This is largely based off of this article by Hulu and their roku-dev-cli tool.
Requirements:
The main requirement is a Mac with 2 available network interfaces WIFI <-> WIFI, LAN <-> WIFI, etc. This should work on other platforms as well but isn't covered here.
Setup
The first thing we need is Homebrew. If you've never used it before it's a great package manager for macOS that makes installing programs easier. Open Terminal and paste
/usr/bin/ruby -e "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/master/install)"
and hit enter
