Please note:

We've recently released the following endpoints within the Twitter API v2.

v1.1 endpoints Corresponding v2 endpoints  
GET direct_messages/events/list
Direct Messages lookup Migration guide
POST direct_mesages/events/new
Manage Direct Messages Migration guide

Please use the migration guides to see what has changed between the standard v1.1 and v2 versions.

Sending message events

To send a new Direct Message use POST direct_messages/events/new (message_create). Optionally, you may also attach Quick Replies or media (image, GIF or video).

Receiving messages events