Building software to look for VPN, SOCKS and HTTP/S Proxies

Hello,

I'm a software engineer building something in my spare time. As part of the service, I'd like to be able to be able to build a bot that looks for IP addresses that belong to VPNs, SOCKS or HTTP/S proxies. At a very high level, what would the steps be to look for these things?

For example: Port scan IP or look for certain headers, or build a bot to scrape lists of known VPNs, or have a list of known hosting providers and their cidr blocks etc etc

Thanks so much!