Aside from fsflovers link; there's a fantastic (paid) firewall software called littlesnitch.

You can use it to watch every process send network traffic, you can even collect samples of the traffic and plot it on a map: https://www.obdev.at/products/littlesnitch/index.html

(not affiliated, just a happy customer; it's one of the few things I like the mac ecosystem for.. there's attempts to port it to linux with https://github.com/evilsocket/opensnitch; but it's not as polished of course)