Receiving datagrams in the background

I am currently developing a component to talk to my home appliance, which are connected to a GW on my local network. Right now, I have everything working, but that’s purely based on polling. However, the GW does send multicast messages whenever the state of the device changes, and I do have some code running outside of HA, which displays those datagrams.

I’d like to listen to those in the background to either incorporate their content or to update the referenced components. But I have no idea how to correctly do this with HA.

Any suggestion would be welcome.