You have a few options.
If this is purely for Mendix, then look at the ProcessQueue and Queue modules in the App Store. ProcessQueue is officially supported by Mendix, but I’ve found the Queue module easier to use. In my case, I’ve moved non essential tasks to the Queue for later processing to ensure the user has a speedier journey through my site.
If you are looking at other systems using those messages externally, then I’ve also used the MQTT module from the App Store to do this.