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Host game without port forwarding?

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Hey all :) So just to get my question across, here's what I mean: Generally, if a player wants to host a multiplayer game, they need to forward the ports in their router so incoming traffic on that port will be forwarded to their computer. I'm wondering if there's a way of hosting a game without needing to forward ports, if a master or lobby server exists. One example is battle.net, where any user can host a game without forwarding ports, and battle.net is used to connect the new player with the host. Another example is the xbox live system. Is this possible?

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Ah, excellent, that's just what I was after!

Does anyone know the success rate of nat punchtrough?

ie. do most routers/modems support it?

Also, why do many commercial games not use this technique?

Thanks!

-EDIT-

A document in 2005 stated that around 82% of routers should support punchthrough... this is promising! Though I don't understand why it's not widely used? As far as I know, many games do not support it...

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Actually, most commercial games with a lobby server do support it. It's one of the main reasons to have a lobby server. For example, Xbox Live! is built around NAT punch-through.
Most routers not supporting punch-through are of the corporate/enterprise variety, where the local policy likely is to not support games anyway.

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