RESTful API documentation is expensive to produce and maintain due to the lack of reusable tools and automated solutions. Most RESTful APIs are documented manually and the API developers are responsible for keeping the documentation up to date as the API evolves making the process both costly and error-prone. In this paper we introduce a novel technique using an HTTP proxy server that can be used to automatically generate RESTful API documentation and demonstrate SpyREST, an example implementation of the proposed technique. SpyREST uses a proxy to intercept example API calls and intelligently produces API documentation for RESTful Web APIs by processing the request and response data. Using the proposed HTTP proxy server based technique, RESTful API developers can significantly reduce the cost of producing and maintaining API documentation by replacing a large manual process with an automated process.