TCP Server sitting behind a proxy

[Jeethu Rao]

This question is not really Pythonic, But since the
thing is written in Python (without anything higher
than the socket module), and since there are a lot of 
network coders on c.l.py, I thought of asking it in here.

I'm working on an application which requires to have
a listening socket on the client side. Most of the traffic
is upstream from the client to the server, But the server
sometimes connects to the client's listening socket for event
notification. I'm supposed to make it work from behind a proxy
server. I do include the (client's IP address and the listening port 
as reported by the client to the server upon login) in every 
downstream packet (From the Server to Client's listening socket)

So, I think its fairly trivial to write a small proxy which 
could sniff every incoming packet on its listening port and 
redirect it to the appropriate client.

Is this quite ok or is there a better approach to the
Proxies and Firewalls problem.
(Yes, I did read the Firewall FAQ before coming up with this question)
 
Thanks,

Jeethu Rao