How to make udp datagram pass thru proxy server?

I have to make a video stream system. And I found that there are a lot of user is behind the firewall or proxy server, how should i do to make the udp streaming media pass thru the firewall or proxy????
does the https tunnel help?

Thanks for your advise, but does http tunnel only accept for the TCP problem? since my server will broadcast a stream of udp to the user, so how should i do that?

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