You question is very vague and more details would help.
In general, HTTP Clients are inherently thread safe unless your application code using the HTTP Client library makes it unsafe.
Generally In a thread based programming language, if you are calling your API proxy from within a function/method and you do not share the request/response outside the scope of this method, you will be thread safe. There will be nuanced caveats around Async API's/Callbacks but without knowing your programming stack, choice of client library, the problem you are facing, it's hard to be more specific.
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