This is a general remark, adding stuff to handle a bad request, ea., will eventually kill the performance, sending bad requests is a popular way to create a DOS/DDOS attack since the server(the added module) has to process them and do something while technically it makes no sense to do anything at all.

All other normal requests have plenty of ways to handle overloading/doss-ing without affecting other users, if you want to handle a bad request your going to need to handle that as well, ergo leave bad requests to nginx.

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nginx for Windows http://nginx-win.ecsds.eu/