Which animal is considered the missing link between reptiles and mammals?

I'm not sure if there is one missing link species, but mammals are descended from a class of reptiles called synapsids, the most famous of which is the Dimetrodon.

The creature that came to my mind was the Platypus,this site mentions a 19th century myth that its was quasi-reptilian.

https://en.wikipedia.org/wiki/Platypus

That site also says: "It is now generally accepted that modern monotremes are the survivors of an early branching of the mammal tree; a later branching is thought to have led to the marsupial and placental groups." In other words, they are not ancestral to either the placental mammals (us) or to the marsupials (koalas, etc). The ancestors of the platypus are closer to the reptiles than either the platypus or modern mammals are, and we do share some of the earliest of these ancestors without being in the platypus's line of descent. The platypus itself is not a missing link, but a descendant of an unknown ancestor that came between reptiles and mammals. Unknown ancestors, rather. The fossil record is limited as few animals actually get fossilised, and also the dividing line would be hard to place if we did have the complete lot. Changes are not usually sudden, unless you only look at widely spaced fossils. In between there would be many shades of difference. Missing link nowadays is more a popular press term than a scientific one.

Missing links don't really exist as how they are defined in popular culture. Evolution isn't a straightforward chain-link process. However, the closest possible group would be among the mammal-like-reptiles, the Therapsids.

One of the most popular ones would be Cynognathus.

Thrinaxodon- http://www.digimorph.org/specimens/Thrinaxodon_liorhinus/