Reduce latency between vps vs vps in different region


Hello all. Since this is out of topic so I want ask other things instead of seedbox. :sunglasses:
Anyone know how to setup a proxy server ?
The scenario is like this.

I have 2 vps. One at United States, and another one at Singapore.
I dont know what to call or what to setup to make the traffic from VPS United States connect to main server VPS at Singapore. Actually I try to setup some online game for small community. So I want player from US play my games without having so much lag. How to forwarding the traffic from US to Singapore VPS ? How to reduce the latency ? Should I try proxy ? Which one ?
Is it proxy server ? socks5 proxy ? http proxy ? Iā€™m confuse. Please advise me! :heart_eyes::cry: