In the dataReceived method you get back the data as a string of indeterminate length meaning that it may be a whole message in your protocol or it may only be part of the message that some 'client' sent to you. You will have to inspect the data to see if it comprises a whole message in your protocol.
I'm currently using Twisted on one of my projects to implement a protocol and decided to use the struct module to pack/unpack my data. The protocol I am implementing has a fixed header size so I don't construct any messages until I've read at least HEADER_SIZE amount of bytes. The total message size is declared in this header data portion.
I guess you don't really need to define a message length as part of your protocol but it helps. If you didn't define one you would have to have a special delimiter that determines when a message begins/ends. Sort of how the FIX protocol uses the SOH byte to delimit fields. Though it does have a required field that tells you how long a message is (just not how many fields are in a message).