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Since the hololens-development tag is for questions about programming HoloLens apps, we don’t have a say on how to make multiple third-party devices communicate with each other. But if you want to know how to make HoloLens communicate with Arduino or Raspberry PI, we recommend using the Windows.Devices.SerialCommunication API. It can make HoloLens communicate with Arduino or Raspberry PI, or other device exposes a serial port or some abstraction of a serial port. And there is a Serial Arduino sample(https://github.com/microsoft/Windows-universal-samples/tree/master/Samples/SerialArduino) in Windows-universal-samples shows how to communicate with an Arduino device on UWP apps.
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