Establish a constant connection to a web server

I'm trying to create a connection between a unity game and an web server. Essentially there's 3 parts to the project I'm working on, the main game, a mobile app, and the web server. The Mobile app is able to send a request to the web server and update a value, which is stored in a database. I then need some way for the web server to tell the main game what has happened. Currently I'm having the main game send a web request to the server as well, and then reading the response, but I feel like there's a better way to go about this. Is there any way for the main game to send a single request to the web server, which will establish a connection where the server can respond whenever the mobile app has sent a request.