Yeah, I've worked a lot with TCP and it was really no problem requesting a 
next packet after each, it was very fast.
UDP offers some other valuable features though.

How do you manage missed/double/wrong ordered packets? I thought of making a 
buffer to store a certain amount of packets.. say... maybe 100, and have a 
thread analyze the buffer and request any missing packets until all are 
complete, then process the data. However requests for missing packets might 
also be lost.. so shrug, what a pita to work with UDP :p 

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