Blocking users coming through proxies

I want to block users coming through proxies.
I will be using https://isproxyip.com api, from which I can get whether the visitor is coming from proxy or not.
now question is how I can block them saying proxies not allowed or something like that.

Iā€™d do it via action filter, https://www.yiiframework.com/doc/api/2.0/yii-base-actionfilter

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