Just messing around with multicast sockets.

MulticastExperiment.cs

using System;
using System.Text;
using System.Net;
using System.Net.Sockets;
using System.Collections.ObjectModel;
using System.Threading;

namespace Prototype
{
    public static class Program
    {
        public static void Main(string[] args)
        {
            using (var client = new MulticastClient("224.168.100.2", 11000))
            {
                client.RegisterOnReceiveHandler((b) =>
                {
                    var message = Encoding.Unicode.GetString(b);

                    Console.WriteLine(message);
                });

                client.Start();

                while (true)
                {
                    var message = Console.ReadLine();

                    if (message == "exit")
                    {
                        Console.WriteLine("bye");
                        break;
                    }
                    else
                    {
                        client.SendMessage(Encoding.Unicode.GetBytes(message));
                    }
                }
            }

            Console.WriteLine("Donezo.");
        }
    }

    public class MulticastClient : IDisposable
    {
        private readonly Collection<Action<byte[]>> _onReceiveHanders = new Collection<Action<byte[]>>();

        private readonly IPAddress _localIpAddress;
        private readonly IPEndPoint _localEndpoint;

        private readonly IPAddress _multicastAddress;
        private readonly MulticastOption _multicastOption;
        private readonly EndPoint _multicastEndpoint;

        private Socket _multicastSocket;
        private Thread _handlerThread;
        private static bool shouldContinue = true;

        public MulticastClient(string multicastAddress, int multicastPort)
        {
            _localIpAddress = GetDefaultIPAddress();
            _localEndpoint = new IPEndPoint(_localIpAddress, multicastPort);
            _multicastAddress = IPAddress.Parse(multicastAddress);
            _multicastOption = new MulticastOption(_multicastAddress, _localIpAddress);
            _multicastEndpoint = new IPEndPoint(_multicastAddress, multicastPort);
        }

        public void RegisterOnReceiveHandler(Action<byte[]> onReceiveHandler) => _onReceiveHanders.Add(onReceiveHandler);

        public void Start()
        {
            _multicastSocket = new Socket(AddressFamily.InterNetwork, SocketType.Dgram, ProtocolType.Udp);
            _multicastSocket.Bind(_localEndpoint);
            _multicastSocket.SetSocketOption(SocketOptionLevel.IP, SocketOptionName.AddMembership, _multicastOption);

            _handlerThread = new Thread(HandleIncomingBroadcast);
            _handlerThread.Start();
        }

        public void SendMessage(byte[] message) =>
            _multicastSocket.SendTo(message, _multicastEndpoint);

        public void Dispose()
        {
            shouldContinue = false;
            _multicastSocket.Shutdown(SocketShutdown.Both);
            _multicastSocket.Close();
            _multicastSocket.Dispose();
        }

        private void HandleIncomingBroadcast()
        {
            var buffer = new Byte[100];
            var remoteEndpoint = (EndPoint)new IPEndPoint(IPAddress.Any, 0);

            while (shouldContinue)
            {
                try
                {
                    _multicastSocket.ReceiveFrom(buffer, ref remoteEndpoint);

                    foreach (var onReceiveHandler in _onReceiveHanders)
                    {
                        onReceiveHandler(buffer);
                    }
                }
                catch (SocketException ex)
                {
                    Console.WriteLine(ex.Message);

                    shouldContinue = false;
                }

                buffer = new byte[100];
            }
        }

        // https://stackoverflow.com/a/27376368/233516
        private static IPAddress GetDefaultIPAddress()
        {
            using (var socket = new Socket(AddressFamily.InterNetwork, SocketType.Dgram, 0))
            {
                socket.Connect("8.8.8.8", 65530);

                var endPoint = socket.LocalEndPoint as IPEndPoint;

                return endPoint.Address;
            }
        }
    }
}