Iterating through an fd_set

We can iterate through an fd_set using a simple for loop. Essentially, we start at 1, since all socket descriptors are positive numbers, and we continue through to the largest known socket descriptor in the set. For each possible socket descriptor, we simply use FD_ISSET() to check if it is in the set. If we wanted to call CLOSESOCKET() for every socket in the fd_set master, we could do it like this:

SOCKET i;
for (i = 1; i <= max_socket; ++i) {
    if (FD_ISSSET(i, &master)) {
        CLOSESOCKET(i);
    }
}

This may seem like a brute-force approach, and it actually kind of is. However, these are the tools that we have to work with. FD_ISSET() runs very fast, and it's likely that processor time spent on other socket operations will dwarf what time was spent iterating through them in this manner. Nevertheless, you may be able to optimize this operation by additionally storing your sockets in an array or linked list. I don't recommend that you make this optimization unless you profile your code and find the simple for loop iteration to be a significant bottleneck.