How to use auth proxy with nginx?

@roy651
I will clarify what I am trying to do.
I have a webapplication [PHP] which has a login page (uses Mysql DB to store data) and This application will return lot of timeseries data’s. I am storing them In InfluxDB. To dashboard Those Data I am using Grafana.
My requirement is , When User logins to the web application with username: user and password:pass at the same time it should be possible to login to Grafana automatically using same username and password .

My first question: Is it feasible ??
Am I in right way??
I need your suggestions.