>From my reading of the documentation, the best way to read DMs is by
email.

The direct messages come to you as an email with a particular header
that you can identify and parse.

I have been working with emails (not as direct messages, but when I
get a new follower) and I'd have to recommend them. Working with these
emails has been particularly helpful as I debug problems because I can
save them as long as I need to. In fact, I don't think I have deleted
them yet.

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