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Basically what I want need is this:

Two devices must connect and send data to one another(without an external server)  using tcp/udp.
The devices are behind NAT.
I read that this may be possible using a method called UDP Hole Punching.

So how do I achieve this? I have a server (seems hole punching requires a server) but the actual data transfer must be without using an external server.

Any help is appreciated.