There is now an experimental feature to communicate in real-time in Wolfram:
It can be used to communicate between two Wolfram Clouds. You can also simulate ChannelSend function by sending HTTP query.
You can connect to sockets with SocketConnect, but I'm not aware of a built-in way to bind a socket.
1$\begingroup$ Does that work in the cloud? (I have no experience with it.) $\endgroup$– SzabolcsJun 20, 2016 at 15:08
$\begingroup$ Seems like the any option that is somewhat close to what we are trying to achieve. $\endgroup$ Jun 20, 2016 at 16:26