The issue in TDD is "design for testability"
First, you must have an interface against which to write tests.
To get there, you must have a rough idea of what your testable units are.
Some class, which is built by a function.
Some function, which reads from a socket and emits a class.
Second, given this rough interface, you formalize it into actual non-working class and function definitions.
Third, you start to write your tests -- knowing they'll compile but fail.
Part-way through this, you may start head-scratching about your function. How do you set up a socket for your function? That's a pain in the neck.
However, the interface you roughed out above isn't the law, it's just a good idea. What if your function took an array of bytes and created a class object? This is much, much easier to test.
So, revisit the steps, change the interface, write the non-working class and function, now write the tests.
Now you can fill in the class and the function until all your tests pass.
When you're done with this bit of testing, all you have to do is hook in a real socket. Do you trust the socket libraries? (Hint: you should) Not much to test here. If you don't trust the socket libraries, now you've got to provide a source for the data that you can run in a controlled fashion. That's a large pain.