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The basic for the communication between the MQTT Broker and MQTT client is an active connection between them. The MQTT client connects via a TCP/IP address and an according port with the broker.
The MQTT connection is built up between the broker and client, no MQTT client is connected to an other MQTT client.
The client initiates by sending a "Connect" message to a broker. This replies via "Connack" and a special status code for the connection. As soon as they have built up a connection, this connection will exist until the MQTT client sends a command to "Disconnect" or the connection between both will be lost (e. g. trough connection lost).