I've used this in the past for manipulating data on the fly for testing and it worked out nicely. I wrote a little program that can redirect requests, so instead of going to production they go to a local server or to a QA environment. Helpful for testing javascript libraries that get included in third party pages around the internet (like Google analytics or ad code).
Goproxy was really performant and easy to use compared to other solutions. (https://mitmproxy.org/ had some performance problems/memory leaks).
mitmproxy keeps all requests in memory, so that you can browse them quickly. If you want better performance, you can just swap "mitmproxy [args]" with "mitmdump [args]" and get all features in a headless mode which scales well and keeps a low constant memory profile.
goproxy (https://github.com/elazarl/goproxy) has even more...