Peel the shrimp and add salt, cayenne pepper and mix well.
Heat oil in a pan over high heat. Fry the shrimp, stirring frequently, for 5 minutes.
Put the shrimp back in a bowl, leaving the liquid in the pan. Cut the onions, chop the garlic and put them in the pan. Fry for 3 minutes.
Cut peppers, carrots and broccoli. Put them in a pan with peas and pour the broth. Reduce the heat to medium and cook the vegetables until they are soft, but crispy - about 4 minutes.
Put the shrimp back in the pan, add lemon juice and cook another 1 minute.