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To implement an nginx cache proxy in a Docker container with OpenAI, you can follow the steps below:

1. First, create a new Dockerfile:

FROM nginx

RUN rm /etc/nginx/conf.d/*
COPY nginx.conf /etc/nginx/

1. Create the nginx.conf file with the following content:

http {
  proxy_cache_path /var/cache/nginx levels=1:2 keys_zone=cache:10m inactive=60m;
  proxy_cache_key "$scheme$request_method$host$request_uri$is_args$args";
  server {
    listen 80;
    location / {
      proxy_pass http://upstream;
      proxy_cache cache;
      proxy_cache_valid 200 5m;
      proxy_cache_valid 404 1m;
    }
  }
}

1. You can now build the Docker image with the following command:

docker build -t mynginx .

1. Next, you can run the Docker container with the docker run command, and specify the upstream server:

docker run -d --name mynginx -p 80:80 -e UPSTREAM_SERVER=your_upstream_server -v /var/cache/nginx:/var/cache/nginx mynginx

In the command above, the -e flag is used to pass an environment variable to the Docker container, and the -v flag is used to mount a volume to save the cached data.

1. Finally, you can test the nginx cache proxy by accessing the Docker container's IP address in your web browser.

Note: Make sure your upstream server is configured to return appropriate cache control headers to enable caching as per your requirements.