I know it's an old question, but if someone is looking here again... see https://python-sounddevice.readthedocs.io/en/0.4.1/index.html .
It has a nice example "Input to Ouput Pass-Through" here https://python-sounddevice.readthedocs.io/en/0.4.1/examples.html#input-to-output-pass-through .
... and a lot of other examples as well ...