Is it possible to write a firewall in python? Say it would block all traffic?
I'm sure in theory you could achieve what you want, but I believe in practice your idea is not doable (if you wonder why, it's because it's too hard to "interface" a high level language with the low level kernel).
What you could do instead is some Python tool that controls the firewall of the operating system so you could add rules, delete , etc. (in a similar way to what iptables does in Linux).