type
 TMyProtoReader=class
 private
   Socket:TClientSocket;
   Packet:Pointer;
 public
   constructor Create;
   destructor Destroy;override;
   function Connect:boolean;
   function GetPacket:Pointer;
 end;

{ TMyProtoReader }

constructor TMyProtoReader.Create;
begin
 Socket:=TClientSocket.Create(nil);
 Socket.ClientType:=ctBlocking;
end;

destructor TMyProtoReader.Destroy;
begin
 Socket.Free;
 FreeMem(Packet);
 inherited;
end;

function TMyProtoReader.Connect: boolean;
begin
 Socket.Address:='127.0.0.1';
 Socket.Port:=12345;
 Socket.Active:=true;
 result:=Socket.Active;
end;

function TMyProtoReader.GetPacket: Pointer;
type
 PPacket=^TPacket;
 TPacket=packed record
   Len:word;
   data:array[0..0] of byte;
 end;

 function RecvBufFully(Peer:TCustomWinSocket;var Buf; Count: Integer):boolean;
 var pBuf:PByte;
   s:integer;
 begin
   result:=false;
   pBuf:=@Buf;
   while count>0 do
   begin
     s:=Peer.ReceiveBuf(pBuf^,Count);
     if s=0 then exit;
     inc(pBuf,s);
     dec(Count,s);
   end;
   result:=true;
 end;

var len:word;
begin
 if not Socket.Active then
   raise Exception.Create('Not connected');

 if not RecvBufFully(Socket.Socket,len,SizeOf(len)) then
 begin
   Socket.Active:=false;
   raise Exception.Create('Bad packet');
 end;

 ReallocMem(Packet,len);
 PPacket(Packet).Len:=len;

 if not RecvBufFully(Socket.Socket,PPacket(Packet).Data,PPacket(Packet).len) then
 begin
   Socket.Active:=false;
   raise Exception.Create('Bad packet');
 end;

 result:=Packet;
end;

procedure TForm1.Button1Click(Sender: TObject);
var
 reader:TMyProtoReader;
 Packet:pointer;
begin
 reader:=TMyProtoReader.Create;
 try
   reader.Connect;
   while true do
   begin
     Packet:=reader.GetPacket;
     ProcessPacket(Packet);
     Application.ProcessMessages;
   end;
 finally
   reader.Free;
 end;

end;

...
procedure SocketEvent(var M:TMessage); message WM_SOCKET_AUTH_EVENT;
...

  if  WSAAsyncSelect(FSocket,FWindowHandle,WM_SOCKET_AUTH_EVENT, FD_CONNECT or FD_READ or FD_WRITE or FD_CLOSE)= SOCKET_ERROR then

...

procedure TXXX.SocketEvent(var M:TMessage);
begin
 case M.LParam of
 FD_CONNECT:;
 FD_READ:     ReceivePackets;
 FD_WRITE:    SendPackets;
 FD_CLOSE:    CloseConnection;
 end;
end;