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Guide to building an AI reverse proxy that centralizes control of LLM traffic—securing keys, enforcing per-key rate limits, enabling A/B routing and automatic failover across cloud and local models—while delivering rich observability via structured logs and Bash/jq/GoAccess. Includes step-by-step Nginx (plus HAProxy) setup, TLS, log rotation, hardening, and troubleshooting to cut costs and boost reliability without app changes.