The Proxy will accept Wavefront formatted message on port 2878 (additional listeners can be enabled in WAVEFRONT_PROXY_ARGS, see below). Just run this docker image with the following environment variables defined, e.g.

docker build -t wavefront-proxy .
docker run \
    -e WAVEFRONT_URL=https://you.wavefront.com/api \
    -e WAVEFRONT_TOKEN=<YOUR-API-TOKEN> \
    -p 2878:2878 \
    wavefront-proxy

All properties that exist in wavefront.conf can be customized by passing their name as long form arguments within your docker run command in the WAVEFRONT_PROXY_ARGS environment variable. For example, add -e WAVEFRONT_PROXY_ARGS="--pushRateLimit 1000" to your docker run command to specify a rate limit of 1000 pps for the proxy.