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Simplify winsock2 workarounds #11350

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jakirkham
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On Windows, make sure to #include <winsock2.h> before #include <windows.h>. Otherwise #include <windows.h> will #include <winsock.h>, which is only for legacy support.

xref: #10923

On Windows, make sure to `#include <winsock2.h>` before `#include
<windows.h>`. Otherwise `#include <windows.h>` will `#include
<winsock.h>`, which is only for legacy support.
@hcho3
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hcho3 commented Mar 20, 2025

It seems like the new workaround didn't quite work out? Can we keep the status quo for now?

@trivialfis
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I think it's quite difficult to keep all the includes in the correct order. We have dependencies like dmlc core and grpc etc.

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