Pistol shrimps and gobies depend on each other for their shelter and protection, and they have a beneficial relationship with each other. what’s this symbiotic relation called?

The symbiotic relation is called MUTUALISM. 
Mutualism is a type of symbiotic relationship in which both organisms that are involved benefit from the relationship. For Pistol shrimps and gobies; the shrimp builds and maintains a burrow that both animals live in and gobies offers protection from the predators to the shrimp; thus the relationship is mutual.