UDP hole punching is a method for establishing bidirectional UDP connections between Internet hosts in private networks using network address translators. The technique is not applicable in all scenarios or with all types of NATs, as NAT operating characteristics are not standardized.
Hosts with network connectivity inside a private network connected via a NAT to the Internet typically use the STUN method or Interactive Connectivity Establishment (ICE) to determine the public address of the NAT that its communications peers require. In this process another host on the public network is used to establish port mapping and other UDP port state that is assumed to be valid for direct communication between the application hosts. Since UDP state usually expires after short periods of time in the range of tens of seconds to a few minutes, and the UDP port is closed in the process, UDP hole punching employs the transmission of periodic keep-alive packets, each renewing the life-time counters in the UDP state machine of the NAT.
UDP hole punching will not work with symmetric NAT devices (also known as bi-directional NAT) which tend to be found in large corporate networks. In symmetric NAT, the NAT's mapping associated with the connection to the well known STUN server is restricted to receiving data from the well-known server, and therefore the NAT mapping the well-known server sees is not useful information to the endpoint.
In a somewhat more elaborate approach both hosts will start sending to each other, using multiple attempts. On a Restricted Cone NAT, the first packet from the other host will be blocked. After that the NAT device has a record of having sent a packet to the other machine, and will let any packets coming from this IP address and port number through. This technique is widely used in peer-to-peer software and Voice over Internet Protocol telephony. It can also be used to assist the establishment of virtual private networks operating over UDP. The same technique is sometimes extended to Transmission Control Protocol (TCP) connections, albeit with much less success due to the fact that TCP connection streams are controlled by the host OS, not the application and sequence numbers are selected randomly; thus any NAT device that performs sequence number checking will not consider the packets to be associated with an existing connection and drop them.
Read more about this topic: UDP Hole Punching
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