1. Fill a large bowl halfway with ice and add water to cover; set aside.
2. In a large pot, combine 6 cups of water, salt, sugar, and onion.
3. Halve and juice lemon and add to pot. Bring to a boil, then turn off heat and add shrimp to pot.
4. Let sit until shrimp are pink and cooked through, about 3 minutes. Remove shrimp from the pot into the bowl of ice.
5. To create the cocktail sauce, simply mix all of the ingredients together.
6. Serve shrimp with lemon wedges and cocktail sauce.
