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A custom web application firewall (WAF) can help protect your web application from various threats like SQL injection, cross-site scripting (XSS), etc. If you ship software to customers or even if you host your services in the cloud but want more control, agility and/or simplicity, a custom WAF can help. In this article, I will show you how to build a custom WAF using OpenResty, a powerful web platform based on Nginx and Lua.