You can say "I am coming to the party" or "I am going to the party". The former implies that the party is imminent, or that you are talking to the party's host.
Except I never get invited to any parties!
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and a fellow guest would ask if you planned to go, and you'd say "yes, I'm going"
If you, as a speaker or listener, are moving to the other party engaged in communination with you one way or another, you are definitely "coming." If the other party, as a speaker or listener, is moving to you in the same situation mentioned above, he is also "coming." In all other cases, you are "going" because you have unilateral destinations by yourself.
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