How can I interact with a third party service that sends POST requests to me in response to the order information that I send them?

Since I doubt “pretty” URLs are important here, it’s incredibly easy to create an endpoint/handler using the AJAX api (the other option is to use the rewrite API and listen out for a hit).

Don’t be put off by the term “AJAX” – this is simply a script within your WordPress install that will fire a matching hook for whatever is passed as the action parameter (either via GET or POST).

For example, example.com/wp-admin/admin-ajax.php?action=gateway:

function wpse_225366_gateway_response() {
    // Do your thang

    exit;
}

// The wp_ajax_nopriv_{action} hook fires for non-authenticated users
add_action( 'wp_ajax_nopriv_gateway', 'wpse_225366_gateway_response' );

// The wp_ajax_{action} hook fires for authenticated users
add_action( 'wp_ajax_gateway',        'wpse_225366_gateway_response' );

You’ll probably want to call the action something less generic than gateway, but I hope this illustrates how things work.

You can use the following to get the response URL programmatically:

$response_url = admin_url( 'admin-ajax.php?action=gateway' );

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