I have a application where it is required to read data very fast from a COM-Port. The data arrives with 10kHz (1.25MBaud) in 8 byte packages. Therefore the data capturing (getting the data from the COM-Port buffer) and processing must be as fast as possible. I think my code is quite optimised but I still loose sometimes some data packages because the serial buffer overflows. Because of this I thought of porting the pyserial package (or at least the parts I use) to Cython.
Is it possible to port the pyserial package to Cython? And even more important: would there be a speed improvement if the code is written in Cython? Are there other, possibly easier methods, to improve the performance?
Doubtful porting would remedy the problem you are encountering. The problem with using a UART is the relatively small OS-provided buffer for the incoming data. 
As an alternative, you might try one of the Ethernet / Serial converters to allow serial I/O through an Ethernet port. The advantage of this approach is the use of the network driver's much larger buffer.
If your application can't readily ingest the data at the rate it's arriving, no amount of buffer will help. In this case, if you can't accept some packet loss, you should try to lower the data rate.
Is it possible and useful to port pyserial to cython