add stdio-http proxy example

[ochafik]

Example proxy wrapper around an stdio MCP server that expose it as a Streamable HTTP endpoint on the web (+ gives example usage guidelines w/ the Claude API)

This shows how to do transport-level proxying. A subsequent example will delve into higher-level proxying (w/ support for augmentations / filtering / etc).

Motivation and Context

Provide canonical code for simple transport-level proxying (lots of options on the web), and simple, preliminary security guidelines.

This is the full code of the upcoming tutorial in modelcontextprotocol/modelcontextprotocol#918

How Has This Been Tested?

Local testing + Claude API testing

Breaking Changes

None

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)
• Documentation update

Checklist

• I have read the MCP Documentation
• My code follows the repository's style guidelines
• New and existing tests pass locally
• I have added appropriate error handling
• I have added or updated documentation as needed