With the growing adoption of IoT and sensor technologies, an enormous amount of data is being produced at a very rapid pace and in different application domains. This sensor data consists mostly of live data streams containing sensor observations, generated in a distributed fashion by multiple heterogeneous infrastructures with minimal or no interoperability. RDF streams emerged as a model to represent data streams, and RDF Stream Processing (RSP) refers to a set of technologies to process such data. RSP research has produced several successful results and scientific output, but it can be evidenced that in most of the cases the Web dimension is marginal or missing. It also noticeable the lack of proper infrastructures to enable the exchange of RDF streams over heterogeneous and different types of RSP systems, whose features may vary from data generation to querying, and from reasoning to visualisation. This article defines a set of requirements related to the creation of a web of RDF stream processors. These requirements are then used to analyse the current state of the art, and to build a novel proposal, WeSP, which addresses these concerns.