With exchanges often traffic is sent to everyone when using
non-reliable transports such as UDP. As example see the STAMP protocol
(over UDP multicast). In this protocol every message is given a
sequence number (perfectly ordered). Clients then can find any missing
messages by looking for gaps in the sequence (there is also an out of
band retry mechanism in many implementations).
*note that in canada there is/was (have not looked in a while) also a
STAMP implementation over TCP instead of UDP which is the CNQ
exchange.
If you are doing separate messages per client this becomes a bit more
tricky as you end up having to track the varying sequences. Likely you
end up needed a <long,long> map to map the clients sequence number to
the messages overall sequence number.
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Studying for the Turing test