How to make a UDP socket replace old messages (not yet recv()'d) when new arrive?

Question

First, a little bit of context to explain why I am on the "UDP sampling" route:
I would like to sample data produced at a fast rate for an unknown period of time. The data I want to sample is on another machine than the one consuming the data. I have a dedicated Ethernet connection between the two so bandwidth is not an issue. The problem I have is that the machine consuming the data is much slower than the one producing it. An added constraint is that while it's ok that I don't get all the samples (they are just samples), it is mandatory that I get the last one.

My 1st solution was to make the data producer send a UDP datagram for each produced sample and let the data consumer try to get the samples it could and let the others be discarded by the socket layer when the UDP socket is full. The problem with this solution is that when new UDP datagrams arrive and the socket is full, it is the new datagrams that get discarded and not the old ones. Therefore I am not guarantueed to have the last one!

My question is: is there a way to make a UDP socket replace old datagrams when new arrive?

The receiver is currently a Linux machine, but that could change in favor of another unix-like OS in the future (windows may be possible as it implements BSD sockets, but less likely)
The ideal solution would use widespread mecanisms (like setsockopt()s) to work.

PS: I thought of other solutions but they are more complex (involve heavy modification of the sender), therefore I would like first to have a definite status on the feasability of what I ask! :)

Updates: - I know that the OS on the receiving machine can handle the network load + reassembly of the traffic generated by the sender. It's just that its default behaviour is to discard new datagrams when the socket buffer is full. And because of the processing times in the receiving process, I know it will become full whatever I do (wasting half of the memory on a socket buffer is not an option :)).
- I really would like to avoid having an helper process doing what the OS could have done at packet-dispatching time and waste resource just copying messages in a SHM.
- The problem I see with modifying the sender is that the code which I have access to is just a PleaseSendThisData() function, it has no knowledge that it can be the last time it is called before a long time, so I don't see any doable tricks at that end... but I'm open to suggestions! :)

If there are really no way to change the UDP receiving behaviour in a BSD socket, then well... just tell me, I am prepared to accept this terrible truth and will start working on the "helper process" solution when I go back to it :)

Answer 1

Just set the socket to non-blocking, and loop on recv() until it returns < 0 with errno == EAGAIN. Then process the last packet you got, rinse and repeat.

Answer 2

I agree with "caf". Set the socket to a non-blocking mode.

Whenever you receive something on the socket - read in a loop until nothing more is left. Then handle the last read datagram.

Only one note: you should set a large system receive buffer for the socket

int nRcvBufSize = 5*1024*1024; // or whatever you think is ok
setsockopt(sock, SOL_SOCKET, SO_RCVBUF, (char*) &nRcvBufSize, sizeof(nRcvBufSize));