I couldn't find any compression proxy with man in the middle support so I hacked something together a while ago for personal use:

https://github.com/barnacs/compy

If anyone got motivated by the paper or feels like improving it, contributions are welcome.

I did this for a while, and then realized my use of SSL Everywhere combined with a HTTP only compression proxy was self defeating. The only way to get decent coverage is to have the proxy also bust SSL and then repackage it, which is completely undesirable because you lose fine grained control over certificates.

Provided you own the proxy, you let the proxy implement the certificate policy you decide upon? You would then have the browser only trust the certs that the proxy creates.

I also want to build a self-host data completion proxy on my own. But the more web sites support SSL connection, the less impacts on the data completion in the future I think. WWW are moving toward the all encrypted internet, so is this kind of technologies a temporary stuff? Or is there a possibility to reduce data transfers under the SSL protocol?

You can mitm yourself with no problem. Firefox has the option to ignore pinned certificates if you have valid user installed certificate as trusted root.

More of a "best practices" proxy, if you will, than a compression proxy: https://developers.google.com/speed/pagespeed/module/filters