Add conveniences for MCP proxy pattern

export function mcpProxy({
  transportToClient,
  transportToServer,
  onerror,
}: {
  transportToClient: Transport;
  transportToServer: Transport;
  onerror: (error: Error) => void;
}) {
  transportToClient.onmessage = (message) => {
    transportToServer.send(message).catch(onerror);
  };

  transportToServer.onmessage = (message) => {
    transportToClient.send(message).catch(onerror);
  };

  transportToClient.onclose = () => {
    transportToServer.close().catch(onerror);
  };

  transportToServer.onclose = () => {
    transportToClient.close().catch(onerror);
  };

  transportToClient.onerror = onerror;
  transportToServer.onerror = onerror;
}

The issue provides a TypeScript mcpProxy example but names no file, test, or entry point. First clarify which conveniences are requested for forwarding messages, closing transports, and handling errors, then define acceptance criteria and tests that show the proxy behavior is complete.