How to capture each linux command before sending it out?

I want to monitor the server at a more strict history. Since each user can delete their own history file, it is better to capture each command to a history file in the background, which is unaccessible by them. I have already set up an udp server, and know how to send anything to that port via nc:

echo [command string] | nc -u [port]

Is there a way to capture each command string once it is entered in the prompt?