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The reverse proxy feature for WebSockets in Nest JS allows the server application to be run behind a reverse proxy that is responsible for handling WebSockets. The reverse proxy acts as a middleman between the server and the client, forwarding WebSocket requests and responses between them. This feature allows for the use of a load balancer for scaling and distributing traffic across multiple servers, as well as providing an additional layer of security. It also helps with handling cross-domain requests and providing SSL encryption. Nest JS provides built-in support for several reverse proxies, including Nginx, Apache, and HAProxy.