Squid doesn't use it directly but the iptables rules for tproxy to work requires this module to be available.
It is used to identify which connections are local socket and not incoming connections and if these are local sockets these will not be hijacked by tproxy and will be treated like a local connection.
Without this you cannot use tproxy.
To test if it exists you need to run the next command:
$ iptables -t mangle -A PREROUTING -p tcp -m socket -j MARK --set-mark 1
And see what happens.
If it works, then you have the module on your OS and it should be fine.
From: Eliezer Croitoru <[hidden email]>
> To test if it exists you need to run the next command:
> $ iptables -t mangle -A PREROUTING -p tcp -m socket -j MARK --set-mark 1