Or simply talk to nginx in HTTP. Here's Glyph of Twisted's take on it (in a nutshell: why convert HTTP into an HTTP-like protocol which is neither as well-standardised nor as well-documented?) :
https://twistedmatrix.com/pipermail/twisted-web/2006-April/0...
You could use a very stripped-down and thus potentially very efficient HTTP parser given that most of the work will be offloaded to nginx.
Also, last time I checked, nginx didn't support request multiplexing/pipelining over FastCGI (as it does over HTTP). Instead, each HTTP request received by nginx would result in a new (FastCGI) connection to your application which is obviously suboptimal.