OpenSnitch is a GNU/Linux port of the Little Snitch application firewall.

Requirements
You'll need a GNU/Linux distribution with iptables, NFQUEUE and ftrace kernel support.

Install

sudo apt-get install build-essential python3-dev python3-setuptools libnetfilter-queue-dev python3-pyqt5 python3-gi python3-dbus python3-pyinotify
cd opensnitch
sudo python3 setup.py install

Run

sudo -HE opensnitchd
opensnitch-qt

Known Issues / Future Improvements
Before opening an issue, keep in mind that the current implementation is just an experiment to see the doability of the project, future improvements of OpenSnitch will include:
Split the project into opensnitchd, opensnitch-ui and opensnitch-ruleman:

• opensnitchd will be a (C++ ? TBD) daemon, running as root with the main logic. It'll fix this.
• opensnitch-ui python (?) UI running as normal user, getting the daemon messages. Will fix this.
• opensnitch-ruleman python (?) UI for rule editing.

How Does It Work
OpenSnitch is an application level firewall, meaning then while running, it will detect and alert the user for every outgoing connection applications he's running are creating. This can be extremely effective to detect and block unwanted connections on your system that might be caused by a security breach, causing data exfiltration to be much harder for an attacker. In order to do that, OpenSnitch relies on NFQUEUE, an iptables target/extension which allows an userland software to intercept IP packets and either ALLOW or DROP them, once started it'll install the following iptables rules:

OUTPUT -t mangle -m conntrack --ctstate NEW -j NFQUEUE --queue-num 0 --queue-bypass

This will use conntrack iptables extension to pass all newly created connection packets to NFQUEUE number 0 (the one OpenSnitch is listening on), and then:

INPUT --protocol udp --sport 53 -j NFQUEUE --queue-num 0 --queue-bypass

This will also redirect DNS queries to OpenSnitch, allowing the software to perform and IP -> hostname resolution without performing active DNS queries itself.
Once a new connection is detected, the software relies on the ftrace kernel extension in order to track which PID (therefore which process) is creating the connection.
If ftrace is not available for your kernel, OpenSnitch will fallback using the /proc filesystem, even if this method will also work, it's vulnerable to application path manipulation as described in this issue, therefore it's highly suggested to run OpenSnitch on a ftrace enabled kernel.