Socks server and client code in Python (Twisted?)

[MaR]

The answer may depend somewhat on whether your app is doing mostly
storage (filessystem) or calculations (cpu).

If you need to handle a fair number of sockets but do little
processing, you may wish to look at the standard modules
asyncore/asynchat.

But Twisted is not a bad advice :o) Maybe a little more threshold to
get started and you will have to co-deploy it with your app.