Raspberry Pi create WiFi Access Point (share internet from WiFi connection and route traffic trough a proxy)

Question

My goal is to have a separate raspi wifi access point where the internet connection is used from an existing wifi connection and the traffic should be forced trough a proxy. So when a client connects to the wifi, all his internet traffic will be routed trough the proxy, without having to setup anything on the client machine.

Is this possible with only one WiFi adapter? I got the newest Raspberry Pi 3 so in my case, would this be possible with the onboard wifi? Or do I have to get an extra usb wifi dongle?