to a server name will pipe the connection through the server proxy.
To do just that edit out ~/.ssh/config file to add the following sections:

Host proxy
    Hostname            server-1.com
    ProxyCommand        none
    User                username
    ControlMaster       auto
    ControlPersist      yes
    ControlPath         ~/.ssh/master-%r@%h:%p

Host *.proxy
    ProxyCommand        ssh -aY proxy 'nc -w 900 `echo %h | sed s/\\.proxy$//` %p'
    ForwardAgent        yes
    TCPKeepAlive        yes
    ControlPersist      yes
    ServerAliveInterval 3600