So far I was able to redirect TCP connections with a specific destination address or port to my own program with this iptables rule:
iptables -t nat -A OUTPUT -p tcp -d <address> --dport <port> -j REDIRECT --to <local_port>
This works well until I create a connection to this destination from my proxy because it recursively connects to itself.
Is there a way for iptables to know what the original connection is and only redirect it? Or is there a better approach?