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I made a little rust project that demonstrates UDP hole punching: git.slky.dev/leifb/rust-h... Since I want my Game to support peer to peer multiplayer, I wanted to test that out before implementing it in the game.

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Hole punching is a method that allows two clients behind a NAT / firewall / etc. to talk to each other directly. It uses a relay server, but only for the initial connection. Once clients are connected, the relay is not used anymore.